rvol_bands

Name: rvol_bands
Creator: Strasmore
Published: 2026-10-04
License: https://www.strasmore.com/terms/

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-10-04, from what-is-a-good-relative-volume.

as of 2026-10-04 ranking 7×3read in context →

rvol_bands — 7 rows by 3 columns, computed 2026-10-04 from US exchange, SIP and OPRA data.
rvol_band	trading_days	share_of_days_pct
1. under 0.5x	45875	11.05
2. 0.5x to 1x	214217	51.58
3. 1x to 1.5x	106097	25.55
4. 1.5x to 2x	27502	6.62
5. 2x to 3x	13409	3.23
6. 3x to 5x	4749	1.14
7. 5x and up	3476	0.84

Rows × columns: 7 × 3
Computed: 2026-10-04
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for rvol_bands, derived from the stored result.
Column	Type	Range	Notes
`rvol_band`	text	7 distinct values
`trading_days`	number	3,476 to 214,217
`share_of_days_pct`	number	0.84 to 51.58	percent

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on 2026-10-04, and the query below is what returned them.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH
dedup AS
(
    SELECT
        ticker,
        date,
        toFloat64(max(volume)) AS vol
    FROM global_markets.stocks_daily_aggs
    WHERE date >= today() - 400
      AND ifNull(otc, 0) = 0
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker, date
),
liquid AS
(
    SELECT ticker
    FROM dedup
    GROUP BY ticker
    HAVING avg(vol) >= 2000000
       AND count() >= 220
),
rv AS
(
    SELECT
        date,
        vol / avg(vol) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN 20 PRECEDING AND 1 PRECEDING) AS rvol
    FROM dedup
    WHERE ticker IN (SELECT ticker FROM liquid)
)
SELECT
    multiIf(rvol < 0.5,  '1. under 0.5x',
            rvol < 1.0,  '2. 0.5x to 1x',
            rvol < 1.5,  '3. 1x to 1.5x',
            rvol < 2.0,  '4. 1.5x to 2x',
            rvol < 3.0,  '5. 2x to 3x',
            rvol < 5.0,  '6. 3x to 5x',
                         '7. 5x and up')      AS rvol_band,
    count()                                   AS trading_days,
    round(100 * count() / sum(count()) OVER (), 2) AS share_of_days_pct
FROM rv
WHERE date >= today() - 370
  AND isFinite(rvol)
GROUP BY rvol_band
ORDER BY rvol_band

SQL to run

WITH
dedup AS
(
    SELECT
        ticker,
        date,
        toFloat64(max(volume)) AS vol
    FROM global_markets.stocks_daily_aggs
    WHERE date >= today() - 400
      AND ifNull(otc, 0) = 0
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker, date
),
liquid AS
(
    SELECT ticker
    FROM dedup
    GROUP BY ticker
    HAVING avg(vol) >= 2000000
       AND count() >= 220
),
rv AS
(
    SELECT
        date,
        vol / avg(vol) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN 20 PRECEDING AND 1 PRECEDING) AS rvol
    FROM dedup
    WHERE ticker IN (SELECT ticker FROM liquid)
)
SELECT
    multiIf(rvol < 0.5,  '1. under 0.5x',
            rvol < 1.0,  '2. 0.5x to 1x',
            rvol < 1.5,  '3. 1x to 1.5x',
            rvol < 2.0,  '4. 1.5x to 2x',
            rvol < 3.0,  '5. 2x to 3x',
            rvol < 5.0,  '6. 3x to 5x',
                         '7. 5x and up')      AS rvol_band,
    count()                                   AS trading_days,
    round(100 * count() / sum(count()) OVER (), 2) AS share_of_days_pct
FROM rv
WHERE date >= today() - 370
  AND isFinite(rvol)
GROUP BY rvol_band
ORDER BY rvol_band

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