ticker_percentiles
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.
| ticker | median_rvol | p90_rvol | p99_rvol |
|---|---|---|---|
| MSFT | 0.92 | 1.47 | 3.1 |
| XOM | 0.94 | 1.34 | 2.61 |
| KO | 0.91 | 1.35 | 2.43 |
| AAPL | 0.92 | 1.41 | 2.42 |
| JNJ | 0.93 | 1.39 | 2.3 |
| SPY | 0.95 | 1.35 | 1.93 |
| NVDA | 0.93 | 1.27 | 1.82 |
| PG | 0.95 | 1.34 | 1.81 |
- Rows × columns
- 8 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 8 distinct values (AAPL, JNJ, KO…) | |
median_rvol |
number | 0.91 to 0.95 | |
p90_rvol |
number | 1.27 to 1.47 | |
p99_rvol |
number | 1.81 to 3.1 |
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 , 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 ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'KO', 'XOM', 'JNJ', 'PG')
GROUP BY ticker, date
),
rv AS
(
SELECT
ticker,
date,
vol / avg(vol) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN 20 PRECEDING AND 1 PRECEDING) AS rvol
FROM dedup
)
SELECT
ticker,
round(quantileDeterministic(0.5)(rvol, toUInt64(date)), 2) AS median_rvol,
round(quantileDeterministic(0.9)(rvol, toUInt64(date)), 2) AS p90_rvol,
round(quantileDeterministic(0.99)(rvol, toUInt64(date)), 2) AS p99_rvol
FROM rv
WHERE date >= today() - 370
AND isFinite(rvol)
GROUP BY ticker
ORDER BY p99_rvol DESC
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