move_buckets
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 2026-10-09, from what-is-earnings-season.
| label | hit_count | share_pct |
|---|---|---|
| 0~1% | 2441 | 49 |
| 1~2% | 1414 | 28.4 |
| 2~3% | 566 | 11.4 |
| 3~5% | 413 | 8.3 |
| 5~8% | 100 | 2 |
| 8% 이상 | 52 | 1 |
- Rows × columns
- 6 × 3
- 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 |
|---|---|---|---|
label |
text | 6 distinct values (0~1%, 1~2%, 2~3%…) | |
hit_count |
number | 52 to 2,441 | count |
share_pct |
number | 1 to 49 | 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 , 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 moves AS
(
SELECT
ticker,
date,
abs(toFloat64(close)
/ lagInFrame(toFloat64(close)) OVER (PARTITION BY ticker ORDER BY date) - 1) * 100 AS move_pct
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('JPM', 'WFC', 'BAC', 'GS', 'MS', 'NFLX', 'TSLA', 'MSFT', 'AAPL', 'AMZN')
AND date >= '2024-07-01'
AND date < '2026-07-01'
)
SELECT
multiIf(move_pct < 1, '0~1%',
move_pct < 2, '1~2%',
move_pct < 3, '2~3%',
move_pct < 5, '3~5%',
move_pct < 8, '5~8%',
'8% 이상') AS label,
count() AS hit_count,
round(count() * 100.0 / sum(count()) OVER (), 1) AS share_pct
FROM moves
WHERE isFinite(move_pct)
AND move_pct > 0
GROUP BY label
ORDER BY indexOf(['0~1%', '1~2%', '2~3%', '3~5%', '5~8%', '8% 이상'], label)
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