move_profile
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.
| ticker | median_move_pct | max_move_pct |
|---|---|---|
| TSLA | 2.17 | 22.69 |
| AAPL | 0.72 | 15.33 |
| NFLX | 1.09 | 13.77 |
| WFC | 1.04 | 13.11 |
| GS | 1.08 | 13.1 |
| AMZN | 1.2 | 11.98 |
| MS | 1 | 11.61 |
| JPM | 0.83 | 11.54 |
| BAC | 0.78 | 11.06 |
| MSFT | 0.78 | 10.13 |
- Rows × columns
- 10 × 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 |
|---|---|---|---|
ticker |
text | 10 distinct values (AAPL, AMZN, BAC…) | |
median_move_pct |
number | 0.72 to 2.17 | percent |
max_move_pct |
number | 10.13 to 22.69 | 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
ticker,
round(quantileDeterministic(0.5)(move_pct, toUInt32(toYYYYMMDD(date))), 2) AS median_move_pct,
round(max(move_pct), 2) AS max_move_pct
FROM moves
WHERE isFinite(move_pct)
GROUP BY ticker
ORDER BY max_move_pct DESC
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