{"slug":"what-is-market-volatility","qid":"peso_move","label":"peso_move","post_title":"what-is-market-volatility","post_url":"/blog/lang/tl/what-is-market-volatility#q-peso_move","columns":["ticker","peso_1sd","peso_2sd"],"rows":[{"ticker":"NVDA","peso_1sd":1185,"peso_2sd":2370},{"ticker":"AAPL","peso_1sd":774,"peso_2sd":1548},{"ticker":"KO","peso_1sd":592,"peso_2sd":1185},{"ticker":"SPY","peso_1sd":409,"peso_2sd":817}],"shape":"ranking","sql":"WITH bars AS\n(\n    SELECT\n        ticker,\n        date,\n        any(toFloat64(close)) AS c\n    FROM global_markets.stocks_daily_aggs\n    WHERE ticker IN ('SPY', 'AAPL', 'NVDA', 'KO')\n      AND date >= today() - 430\n      AND date <  today()\n    GROUP BY ticker, date\n),\nrets AS\n(\n    SELECT\n        ticker,\n        date,\n        log(c / lagInFrame(c) OVER (PARTITION BY ticker ORDER BY date)) AS r\n    FROM bars\n),\nranked AS\n(\n    SELECT\n        ticker,\n        r,\n        row_number() OVER (PARTITION BY ticker ORDER BY date DESC) AS sessions_back\n    FROM rets\n    WHERE isFinite(r)\n),\nvol AS\n(\n    SELECT\n        ticker,\n        stddevSampIf(r, sessions_back <= 252) AS sd_daily\n    FROM ranked\n    GROUP BY ticker\n    HAVING countIf(sessions_back <= 252) >= 200\n)\nSELECT\n    ticker,\n    round(sd_daily * 50000, 0)     AS peso_1sd,\n    round(sd_daily * 2 * 50000, 0) AS peso_2sd\nFROM vol\nORDER BY peso_1sd DESC","computed_at":"2026-09-28T15:34:36.545361+00:00","elapsed":11.108784899}