rv_ladder
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 2026-09-28, from what-is-market-volatility.
| ticker | rv_30d_pct | rv_252d_pct |
|---|---|---|
| NVDA | 38.8 | 37.6 |
| AAPL | 20.5 | 24.6 |
| KO | 15.2 | 18.8 |
| SPY | 9.8 | 13 |
- Rows × columns
- 4 × 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 | 4 distinct values (AAPL, KO, NVDA…) | |
rv_30d_pct |
number | 9.8 to 38.8 | percent |
rv_252d_pct |
number | 13 to 37.6 | 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 bars AS
(
SELECT
ticker,
date,
any(toFloat64(close)) AS c
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('SPY', 'AAPL', 'NVDA', 'KO')
AND date >= today() - 430
AND date < today()
GROUP BY ticker, date
),
rets AS
(
SELECT
ticker,
date,
log(c / lagInFrame(c) OVER (PARTITION BY ticker ORDER BY date)) AS r
FROM bars
),
ranked AS
(
SELECT
ticker,
r,
row_number() OVER (PARTITION BY ticker ORDER BY date DESC) AS sessions_back
FROM rets
WHERE isFinite(r)
)
SELECT
ticker,
round(stddevSampIf(r, sessions_back <= 30) * sqrt(252) * 100, 1) AS rv_30d_pct,
round(stddevSampIf(r, sessions_back <= 252) * sqrt(252) * 100, 1) AS rv_252d_pct
FROM ranked
GROUP BY ticker
HAVING countIf(sessions_back <= 30) >= 20
AND countIf(sessions_back <= 252) >= 200
ORDER BY rv_252d_pct DESC
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