vol_split

Name: vol_split
Creator: Strasmore
Published: 2026-10-16
License: https://www.strasmore.com/terms/

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 2026-10-16, from what-is-stock-beta.

as of 2026-10-16 ranking 6×4read in context →

vol_split — 6 rows by 4 columns, computed 2026-10-16 from US exchange, SIP and OPRA data.
ticker	total_vol_pct	idio_vol_pct	unexplained_share_pct
TSLA	58.1	46.8	64.9
NVDA	46.8	34.9	55.4
AAPL	26.8	21.4	63.9
MSFT	26.3	21.7	68
JNJ	18	18	100
KO	16.7	16.7	100

Rows × columns: 6 × 4
Computed: 2026-10-16
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for vol_split, derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	6 distinct values (AAPL, JNJ, KO…)
`total_vol_pct`	number	16.7 to 58.1	percent
`idio_vol_pct`	number	16.7 to 46.8	percent
`unexplained_share_pct`	number	55.4 to 100	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 2026-10-16, 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
    daily AS
    (
        SELECT
            ticker,
            date,
            toFloat64(close) AS px,
            lagInFrame(toFloat64(close)) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS prev_px
        FROM global_markets.stocks_daily_aggs
        WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'TSLA', 'KO', 'JNJ')
          AND date >= '2023-10-01'
          AND date <= '2026-09-30'
    ),
    rets AS
    (
        SELECT ticker, date, px / prev_px - 1 AS ret
        FROM daily
        WHERE prev_px > 0
    )
SELECT
    s.ticker                                                                                    AS ticker,
    round(100 * stddevPop(s.ret) * sqrt(252), 1)                                                AS total_vol_pct,
    round(100 * stddevPop(s.ret) * sqrt(252) * sqrt(greatest(1 - pow(corr(s.ret, m.ret), 2), 0)), 1) AS idio_vol_pct,
    round(100 * (1 - pow(corr(s.ret, m.ret), 2)), 1)                                            AS unexplained_share_pct
FROM rets AS s
INNER JOIN (SELECT date, ret FROM rets WHERE ticker = 'SPY') AS m ON s.date = m.date
WHERE s.ticker != 'SPY'
GROUP BY ticker
ORDER BY total_vol_pct DESC

SQL to run

WITH
    daily AS
    (
        SELECT
            ticker,
            date,
            toFloat64(close) AS px,
            lagInFrame(toFloat64(close)) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS prev_px
        FROM global_markets.stocks_daily_aggs
        WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'TSLA', 'KO', 'JNJ')
          AND date >= '2023-10-01'
          AND date <= '2026-09-30'
    ),
    rets AS
    (
        SELECT ticker, date, px / prev_px - 1 AS ret
        FROM daily
        WHERE prev_px > 0
    )
SELECT
    s.ticker                                                                                    AS ticker,
    round(100 * stddevPop(s.ret) * sqrt(252), 1)                                                AS total_vol_pct,
    round(100 * stddevPop(s.ret) * sqrt(252) * sqrt(greatest(1 - pow(corr(s.ret, m.ret), 2), 0)), 1) AS idio_vol_pct,
    round(100 * (1 - pow(corr(s.ret, m.ret), 2)), 1)                                            AS unexplained_share_pct
FROM rets AS s
INNER JOIN (SELECT date, ret FROM rets WHERE ticker = 'SPY') AS m ON s.date = m.date
WHERE s.ticker != 'SPY'
GROUP BY ticker
ORDER BY total_vol_pct DESC

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