Bull Call Spreads
[Debit]
Bull Put Spreads
[Credit]
Bear Call Spreads
[Credit]
Bear Put Spreads
[Debit]
Call Butterflies
[Short ATM, Long OTM]
Call Butterflies
[Long ATM, Short OTM]
Put Butterflies
[Short ATM, Long OTM]
Put Butterflies
[Long ATM, Short OTM]
Iron Butterflies
[Short ATM, Long OTM]
Iron Butterflies
[Long ATM, Short OTM]
Iron Condors
[Long Inner, Short Outer]
Iron Condors
[Short Inner, Long Outer]
Straddles
[At-The-Money]
Change Price Action Page:
Session Summary
Volume and Price
Volume by Trader Size
Premarket
VWAP
VWAP Charts
Opening Cross
Trading Hours
VWAP
VWAP Charts
Volume by Trader Size
Best Hour/Worst Hour
First Hour/Last Hour
Closing Cross
After Hours
VWAP
VWAP Charts
Dark Pool Trading
Volume
Volume by Trader Size
Historical Volume Breakdown
Historical Moves
Gap Up Moves
Gap Down Moves
Largest Up Moves
Largest Down Moves
Notable Trades
Large Block Trades
Contingent Trades
This page provides a summary of the volume and price action of a particular stock, with a focus on how it performed across different trading sessions. The page breaks down the trading day into five sessions: premarket, open auction, regular trading session, closing auction, and after-hours.
By analyzing how the stock price and volume progressed throughout these different trading sessions, investors can gain valuable insights into the behavior of different types of traders. For example, certain sessions may have mostly active traders (self-directed), while others may have mostly passive investors. Understanding the volume and trader cohort trading during each session can help investors make more informed decisions about the stock.
The webpage provides a range of metrics to help investors evaluate the stock's performance during each trading session. These metrics include the opening and closing prices, the highest and lowest prices, VWAP prices by session and the relative volume traded during each session. By comparing these metrics across different sessions, investors can identify trends and patterns in the stock's behavior throughout the day.
Notional Volume Traded by Session | ||||||
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Data for 11-Oct-2024 | Total Notional 30-Day Avg | |||||
Session | VWAP | $ Notional |
Rel $ Not
Today's dollar notional value traded divided by the 30-day average.
So if today's value is equal to the average, it would show 1.0x |
Current | Previous | Change |
Premarket | 5.81 | 11 K | 0.3 x | 45 K | 18 K | +157% |
Show Subsessions ⇓ |
||||||
-- 2 Minutes Before Open | 5.81 | 581 | 0.1 x | 5,426 | 2,712 | +100% |
-- 1 Minute Before Open | -- | -- | -- | 25 K | 6,950 | +265% |
Open Cross | 5.79 | 17 K | 0.5 x | 34 K | 17 K | +106% |
Regular Hours | 5.86 | 3.3 M | 0.8 x | 4.0 M | 3.3 M | +23% |
Show Subsessions ⇓ |
||||||
-- First Hour | 5.77 | 475 K | 0.8 x | 612 K | 467 K | +31% |
-- Midday | 5.83 | 1.9 M | 0.8 x | 2.3 M | 1.8 M | +26% |
-- Last Hour | 5.99 | 956 K | 0.9 x | 1.1 M | 978 K | +13% |
-- Last 2 Minutes | 6.02 | 111 K | 0.7 x | 169 K | 181 K | -6% |
Close Cross | 6.03 | 192 K | 1.0 x | 187 K | 150 K | +25% |
After Hours | 6.08 | 1,921 | 0.3 x | 6,671 | 16 K | -57% |
Stock Performance by Trading Session |
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Trading Session Volume Relative to Daily Average |
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