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
Minute-by-minute VWAP (Volume Weighted Average Price) table is a data table that displays the VWAP for a particular stock or security for each minute of the trading day. VWAP is a benchmark used by traders and investors to evaluate the performance of a stock or security.
VWAP is calculated by taking the total dollar amount of all trades in a security and dividing it by the total volume of shares traded over a specific time period. The calculation takes into account the volume of each trade, giving more weight to larger trades.
Minute-by-minute VWAP tables are important because they provide traders and investors with a real-time view of the performance of a security throughout the trading day. By comparing the VWAP of a security at different points during the day, traders can identify trends and make informed trading decisions.
Minute-by-minute VWAP tables can also be used to evaluate the execution quality of trades. By comparing the VWAP of a security at the time of a trade to the VWAP for the entire day, traders can assess whether their trade was executed at a favorable or unfavorable price.
Overall, minute-by-minute VWAP tables are an important tool for traders and investors who are looking to evaluate the performance of a security in real-time and make informed trading decisions.
In the tables below, you can see minute-by-minute VWAP results for GME stock, as well as summarized daily values.
Trading Session Minute By Minute VWAPs For 22-Nov-2024 | ||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Volume | Price | GME | Market | Alerts | Stats | Options | ||||||||||||||||||
Time | On-Balance Volume |
Trades | Volume | Std Dev The # of standard deviations above the average for this minute's volume against prior 1-minute volume for the same time period | $ Notional | VWAP | Change | Std Dev The # of standard deviations above the average for this VWAP Change against prior 1-minute VWAP Changes for the same time period | High | Low | Bid | Ask | Volume Bursts & Price Fades | Events & Trade Bursts | Events | % Sweep Volume |
% Block Volume |
% Dark Pool Volume |
% Institutional Volume |
Call Deltas |
Put Deltas |
Combined Deltas |
Std Dev The # of standard deviations above the average for this combined option deltas against prior 1-minute option deltas for the same time period | Delta to Stock Ratio |
Volume Burst History |
On-Balance Notional
The net difference between the buy burst notional and sell burst notional. More buy bursts would be positive, more sell bursts negative.
Calculated for each day and then rolling 5-day and 10-day sums. |
|||||||||
---|---|---|---|---|---|---|---|---|---|---|
Date | Buy Burst Count |
Buy Burst Notional |
Buy Burst VWAP |
Sell Burst Count |
Sell Burst Notional |
Sell Burst VWAP |
Buy / Sell Ratio |
1-Day | 5-Day | 10-Day |
Main Trading Session VWAP Statistics For 22-Nov-2024 | |||||||
---|---|---|---|---|---|---|---|
Trade Type | # Trades | Volume | VWAP | VWAP Std Dev |
Current Price From VWAP (# Std Devs) |
VWAP High | VWAP Low |
Total Trades that set the last price | 55,254 | 7.0 M | 27.92 | ±0.22 | -0.10 | 28.43 | 27.47 |
Minute By Minute Summary Stats | |||||
---|---|---|---|---|---|
One-Minute Volume | One-Minute VWAP Change | Bid-Ask Spread | High-Low Difference | ||
Average | Std Dev | Average | Std Dev | Average | Average |
17,928 | 18,646 | ± 0.03 | ± 0.03 | 0.03 | 0.06 |