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]
Shows Market-On-Close (MOC) stock order imbalances greater than 50,000 shares. Close Imbalance information is disseminated starting approximately 15 minutes before the market close (web site data is delayed by 15 minutes). MOC orders are typically used by ETFs and mutual funds to carry out changes to portolfios, so Order Imbalance information may indicate portfolio changes.
▲ Close
27-Dec | ||
---|---|---|
Buy | Sell | |
19 | Count | 11 |
2.7 M | Volume | 3.1 M |
$253.5 M | Notional | $140.1 M |
30-Dec | ||
---|---|---|
Buy | Sell | |
33 | Count | 29 |
8.3 M | Volume | 9.6 M |
$494.1 M | Notional | $291.6 M |
31-Dec | ||
---|---|---|
Buy | Sell | |
130 | Count | 281 |
24.7 M | Volume | 19.5 M |
$1.1 B | Notional | $521.4 M |
2-Jan | ||
---|---|---|
Buy | Sell | |
22 | Count | 23 |
4.3 M | Volume | 6.3 M |
$497.5 M | Notional | $457.1 M |
3-Jan | ||
---|---|---|
Buy | Sell | |
19 | Count | 23 |
4.5 M | Volume | 7.3 M |
$201.4 M | Notional | $418.3 M |
Symbol | Name | Time | Type | Stock Price (at Time of Imbalance) |
Buy Volume | Sell Volume | Buy Notional | Sell Notional |
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