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Top% Gainers
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Contracts whose last trade price shows
the highest percent increase from the previous night's closing
price.
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Top% Losers
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Contracts whose last trade price shows
the lowest percent increase from the previous night's closing
price.
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Most Active
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Contracts with the highest trading volume
today, in terms of shares.
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Not Open
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Contracts that have not traded today.
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Most Active($)
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Contracts with the highest trading volume
in terms of dollar amount.
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Most Active (Avg$)
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Contracts with the highest average trading
volume in terms of dollar amount. The volume is averaged over
the past 90 days.
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Halted
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Contracts for which trading has been halted.
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Hot Contracts by Price
|
Contracts where:
(lastTradePrice-prevClose)/avgDailyChange
is highest in absolute value (positive or negative).
The avgDailyChange is defined as an exponential
moving average of the contract's (dailyClose-dailyOpen)
Exponential Moving Average calculation is: (price - close) / close / historicalVolatility30
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Hot Contracts by Volume
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Contracts where:
today'sVolume/avgDailyVolume is highest.
avgDailyVolume is a 30-day exponential moving
average of the contract's daily volume.
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Top Trade Count
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The top trade count during the day.
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High Dividend Yield
|
Returns the top 750 US stocks with the
highest dividend per
share yield.
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Top Trade Rate
|
Contracts with the highest number of trades
in the past 60 seconds (regardless of the sizes of those trades).
Displays the trades/minute field.
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Top Price Range
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The largest difference between today's
high and low, or yesterday's close if outside of today's range.
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Hot by Price Range
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The largest price range (from Top Price
Range calculation) over the volatility.
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Top Volume Rate
|
The top volume rate per minute.
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Top % Gainers Since Open
|
Shows contracts with the highest percent
price INCREASE between the last trade and opening prices.
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Top % Losers Since Open
|
Shows contracts with the highest percent
price DECREASE between the last trade and opening prices.
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Top Close-to-Open % Gainers
|
Shows contracts with the highest percent
price INCREASE between the previous close and today's opening
prices.
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Top Close-to-Open % Losers
|
Shows contracts with the highest percent
price DECREASE between the previous close and today's opening
prices.
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Highest Option Imp Vol*
|
Shows the top underlying contracts (stocks
or indices) with the highest vega-weighted implied volatility
of near-the-money options with an expiration date in the next
two months.
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Lowest Option Imp Vol*
|
Shows the top underlying contracts (stocks
or indices) with the lowest vega-weighted implied volatility of
near-the-money options with an expiration date in the next two
months.
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Top Option Imp Vol % Gainers*
|
Shows the top underlying contracts (stocks
or indices) with the largest percent gain between current implied
volatility and yesterday's closing value of the 15 minute average
of implied volatility.
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|
Top Option Imp Vol % Losers*
|
Shows the top underlying contracts (stocks
or indices) with the largest percent loss between current implied
volatility and yesterday's closing value of the 15 minute average
of implied volatility.
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High Option Imp Vol Over
Historical*
|
Shows the top underlying contracts (stocks
or indices) with the largest divergence between implied and historical
volatilities.
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Low Option Imp Vol Over
Historical*
|
Shows the top underlying contracts (stocks
or indices) with the smallest divergence between implied and historical
volatilities.
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Most Active by Opt Volume
|
Displays the most active contracts sorted
descending by options volume.
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Most Active by Opt Open
Interest
|
Returns the top 50 underlying contracts
with the (highest number of outstanding call contracts) + (highest
number of outstanding put contracts)
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High Opt Volume P/C Ratio
|
Put option volumes are divided by call
option volumes and the top underlying symbols with the highest
ratios are displayed.
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Low Opt Volume P/C Ratio
|
Put option volumes are divided by call
option volumes and the top underlying symbols with the lowest
ratios are displayed.
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High Option Open Interest
P/C Ratio
|
Returns the top 50 contracts with the
highest put/call
ratio of outstanding option contracts.
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Low Option Open Interest
P/C Ratio
|
Returns the top 50 contracts with the
lowest put/call ratio
of outstanding option contracts.
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Hot by Option Volume
|
Shows the top underlying contracts for
highest options volume over a 10-day average.
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13-Week High
|
The highest price for the past 13 weeks.
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13-Week Low
|
The lowest price for the past 13 weeks.
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26-Week High
|
The highest price for the past 26 weeks.
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26-Week Low
|
The lowest price for the past 26 weeks.
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52-Week High
|
The highest price for the past 52 weeks.
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52-Week Low
|
The lowest price for the past 52 weeks.
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High Growth Rate (Reuters)
|
Returns the top 50 contracts with the
highest Earnings
Per Share growth rate. Note that a new field, Growth
Rate, is inserted after the Description field to display
the EPS per contract.
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|
Low Growth Rate (Reuters)
|
Returns the top 50 contracts with the
lowest Earnings
Per Share growth rate. Note that a new field, Growth
Rate, is inserted after the Description field to display
the EPS per contract.
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|
High P/E Ratio (Reuters)
|
Returns the top 50 contracts with the
highest Price to Earnings
ratio. Note that a new field, P/E
Ratio, is inserted after the Description field to display
the P/E ratio per contract.
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Low P/E Ratio (Reuters)
|
Returns the top 50 contracts with the
lowest Price to Earnings
ratio. Note that a new field, P/E
Ratio, is inserted after the Description field to display
the P/E ratio per contract.
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|
High Quick Ratio (Reuters)
|
Returns the top 50 contracts with the
highest "Quick"
ratio. Note that
a new field, Quick Ratio,
is inserted after the Description field to display the Quick Ratio
per contract.
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Low Quick Ratio (Reuters)
|
Returns the top 50 contracts with the
lowest "Quick"
ratio. Note that
a new field, Quick Ratio,
is inserted after the Description field to display the Quick Ratio
per contract.
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High Dividend Yield (Reuters)
|
Returns the top 50 contracts with the
highest dividend per
share yield. Note
that a new field, Div Per Share,
is inserted after the Description field to display the per share
dividend yield per contract.
|
|
Low Dividend Yield (Reuters)
|
Returns the top 50 contracts with the
lowest dividend per share
yield. Note that
a new field, Div Per Share,
is inserted after the Description field to display the per share
dividend yield per contract.
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|
High Return on Equity (Reuters)
|
Returns the top 50 contracts with the
highest return on
equity. Note that a new field, Return
on Equity, is inserted after the Description field to display
the return on equity per contract.
|
|
Low Return on Equity (Reuters)
|
Returns the top 50 contracts with the
lowest return on
equity. Note that a new field, Return
on Equity, is inserted after the Description field to display
the return on equity per contract.
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|
High Price/Book Ratio (Reuters)
|
Returns the top 50 contracts with the
highest price to
book value per share ratio. Note that a new field, Price/Book
Ratio, is inserted after the Description field to display
the return on equity per contract.
|
|
Low Price/Book Ratio
(Reuters)
|
Returns the top 50 contracts with the
lowest price to
book value per share ratio. Note that a new field, Price/Book
Ratio, is inserted after the Description field to display
the return on equity per contract.
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Market Statistics
|
Let's you see exchange-specific statistics
for:
-
Advancing,
declining and unchanged issues
-
Up,
down, unchanged and total volumes
-
TRIN
and TICK indicators
To use, select Market
Statistics from the Instruments list,
then select an exchange from the Location
dropdown.
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