End of day report
A session summary per optionable underlying: total option volume, call and put split, open interest, put/call ratios and the price change.
Overview
The End of day report is the session roll-up for every optionable stock and ETF: how much option volume traded, how it split between calls and puts, how much open interest the chain carries, and how the stock moved. It mirrors the daily summary email.
The data delay depends on your plan and is shown on every view: the as-of time and the delayed label sit above the results. On the Free plan reports show the previous session.
How the report is built
- Reads the per-symbol summary written after the session-close snapshot.
- Only symbols with option volume greater than 0. Sorted by total option volume.
- Change % = (last - previous close) / previous close.
Before you start
Any signed-in plan can open the report from Research → Reports. Your plan decides how fresh the data is and how much history you can read. CSV export needs a plan that includes it.
Steps
- Open Research → Reports, choose the Volume family (or type "End of day" in Search reports) and open End of day.
- The report runs straight away with its default filters. The as-of time and delayed label are shown above the grid.
- Change any filter (for example pick one symbol) and press Run to refresh the grid.
- Choose Save as screen to keep your variant under Research → Saved Screens, where you can schedule it or turn it into an alert.
- Use Export CSV to download the rows (plans with CSV export).
Columns and metrics
| Column | What it means |
|---|---|
| Symbol | The underlying stock or ETF. |
| Type | Stock or ETF. |
| Last | Last price (stock reports: the latest stock price). |
| Change % | (last - previous close) / previous close. |
| Total Option Volume | Session volume summed over every contract of the chain (latest snapshot per contract, never summed across snapshots). |
| Call Volume | Session volume summed over the chain's calls. |
| Put Volume | Session volume summed over the chain's puts. |
| Call Share | Call volume / (call volume + put volume). An activity share, not a direction signal. |
| Put/Call (Vol) | Put volume / call volume across the chain. |
| Total OI | Open interest summed over the whole chain. |
| Put/Call (OI) | Put open interest / call open interest across the chain. |
Percentages are stored as fractions and displayed as percentages (0.05 is shown as 5 %). An unknown value shows as "-", never as 0.
How to read it
- Read Change % next to Put/Call (Vol): the same ratio means different things on an up day and a down day.
- Put/Call (OI) describes the positions that are open; Put/Call (Vol) describes today's trading only.
- A missed final run is flagged as a partial session, and the as-of time shows which snapshot you are reading.
Example
Illustrative only - the symbol and numbers are invented.
XYZ: Last $100, Change % -2.0 %, Total Option Volume 180,000, Call Volume 80,000, Put Volume 100,000, Call Share 44 %, Put/Call (Vol) 1.25, Total OI 1,200,000, Put/Call (OI) 0.90.
Using it in your research
- Review the day in one table, then open the interesting symbols in the contract-level reports.
- Subscribe to the daily email under Account → End-Of-Day reports if your plan includes it.
Treat every row as a starting point for your own research, not as a signal. Volume and open interest never say whether a trade was a buy or a sell.
Troubleshooting
The report shows yesterday
The summary is written after the close. Before then, and on the Free plan, you see the previous session.
The report shows "No Records Found"
The filters may be too narrow for the session, or the session has only just opened. Widen a threshold, clear the symbol, or check the as-of time to see which session you are reading. On the Free plan you read the previous session.