Gap threshold scan report
The original Gap Up and Gap Down page: every session close in a date range that sits at least X % above or below the End Date close.
Overview
The Gap up / gap down (legacy threshold scan) report reproduces the original product's gap page. It takes the close on the End Date as the reference price and lists every session close in the range that was at least X % above it (Upward Movement) or at least X % below it (Downward Movement). It answers "how far has this stock travelled from where it is now during the period?".
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
- Reference = the close of the End Date (the latest session on or before it).
- Upward bound = reference x (1 + X); downward bound = reference x (1 - X).
- One row per session close at or beyond a bound. Change % = (close - reference) / reference for both sections.
- Default range = the 30 days before the latest session your plan can read.
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 Volume and open Gap up / gap down (legacy threshold scan).
- Optionally enter Symbol(s), then the % Difference for Gap Up & Gap Down, Start date and End date.
- Press Run.
- Use Export CSV to download the rows (plans with CSV export).
Report inputs
| Input | What it does |
|---|---|
| Symbol(s) | Optional. Blank = every optionable stock. |
| % Difference for Gap Up & Gap Down | Required. The distance X from the End Date close. |
| Start date / End date | The range to scan; the End Date close is the reference. |
Columns and metrics
| Column | What it means |
|---|---|
| Symbol | The stock. |
| Current Stock Price | The reference: the close on the End Date. |
| Change % | (historical close - reference) / reference. |
| Change Price | The historical session close that crossed a bound. |
| Change Price Date | The session of that close. |
| Price difference | Historical close minus reference, in dollars. |
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
- Many rows for one symbol mean it spent many sessions far from today's price - a stock that has trended strongly or recovered from a big drop.
- A row under Upward Movement means the stock used to be higher than it is now; Downward Movement means it used to be lower.
- This is not an opening gap. For true gaps (open versus previous close) use Gap up / gap down.
Example
Illustrative only - the symbol and numbers are invented.
End Date close of XYZ = $100. With X = 10, a close of $112 three weeks earlier is listed under Upward Movement: Change % +12.00 %, Change Price 112, Price difference +12.00.
Using it in your research
- Find stocks that have moved a long way within the period and compare with their implied volatility.
- Use a short range to see recent swings, a long range for trend context.
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 same stock appears many times
That is expected: there is one row for every session close beyond the bound.
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.