Gap up and gap down report
Optionable stocks whose opening price gapped at least X % above or below the previous session close, split into Upward and Downward Movement.
Overview
The Gap up / gap down report lists optionable stocks that opened well away from the previous close. A gap up is an open at least X % above the previous close; a gap down is an open at least X % below it. Results are split into Upward Movement and Downward Movement sections.
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
- Gap % = (open - previous close) / previous close, using the official previous close.
- Gap up when Gap % >= X; gap down when Gap % <= -X. Default X = 5.
- Only stocks with listed options.
- With a Start date and End date, every session in the range is checked.
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.
- Optionally type one or more symbols in Symbol(s); leave it blank for every optionable stock.
- Enter the % Difference for Gap Up & Gap Down (decimals accepted) and, optionally, a Start date and End date.
- Press Run. The caption reads "List of Stocks having explosive movement (Up or Down) for the selected time-frame".
- Use Export CSV to download the rows (plans with CSV export).
Report inputs
| Input | What it does |
|---|---|
| Symbol(s) | Optional. One or more symbols; blank = every optionable stock. |
| % Difference for Gap Up & Gap Down | Required. The gap size X in percent. |
| Start date / End date | The sessions to check. Your plan limits how far back you can go. |
Columns and metrics
| Column | What it means |
|---|---|
| Symbol | The stock. |
| Date Range | Previous session date - gap session date. |
| Price Range | Previous close - open. |
| Price Change % | The gap: (open - previous close) / previous close. |
| Price Change | Open minus previous close, in dollars. |
| Close / last | The close of the gap session, or the latest price for today. |
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
- Upward Movement rows opened above the previous close, Downward Movement rows below it. Colour is never the only cue: the sign of Price Change % tells you the direction.
- Compare Close / last with the open (the second number in Price Range): a gap up that closed above its open held the gap; one that closed below it faded.
- Gaps often follow news or earnings released outside market hours.
Example
Illustrative only - the symbol and numbers are invented.
XYZ closed at $100.00 and opened at $106.00: Date Range previous session - today, Price Range 100 - 106, Price Change % +6.00 %, Price Change +6.00, Close / last 107.50. It appears under Upward Movement, and because the last price is above the open, the gap has held so far.
Using it in your research
- Check whether the option chain repriced: open the symbol in Implied volatility or IV surge to see how IV reacted to the gap.
- Track gaps that held versus gaps that faded over several sessions with a date range.
- Use the Stocks screener's gap columns for continuation filters such as At High.
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
"Please Enter % Difference for Gap Up & Gap Down"
The percentage box is required. Enter a number such as 5 (digits and a decimal point only).
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.