Liquid contracts report
Contracts inside the default eligibility window - enough open interest or volume, a real bid, 0-60 days to expiry and within 20 % of the stock price.
Overview
The Liquid contracts report lists the contracts that pass the platform's default liquidity rules - the same set that gets a daily summary and powers the surge reports. Use it as a clean universe of tradable-sized contracts.
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
- Liquidity eligible = (OI >= 100 or volume >= 10) and bid > 0.
- Days to expiry 0-60 and moneyness within ±20 % of the stock price.
- Sorted by session volume.
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 Session family (or type "Liquid contracts" in Search reports) and open Liquid contracts.
- 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. |
| Expiration | The contract expiration date. |
| DTE | Calendar days until expiration (0 = expires this session). |
| Strike | The strike price of the contract. |
| C/P | Call or put. |
| Moneyness | (strike - stock price) / stock price. 0.05 means the strike is 5 % above the stock price. |
| ITM/ATM/OTM | In, at or out of the money, worked out from the strike against the stock price. |
| Bid | Best bid of the latest snapshot. |
| Ask | Best ask of the latest snapshot. |
| Mark | Bid/ask midpoint, per share. This is the premium the reports use. |
| Volume | Contracts traded so far this session (cumulative, as of the snapshot time). |
| OI | Open contracts as of the prior settlement. |
| Liquidity eligible | Yes when (OI >= 100 or volume >= 10) and bid > 0. |
| Und. Price | The latest price of the underlying stock. |
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
- A contract missing from this list is either thinly traded, has no bid, or is far from the money or far in time.
- Moneyness -0.05 means the strike is 5 % below the stock price.
Example
Illustrative only - the symbol and numbers are invented.
XYZ 20 December 95 put: DTE 43, Moneyness -0.05, Bid 1.40, Ask 1.50, Volume 2,200, OI 8,000, Liquidity eligible Yes.
Using it in your research
- Start your own screens from this universe so results are not dominated by stale quotes.
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 "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.