Pre-close report
Optionable stocks ranked by the move from the open to the latest price, read at the 15:45 ET snapshot before the close.
Overview
The Pre-close report ranks optionable stocks by how far they have moved since the open: (last - open) / open. Run after the 15:45 ET snapshot it shows the session's movers shortly before the close; run earlier it is an intraday reading.
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
- Open-to-Last % = (last - open) / open.
- Only optionable stocks with an open and a last price. Sorted by Open-to-Last %, biggest rise first.
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 "Pre-close" in Search reports) and open Pre-close.
- 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. |
| Open | Session opening price. |
| Last | Last price (stock reports: the latest stock price). |
| Open-to-Last % | (last - open) / open: the move since the open. |
| Change % | (last - previous close) / previous close. |
| High | Session high. |
| Low | Session low. |
| At High | Yes when the latest price is at or above the session high. |
| At Low | Yes when the latest price is at or below the session low. |
| Volume | Contracts traded so far this session (cumulative, as of the snapshot time). |
| Rel Vol | Session volume / 20-session average volume. 2.0 means twice the usual activity. |
| Total Option Volume | Session volume summed over every contract of the chain (latest snapshot per contract, never summed across snapshots). |
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
- Open-to-Last % measures the move during the session; Change % measures the move from the previous close (including any gap).
- At High / At Low tell you whether the stock is finishing at an extreme of its range.
- Rel Vol shows whether the move came on heavier stock volume than usual.
Example
Illustrative only - the symbol and numbers are invented.
XYZ opened at $50.00 and is at $53.00 at 15:45 ET: Open-to-Last % +6.0 %. It closed at $49.00 the previous session, so Change % is +8.2 % ((53 - 49) / 49). At High Yes, Rel Vol 2.4.
Using it in your research
- See which stocks are ending the session strongest or weakest, then check their option activity in Most active options.
- Compare with Gap up / gap down to separate overnight moves from moves during the session.
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 ranking looks different from the closing prices
Pre-close reads the latest snapshot. Before 15:45 ET it is an intraday reading; after the close it reflects the final snapshot.
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.