Volume leaders report
The highest-volume contract of every underlying, one row per symbol, ranked by session volume - the dashboard Volume Leaders card in full.
Overview
The Volume leaders report shows, for each symbol, the single contract that traded the most this session, then ranks those contracts. It is the full version of the Volume Leaders card on the dashboard.
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
- One row per symbol: that symbol's highest-volume contract.
- Sorted by volume, then open interest, then strike. The dashboard card shows the top 10.
- Run it for stocks or ETFs separately with the instrument type filter.
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 "Volume leaders" in Search reports) and open Volume leaders.
- 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. |
| Volume | Contracts traded so far this session (cumulative, as of the snapshot time). |
| OI | Open contracts as of the prior settlement. |
| IV | Implied volatility, annualised. Shown as a percentage (0.35 is stored, 35 % is displayed). |
| Expiration | The contract expiration date. |
| Strike | The strike price of the contract. |
| C/P | Call or put. |
| Mark | Bid/ask midpoint, per share. This is the premium the reports use. |
| Premium | Mark x 100: the price of one standard contract in USD. |
| Break-even | Per share: strike + mark for a call, strike - mark for a put. The price the stock must reach at expiry for a buyer to break even. |
| Und. Price | The latest price of the underlying stock. |
| Extracted | When the snapshot behind the row was captured (US Eastern). |
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
- Each row is the "headline" contract of a symbol. Look at the expiration and moneyness: a short-dated out-of-the-money leader is a different story from a long-dated at-the-money one.
- Break-even tells you how far the stock has to move for a buyer of the contract to break even at expiry.
Example
Illustrative only - the symbol and numbers are invented.
Row 1: XYZ 30 November 100 call, Volume 40,000, OI 55,000, IV 32 %, Mark 2.10, Premium $210, Break-even 102.10, Und. Price $99.50.
Using it in your research
- Scan which contract led each busy chain and whether the leaders cluster in calls, puts or one expiration.
- Follow a leader through the week with the Open interest report to see whether positions stayed open.
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.