Since Yesterday
Last updated 2026-09-24
It shows what changed in the nightly options capture between the two most recent trading days. It also shows what the model said about the same name then and now. See Reading The Options Suite for how to read it.
At a glance
- What a capture is. Every night the desk records the option contracts on the covered stocks. That record is a capture.
- What this pane does. It puts the last two captures side by side for the linked name, and ranks the largest changes across every covered name.
- The change bars. One bar per figure, prior against tonight, on one shared scale, so the largest move reads first.
- The model block. What the model said on its prior trading day against tonight: the signal, the probability beside any stock, and the three ranks.
- What it cannot say. A change in open interest cannot say who bought and who sold. Every contract has a buyer and a seller.
- A thin name. A capture with no strikes for an expiry says so in words.
- Key difference. The option figures are the two captures' own. The model block is the model's own two trading days, which can sit a day or two behind.
What it shows
| Figure | What it is |
|---|---|
| ATM IV | At the money implied volatility, a year, read off the strike nearest the share price. |
| Priced move | The width of the move the quotes carry to the expiry nearest a month out, down leg plus up leg, as a percent of the share price. |
| IV rank | Where implied volatility sits against the name's own weekly readings, 0 to 100. |
| Total OI | Open contracts across the captured expiries. |
| Put/Call | Open puts for each open call. |
| Net DWOI | Delta weighted open interest, calls minus puts, in shares. A signed figure, so it prints its change with no bar. |
The bars. Each bar is the percent change from the prior capture, drawn from a centre line: right for a rise, left for a fall. One scale for every row, so a longer bar is a bigger move.
The model block. The read on the model's prior trading day, then tonight's, each as a probability beside any stock. The chips say what changed. The rank tracks show the 45, 20 and 10 trading day ranks, tonight filled and the prior trading day hollow.
Largest overnight changes. A ranked list across every covered name, one field at a time, never a blend. A field that runs one way is ranked by percent change. A field that crosses zero, such as net gamma, is ranked by the change in its own units. A small square before a name marks a signal tonight.
By strike. For one expiry of the linked name, a bar per strike: right for contracts added, left for contracts reduced, calls above puts.
Reading it well
- Read the top bar first. It is the largest move on the name.
- Read IV and the priced move together. Both rising means option prices now carry more movement than the night before.
- Set the model block beside it. A signal switching on the same night the options got busier is two facts on one name.
- Use the ranked list to find names. Link one and every pane follows.
Frequently asked questions
Does a large change mean something important happened? Not necessarily. The pane shows the size of a change, never its cause. Can the pane tell whether buyers or sellers moved open interest? No. Every contract that opens has a buyer on one side and a seller on the other. Why do the model's dates differ from the options dates? The model's file and the options capture are built by different jobs. Each block names its own trading days. What does "the comparison begins tomorrow" mean? Only one capture is on file. The pane needs two.
Related panes
- Options Screener is where a name is often linked from.
- Strike Table is the single capture behind the by strike drill.
- Watchlist carries the same model change for starred names.