Most Active Today
What this is. The session's most actively traded US stocks and ETFs, each row carrying what the rest of the site already knows about it — regime, dark pool, insider and politician activity, option flow, the seasonal edge ahead, credit spread and short interest.
Rows. The top block is CBOE's most-active list: CBOE runs four exchanges (BZX, BYX, EDGX, EDGA) and publishes a top ten for each, so a symbol's CBOE #n rank is over its volume summed across the books it appears on (hover the badge for the per-book ranks). The list refreshes every minute in regular US hours, every five minutes pre- and after-market, and every thirty minutes while the exchanges are closed. Every row without a rank comes from the whole-market ranking by consolidated volume of the last completed session — CBOE's lists alone would leave a universe filter with one or two rows.
The period toggle changes the four activity columns — Dark Pool, Insider, Politician and Option Flow. Those are sums over the chosen window. The other columns are point-in-time by nature and do not move with it: a regime is today's state, short interest is a bi-monthly settlement, a CDS spread is its last trade, and seasonality looks forward, not back.
Seasonality is the median forward return from this point in the calendar over the last ten years, with the share of years that were positive. It is shown only where at least twenty observations back it — a win rate out of three years is noise with a percent sign on it.
Coverage is uneven, and visibly so. Every dataset here has a different universe: short interest covers almost everything, CDS only the few hundred issuers with a traded contract, politician filings only what was filed. A — means no data for that ticker, never a zero.
Chart — --
News & Filings — --
live from SEC EDGAR, as filedEvent Timeline
Click on an event to see historical market impact
Week: a trading week behind as daily candles, then every scheduled release and the market-moving earnings of the week ahead, over the index's measured uncertainty. The candles are daily — that is the only price data there is for SPY and ES — and the cone starts at the last close. Today: every event of the current session on a wall clock, all of them, with no price line to invent.
Earnings
Reports due today and tomorrow, biggest expected move first. Click a row to chart it.
Trading events
Scheduled US data releases and FOMC decisions, from public-domain government sources (BLS, FRED, Federal Reserve).
Leveraged ETF Sentiment Barometer
Which side are traders reaching for? Every leveraged and inverse exchange-traded product on CBOE's four books is sorted into long and short bets and by what it is a bet on — the market, a sector, an industry or a single stock. The barometer compares how unusually busy each side is, in dollars, against each product's own last 60 sessions: +100 only long leverage is trading heavily, −100 only inverse products are.
Pane 1 ES (percent) or SPY. Pane 2 all equity leveraged and inverse products. Pane 3 the chosen sector (solid) and industry (dashed). A line breaks where one side has no product trading — a barometer with only buyers is not a reading.
Did the regime tell you anything about SPY?
SPY's return over the following sessions, split by the barometer's regime on the day. The regime compares each day only with the history before it, so no reading uses future data. Horizons overlap, so neighbouring days are not independent observations.
What Happens After a Stock Makes the Most-Active List?
Every appearance in the top ten of a CBOE book since 2006, followed forward. Returns are measured over SPY from the list day's close. Baseline is the same symbols over the same horizon 30–60 sessions earlier — the list picks volatile names, and their ordinary drift is not an attention effect. A number is coloured only when its t-statistic, computed over daily averages, is at least 2.
By year
Bars: mean excess return of that year's list appearances. Line: the baseline.
