Questions tagged [trading-volume]

For questions related to volume of trade. Typically used in the context of Stocks trading, can be used for Options or other trades. Related tags are trading, volume, online-trading.

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Why up bar always show greater volume than a down bar in a High volume Trending up stock?

This question is related to Intraday (i.e. Day trading). In a "High volume" trending up stock, When the Trend is still strong, I have noticed that the relative volume of "Up" bars ...
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Huge transactions in the last minute before the end of day after persistent downward pressure on stock [duplicate]

I've noticed many times a phenomenon of downward pressure on a stock for half an hour or more before the closing bell and a huge purchase in the last minute at a resulting very low price. I find it ...
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"Unreported" Trades not included in charts Volume

Upon comparing my brokers time and sales with the volume data being presented on the charts it seems a chunk of trades are not being used for the data. Upon inspection its specifically all "...
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What does the turnover volume for a stock mean?

I was looking at the level 2 data for a stock, and noticed that it had a Turnover volume of 1.69million. What does this value represent? I read that it could potentially be the overall value of the ...
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How total volume indicator $TVOLI is calculated?

The value of dow jones industrial average total volume indicator "$TVOLI" is just about 50,000 , while there are millions of shares traded each day in these 30 stocks. How is this indicator ...
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How is stock trading volume calculated?

I want to ask whether the volume is the total amount of shares traded? And half the volume is the number of shares bought and the other half is the number of shares sold. It doesn't seem to make sense ...
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What is the purpose of NSCC illiquid charges for low-volume stocks?

I understand the situations in which I will be charged an NSCC illiquid charge, and I have read: What are NSCC illiquid charges? From my understanding, stock brokers pass the NSCC illiquid charge to ...
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Rapids (RPD) cryptocurrency: 3190500% increase in 1 hour

I noticed that the price of Rapids (RPD) cryptocurrency increased by 31,915,000% (market cap: $400bn) in 1 hour yesterday on 8th May. Shortly after (5-10 minutes), the price dropped by 99.6% (market ...
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What do the green and red volume tags on the Yahoo Summary Chart mean?

When I go to the Yahoo Finance Summary page and look at the chart and hover my curser over the volume, a red or green tag will appear on the right side. If the tag is red, it indicates that the price ...
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How some broker make revenue without collecting commission?

I am stock Broker who helps other stock investor by selling and buying their stocks with an exchange some amount of commission (like 5% on their profit). But I don't understand how other stock Broker ...
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Option trading volume inconsistencies

May I ask for your opinion on option trading volume numbers? A recent example might be DNN (Denison), a call option,expiration Mar 19, strike $2.50 Yahoo says in the option chart that the volumes were ...
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Why there are lot of 100 shares packs in Stock Exchanges?

I just checked live Bid/Ask Quotes for XPeng Inc (XPEV) in Nasdaq website and i notice that there are lot of 100 volume trades. Also i chekced other stocks and they also have same trades of 100 volume....
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Whats the difference between float and volume or are they the same thing?

Hi I'm still learning and want to know whats the difference between float and volume or are they the same thing? Thanks in advance
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Does options exercise increase a stock's trading volume?

When I buy or sell a stock, the transaction will increase the stock's trading volume. Instead, suppose I buy an option and decide to exercise it immediately (for whatever reason). When I exercise a ...
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How is it possible that these deep ITM stock options on DISH went from 52,000 volume, 550 open bids, 550 open asks to being completely dead overnight?

I bought 16 years of historical hourly stock options data for my personal investment study to test how particular strategies may have played out over a long period of time. I'm looking at the data for ...
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Do inter-dealer transactions increase the trade volume when I buy shares?

When I buy 100 shares, does the trade volume increase by exactly 100 shares? Suppose there are 4 entities involved in a transaction: me, my broker, dealer A, and dealer B. When I place an order to buy ...
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Options flow? Is it worth it?

How do you effectively use options flow to make better trading decisions?
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1 answer
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How does a specific share having intermediate owners during a time period affect volume?

Take any public company on an exchange. On this exchange, Person A sells one share of this company to Person B for $X, then Person B sells the specific share he bought from Person A to Person C for $Y....
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does bid and ask volume affect option price

I have been trying to figure out how option pricing works and so far my understanding is as follows: There are few methods to determine the option price, Black-Scholes method is one of them. However,...
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Maximum size of trade respect to volume

Is there a maximum trade size that you should keep under, in order to not screw up the market and ruin your trade? For example if on a given stock there are 10 million shares in volume, is there a ...
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Spike in trading volume in Sensex - 1st Feb 2019

I won't pretent to be an economic genius because I'm not. I'm trying to plot some data in a graphical format for a friend of mine and while working on the project I noticed something strange. From ...
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Large Volume exchanged, but not much price change in share

In one of the stocks in India NSE, I often see that there is a large volume relatively to previous days exchanged, but the share price hasnt changed much. Natco Pharma NSE India 3-Dec-2019 How can I ...
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What does "volume" refer to?

I heard that "volume" refers to something like how much of a stock is traded but have no clue what that means. It seems that no one is using proper definitions for it and that no one in finance ever ...
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Don't Dark Pools affect the correct price discovery of certain securities?

Given the fact that the non-exchange trading has increased significantly (in volumes) especially in the past decade and also, the fact that the price at which the transactions happen here are hidden ...
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How to research option maturity dates and volume [closed]

Hello stack exchangers How do I get a list of stocks with their option maturity dates and volume? I am interested in stocks that have frequent maturity dates and high volumes. Once I have a list ...
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What is the trading cycle of the market?

What is the ebb and flow of the trading cycle and at what times of the day and week does most trading take place? Do Mondays typically start the week out with heavy trading and the market up and then ...
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Is there a relationship between Post Hours Trading Volume spikes and Options?

So, I have watched a short video (https://www.youtube.com/watch?v=lXRAhoNd-50) of Lawrence McMillan talking about trading options on or near expiration. He discuss that arbitrageurs says that they buy ...
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Tiny volume trades from Market Maker

I'm watching DVAX on Level II. For the past year and a half I've seen trades executed with normal volume (100, 200, 1500 shares). However, as of the new year, I've started seeing trading done in small ...
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How to interpret the volume in stock candles chart?

I'm a bit confused about the numbers shown in volume. Take this chart for example: You can see in daily candle the volume is 14M but if I show 1h candles and sum all the 7 candles of the day the ...
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How come stock price increase doesn't result in a volume increase as well?

If the stock goes up it means that more people are buying it right? So volume should be increasing along with stock price increase and vice versa, but that's not what is happening, why?
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Explanation of VWAP

I have some questions on (volume weighted average price): 1) I understand that it gives the average trade price of an asset for a specific time period but why is it important to know this when ...
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Is the limiting factor in the volume of the options market options sellers or option buyers?

For example, options trade volume is less than that of equities, and most option trading is concentrated amongst a small group of top companies. However, that doesn't mean that there are profitable ...
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How to estimate the trading liquidity of stocks when buying and selling?

Stocks with smaller market capitalisation sometimes have the potential for greater price growth. But when trying to invest the same amount of money as you would do with a mainstream share, your act of ...
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1 answer
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Yahoo Finance's cryptocurrency volume

What is the definition of "volume" in Yahoo Finance's data on BTC-USD and ETH-USD?
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How to read volume in stock market?

I think I'm a bit confused about the volume in stock markets. For example: in tradingview I can see for AMZN the volume in 2 minutes candles is in average 1K-2K, what does it mean? I thought it was ...
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What is a good measure of liquidity for a stock?

Some stocks are traded a lot and the price graph looks continuous. Others just jump all the time. Which metric could I use to filter the stocks that are not continuous? I don't think volume helps ...
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What does tick volume mean?

So the NASDAQ shows a tick volume of 400 each minute. Does this mean there are 400 positions whether they are sell or buy?
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Can large positions make the market move because of it on a short term?

The NASDAQ shows a Tick Volume of aprox 400 in a 1 minute time period, which I asume means 400 positions placed in one minute? What happens in the short term if someone decides to buy say 10,000 ...
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3 votes
3 answers
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What is it called when a big player buys/sells so much volume of an asset that it changes the price?

Is there a term for when a big player buys/sells so much volume of an asset (stock, currency, gold, etc.) that it changes the price? Is there a name for this type of player? I want to know the ...
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executing fixed volume trades within fixed time

I happened to read an article about a problem which said that sometimes traders wants to liquidate their holdings within a fixed time period with minimum market impact. I read that how it can be done ...
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1 vote
1 answer
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Volume Change comparitors

I've put together a little market addin for excel and have been asked by the person commissioning the plugin to add the Volume Change for the last minute. That was easy enough using my API (...
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Order book trading / low volume [closed]

In a stock exchange where there is low volume overall , can a trading strategy based on the order book be effective ? Given that you have all the executions and the best five bids and asks. Any ...
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What is the average reporting delay for trades reported through a TRF?

This is a follow-up question with regards to this question: Nasdaq vs Nasdaq Trade Reporting Facility As well as the answer here: https://quant.stackexchange.com/questions/30366/unexplained-empty-...
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2 votes
2 answers
217 views

Why the volume disparity between NUGT and DUST?

The volume of NUGT at ~47m is much higher than DUST at ~7m. Why do traders favor one ETF so overwhelmingly? Is this typical of ETF pairs or just a quirk of NUGT/DUST?
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Stock Volume and Trade Completion Question

If a stock is trading at volumes of 2.9 million (for example's sake). And you are looking to buy 500,000 shares. Will your order be filled to 100% immediately? In theory it should, it is being ...
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what does "mean of log percentage of trading volume of index"?

what does "mean of log percentage of trading volume of index"? if we have a pool of volume index, how do we calculate the above? Thanks for the help
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1 vote
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How can change in open interest of a particular day be less than volume traded on that particular day for an options?

this is the image of nifty option chain. I am new to options trading and I learnt that open interest change can occur only upon a transaction. But here, the change in open interest is less than ...
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What is the term for the quantity (high price minus low price) for a stock?

I believe my professor called this variant price, but I am not certain. Is there a standard term?
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-1 votes
3 answers
842 views

Open Interest vs Volume for Stock Options

Wanted to double check my intuition - What if there is only one trading day and the volume is smaller than the open interest on that one trading day. This is assuming there is no open interest before ...
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13 votes
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How to calculate how much a large stock position is really worth?

Let's say, completely hypothetically, that I own 1,000,000 shares in Company X, and their share price is exactly $10.00. Theoretically, this is worth $10 million, but obviously if I wanted to ...
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