Option price jumps

How the page is built

For the 5M–3H table columns, both prices are completed minute closes exactly that many minutes apart. Missing boundary bars stay blank. The Largest moves panels use the same verified completed price at the start of the window and the latest trade as the endpoint, so their values and order can change every second; each card shows the actual endpoint time. A missing start bar, no trade after it, or a session younger than the window excludes the contract. DAY uses the first trading minute VWAP: its table column ends at the latest completed minute, while its mover card ends at the latest trade. A valid bid/ask midpoint may update LAST and LST, but never a window or mover calculation.

The panels rank rises and falls by percentage. Their two prices are dollars per share; the dollar change is per standard 100-share contract (a $0.01 price change is $1 per contract). For an adjusted contract with an unknown multiplier, dollar change is left blank. Liquid means at least $50K of premium traded today and a current price of at least $0.10. Underlying changes are contextual: 5, 15 and 30 minutes where available, otherwise the session; they are labelled separately.

The options stream supplies aggregates; retained history is supplemented from Massive REST, and minute corrections update the verified window bases. Bid, ask, open interest, previous close and the underlying are refreshed from snapshots for up to 2000 active contracts per selection, about every 45 seconds. LAST and Largest moves may update each second; table window columns use one completed-minute clock. When data stops arriving, the page retains the last received values and labels the feed state. Premium volume is contracts × average price × 100. ITM means a call strike below the underlying or a put strike above it; ATM is, for each expiry, the one call and the one put whose strike is nearest the underlying (a tie goes to the out-of-the-money strike).