Where to Find Data on Stocks Likely to Move Big Tomorrow

A model-ranked daily list of the equities most likely to make a large move next session, available as a clean API feed from Alphanume.

If you trade volatility, gaps, or pre-open setups, the hardest part is not reacting to a move. It is knowing which names are worth watching before the move happens. Most traders rebuild this every morning by hand: scanning unusual options activity, eyeballing implied volatility, and guessing which tickers are "primed." That process is slow, subjective, and impossible to backtest.

The dataset you are looking for is a daily, point-in-time ranking of the stocks most likely to move sharply in the next session. Alphanume publishes exactly this through its Next-Day Movers dataset, and you can pull it straight from an API.

What the Next-Day Movers dataset is

Next-Day Movers is a daily, model-ranked list of equities most likely to make a large move in the following session. The model is built on implied volatility, realized volatility, and volatility-structure features computed across a liquid, optionable universe. It is generated every trading day at 3:30 PM ET and is strictly point-in-time, so the list you see for a given date is the list that existed before that next session played out.

Because the ranking is produced before the move, it is honest for research. You can line up the predicted movers against what actually happened and measure hit rate, average absolute move, and edge over time. That is the difference between a feed you can trust in a backtest and a screen that quietly leaks future information.

What fields you get

Each row is one ticker on one date, with the realized outcome attached once the session resolves:

• date: the session the prediction applies to
• ticker: the equity symbol
• return: the realized next-session return
• absolute_move: the realized absolute move size

For the most recent date, return and absolute_move are null until that next session closes. That is the correct behavior for a forward-looking signal: the prediction is published first, and the outcome is filled in afterward.

Why it is hard to find anywhere else

Raw options and volatility data is available from plenty of vendors, but a ranked, ready-to-use movement signal usually is not. Building one yourself means assembling a clean optionable universe, computing implied and realized volatility consistently, engineering volatility-structure features, and freezing everything point-in-time so you do not contaminate your history. Alphanume does that work and exposes the result as a single endpoint.

How to access it

Next-Day Movers is available on the free tier as a rolling 30-day window of delayed data, which is enough to evaluate the signal before committing. A single request returns the latest ranked list:

curl "https://api.alphanume.com/v1/next-day-movers?api_key=alp_your_key"

Start with a free Alphanume API key, read the API documentation, or explore it on Alphanume to see recent rankings in the browser before you write a line of code.

Related

Pair Next-Day Movers with IV/HV Rank and IV/HV Premium to filter the movers list down to names where options are also priced richly or cheaply.

How the rankings are built

Building this kind of signal in-house is a real project. You have to define a liquid, optionable universe, pull and clean implied and realized volatility for every name, engineer the volatility-structure features the model relies on, and then freeze the whole thing point-in-time so your history is not quietly contaminated by data that arrived after the fact. Most desks never get past the data-plumbing stage.

Alphanume runs that pipeline daily and publishes the finished ranking. The result is a feed you can trust in research: because the list is generated at 3:30 PM ET before the next session, and the realized outcome is filled in only after that session closes, there is a clean separation between what the model knew and what actually happened.

Frequently asked questions

Is the Next-Day Movers list free?

Yes. It is available on the Alphanume free tier as a rolling 30-day window of delayed data, which is enough to evaluate the signal. The current session's list is reserved for Pro, where the rate limit also rises to 600 requests per minute.

When is the list generated each day?

The model runs daily at 3:30 PM ET, ahead of the next session it predicts. Because it is published before the move, the ranking is point-in-time and safe to use in backtests without lookahead.

What does the model use to rank stocks?

It combines implied volatility, realized volatility, and volatility-structure features over a liquid, optionable universe. The output is a daily ranked list of the names most likely to make a large move in the next session.

Why are return and absolute_move sometimes null?

For the most recent date, the realized outcome has not happened yet, so those two fields are null until that next session closes. They are filled in afterward, which keeps the prediction honest.

Can I backtest it?

Yes. The data is point-in-time and supports date range filters, so you can pull a historical window, join predicted tickers to their realized return and absolute move, and measure hit rate and average move size.