MU option volume against its 90-day average, as a heatmap
Recorded in cvforge on July 15, 2026 by ConvexValue · Published July 25, 2026
Ninety days of MU option volume rendered as a heatmap of current activity relative to its own historical average, so trends show up as bands rather than spikes.
Exact prompt
Analyze daily volume for all $MU options for the past 90 days and give me heatmap that shows current volume relative to historical average. I want to also be able to identify trends in volume.
Data cadence
End-of-day historical options aggregates: daily open, high, low, close, volume and open interest per contract.
Plan requirements
Needs the Research data plan, which adds end-of-day historical options aggregates. The rest of the build runs on the free tier.
Fields used
open_interest, day_volume, strike_price, expiration_date, contract_type
How to read it
Normalising against the trailing average is what makes a heatmap of volume readable. Raw volume is dominated by a handful of huge days; expressed as a ratio to the average, an ordinary day sits near one and genuine outliers stand out.
Watch the window’s own memory. A big day enters the trailing average and then suppresses the ratio for the next ninety days, so a run of elevated activity can look like it is fading when the baseline is simply catching up.
Change it
The prompt is the interface. Ask for a different ticker, a different expiration window, or an extra column in the same sentence style and the agent edits the app in place — you do not start over, and you do not wait for anyone to build it.
Limitations
- Historical options data is end-of-day aggregates, so intraday paths within a day are not available.
- A study over a long window covers contracts that have since expired; survivorship and roll choices change the result.
- Backward-looking results are not evidence about forward returns.
Related demos
- Judging whether options are expensive using volatility history
- Today’s action on MU and SNDK against their own history
- Backtesting a monthly 30-DTE SPY call spread
Search focus: options volume vs historical average heatmap. Related: relative option volume by day, 90 day option volume trend. Originally posted on X.