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On-balance volume

A running total that adds the period's volume when price closes up and subtracts it when price closes down.

Joseph Granville's indicator is deliberately crude: the entire bar's volume is assigned to one side based only on whether the close was higher or lower than the previous one. A bar that rose one tick counts exactly the same as one that rose five percent.

It is used mainly for divergence. If price grinds to new highs while OBV fails to follow, the argument is that the advance is not being supported by participation.

The crudeness is the honest criticism. Every trade has a buyer and a seller, so attributing volume to one side from the close alone is an assumption, not a measurement. Modern cumulative-delta does the same job with actual aggressor data and makes OBV look like what it is: a 1960s approximation.

Related: accumulation-distribution-line, cumulative-delta, divergence, volume, chaikin-money-flow

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

How a call option's delta changes with the underlying priceAn S-shaped curve rising from zero, passing through about a half at the strike, and flattening near one.Delta of a call option1.000.5008090110120Out of the moneyAt the moneyIn the money1.00 means it moves one-for-one with the stockdelta ≈ 0.50 at the strikeStrike 100Underlying price
Delta across the range of prices. Delta says how much a call's price moves for a one-point move in the stock. Far below the strike it is near 0 and the option barely reacts; at the strike it is about 0.50; far above it approaches 1 and tracks the stock.
Bearish divergence between price and RSIA price line whose second peak is higher than its first, drawn above an RSI panel whose second peak is lower than its first, with the two peaks joined by sloping dashed lines.PRICEhigher highRSI (14)70overbought30oversoldlower high
Divergence between price and RSI. RSI measures how one-sided recent price moves have been on a 0–100 scale. Here price sets a higher peak while RSI sets a lower one, so the second push carried less momentum than the first.

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