I run a pre-open scan of gapping Up and Down stocks on NAZ, NYSE, AMEX. Obviously some stocks go surge or drop as much as 25-40% eaither dirction. While % change gives good indication I am not able to see or read volatility of hte stock, I've done pretty good entering first within first 3 minutes and riding the stock in the direction of the gap, mostly LONG or wait for 5 minutes after open and buy deepest drops, from my experience regardless of the direction of the day's market these laggers tend to pullback within 10-25 minutes after sharp gapped down open...but eventially will end up down and lowe for the day but first 30 minutes result in pullback if you enter right it seems to make you some money. Is it possible to identify volatility of hte pre-open stock? Thanks!