Options Trading

Tracking and analysis of institutional options trading activity to identify market sentiment.

A large options order that is split across multiple exchanges and executed rapidly to fill immediately at the best available prices.

A large options trade executed as a single transaction, typically negotiated off-exchange between institutions.

A large options order executed piecemeal on a single exchange over time to minimize market impact.

The total dollar amount paid for an options contract, calculated as the option price multiplied by 100 (contract multiplier).

The running total of bullish minus bearish options premium throughout the trading day, showing net institutional sentiment.

A discrepancy between price direction and options flow direction, often signaling potential reversals.

Options flow scanner that finds trends in premium, volume, and trade count to detect institutional footprints before big moves.

Measures an option's directional exposure - how much the option price changes for a 1 dollar move in the underlying.

Measures how fast Delta changes as the underlying price moves - the acceleration of an option's price.

Measures daily time decay - how much value an option loses each day just from the passage of time.

Measures sensitivity to implied volatility - how much an option's price changes when IV moves by 1%.

A set of risk metrics (Delta, Gamma, Theta, Vega) that measure how an option's price responds to various factors.

An options strategy where you sell a put while holding enough cash to buy the underlying if assigned.

The total capital deployed or reserved for options positions, calculated differently for long vs short options.

A visual chart showing an options position's profit and loss across a range of underlying prices.

The number of calendar days remaining until an options contract expires, crucial for time decay analysis.

The aggregated Greeks across all open options positions, showing overall portfolio risk exposure.