Multi-Leg Trade Analyzer for a specific option

Market Chameleon Multi-Leg Trade Analyzer is a powerful feature designed to track and interpret option trades that are part of multi-leg or contingent strategies. It filters individual trades to identify when they are linked to spreads, condors, straddles, or other complex strategies, consolidating them into a unified view for quick analysis.

Key Features and Insights:

• Consolidated Strategy View: Each trade strategy is displayed in a row with an option to expand and view all related legs and trade details.
• First and Last Trade Time: For convenience, the feature shows the first and last times the strategy was traded throughout the day, giving you an immediate sense of the strategy’s timing and activity range.
• Volume Breakdown and Frequency: Get a clear breakdown of the total contract volume involved and how many times the strategy traded at different times during the day.
• Leg Interpretation: The feature automatically identifies and displays each leg of the strategy, making it easy to spot spreads or advanced trades without piecing them together manually.
• Efficient Market Insights: Quickly assess the market context and identify opportunities by understanding strategies, helping you plan your own strategies with confidence.
• Additional Trade Details: For verticals and other spread types, the columns provide insights like days to expiration for each option strike and historical data on whether the same strategy has traded in the past.
• Pricing and Market Data: Get trade prices and market references at your fingertips, ensuring you're equipped with all the data needed for in-depth analysis.

This feature brings unprecedented efficiency by consolidating multi-leg strategies into a single, intuitive view, saving time and reducing complexity. It allows you to spot trends, strategies, and trading patterns that would otherwise be impossible to track at this scale, helping you gain deeper insights and stay ahead in the market.