Track and Analyze Single-Leg Option Trades with Ease

With Market Chameleon's Single-Leg Trade Tracker, you can focus on single leg trades for a particular options contract by filtering out multi-leg strategies and contingent orders. We designed this tool to help you quickly spot meaningful single-leg trades, consolidate fragmented executions, and uncover valuable insights that can enhance your trading decisions.

What You’ll Get with Our Single-Leg Trade Tracker

1. Consolidated Trades in One View:
   • We group trades executed in multiple parts (like across several exchanges) into a single order, making it easier for you to track large trades.
   • For example, if a trade is split into 10 parts, you’ll see it listed as one trade with 10 executions. Just click on the number to dive into the details of each slice.
2. See Exactly When a Trade Happened:
   • The execution time helps you spot when a trade occurred during the day, so you can connect it with any events or news that might have influenced the market.
3. Get Clarity on Trade Volume vs. Execution Count:
   • Track both the number of trades and total contract volume. A single trade can carry a significant volume, and our tool makes it easy to see those differences.
4. Follow Price Changes Throughout the Day:
   • Keep an eye on how the price of the option changes with each execution to spot trends or unusual activity.
5. Analyze Bid-Ask Dynamics with VWAP Prices:
   • View volume-weighted bid and ask prices during multi-slice executions to see how the market responded and where the market was priced at the time of the trade.
6. Benchmark with Implied Volatility (IV):
   • We calculate the implied volatility of each trade so you can see how the option compares to current volatility expectations—an essential metric for understanding option pricing.
   • Track how IV shifts as trades happen to spot changes in market sentiment.
7. See Where the Stock Was Trading at the Time:
   • For every trade, you’ll also know where the stock was trading, helping you correlate price movements with the option’s activity.
8. Get Insights on Buy vs. Sell Orders:
   • Our tool helps make interpretations whether the incoming order looks like a buy or sell, giving you an edge in understanding order flow and market sentiment.
9. Measure Directional Risk with Delta:
   • Every trade comes with a delta value, so you can assess the directional risk and gauge the trade’s impact.
10. See the Notional Value of the Trade:
    • We calculate the notional value so you can see how much dollar value is behind each trade, helping you understand its market impact.

How This Tool Helps You Stay Ahead

• Spot large trades that are split across exchanges in seconds.
• Track order flow trends to see if buyers or sellers are dominating.
• Link trades to events to uncover hidden patterns.
• Evaluate risk using metrics like delta and notional value.

With our Single-Leg Trade Tracker, you’ll gain a clear view of the trades for a particular option.