Track every standalone single-leg option trade — non-spread executions only — across the entire U.S. equity and ETF options market. Each trade is classified by trader-size heuristics (Small or Retail vs. Large or Pro), execution lean (bought, sold, or two-way), and benchmarked against theoretical-value, win-rate, and probability-of-touch models.
The top table aggregates by contract: one row per strike, expiration, and option type, with volume-weighted prices and IV, trader-type and execution-lean breakdowns, theoretical-value scores, relative-volume metrics (per-contract vs. underlying 90-day average AND vs. underlying total today), and open-interest churn for prior sessions. Filter across every column or scope by date with the Report Date selector. Some columns — daily Trade Activity Interpretation and the OI Churn group — require T+1 open-interest reconciliation and are populated only on prior sessions.
Use cases: spotting unusual single-contract concentration on a name, identifying institutional vs. retail flow, screening for IV-expansion or IV-compression events, finding theoretical-value edge cases, and tracking which options had the largest open-interest churn from one session to the next.
▲ Close
One row per strike, expiration, and option type. Volume-weighted prices and IV, trader-size and execution-lean breakdowns, theoretical-value benchmarks, and (on prior sessions) open-interest churn and trade-activity interpretation.
| Option Details | Trade Details | Interpretation | Current Market | Theos | Relative Volume | OI Churn | ||||||||||||||||||||||||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Trades | Symbol | Time First | Time Last | Expiration | Strike | Type | O.I. | Dlt | DTE | Volume | Price | Bid Vwap | Ask Vwap | IV | IV Chg Day | Prev IV | Stock | Activity Int | %Small or Retail | %Large or Pro | %Bought | %Sold | %Buy Lean | %Sell Lean | %Both Sides | Open Px | Low Px | High Px | Last Px | Open IV | Low IV | High IV | Last IV | Stock | Bid | Ask | Bid IV | Ask IV | IV Chg | Lean | As Of | Value | Win Rate | Prob of Touch | Avg Value | Min | Max | Contract vs Underlying 90D Avg | Contract vs Underlying Today | Underlying Volume Today | Underlying vs 90D Avg | Open Int | OI Chg | OI Chg % | Conversion | Single Leg Pct |
| Option Details | Trade Details | Interpretation | ||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Trades | Symbol | Time | Expiration | Strike | Type | O.I. | Dlt | DTE | Volume | Price | Bid Vwap | Ask Vwap | Bid/Ask Diff | IV | IV Chg Tick | IV Chg Day | Prev IV | Stock | Trader Type | Action | Delta | Vega | Gamma | Theta | $ Not'l | Market Lean | UndProductId | num_repeat_trds | volume_minus_open_int | TradeIds |