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Single-Leg Option Trades Screener

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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.

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Expiration

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Type

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Dlt

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DTE

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Volume

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Price

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Num Trades

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Open Int

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%Open Int Chg

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Open Int Chg

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% Conversion

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% Single Trades

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% Small/Retail

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% Large/Pro

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% Bought

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% Sold

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% Buy Lean

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% Sell Lean

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% Both Sides

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Contract vs Underlying 90D Avg

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Contract vs Underlying Today

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Underlying Volume Today

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Underlying vs 90D Avg

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% IV Chg

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Trd Activity Int

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Daily Trade Aggregate by Contract

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

# Trades

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Volume

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Notional

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Option Price

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DTE

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Expiration

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Strike

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Opt Type

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Action

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Open Int

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Volume - OI

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Dlt

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Trader Type

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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
Market Data Delayed 15 Minutes