Detailed analysis of single-leg option order flow for ALGM on the selected trading session, combining contract-level aggregation with trade-by-trade forensic detail. Use the Report Date to scrub prior sessions; both tables stay in sync.
One row per strike, expiration, and option type. Volume-weighted prices and IV, trader-type and execution-lean breakdowns, theoretical-value benchmarks, and (on prior sessions) open-interest churn and trade-activity interpretation.
Trade-by-trade detail. Filter by trader type, time window, expiration, strike, opt type, spread width, execution side, market lean, and state of auction. Click a trade-count link to expand into the constituent prints.
On the current trading day, columns that depend on next-day open-interest reconciliation (Activity Int and the OI Churn group) are hidden because their values aren't yet available. Select a prior date to see them.
| 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 | vs 90D Avg | vs Current | Open Int | OI Chg | OI Chg % | Conversion | Single Leg Pct |
| Option Details | Trade Details | Interpretation | |||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Trades | 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 | Num Exchanges | State of Auction | Execution | Trade Delta Type |
