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View all of today's option trades for AM listed options. An option trade summary, available in a separate tab below, splits volume by Calls and Puts, and Out-of-the-Money vs. At-the-Money vs. In-the-Money. Trading Edge is defined herein as the difference between the trade price and the midpoint of the best-bid/best-offer market. Use the drop-down to view trades from previous trading days.

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1: The Side describes the relation of the trade price to the NBBO bid and ask prices:

  • Below: Price is below the bid
  • Bid: Price is at the bid
  • Mid: Price is between the bid and ask
  • Ask: Price is at the ask
  • Above: Price is higher than the ask
  • Other: cross market, no market, etc.

2: The condition codes come from OPRA. Here are their comments on those codes:

  • Regular: Transaction was a regular sale without stated conditions
  • OutOfSequence: Transaction is being reported late and is out of sequence; ie. later transactions have been reported for this particular option
  • SoldLast: Transaction is being reported late but is still in the correct sequence
  • OpenReportOutOfSequence: Transaction is a late report of the opening trade and is out of sequence
  • OpenReportInSequence: Transaction is a late report of the opening trade but is still in the correct sequence
  • AutoExecution: Transaction was executed electronically; Processed like a regular trade
  • ReOpen: Transaction is a reopening of an option contract in which trading has been previously halted
  • AdjTerms: Transaction is an option contract for which the terms have been adjusted to reflect a stock dividend, split or similar event
  • Spread: Transaction represents a trade in two options in the same class (a buy and a sell in the same class)
  • Straddle: Transaction represents a trade in two options in the same class (a buy and a sell in a put and a call)
  • BuyWrite: Transaction represents the option portion of an order involving a single option leg (buy or sell) and shares of stock
  • Combo: Transaction represents the buying of a call and the selling of a put for the same underlying stock or index
  • StoppedIM: Transaction was the execution of an order which was 'Stopped' at a price that did not constitute a Trade-Through on another market
  • IntermarketSweep: Transaction was the execution of an order identified as an Intermarket Sweep Order
  • Benchmark: Transaction resulting from the matching of "Benchmark Orders". A "Benchmark Order" is an order for which the price is not based on the quote price of the option at the time of the order’s execution.
  • TradeThruExempt: Transaction reflects execution of a Trade-Through Exempt order
  • SingleLegAuctionNonISO: Transaction was the execution of an electronic order which was "stopped" at a price and traded in a two sided auction mechanism that goes through an exposure period. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism.
  • SingleLegAuctionISO: Transaction was the execution of an Intermarket Sweep electronic order which was "stopped" at a price and traded in a two sided auction mechanism that goes through an exposure period. Suchauctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism marked as ISO.
  • SingleLegCrossNonISO: Transaction was the execution of an electronic order which was "stopped" at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross and QCC with a single option leg.
  • SingleLegCrossISO: Transaction was the execution of an Intermarket Sweep electronic order which was "stopped" at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross.
  • SingleLegFloorTrade: Transaction represents a non-electronic trade executed on a trading floor. Execution of Paired and Non-Paired Auctions and Cross orders on an exchange floor are also included in this category.
  • MultiLegAutoelectronicTrade: Transactionrepresents an electronic execution of a multi leg order traded in a complex order book.
  • MultiLegAuction: Transaction was the execution of an electronic multi leg order which was "stopped" at a price and traded in a two sided auction mechanism that goes through an exposure period in a complex order book. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism.
  • MultiLegCross: Transaction was the execution of an electronic multi leg order which was "stopped" at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross and QCC with two or more options legs.
  • MultiLegFloorTrade: Transaction represents a non-electronic multi leg order trade executed against other multi-leg order(s) on a trading floor. Execution of Paired and Non-Paired Auctions and Cross orders on an exchange floor are also included in this category.
  • MultiLegAutoElecTradeAgainstSingleLeg: Transaction represents an electronic execution of a multi Leg order traded against single leg orders/quotes.
  • StockOptionsAuction: Transaction was the execution of an electronic multi leg stock/options order which was "stopped" at a price and traded in a two sided auction mechanism that goes through an exposure period in a complex order book. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism.
  • MultiLegAuctionAgainstSingleLeg: Transaction was the execution of an electronic multi leg order which was "stopped" at a price and traded in a two sided auction mechanism that goes through an exposure period and trades against single leg orders/ quotes. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism.
  • MultiLegFloorTradeAgainstSingleLeg: Transaction represents a non-electronic multi leg order trade executed on a trading floor against single leg orders/ quotes. Execution of Paired and Non-Paired Auctions on an exchange floor are also included in this category.
  • StockOptionsAutoElecTrade: Transaction represents an electronic execution of a multi leg stock/options order traded in a complex order book.
  • StockOptionsCross: Transaction was the execution of an electronic multi leg stock/options order which was "stopped" at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross.
  • StockOptionsFloorTrade: Transaction represents a non-electronic multi leg order stock/options trade executed on a trading floor in a Complex order book. Execution of Paired and Non-Paired Auctions and Cross orders on an exchange floor are also included in this category.
  • StockOptionsAutoElecTradeAgainstSingleLeg: Transaction represents an electronic execution of a multi Leg stock/options order traded against single leg orders/quotes.
  • StockOptionsAuctionAgainstSingleLeg: Transaction was the execution of an electronic multi leg stock/options order which was "stopped" at a price and traded in a two sided auction mechanism that goes through an exposure periodand trades against single leg orders/ quotes. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism.
  • StockOptionsFloorTradeAgainstSingleLeg: Transaction represents a non-electronic multi leg stock/options order trade executed on a trading floor against single leg orders/ quotes. Execution of Paired and Non-Paired Auctions on an exchange floor are also included in this category.
  • MultiLegFloorTradeOfProprietaryProducts: Transaction represents execution of a proprietary product non-electronic multi leg order with at least 3 legs. The trade price may be outside the current NBBO.