Detailed analysis of single-leg option order flow for GTO 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.
| Contract | Volume & Activity | Price / Execution / IV | Flow / Aggressor / Lean | ||||
|---|---|---|---|---|---|---|---|
| Expiration | Volume | Price | %Small/Retail | ||||
| Strike | Vol vs OI | Mid vs Price | %Large/Pro | ||||
| Type | vs 90D Avg | % to Ask | % Buy Agg | ||||
| O.I. | vs Current | IV Chg Day | % Sell Agg | ||||
| Dlt | Mid IV vs IV | % Bid Lean | |||||
| DTE | IV %ile 4Y | % Ask Lean | |||||
| % Both Lean | |||||||
| Option Details | Trade Details | Interpretation | Current Market | Historical Returns | Historical IV Benchmarks | Relative Volume | OI Churn | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| # Consolidated Prints | Symbol | Time First | Time Last | Expiration | Strike | Type | O.I. | Dlt | DTE | Volume | Price | Bid Vwap | Ask Vwap | % to Ask | IV | IV Chg Day | Prev IV | Stock | Activity Int | %Small or Retail | %Large or Pro | % Buy Aggression | % Sell Aggression | % Bid-Side Lean | % Ask-Side Lean | % Both-Side Lean | Open Px | Low Px | High Px | Last Px | Open IV | Low IV | High IV | Last IV | % Floor | % Sweep | % Block LT | Stock | Bid | Ask | Bid IV | Ask IV | IV Chg | VWAP G/L | IV G/L | Lean | As Of | HFV | VE | HWR | HTR | IV Mean | IV Low | IV High | IV %ile | vs 90D Avg | vs Current | Open Int | OI Chg | OI Chg % | Conversion | Single Leg Pct |
| Option Details | Trade Details | Interpretation | |||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| # Trades in Consolidated Print | Time | Expiration | Strike | Type | O.I. | Dlt | DTE | Volume | Price | Bid Vwap | Ask Vwap | % to Ask | Bid/Ask Diff | IV | IV Chg Tick | IV Chg Day | Prev IV | Stock | Trader Type | Action | Delta | Vega | Gamma | Theta | $ Not'l | Market Lean | State of Auction | Execution | Spread Width | Num Exchanges | Trade Delta Type |
