Screen and filter for large block option trades from a full list of actual trades for a specified date.
When analyzing a potential option investment, it is helpful to view how investors have actually traded recently. The Option Block Trades Screener allows you to evaluate market trading patterns as well as focus on a specific symbol (or sector) of interest. Use the filters to choose minimum Trade Quantity, Time of Day, Option Type, Exchange, or Trade Condition (which is explained at the bottom of the page).
Sort the table by clicking on the column header, ascending or descending. Reset all parameters to their defaults by clicking the "Clear" button at the top of the filters. Use the "Filter Symbol" box to narrow down on a particular symbol. More detailed option information on a specific symbol can be found by clicking on the Symbol link in the far-left column.Click here to learn more about Option Trading.
|Stock Details||Option Details||Trade Details||Trade Price||Implied Volatility||Events|
|In My Watchlist||Spot Price||Trade Qty||Trade Price||Trade IV||Earnings Date|
|Technical Indicator This filter applies technical indicators for the underlying symbol for the current trading day (18-Jun-2019), even if you're looking at a previous date||Option Type||Qty % Avg Volume The trade quantity expressed as a percentage of the symbol's average daily option volume. For example, if the symbol trades an average of 500 contracts per day, and this trade is for 100 contracts, the percentage will be 20%.||$ Notional||IV Pct||Ex-Dividend|
|Market Cap||Expiration||Qty vs. Open Int The trade quantity as compared to the option's open interest.||Trade Side NBBO1||IV vs. 20-Day HV The implied volatility of the trade as compared to the symbol's 20-day historical volatility.||Company Event|
|Stock Type||Days to Exp||Trade Condition2||Bid/Ask Spread||IV vs. 1-Yr HV The implied volatility of the trade as compared to the symbol's 1-year historical volatility.|
|Sector||Open Interest||Trade Time||Edge The difference between the trade price and the midpoint of the market's bid and ask price at the time of the trade. Always represented as a positive number.||IV Change The difference between the implied volatility of the trade and the option's closing implied volatility from the previous day.|
|Option Details||Trade Details||Volatility||Trade Analytics|
|Trade Qty||Trade Price||Bid||Ask||Trade $ Notional||Side1||Trade IV The implied volatility of the trade, based on the trade price.||IV Chg The difference between the trade volatility and the previous day's closing IV for that option.||IV Pct This percentage rank compares the trade volatility (Trade IV column) to historical implied volatilities for options that meet the following criteria: - the same symbol and option type - the strike is the same % distance from the spot price (or at-the-money price) - the option has the same # of days to go until expiration||Exchange||Condition2||Delta||Bid Ask Spread||Trade Edge||
20-Day The 20-day historical volatility of the underlying symbol
HV 20-Day The difference between the trade volatility and the 20-day historical volatility, expressed as a percentage
1-Yr The 1-year historical volatility of the underlying symbol
HV 1-Yr The difference between the trade volatility and the 1-year historical volatility, expressed as a percentage
Avg Volume The trade quantity expressed as a percentage of the symbol's average daily option volume. For example, if the symbol trades an average of 500 contracts per day, and this trade is for 100 contracts, the percentage will be 20%.
Exp Trading days remaining until expiration
1: The Side describes the relation of the trade price to the NBBO bid and ask prices:
2: The condition codes come from OPRA. Here are their comments on those codes:
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