Analyze Biggest Option Trades in Your Favorite stocks.
View, Filter and Export up to 10 Days of Option Trades.
And Much More...
Option Block Trades Screener
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Report Date: 10-Dec-2019
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.
Technical Indicator
This filter applies technical indicators for the underlying symbol for the
current trading day (10-Dec-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.
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
Execution
Delta
Bid Ask Spread
Trade Edge
Hist Vol 20-Day
The 20-day historical volatility of the underlying symbol
IV vs HV 20-Day
The difference between the trade volatility and the 20-day historical volatility, expressed as a percentage
Hist Vol 1-Yr
The 1-year historical volatility of the underlying symbol
IV vs HV 1-Yr
The difference between the trade volatility and the 1-year historical volatility, expressed as a percentage
Expiration Cycle
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%.
Days To Exp
Trading days remaining until expiration
Events
EarningsType
Technical Indicators
InWatchlist
TrdQtyVsOi
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: Option trade condition codes:
Regular: Transaction was a regular sale without stated conditions
AutoExecution: Transaction was executed electronically; Processed like a regular trade
IntermarketSweep: Transaction was the execution of an order identified as an Intermarket Sweep Order
MultiLeg: Transaction represents a leg of a multi-leg option trade
MultiLegProprietaryProduct: Transaction represents execution of a proprietary product such as index options non-electronic. The trade price may be outside the current NBBO.
