Option Block Trades Screener

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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.

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Load Previous Day's Trades:

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In My Watchlist

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Technical Indicator This filter applies technical indicators for the underlying symbol for the current trading day (22-Oct-2018), even if you're looking at a previous date

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Earnings Date

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Trade Qty

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Trade/Avg Volume

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Trade Qty vs Open Int

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Trade Condition2

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Trade $Notional

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Trade Price

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Trade Time

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Trade Side NBBO1

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Option Type

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Option Expiration

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Sector

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Stock Type

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Spot Price

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Exchange

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Delta

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Details Symbol Stock Type Sector Time Root Option
Expiration
Type Strike Trade Qty Trade Price Trade $ Notional Bid Size Bid Ask Ask Size Side1 IV IV Chg Spot Price Exchange Condition2 Open
Interest
Delta Bid Ask Spread Trade Edge Expiration
Cycle
InWatchlist TrdQtyVsOi Trade/
Average Volume
Events EarningsType

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
  • FormT: Transaction reflects the execution of a 'Benchmark Trade'; Processed like a normal trade except doesn't update the 'Last Price'
  • TradeThruExempt: Transaction reflects execution of a Trade-Through Exempt order

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