Report Date: 28-Mar-2024
The Options Block Trade Idea Dashboard displays option trades that meet specific criteria -- and warrant your attention -- for the current trading day. For example, unusually large block trades or cheap call options for bullish momentum stocks in the midst of a price run up.
Use the drop-down selection boxes to change preset opportunity windows, and click on a symbol in any of the tables to view a recent stock chart for further analysis.
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Block Trade Screener·Delta Volume Screener·Idea Dashboard·Repeat Trade Screener·Contingent Stock Trade Screener
Click on a symbol to view current stock chart
Change View:
Option Details | Trade Details | Volatility | Trade Analytics | Relative Volume | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Time | Symbol | Option | Spot Price | Open Interest |
Trade Qty |
Trade Price |
Bid | Ask | Trade $ Notional |
Side | 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 |
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 |
Exchange | Condition | Delta | Bid Ask Spread |
Trade Edge |
Qty As % of Avg 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%. |
Change View:
Option Details | Trade Details | Volatility | Trade Analytics | Relative Volume | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Time | Symbol | Option | Spot Price | Open Interest |
Trade Qty |
Trade Price |
Bid | Ask | Trade $ Notional |
Side | 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 |
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 |
Exchange | Condition | Delta | Bid Ask Spread |
Trade Edge |
Qty As % of Avg 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%. |
Change View:
Option Details | Trade Details | Volatility | Trade Analytics | Relative Volume | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Time | Symbol | Option | Spot Price | Open Interest |
Trade Qty |
Trade Price |
Bid | Ask | Trade $ Notional |
Side | 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 |
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 |
Exchange | Condition | Delta | Bid Ask Spread |
Trade Edge |
Qty As % of Avg 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%. |
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