Option Block Trades Idea Dashboard

Report Date: 10-Apr-2026

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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Change Report:Block Trade Screener·Delta Volume Screener·Idea Dashboard·Repeat Trade Screener·Contingent Stock Trade Screener

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Click on a symbol to view current stock chart

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The most recent option trades that meet the specified conditions. This group presents the opportunity to highlight unusually large option trades, potentially an early indicator that there is future movement in the stock.The trades are filtered when the size of the individual trade exceeds 50% of the symbol's average daily option volume (for all options). The idea is that a trade with a quantity this large might indicate either a potentially undervalued/overvalued situation, or that traders are expecting a large upcoming move.

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:

The most recent option trades that meet the specified conditions. This group presents the opportunity to scoop up potentially cheap call options while the stock price is running up.The trades are filtered for potentially undervalued call options (based on the trade volatility being below historical volatility) for symbols that have a stock price breaking the one-day resistance to the upside.

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:

The most recent option trades that meet the specified conditions. This group presents the opportunity to find potentially cheap options in low market cap stocks.The trades are filtered out for potentially undervalued options (based on the trade volatility being below historical volatility) in low market cap stocks. The idea is that low market cap stocks can exhibit larger price movements because of the low float and cheap options could produce much greater profit.

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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