Discord Option Flow Tutorial

Discord 期权推送教学

Option flow channel will send option order with total value >$10k.

Message frequency: HIGH


Transaction price type:


  • Fast Buy: Trade much higher than current price, which appears when the buyer aggressively buys
  • Buy: Trade higher than current price, which appears when buyer buys actively
  • Neutral: Trade is executed at current price
  • Sell: Trade lower than current price, which appears when seller sells actively
  • Fast Sell: Trade much lower than current price, which appears when the seller aggressively sells


Transaction Type:

  • Sweep: Multi-exchange transactions
  • Block: Block transactions refer to a single transaction declaration for securities that reaches a prescribed minimum limit. The buyer and the seller reach an agreement through an agreement and the securities transaction is confirmed by the exchange.
  • Split: Single exchange transactions, single trader places multiple orders on the same exchange at the same time


Fields explanation:

  • Top right corner will show transaction time, e.g.: 15:59 represents 15:59PM EST
  • Square box in red or green will show stock ticker, e.g.: TSLA
  • Expire is option expiration date, e.g.: 12-10-21
  • Call/Put represents option type
  • Strike is strike price of the option in USD, e.g.: 910
  • Spot represents stock price at transaction time in USD, e.g.: 1014.79
  • Details shows option quantity and executed price, e.g.: 199 @ 11.75 represents this trade has 199 contracts with $11.75 each.
  • Type represents transaction type, e.g.: SPLIT
  • Number with dollar sign represents total price, e.g.: $234K
  • OI is open interest, note that this data is updated T+1 by the OCC, it doesn’t change during the trading day, e.g.: 12072


期权推送频道会推送总价值大于$10k以上的期权单子

推送频率:高



成交价格类型:

  • 极速买入:极度高于现价成交,出现于买方快速买入
  • 买入:高于现价成交,出现于买方主动买入
  • 中性:现价成交
  • 卖出:低于现价成交,出现于卖方主动卖出
  • 极速卖出:极度低于现价成交,出现于卖方快速出售


成交类型:

  • Sweep:  多交易所成交
  • Block:大宗交易(block trading),又称为大宗买卖,是指达到规定的最低限额的证券单笔买卖申报,买卖双方经过协议达成一致并经交易所确定成交的证券交易
  • Split:单交易所极速,单交易者在同一时间同一交易所下多单

示例说明:

  • 右上角显示时间,例如15:59表示的本交易日15点59分,美国东部时间。
  • 红色或绿色方框显示股票代码,例如TSLA
  • 过期日为期权到期日期,例如12-10-21为2021年12月10日到期的期权
  • Call/Put表示期权种类
  • 行权价格表示期权行权的价格,单位为美金,例如910
  • 股价为交易发生的时候,期权对应资产的价格,单位为美金,例如:1014.79
  • 订单详情显示数量及成交价格:例如199 @ 11.75表示改交易包含了199张期权,每张期权的成交价格为11.75美金
  • 类型显示交易类型,例如SPLIT表示单交易所极速
  • $数字为期权总金额,例如$234K
  • OI为未平仓合约,该数据有一天延迟,不会在日内交易的时候更新,例如12072表示的是在上一个交易日结束的时候,其期权未平仓量


[[en]]Disclaimer: This material is for educational use only and should not be considered financial advice. For more details, please refer to our Terms of Service, and the full Disclaimer on bottom of webpage.
[[zh]]免责声明:该材料仅用于教育用途,不应视为财务建议。更多细节,请参考我们的服务条款,以及网页底部的完整免责声明。

[[en]]Back
[[zh]]返回