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.: 12:47 represents 12:47PM EST
  • Square box in red or green will show stock ticker, e.g.: PLTR
  • Expire is option expiration date, e.g.: 10-15-21
  • Call/Put represents option type
  • Strike is strike price of the option in USD, e.g.: 21
  • Spot represents stock price at transaction time in USD, e.g.: 21.80
  • Details shows option quantity and executed price, e.g.: 225 @ 2.68 represents this trade has 225 contracts with $268 each.
  • Type represents transaction type, e.g.: SWEEP
  • Price in red or green on top line represents total price, e.g.: $60K
  • 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.: 50


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12:47表示的本交易日12点17分,美国东部时间。
  • 红色或绿色方框显示股票代码,例如PLTR
  • 过期日为期权到期日期,例如10-15-21为2021年10月15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21
  • 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:21.80
  • 订单详情显示数量及成交价格:例如225 @ 2.68表示改交易包含了225张期权,每张期权的成交价格为268美金
  • 类型显示交易类型,例如SWEEP表示多交易所成交
  • 绿色或红色价格为总金额,例如$60K
  • 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50表示的是在上一个交易日结束的时候,其期权未平仓量


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