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
- 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
- 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