Web App - Realtime Option Flow Tutorial

网页App - 实时期权数据教程

Note: The query results are adaptively laid out according to the screen resolution. If the width allows, the results will be displayed on the right side of the screen. If the width is not enough, results will be displayed below the filter.

Realtime Option Flow


Options push service provides real-time push of QOG selected option flow, option data including:

  • Time (eastern time) 
  • Stock ticker
  • P/C (PUT or CALL)
  • Direction (see detailed explanation below)
  • Premium amount 
  • Expiration date (number of days left to expiration)
  • Current stock price
  • Strike price
  • Type (see detailed explanation below)
  • Details (option contract size & premium per contract)
  • OI (open interest by last trading day, not real time)

Direction:

  • 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, which are divided into different segments to take advantage of all available contracts at the best prices currently offered by all exchanges.
  • 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

Intraday Option Statistics


Functionality: Intraday statistical chart provides summary based on expiration date classification and trading direction.

The top number (green) in each cell indicates the call amount data, and the bottom number (red) indicates the put amount data. The color shade is proportional to the amount of the premium. You can see the option details by hovering the mouse over the amount, as shown in the following chart:

Order Count: the number of option flow for the selected time range (not the total number of options traded); Contract Size: the sum of contracts of all option flow; Premium: the sum of the total premium of the option flow.

Filters can be used to display filtered intraday summaries for specific stocks or stock types.


Attention Flow

Functionality: attention flow helps quickly spot active options trades for the day.

The attention flow service pushes the notification when multiple option flows occur for the same stock on the same day. Service provides the total number of option flows occurred, number of contracts, and total premium values. 

Using the first row of the above chart as an example: IWM as of 16:14, the number of call option flow is 21, the total number of options traded is 20k contracts, and the premium is $2.6M; the number of put option flow is 40, the total number of options traded is 70k contracts, and the premium is $11M. Highlighting indicates the option that triggered the high powered alert, as in the first row, the high powered alert is triggered by IWM's put option (Put).

 

As shown in the example above, the attention flow is triggered multiple times by call options on the same stock EXPE.

Filters can be used to display filtered stock attention flow results for specific stocks or stock types.

Daily Snapshot

Functionality: daily snapshot service summarizes the number and size of option flow for the day.

Daily snapshot service summarizes the number and size of option flow for the day, showing the most active stocks from the highest to the lowest. The first line of the above chart is an example: stock TSLA with the largest call option order for the day, with 610 option flows, 81k total options traded, and $584M in premium.

Filters can be used to display filtered daily results for specific stocks or stock types.

Hover the mouse over the numbered rows to see specific details. Order count: the number of option flow for the selected time range (not the total number of options traded); contract Size: the sum of contracts of all option flow; premium: the sum of the total premium of the option flow.

Dashboard

The dashboard provides an analysis of the ratio of put and call options for the day.

The first cell calculates the ratio based on the current day's premium amount (put option divided by call option).

The second cell calculates the ratio based on the number of contracts for the day. 

The third cell shows the total call option flow premiums for the day.

The fourth cell shows the total put option flow premiums for the day.


Disclaimer: calculation is based on QOG option flow 


Filter - Notification

Click on the ‘Settings’ button in the upper right corner as shown above to set filters for the charts displayed below.




Option Push Filter

The following figure shows the contents of option push chart filter setting:


You can customize the filter name in the first line. When you are done, please click the check mark button or press enter to save the changes.

Notification (Off) shows notification is off in the above graph. When you turn on the notification of the filter, it will change to Notification (On). And notification service will push the notification for option flow with filter applied (you may need to allow a browser alert service for QOG site notifications to receive browser alerts).

The color setting will set a specific color for the filter, which will be displayed as a background color in the option push results or as a colored dot in the notification alert.


If the stock setting is empty, you will receive unfiltered results. 


You can also filter against stock type, option type, premium amount value, ratio of strike price to current stock price, trade direction, trade type, expiration date, ratio of contract size to open position, contract size, and open position.


After the new filter is created, the default (gray) is not turned on, as shown in the following figure: 


If you need to turn on the filter settings for the chart, please click on the filter button, the following figure shows the on state: 




Daily Snapshot and Attention Flow Filter

The following figure shows the contents of daily snapshot and attention flow filter setting:



You can customize the filter name in the first line. When you are done, please click the check mark button or press enter to save the changes.


If the stock setting is empty, you will receive unfiltered results. You can also filter by stock type.

注:搜索结果根据屏幕分辨率自适应排版,若宽度允许结果将出现在屏幕右侧,宽度不够将出现在过滤器下方。

期权推送


期权推送服务提供QOG精选期权大单实时推送,大单提供信息包括:

  • 时间(美东时间)
  • 股票代码
  • P/C(看跌或是看涨期权)
  • 方向(具体解析如下)
  • 权利金金额
  • 到期日(天数)
  • 当前股价
  • 行权价
  • 类型(具体解析如下)
  • 详情(期权数量&每张期权价格)
  • 未平仓量 (截止上一个交易日,非实时)。

方向:

  • 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

类型:

  • Sweep:  多交易所成交,它被分成不同的部分,以利用所有交易所当前提供的最优惠价格的所有可用合约。
  • 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

日内统计图


作用:日内统计图针对到期日分类及交易方向提供总结

每格内上方数字(绿色)表示看涨金额数据,下方数字(红色)表示看跌金额数据,颜色深浅和权利金金额成正比例相关,可以通过鼠标指向具体金额看到详情,如下图所示:

大单数量表示今日大单个数(非期权成交总数),合约大小表示大单期权合约数量之和,权利金表示大单总权利金之和。

可使用过滤器针对特定股票或者股票类型显示过滤过的日内总结。


高能预警

作用:期权高能预警帮助快速发现本日活跃的期权交易。

期权高能预警服务推送同一只股票在当天出现多个期权大单的次数及权利金总额以上图第一行为例:IWM截止16:14,看涨期权大单数量21个,总期权成交数量为20k个合约,权利金$2.6M;看跌期权大单数量40个,总期权成交数量为70k个合约,权利金$11M。高亮表示触发该条高能预警的期权,如第一行为例,该条高能预警由IWM的看跌期权(Put)触发。

如上图为例,高能预警多次由同一支股票EXPE的看涨期权触发。

可使用过滤器针对特定股票或者股票类型显示过滤过的股票高能预警结果。


日报

作用:期权日报服务总结当日股票期权交易大单数量及金额大小。


期权日报服务总结当日股票期权交易大单数量及金额大小,从高到底显示最为活跃的股票。以上图第一行为例:股票TSLA,看涨期权大单金额为今日第一名,大单数量610个,总期权成交数量为81k个合约,权利金$584M。

可使用过滤器针对特定股票或者股票类型显示过滤过的日报结果。

鼠标指向数字行可以看到具体详情。包括该股票看涨看跌期权的大单数量表示今日大单个数(非期权成交总数),合约大小表示大单期权合约数量之和,以及权利金表示大单总权利金之和。

仪表盘

仪表盘提供当日看跌看涨期权比例分析。

  • 第一格根据当日权利金数额计算比例(看跌期权除以看涨期权)
  • 第二格根据当日合约数计算比例
  • 第三格显示当日看涨期权大单权利金总和
  • 第四格显示当日看跌期权大单权利金总和。

免责声明:计算基于QOG期权数据。


过滤器 - 通知

点击右上角如上图所示设置按钮可针对下方显示图表进行过滤设置。


期权推送过滤器

下图为期权推送图表过滤器设置内容:


您可以在第一行横线处自定义过滤器名称,更改完毕请点击打钩键或按下回车键以保存修改。

通知(关闭)设置如果开启,将会对该过滤器推送大单进行通知服务(您可能需要允许浏览器对QOG网站通知进行提醒的服务以接收浏览器提醒)。

颜色设置将为该过滤器设置特定颜色,颜色会在期权推送结果以背景色展示,或是在通知提醒里以有颜色的圆点展示出。


股票设置若为空,将接受所有股票的推送,若您需要过滤特定几只股票来收到推送可以在横线处输入股票代码,更改完毕请点击加号键或按下回车键以保存修改。


您还可以针对股票类型,期权类型,权利金金额值域,行权价和当前股价的比例,交易方向,交易类型,到期日,合约大小和未平仓量的比例,合约大小,未平仓量进行过滤。


新建过滤器后,默认为未开启状态,如下图所示:



若需要对图表开启过滤器设置,请点击过滤器按键,下图为开启状态:



日内统计和高能预警过滤器


下图为日内统计和高能预警过滤器内容:



您可以在第一行横线处自定义过滤器名称,更改完毕请点击打钩键或按下回车键以保存修改。

股票设置若为空,将接受所有股票的推送,若您需要过滤特定几只股票来收到推送可以在横线处输入股票代码,更改完毕请点击加号键或按下回车键以保存修改。您还可以针对股票类型进行过滤。

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