Options Market Summary

Market net flow, greeks analytics, gamma exposure, 0dte flow, most bullish and bearish options flow, unusual & big options contracts.

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Market Net Flow

Combined net premiums from all stocks in the market compared against SPY's stock price - could be used for anticipating market direction. MNF is an intraday indicator and is best used for scalps and day trades. Please watch the video guide for more details.

0DTE Flow

Line chart of SPY's price (left) against the bar chart of cumulative net flow of 0DTE (days till expiration) flow for index on the right. Dots are times of the day where there was big movement in flow, green is call buying, put selling, and red is put buying, call selling.

0DTE GEX
Video Guide

Gamma exposure from 0 days till expiration contracts. The settings are applied from the widget on the left, the 0DTE flow. If you select SPY there, SPY's data will be shown in this chart as well.

Market DEX
Guide

Daily sum of deltas i.e DEX from options flow across the entire market. Green and red bars are raw DEX values, white bars are 3-day moving average, and the line is SPY's price. Positive DEX often precedes a move up, and negative DEX can anticipate a move down.

M-Greeks

Sum of greeks for all stocks in the market & their impact of changes in price.

Flow Map

Total calls & puts premiums per every expiration.

Flow Timeline

Development of net premiums for different expirations over the last few months. Currently showing data for

Dealers Diary

Approximate total deltas held by dealers for all expirations. Calls > 0 means ustomers are long calls, while puts < 0 means customers are long puts (well hedged). Green & red lines are avg short-term deltas.

Top Options Flow

Stocks with highest and lowest net premiums. Net premium is the difference of bullish and bearish positions.

Call Chains

Call & put contract chains getting the most volume & high relative volume today.

Sym Spot Str Exp Pr Vol NetPr RelVol Sec Mcap Dash
Put Chains

Put contract chains getting the most volume & high relative volume today.

Sym Spot Str Exp Pr Vol NetPr RelVol Sec Mcap Dash
Highest Call Volume Change

Stocks with highest change in their CALL volume relative to the last 7 days.

Highest Put Volume Change

Stocks with highest change in their PUT volume relative to the last 7 days.

High Volume Cheaplies

Contracts with a small bidask price but high volume.

Symbol Expiry Strike CallOrPut Volume BidAsk
High Volume Leaps

High volume contracts whose expiries are a few months away.

Symbol Expiry Strike CallOrPut Volume BidAsk
Most OTM Strikes

Contracts where the strike price is far out of the money.

Symbol Expiry Strike C/P Vol BidAsk OTM Score
Large OTM OI

Out of the money contracts with very large open interest.

Symbol Expiry Strike C/P OI OI in $ Bidask StockDiff
Largest Flow

Orders with highest premiums. Hover over each point to get more details.

Weekly Sector Inflow

Average bullish and bearish inflow for each sector over the last 7 days.

Sector Flow

Historical net premiums for each sector. Net prems is the difference between bullish and bearish money.

Sector Flow Premiums

Average net premiums for each sector. Net premium is the the difference between call and put premiums.

Calls Market Dashboard

All symbols with their call options flow statistics.

Symb Proportion Orders Buys AtAsk AtBid NetPrems PremsChng AvgExpD OTM% OTMScore Unusual% SpotChng Ivol%
Puts Market Dashboard

All symbols with their put options flow statistics.

Symb Proportion Ords Buys AtAsk AtBid NetPr PremsChng AExpD OTM% OTMSc Unusual% SpotChng Ivol%

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