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Option flow

A trade tape and premium/strike breakdown for listed options.

Checked against current definitions · 03 Oct 2026RU / EN
08 / 14Option flow
Interactive interface · ArcDelta data
Opening the workspace…

Use the controls inside the window. Guides explain definitions and limitations. Account-setting writes are disabled in preview.

Open full workspace ↗

Start here

  1. 01Choose an underlying and the time/filter window.
  2. 02Read the tape and the premium breakdown by strike or expiry.
  3. 03Check missing greeks before reading delta-weighted flow.
Open tool ↗

Inputs

Observed option trades, premium currency, underlying reference and available contract delta.

General limitations

Read the source timestamp and venue coverage. No data is different from zero; stale observations must not be read as current.

01

Premium & signed flow

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Calculation
Trade premium converts the contract quote into USD using its native quote currency and underlying reference. Signed premium uses call/put and aggressor-side conventions; delta flow weights trade size by available contract delta.
Reading & controls
Keep premium currency, trade size and underlying notional separate. Inspect missing-delta coverage when using the delta-flow panel.
Limitations
Aggressor side does not tell whether a trade opens or closes a position. Signed flow does not reveal actual hedging.
02

Trade filters & breakdowns

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Calculation
Observed trades are grouped by the selected strike, expiry or time bucket after the active filters.
Reading & controls
Select size, call/put, side and expiry filters, then compare the same period across panels.
Limitations
Visible totals depend on source coverage and retained history, not the entire global options market.
Open Option flow ↗More tools →
Option flow — TreVmS Terminal guide · TreVmS