Options Time and Sales

The Options Time and Sales section details all of the “Time and sales” data for all the option trades that have occurred on the underlying during the current trading day. To access this data, click on the V-shaped icon  before the section title.

The data is broken into two major sections:

  • Today’s Biggest: The largest Call and Put trades reflective to the selected underlying on the current day.
  • Time: All trades listed chronologically.

The following columns are available in both of the above sections: the time of the trade, the option traded, the quantity of the trade, the execution price, the exchange where the trade occurred, the bid/ask of the option, the option’s delta, implied volatility, and the price of the underlying security.

The data is colored based on the following scheme:

  • Option names colored blue indicate call trades.
  • Option names colored purple indicate put trades.
  • Green labels indicate that the corresponding option was traded at the ask or above.
  • Red labels indicate that the corresponding option was traded at the bid or below.
  • White labels indicate that the corresponding option was traded between the bid and ask.
  • Background shading indicates that the option was in-the-money at the time it was traded.

To sort the data you would like to view, click on the Filter button  in the top-right corner of the section. In the menu that appears, you can set the following filters:

  • Side: Put, call, or both.
  • Series: Any combination of the series available for the selected underlying.
  • Strikes: Minimum and/or maximum strike price.
  • Exchange: Trades placed on a certain exchange or exchanges.
  • Quantity: Minimum and/or maximum quantity traded.
  • Price: Minimum and/or maximum trade price.
  • Condition: Part of a certain strategy such as straddle or spread.