Option Flow table and filters

The tape lists every option print kept in the window with its strike, days to expiry, moneyness, size, volume over open interest, price, premium, delta, implied volatility and aggressor side, and tags the prints that look like sweeps, spread legs or opening positions.

Senzoukria · Documentation · Updated September 2026

Where to find it

Where
Option Flow page (/flow) → left column, with the filter bar above the grid
Columns
Time, Symbol, Strike, DTE, Moneyness, Size, Vol/OI, Price, Premium, Δ, IV, Side
Premium filter presets
Any, ≥$10K, ≥$50K, ≥$100K, ≥$500K — default Any
Size filter presets
Any, ≥10, ≥50, ≥250 — default Any
ATM band
±0.5% of spot
Sweep rule
At least 3 prints within 800 ms on the same contract and side, across at least 2 exchanges

What it does

Each row is one print. Days to expiry is computed against the New York calendar day, because an option expires at the New York close and a local-time calculation would show 0DTE on a contract that still has a full session to live; an unreadable date prints an em dash rather than an invented number. Moneyness is measured from the holder's point of view — a call is in the money below spot, a put above — with a ±0.5% band around spot reading ATM, and the signed distance in percent printed next to it.

Vol/OI is the print's size divided by the contract's standing open interest. At or above 1x the single print is as large as the entire open interest, which cannot be a simple rotation, and the row gets an OPEN tag. When open interest is unknown or zero the cell prints a dash instead of an infinite ratio.

Three more tags come from analytics run over the whole window, not over the filtered view, so a filter that hides one leg never breaks the detection. SWEEP marks a burst of aggressive prints on the same contract and side, spread across exchanges in a few hundred milliseconds. GOLDEN is a sweep whose cumulative premium reaches $500K. MULTI marks different contracts of the same underlying, of the same size, printed within 25 ms of each other — the signature of spread legs.

Settings

Filter bar and the detection thresholds behind the row tags
SettingDefaultWhat it changes
PremiumAnyHides prints below the selected premium: $10K, $50K, $100K or $500K
SizeAnyHides prints below 10, 50 or 250 contracts
TypeAllCalls only or puts only
SideAllBuy or sell aggressor only
Contract focusOffSet by clicking a row in 'Where the money went'; a chip above the grid offers to show the whole tape again
Reset filters—Offered in the empty state when the filters hide every print, along with the list of active filters
Sweep window800 ms, ≥3 prints, ≥2 exchangesWhat qualifies as a sweep; a sweep at or above $500K total premium is tagged GOLDEN
Multi-leg window25 ms, same size, different contractsWhat qualifies as spread legs
Opening thresholdVol/OI ≥ 1Above it the size cell gets the OPEN tag

How to use it

  • Start wide and tighten: raise the premium preset until the tape is readable, rather than filtering by side first.
  • Use the Vol/OI column rather than size alone — 500 contracts against 50,000 open is rotation, 500 against 200 is not.
  • Click a contract in the right-hand ranking to focus the tape on it, then use the chip to return to the full tape.
  • Read the delta sign as direction: calls run 0 to +1, puts −1 to 0, and the gamma and theta of the print are in the cell's tooltip when the provider supplies them.

Limits and pitfalls

The aggressor side is an inference from the print against the quote, and some prints carry no side at all; those rows show a dash and are excluded from the directional measures elsewhere on the page rather than being split across both sides.

The sweep and multi-leg rules are heuristics with stated thresholds, not exchange-published facts: legs of a spread priced separately can defeat them, and a burst on a single exchange will not be tagged.

Before the first non-empty poll the grid shows an explicit empty state that branches on the market status, so a closed market does not read as a broken feed.

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Frequently asked questions

What does the OPEN tag mean exactly?
That the print's size is at least equal to the contract's standing open interest. You cannot close more contracts than exist, so a print that large is almost certainly opening a position rather than rotating one.
Why is my filter hiding everything?
When no print passes, the grid reports how many trades are hidden, lists each active filter with its value, and offers a Reset filters button.
Do the SWEEP and MULTI tags respect my filters?
No, and that is deliberate. Detection runs on the complete window so that a display filter hiding one leg of a burst cannot break the grouping of the others.

Keep reading

Strategy researchTest a trading strategy, from observation to challenge rulesDefine an observation, question it with the copilot, write a rule and explore costs, drawdown and fictional challenge limits in an interactive example.Quant · Start hereQuant trading for beginners: from idea to backtestDefine a testable rule, choose suitable data and evaluate later periods after costs.Order flow · HubOrder flow trading: the complete guideThe hub. What order flow is, what it shows — aggression, delta, imbalance, absorption, liquidity — and the tools that read it, each linked to a full guide.