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High-Level Option Sentiment
  • Options

The high-level sentiment dataset is a daily and historical product that facilitates quantitative and qualitative order flow analysis for traders, brokers, and research teams.

This rich dataset is assembled from trade-level information produced by proprietary systems designed to identify the initiating side of nearly 5 million executions daily and supports daily and intraday identification of unusual option activity, directional bias, volatility changes, and indications of retail interest and stock-loan considerations. Baseline averages are included for contextualization of activity, while open interest data supports concentration analysis.

Historical

For more details, please refer to the Specifications

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