Option Sentiment

The Option 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.

Available as a one-time historical purchase and ongoing subscription.

The Option Sentiment Subscription delivers two files for each trading day, a Preliminary file identifiable by an '_Preliminary' which does not include the Option Clearing Corporation's Customer/Firm/Market Maker's statistics and ^SPX Index data which are included in the final file delivery early the next morning which will be '_Complete.'

See product specifications for details.

View our explainer video to learn more.

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