Limited-time offer: Get 3 free months of Option Sentiment data when you subscribe by June 30, 2022. Click here to take advantage of this limited-time promotion.
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.
See product Specifications for details