Trade Recap| Name | Description |
|---|
| Top | Top trades and sweeps |
| Trades | Top trades |
| Sweep | Top sweeps and split tickets |
| Impact | Top trades by delta impact |
| Vtop | Top trades in terms of $vega |
| Premium | Top trades in terms of premium |
| Notional | Top trades in terms of notional value |
| Recent | Most recent trades (can only be used on single a underlying or option) |
| Cancel | Most recent cancels |
| Amex | Top trades on AMEX exchange |
| Arca | Top trades on ARCA exchange |
| Box | Top trades on BOX exchange |
| Bxo | Top trades on BXO exchange |
| Bzx | Top trades on BZX exchange |
| C2 | Top trades on C2 exchange |
| Cboe | Top trades on CBOE exchange |
| Edgx | Top trades on EDGX exchange |
| Emld | Top trades on EMLD exchange |
| Gem | Top trades on GEM exchange |
| Ise | Top trades on ISE exchange |
| Merc | Top trades on MERC exchange |
| Miax | Top trades on MIAX exchange |
| Mprl | Top trades on MPRL exchange |
| Nom | Top trades on NOM exchange |
| Phlx | Top trades on PHLX exchange |
| Memx | Top trades on MEMX exchange |
| Blocks | Top underlying block trades |
Market Analysis| Name | Description |
|---|
| Most | Most active underlyings |
| Richest | Richest ATM IV vs 30 day historical volatility |
| Cheapest | Cheapest ATM IV vs 30 day historical volatility |
| Movers | Largest underlying price changes |
| Gainers | Largest underlying price increases |
| Losers | Largest underlying price decreases |
| Bullish | Bullish Option Flow - unusual call volume ranked by %ask |
| Bearish | Bearish Option Flow - unusual call volume ranked by %ask |
| Look | Option flow summary |
| High | Record 52 week price highs |
| Low | Record 52 week price lows |
| IvHigh | Record 52 week highs for ATM IV[30d] |
| IvLow | Record 52 week lows for ATM IV[30d] |
| OiTerm | Term open interest report |
| OiTurn | Largest open interest turnover |
| TotOi | Top total open interest |
| TotOiChg | Top total open interest changes |
| TotOiUp | Top total open interest increases |
| TotOiDown | Top total open interest decreases |
| OiCfg | Open interest configuration |
| PutCall | Put/call detail |
| CallPut | Call/put detail |
| Skew | 90% put - 110% call IV difference |
| Term | Implied volatility term structure |
| Volume | Option volume breakdown |
| VTB | Volume type breakdown |
| Uvol | Unusual Total Option Volume |
| Wuvol | Unusual Time-weighted Total Option Volume |
ATM IV| Name | Description |
|---|
| IVGap | Largest implied volatility changes |
| IVDown | Largest implied volatility decreases |
| IVUp | Largest implied volatility increase |
| IV30Gap | Largest 30day atmiv moves |
| IV60Gap | Largest 60day atmiv moves |
| IV90Gap | Largest 90day atmiv moves |
| IV120Gap | Largest 120day atmiv moves |
| IV180Gap | Largest 180day atmiv moves |
| IV360Gap | Largest 360day atmiv moves |
| IV720Gap | Largest 720day atmiv moves |
| IV30Up | Largest 30day atmiv increases |
| IV60Up | Largest 60day atmiv increases |
| IV90Up | Largest 90day atmiv increases |
| IV120Up | Largest 120day atmiv increases |
| IV180Up | Largest 180day atmiv increases |
| IV360Up | Largest 360day atmiv increases |
| IV720Up | Largest 720day atmiv increases |
| IV30Down | Largest 30day atmiv decreases |
| IV60Down | Largest 60day atmiv decreases |
| IV90Down | Largest 90day atmiv decreases |
| IV120Down | Largest 120day atmiv decreases |
| IV180Down | Largest 180day atmiv decreases |
| IV360Down | Largest 360day atmiv decreases |
| IV720Down | Largest 720day atmiv decreases |
Wall Street Horizon| Name | Description |
|---|
| WSH | WSH - Wall Street Horizon earnings date breaks |
| DTT | WSH - Tentative date has changed |
| DTV | WSH - Tentative date has changed and is now Verified |
| DVT | WSH - Verified date has changed and has become Tentative |
| DVV | WSH - Verified date for this quarter's earnings has changed |
| XTV | WSH - Tentative date is now verified with no change in date |
| XVT | WSH - Verified date has become Tentative with no change in date |
| XVV | WSH - Verified date unchanged, Time of day updated. Or Prelim ED added or updated, full results ED is Verified |
| NQ | WSH - The first earnings date update to the company’s next quarter |
| HST | WSH - A verified earnings date update that has already passed |
| XTT | WSH - Prelim ED added or updated, full results ED is tentative |
Other| Name | Description |
|---|
| Futures | Futures activity |
| Flow | Bucketed trade flow |
| Bucket | Strike bucketed statistics for volume and open interest |
| Range | Historical 52 week range data for individual symbols |
| Sentiment | Real time market sentiment indicators |
| Cal | Event calendar |
| Ecal | Earnings calendar |
| Dcal | ExDiv calendar |
| Expiries | Upcoming expiration dates for a ticker or group (shortcut: /exp) |
| Pin | Near term options closest to spot |
| Optex | Optimal early excercise calls |
| SSR | Show securities that are short sale restricted |
| Edge | Cboe options edge data |
| Flex | Flex option open interest |
| FlexNew | New flex option open interest |
| Hashtags | List of note hashtags in use |
| Events | List of recent events (halts, SSR, 52wk high/lows reached, earnings announcements) |
| Borrow | Borrow rate indication |
| BGap | Largest change in broker indicative borrow rate |
| BUp | Largest increase in broker indicative borrow rate |
| BDown | Largest decrease in broker indicative borrow rate |
| EGap | Implied earnings event deviation |
| EventVol | Implied event deviation |
| Steep | Highest percentile 30day 25delta put/call ivol skew |
| Flat | Lowest percentile 30day 25delta put/call ivol skew |
| Steepen | Greatest increase in normalized 30day 25delta put/call skew |
| Flatten | Greatest decrease in normalized 30day 25delta put/call skew |
| Sector | Sector Activity |
| SubSector | Subsector Activity |