GammaBabaOPTIONS DATA ANALYTICS
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⚑ Live Flow

Live Flow provides a real-time feed of options trades across the entire US options market. Monitor large trades, sweeps, blocks, and unusual activity as they happen β€” with advanced filters to focus on what matters to you.

GammaBaba Live Flow

What You See

The Live Flow table displays individual options trades in a virtualized, high-performance scrolling list. Each row represents a single trade with detailed information across 16+ columns. The feed shows the last 2 hours of trades during market hours, and the most recent session when markets are closed.

πŸ’‘ Large trades (β‰₯$100K premium) are highlighted with a left border. Mega trades (β‰₯$500K) get a colored background row and a πŸ”₯ marker β€” these stand out immediately in the feed.

Column Reference

Every column in the Live Flow table:

Time
Timestamp of the trade execution. Hover to see the full date and time with timezone.
Ticker
The underlying stock or ETF symbol.
Strike
Strike price of the options contract.
Expiry
Expiration date of the contract.
DTE
Days to expiration. Color-coded: red for ≀7 days, amber for ≀30 days.
C/P
Contract type β€” πŸ“— C (Call) or πŸ“• P (Put).
Side
Estimated trade side: 🟒 ASK (likely buy), πŸ”΄ BID (likely sell), or βšͺ MID. πŸ”₯ AA indicates above-ask fills, πŸ’§ BB indicates below-bid fills.
Sentiment
Estimated directional sentiment: πŸŸ’β†‘ Bullish, πŸ”΄β†“ Bearish, or βšͺ Neutral β€” derived from trade side and contract type.
Size
Number of contracts in the trade.
Price
Price per contract at which the trade executed.
Premium
Total dollar value of the trade (Size Γ— Price Γ— 100). Large trades (β‰₯$100K) are highlighted; mega trades (β‰₯$500K) get a πŸ”₯ marker and colored background.
Notional
The underlying stock value controlled by the trade (Size Γ— 100 Γ— Spot Price).
O/C
Opening or closing trade: πŸ†• OPEN (new position), πŸ”’ CLOSE (closing existing), or πŸ”„ EST (estimated close).
Conditions
Exchange trade conditions β€” coded badges like ISOI (intermarket sweep), COBJ (combo order), AUTO (automated execution), etc.
Type
Execution type: SWEEP (multi-exchange), BLOCK (large single-exchange), FLOOR (floor trade), CROSS, AUCT (auction), MULTI, or ELEC (electronic).
Unusual
Unusual activity score (0–100) with reason badges. Scores β‰₯40 are flagged; β‰₯60 are highlighted; β‰₯80 are hot. Reasons include SWEEP, BLOCK, OPEN, SIZE, PREM, etc.

Side & Sentiment Estimation

The Sidecolumn estimates whether a trade was likely buyer-initiated or seller-initiated based on the trade's price relative to the bid/ask spread:

  • 🟒 ASK / πŸ”₯ AA β€” Trade executed at or above the ask price β†’ likely a buy (someone aggressively lifted the offer)
  • πŸ”΄ BID / πŸ’§ BB β€” Trade executed at or below the bid β†’ likely a sell (someone hit the bid)
  • βšͺ MID β€” Trade executed between bid and ask β†’ direction uncertain

Sentiment combines the side with the contract type to estimate directional intent:

  • Buying calls or selling puts β†’ πŸŸ’β†‘ Bullish
  • Buying puts or selling calls β†’ πŸ”΄β†“ Bearish
  • Mid trades or ambiguous signals β†’ βšͺ Neutral
πŸ’‘ Side estimation is a heuristic based on trade price vs. the bid/ask at the time of execution. It's not always accurate β€” complex multi-leg strategies may show misleading side signals. Use it as a general indicator, not a definitive determination.

Sweep & Block Detection

The Type column identifies the execution method:

  • SWEEP β€” An intermarket sweep order that hits multiple exchanges simultaneously. Often indicates urgency β€” the trader wants to fill a large order quickly across all available liquidity.
  • BLOCK β€” A large single-exchange trade, typically negotiated off-market. Block trades often involve institutional participants.
  • FLOORβ€” A trade executed on the exchange floor (not electronically). Less common in today's market.
  • CROSS / AUCT / MULTI / ELEC β€” Various other execution types with different characteristics.

Unusual Activity Scoring

Each trade receives an unusual score (0–100) based on multiple factors:

  • Trade size relative to typical volume
  • Premium amount (large dollar trades score higher)
  • Execution type (sweeps and blocks score higher)
  • Opening vs. closing trade (new positions score higher)
  • DTE (very short-dated trades can score higher)

Scores are displayed as color-coded badges:

  • β‰₯80 β€” Hot unusual activity (red badge)
  • β‰₯60 β€” Notable unusual activity (amber badge)
  • β‰₯40 β€” Mildly unusual (yellow badge)
  • <40 β€” Normal activity (no badge)

Reason badges next to the score show why the trade was flagged: SWEEP, BLOCK, OPEN, SIZE, PREM, and others.

Filters

Live Flow includes a comprehensive filter system to narrow down the feed to the trades you care about:

  • Side: All / Buy / Sell
  • Type: All / Calls / Puts
  • Sentiment: All / Bullish / Bearish / Neutral
  • Sweeps only / Blocks only β€” Show only sweep or block executions
  • Unusual only β€” Show only trades with unusual scores β‰₯40
  • Ticker filter β€” Type one or more ticker symbols to filter
  • Min/Max Premium β€” Dollar range filter
  • Min/Max Size β€” Contract size range
  • Min/Max DTE β€” Days to expiration range
  • Min/Max Strike / Price / Notional / Score β€” Additional range filters
  • Expiry filter β€” Filter to a specific expiration date
  • O/C filter β€” Show only opening or closing trades
πŸ’‘ Filter Presets: You can save your filter configurations as named presets. Click the save button, give your preset a name, and restore it anytime. Your last-used filter is automatically restored when you return to Live Flow.

Sentiment Timeline

Above the trade table, a sentiment timeline chart visualizes the aggregated bullish vs. bearish flow over time. This gives you a quick visual of whether the overall flow is leaning bullish or bearish across the current session.

Flow Summary Bar

A summary bar at the top shows aggregate statistics for the current filter view:

  • Total trades, total premium, and average trade size
  • Call vs. Put volume breakdown
  • Bullish vs. Bearish premium split
  • Data source indicator (live or historical when markets are closed)
πŸ”‘ Key Takeaways
  • Live Flow shows real-time options trades with 16+ data columns per trade
  • Side estimation is based on trade price vs. bid/ask β€” it's a heuristic, not definitive
  • Sweeps indicate urgency (multi-exchange), blocks indicate size (single-exchange)
  • Unusual scores (0–100) flag trades based on size, premium, execution type, and newness
  • 20+ filter options let you narrow the feed to specific criteria
  • Filter presets can be saved and restored β€” last-used filters persist across sessions
  • Mega trades (β‰₯$500K) are highlighted with colored backgrounds for easy spotting
  • The sentiment timeline shows aggregate flow direction over the session
← Chart ViewSentiment β†’