Options trades must meet our minimum contract size or notional value criteria to appear in the flow.
- Block or Sweep: Indicates a large block or sweep trade. Block trades are a single large trade executed at one exchange. Sweeps trades are large trades that are broken up and executed across multiple exchanges.
- White – Open Interest has not been exceeded.
- Yellow - Open Interest exceeded in a single trade: indicates a single block or sweep trade has exceeded the day’s open interest.
- Purple - Open Interest exceeded in multiple trades: indicates multiple block or sweep trades have exceeded the day’s open interest.