Date - The date the trade took place.
Time - The time the trade took place.
Symbol - The ticker symbol for the underlying asset.
Option Symbol - The OCC option symbol. This symbol consists of four parts:
- Root symbol of the underlying stock or ETF
- Expiration date, 6 digits in the format yymmdd
- Option type, either P or C, for put or call
- Strike price, as the price x 1000, front padded with 0s to 8 digits
PUT/CALL - Whether the contract is a put or call contract.
Trade Type - Either a Sweep or Trade. A Sweep means the order needed to be broken down into different parts and routed more than one way in order to get filled.
Expiration Date - The date when the contract expires. Also referred to as 'Expiry' or 'Expiry Date'.
DTE - Days to expiration. How many days the contract has until expiry at the time the trade was placed.
Strike Price - The strike price of the contract.
Bid - The current price of the bid at the time of the trade.
Ask - The current price of the ask (offer) at the time of the trade.
Midpoint - The midpoint of the bid/ask spread.
Size - The number of contracts in that individual trade.
Trade Count - The number of routes a Sweep is broken down into. Generally speaking, the higher the number, the more bullish or bearish that trade is.
Security Type - An ETF or an individual stock.
Total Trade Price - The total cost of that single trade. This is calculated: the price of the contract x 100 x the number of contracts.
Option Price - The price of the option contract at the time of the trade.
OI - Open Interest. This is the number of contracts being held by traders at the beginning of that trading day.
Volume - The total number of contracts traded at that strike and expiry at the time of the trade.
Last Trade - The date and time the trade took place.
Vol/OI - The size of the order divided by the Open Interest, expressed as a ratio.
Sentiment - The bullish or bearishness to the underlying asset based on that single option trade. A link to the sentiment chart can be found here.
Description - The complete option trade as seen in the Signals tool. A link to "How Do I Understand the Option Activity Signal" can be found here.