Money flow by strike report
The contracts with the largest approximate premium traded in a session, for one symbol or all, with open interest change, IV, Greeks and break-even.
Overview
The Money flow by strike report ranks individual contracts by approximate premium traded for a session, across all symbols or for one. It shows exactly where the option dollars went.
The data delay depends on your plan and is shown on every view: the as-of time and the delayed label sit above the results. On the Free plan reports show the previous session.
How the report is built
- Contracts with volume and a mark greater than 0, ranked by traded amount.
- Paged; choose the page size at the bottom.
Before you start
Any signed-in plan can open the report from Research → Reports. Your plan decides how fresh the data is and how much history you can read. CSV export needs a plan that includes it.
Steps
- Open Research → Reports, choose Money Flow and open Money flow by strike.
- Pick a symbol (or all symbols) and, optionally, a Date, then press Run.
- Use Export CSV to download the rows (plans with CSV export).
Report inputs
| Input | What it does |
|---|---|
| Symbol | One symbol, or all symbols. |
| Date | Optional session date. |
Columns and metrics
| Column | What it means |
|---|---|
| Traded Amount (Approx.) | Volume x average traded premium x 100, USD. |
| Expiration / Strike / C/P | The contract. |
| Volume / Open Int. | Session volume and open interest. |
| OI Δ / OI Δ % | Change in open interest against the previous trading session. |
| IV | Implied volatility. |
| Delta, Gamma, Theta, Vega, Rho | The Greeks. |
| Premium (avg) | Average mark over the snapshots in which the contract traded, per share. |
| Break-even | Strike + premium (call) or strike - premium (put). |
| Stock Price | The underlying price. |
Percentages are stored as fractions and displayed as percentages (0.05 is shown as 5 %). An unknown value shows as "-", never as 0.
How to read it
- The leader is the largest traded amount at any strike.
- A large traded amount with a rising OI Δ suggests new positions; with a falling one, closing trades.
Example
Illustrative only - the symbol and numbers are invented.
XYZ 21 November 95 put: Traded Amount (Approx.) $640,000, Volume 4,000, Premium (avg) 1.60, Open Int. 9,000, OI Δ +2,500, Break-even 93.40.
Using it in your research
- Find the single contracts that attracted the most dollars.
- Follow up next session in Open interest to see whether the positions stayed open.
Treat every row as a starting point for your own research, not as a signal. Volume and open interest never say whether a trade was a buy or a sell.
Troubleshooting
Money flow differs from another site
It is an approximation from delayed snapshots, not a sum of executed trades.
The report shows "No Records Found"
The filters may be too narrow for the session, or the session has only just opened. Widen a threshold, clear the symbol, or check the as-of time to see which session you are reading. On the Free plan you read the previous session.