The Options Time & Sales page allows you to research trade activity for a U.S. or Canadian options contract. It provides a time-stamped log of all buy and sell transactions that occur during a specific date and time range you provide. This data can be especially helpful when researching unusual options activity, or when planning your own options trade.
Options information is delayed 15 minutes, and the page starts updating for the new trading day at approximately 8:50a CT.
Filters
The following filters are available on the page to narrow down the information shown:
- Date: Select the date you wish to view. US Equity Options time and sales data starts March 2023.
- Time: Select the time range of the trades to return. Time is entered in ET (Eastern Time).
- Trade Size: Select the minimum trade size. By default, this is set to "10" to eliminate the noise associated with smaller trades.
- Premium: Premium = option spot x volume x 100 underlying shares.
- Trade Price: You may optionally select a trade price (greater than, less than, or a range) to return.
- Flags: The Flags filter makes it easier for you to group certain trade conditions (Codes) together for viewing. Flags include:
Block: - MFSL(m) Multi Leg floor trade against single leg(s) Transaction represents a non-electronic multi leg order trade executed on a trading floor against single leg orders/ quotes.
- MLFT(i) Multi Leg floor trade Transaction represents a non-electronic multi leg order trade executed against other multi-leg order(s) on a trading floor.
- SLFT(e) Single Leg Floor Trade Transaction represents a non-electronic trade executed on a trading floor.
- TFSL(s) Stock Options floor trade against single leg(s) Transaction represents a non-electronic multi leg stock/options order trade executed on a trading floor against single leg orders/ quotes.
- TLFT(p) Stock Options floor trade Transaction represents a non-electronic multi leg order stock/options trade executed on a trading floor in a Complex order book.
Sweep:
- ISOI(S) Transaction was the execution of an order identified as an Intermarket Sweep Order.
- SLAI(b) Single Leg Auction ISO Transaction was the execution of an Intermarket Sweep electronic order which was stopped at a price and traded in a two sided auction mechanism that goes through an exposure period. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism marked as ISO.
- SLCI(d) Single Leg Cross ISO Transaction was the execution of an Intermarket Sweep electronic order which was stopped at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross.
Regular:
- AUTO(I) Transaction was executed electronically.
- MASL(l) Multi Leg Auction against single leg(s) Transaction was the execution of an electronic multi leg order which was stopped at a price and traded in a two sided auction mechanism that goes through an exposure period and trades against single leg orders/ quotes.
- MESL(j) Multi Leg auto-electronic trade against single leg(s) Transaction represents an electronic execution of a multi Leg order traded against single leg orders/ quotes.
- MLAT(g) Multi Leg Auction Transaction was the execution of an electronic multi leg order which was stopped at a price and traded in a two sided auction mechanism that goes through an exposure period in a complex order book.
- MLET(f) Multi Leg auto-electronic trade Transaction represents an electronic execution of a multi leg order traded in a complex order book.
- SLAN(a) Single Leg Auction Non ISO Transaction was the execution of an electronic order which was stopped at a price and traded in a two sided auction mechanism that goes through an exposure period.
- TASL(r) Stock Options Auction against single leg(s) Transaction was the execution of an electronic multi leg stock/options order which was stopped at a price and traded in a two sided auction mechanism that goes through an exposure period and trades against single leg orders/ quotes.
- TESL(q) Stock Options auto-electronic trade against single leg(s) Transaction represents an electronic execution of a multi Leg stock/options order traded against single leg orders/ quotes.
- TLAT(k) Stock Options Auction Transaction was the execution of an electronic multi leg stock/options order which was stopped at a price and traded in a two sided auction mechanism that goes through an exposure period in a complex order book.
- TLET(n) Stock Options auto-electronic trade Transaction represents an electronic execution of a multi leg stock/options order traded in a complex order book.
Cross:
- MLCT(h) Multi Leg Cross Transaction was the execution of an electronic multi leg order which was stopped at a price and traded in a two sided crossing mechanism that does not go through an exposure period.
- SLCN(c) Single Leg Cross Non ISO Transaction was the execution of an electronic order which was stopped at a price and traded in a two sided crossing mechanism that does not go through an exposure period.
- TLCT(o) Stock Options Cross Transaction was the execution of an electronic multi leg stock/options order which was stopped at a price and traded in a two sided crossing mechanism that does not go through an exposure period.
- TLFT(p) Stock Options floor trade Transaction represents a non-electronic multi leg order stock/options trade executed on a trading floor in a Complex order book.
Floor:
- CBMO(t) Multi Leg Floor Trade of Proprietary Products Transaction represents execution of a proprietary product non-electronic multi leg order with at least 3 legs. The trade price may be outside the current NBBO.
- MFSL(m) Multi Leg floor trade against single leg(s) Transaction represents a non-electronic multi leg order trade executed on a trading floor against single leg orders/ quotes.
- MLFT(i) Multi Leg floor trade Transaction represents a non-electronic multi leg order trade executed against other multi-leg order(s) on a trading floor.
- SLFT(e) Single Leg Floor Trade Transaction represents a non-electronic trade executed on a trading floor.
- TFSL(s) Stock Options floor trade against single leg(s) Transaction represents a non-electronic multi leg stock/options order trade executed on a trading floor against single leg orders/ quotes.
- TLFT(p) Stock Options floor trade Transaction represents a non-electronic multi leg order stock/options trade executed on a trading floor in a Complex order book.
Non RTH:
- EXHT(v) Extended Hours Trade Transaction represents a trade that was executed outside of regular market hours. Trades do not update Open, High, Low, and Closing Prices.
- MCTP(u) Multilateral Compression Trade of Proprietary Products Transaction represents an execution in a proprietary product done as part of a multilateral compression. Trades are executed outside of regular trading hours at prices derived from end of day markets. Trades do not update Open, High, Low, and Closing Prices.
- Code: Filter by the trade session code (trade condition). View a list of all possible Trade Conditions here.
Click Show Prices to view the selected data. The screen will pull the last 1000 trades that occurred within your selected time range.
Trades are color-coded to easily identify if the trade occurred in, on, or outside of the bid or ask price. If the trade price is less than or equal to the bid, the trade price is colored red. If the trade price is greater than or equal to the ask price, the trade price is colored green. And if this is a Call, and the trade price is the same as both the ask and the bid, the trade price is colored green.
The "Quick Links" button allows you to jump directly to the option's quote overview page, the option chart, the underlying chart, or the options quotes page. You may also add the options contract or the underlier to a Watchlist, or to a Portfolio, or download the data to a .csv file.
