What can the data be used for?

The information contained within the End-of-Day or Intra-Day files provides subscribers the ability to analyze option trade and volume data and create and test trading models and analytical strategies, as well as build customized sentiment indicators.

Subscribers gain comprehensive insight into U.S. options markets’ trading activity, as well as insight into market sentiment of the underlying security itself. Analyzing the option trade and volume data, broken down by market participant type (retail/professional/firm), can provide clues regarding market participant activity (speculation, hedging, etc). By coupling this analysis with other research, firms may be able to understand how and what other market participants are trading and position their customers or their own trading accordingly.