European Style Option

Fixed Return Options (FROS) are basically a type of Option contract with a set outcome. These are similar to binary options contracts that would pay out $100 if the contract is in-the-money at expiration and zero if the contract is out-of-the-money.

The best way for me to explain what you are seeing in a typical UOA trade is to show you an example of a typical trade and then break it down for you.  The first thing you will probably notice in the image above is that one of the trades says “SWEEP DETECTED” and the…

This is a large equity trade consisting of 100,000 or more shares.

A block trade is, as the name suggests, a single large order that hits the Unusual Options Activity Tape all at once.  A Sweep is a large order that is broken up and hits the tape in many different small orders.  Here is an example of Block Trade:  And here is an example of a…

This is a measure of Historical Volatility computed as the annualized standard deviation of returns over a period of days (20, 30, 90 days). See also Implied Volatility & Historical volatility

This is basically any spread where the premium paid from buying part of the spread is greater than the premium received for the other part of the spread. For example if you bought the GOOGL 95.00 Calls for 8.00 and sold the 100.00 Calls for 5.50 the debit would be 2.50 See also: Credit Spread,…