Options Activity Snapshot Analyzer
Compare daily contract volume, prior-day open interest, and available quotes for selected stocks and ETFs. Refresh snapshots manually and export the contracts that match your filters. This is not a live trade feed.
Add tickers to scan, or click "Popular" for top symbols. Leave empty to scan all popular tickers.
Contract snapshots, refreshed on request. Data may be delayed. Daily volume is not a single trade; this tool cannot identify sweeps, buyer intent, new positions or institutional ownership.
No matching contract snapshots
Check the scan status, then adjust daily volume, symbols or expiry filters. Empty results do not establish that no market activity occurred.
How the Options Activity Snapshot Works
Start with a contract, not an inferred investor
Enter a stock or ETF symbol, or use the popular-symbol list, then refresh the snapshots. Each row contains one option contract. Its daily volume describes contracts traded over the reported daily bar; open interest describes contracts outstanding at the end of the preceding trading day. A high volume-to-open-interest ratio is a reason to investigate the contract, not evidence that a particular investor opened a position.
The same contract can change hands repeatedly. Buying and selling occur on both sides of every execution, and aggregate activity can include spreads, hedges and market making. This page therefore does not assign bullish, bearish, sweep, block or opening-order labels.
Read the coverage and timestamps first
The options data comes from Massive’s option chain snapshot endpoint. Company profiles and a separate underlying-price request come from Financial Modeling Prep through Pineify’s API. The underlying price and option fields need not share a timestamp.
Each symbol request loads up to 250 contracts, ordered by contract ticker. It does not traverse additional pages. A partial-chain message means more contracts exist beyond that response; sorting by volume in this table does not turn the response into a scan of the entire chain. Expiry and minimum-volume filters apply locally to the loaded sample.
Provider access determines whether quotes or last trades are included and whether data is delayed. Missing fields remain unavailable. The daily bar, quote and last trade each have their own timestamp, shown in your browser’s local time. No current timestamp is substituted for a missing provider timestamp. Refreshing the page requests data; it does not guarantee that the provider has a newer observation.
Use the filters to define a research sample
- Add the symbols you want to inspect and select Refresh Snapshots. Check which symbols returned data and whether their chains are partial.
- Set a minimum daily contract volume, call or put filter, and expiration range. Market-cap filters exclude rows without a company market cap; ETFs may lack this field.
- Use Volume > OI to compare the two reported counts. A zero OI value can satisfy that count comparison, but its volume/OI ratio remains undefined.
- Expand a contract to inspect its available bid, ask, last trade, Greeks and timestamps. The OTM filter requires a usable underlying price; it excludes contracts whose moneyness is unknown.
- Export the filtered rows to CSV for a record of that loaded sample. To check later changes, refresh and compare a separately saved export.
Interpret the calculations narrowly
For a hypothetical contract with daily volume of 600 and prior-day open interest of 200, volume/OI is 3.00. This means three contracts traded for every contract previously outstanding, not that 600 new contracts were opened. If OI is zero or missing, the ratio is unavailable.
The put/call ratio divides total put volume by total call volume in the filtered sample. A sample containing 300 put contracts and 600 call contracts has a ratio of 0.50. Filtering to calls alone mechanically makes it zero; filtering to puts alone makes it undefined. Neither operation establishes market sentiment.
Implied volatility and Greeks are provider estimates, not forecasts of realized profit. Days to expiration use calendar-date differences in UTC and are not a countdown to the exchange’s final trading or exercise cutoff. Last-trade prices may be stale and are not executable quotes.
What this tool cannot establish
The snapshot has no complete execution tape, linked order legs, buyer identity or opening/closing designation. Multiplying a single last-trade price by all daily volume would not recover actual daily premium, so that statistic is omitted. Comparing separately timed trades and quotes also cannot reliably identify an aggressor.
For trade-level flow research, use a feed that documents execution timestamps, conditions, coverage and classification methods. Verify current quotes and contract specifications with your broker before acting. Options can lose their full premium, and some short-option positions carry substantially greater risk. This page is for information and does not recommend trades.
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Frequently Asked Questions
Research the Underlying Stock
Build chart indicators with Pineify or review AI-assisted stock research. These are separate workflows: this snapshot does not automatically feed options transactions into Pine Script or place trades.