Contract-level analysis in TradingFlow is a dedicated analytical view for ranked contract-level flow discovery. It answers the question: which specific contracts are seeing the most action right now?

Ranked table (cropped to the grid):

Contract drawer (inspect one contract—intraday flow vs historical context):

What Contract-level analysis shows

Contract-level analysis mixes intraday delayed flow with prior-session open interest (OI) and daily volume context. By keeping the horizon hybrid, it prevents misreading the surface as purely live or entirely T+1.

• Option flow analysis (Contract-level) — See top contracts ranked by metrics like premium, vol/OI ratio, trade count, and net DEX.
• Server-driven ranking — The server owns ranking, filtering, pagination, and window anchoring, guaranteeing that you're looking at the true top contracts matching your criteria, not just sorted leftovers.
• Contract drawer — Click a row to open the drawer: Intraday focuses on short-interval flow buckets with trade-price overlay in tooltips; Historical (day-over-day) charts OI with ΔOI markers, bullish/bearish DEX bars, ask/bid printed size, and session-level context in the table—premium is surfaced in the table, not as a duplicate series on that chart.
• Access boundary — Default list preview and opening the contract drawer (including public inspection payloads) are part of the browse surface for lower tiers; changing rank mode, applying narrowing filters, column-header sorts, and similar list-control mutations are premium-gated. Pagination (page / pageSize) is a read cursor within the default unpaid query—not treated as a premium gate by itself.

Finding What Matters

You can use powerful narrowing filters to zero in on exactly what you want:

• Filter by symbol, put/call, expiry scope, or exact expiration date.
• Use post-aggregation floors like minPremium and minVolOi to find contracts with meaningful activity size.
• The rank list uses the default sorting metrics (premium, volOiRatio, tradeCount, netDex) so the most important action naturally floats to the top.

How the ranked grid looks while you tune symbol, expiry scope, and post-aggregation floors:

Exact-Contract Handoff

Contract-level analysis is discovery-first. But ranking without evidence isn't actionable. The default table layout makes contract identity scannable instantly. Once you spot a contract of interest, you can smoothly transition into the Option Trades view.

The handoff preserves all your exact-contract filters (symbol, expiration date, strike, put/call). This means you land precisely on the evidence view without manually rebuilding your search state.

See it in action

In the app, use Option flow analysis → Contract-level and go to /app/contract-rank (first-class route with its own metadata). Use narrowing filters for discovery, open the drawer for intraday vs historical context, and use Open Option Trades when you want trade-level evidence—the handoff preserves exact-contract filter fields.

TradingFlow 中的 期权流分析 (合约级) 专为期权合约级别的流向发现而设计，解答了一个核心问题：目前哪些具体合约的交投最为活跃？

排名表格（裁切为数据网格）：

合约抽屉（检视单张合约：日内流 vs 历史语境）：

合约级分析展示内容

合约级分析将日内延迟流数据与前一次交易日的未平仓合约 (OI) 及日成交量数据结合在一起。这种混合视角的呈现，可以防止单纯将数据误读为极其即时的流数据或是纯粹的 T+1 级别数据。

• 期权流分析 (合约级) — 按照期权费 (premium)、成交量与未平仓量比率 (vol/OI ratio)、交易笔数 (trade count)、以及净 Delta 敞口 (Net DEX) 等指标查看顶级合约排名。
• 服务端驱动的排名 — 服务端负责处理排名、过滤、分页以及窗口锚定。这样可以确保您查看到的是完全匹配您所设定条件的“真实”顶级合约，而非仅仅是本地过滤后的多余数据。
• 合约抽屉 — 点击行打开：日内侧重视短间隔成交分段与提示框中的成交价叠加；**历史（逐日）**图展示 OI 与 ΔOI 标记、多空 DEX 柱、买卖盘成交量等，权利金主要在表格呈现而非重复绘于该图。
• 权益边界 — 默认列表预览与打开合约抽屉（含公开检视数据）属于较低档位的浏览面；更改排名模式、提交缩窄筛选、列表列头排序等列表控制变更为需权益操作。分页（page / pageSize）在默认未付费查询内作为读取游标，本身不按 premium 功能单独卡控。

筛选与发现

利用强大的缩减过滤功能，精准定位出您需要关注的部分：

• 按照 标的 (symbol)、看涨/看跌 (put/call)、到期范围 (expiry scope) 或 确切到期日 过滤。
• 使用聚合后的指标下限功能（例如 最小期权费 (minPremium) 和 最小成交量/OI比 (minVolOi)），找出具有实际重要意义的活动规模。
• 排序指标使用默认排序项 (premium, volOiRatio, tradeCount, netDex)，让最具价值的数据自然浮现于榜首。

在调整标的、到期范围与聚合后下限等指标时，排名网格的典型外观：

精确合约对接 (Exact-Contract Handoff)

合约级分析秉持“发现优先”的原则。如果不展示具体数据，仅凭排名无法采取行动！默认的表格布局能让合约身份瞬间被扫视到。当您发现感兴趣的期权合约后，即可丝滑切入 Option Trades 视图。

整个对接过程自动保留了该具体合约相关的所有过滤条件（例如：标的、到期日、行权价、看涨/看跌）。如此一来，您无需再去手动重新设置搜索条件，即可直接落在匹配的交易数据求证视图之上。

立即体验

在应用内通过 Option flow analysis → Contract-level 进入 /app/contract-rank（独立一级路由与元数据）。使用缩窄筛选做发现，打开抽屉查看日内与历史语境，需要逐笔证据时使用 Open Option Trades 跳转——对接会保留精确合约相关筛选字段。