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Contract-level analysis in the Rank workbenchRank 工作台中的合约级分析

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Contract-level analysis is the Contracts tab of the Rank workbench. It ranks specific option contracts with intraday flow, retained snapshot dates, OI/volume context, exact-contract inspection, and Option Trades handoff.合约级分析是 Rank 工作台的 Contracts 标签。它以日内流、保留快照日期、OI/成交量语境、精确合约检视与 Option Trades 对接来排名具体期权合约。

Contract-level analysis in TradingFlow is the Contracts tab of the Rank workbench. It answers the question: which specific contracts are seeing the most action right now? The current route is /app/rank/contracts; older links such as /app/contract-rank redirect here.

Contract-level analysis at /app/rank/contracts

Ranked table (cropped to the grid):

Contract-level analysis — ranked contract table

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

Contract-level analysis — contract drawer

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, OI change, ask/bid printed size, latest trade context, 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. Drawer shortcuts preserve exact contract identity for follow-up.
  • Access boundary — Default list preview and public inspection affordances are part of the browse surface for lower tiers; changing rank mode, applying narrowing filters, column-header sorts, premium drawer details, CSV export, 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 server-owned sorting metrics such as premium, volOiRatio, netDex, and related contract-flow context 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:

Contract-level analysis — ranked table in discovery context

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 RankContracts, or go to /app/rank/contracts. Legacy /app/contract-rank links redirect to this tab. 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 合约级分析(Contract-level analysis) 是 Rank 工作台的 Contracts 标签,解答了一个核心问题:目前哪些具体合约的交投最为活跃? 当前路由为 /app/rank/contracts;旧链接如 /app/contract-rank 会重定向至此。

合约级分析 /app/rank/contracts

排名表格(裁切为数据网格):

期权流分析 (合约级) — 合约排名表

合约抽屉(检视单张合约:日内流 vs 历史语境):

期权流分析 (合约级) — 合约抽屉

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)、OI 变化、买卖盘成交量、最新成交语境,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。抽屉快捷入口会保留精确合约身份,便于后续求证。
  • 权益边界 — 默认列表预览与公开检视入口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、付费抽屉详情、CSV 导出等列表控制变更需权益操作。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)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)最小成交量/OI比 (minVolOi)),找出具有实际重要意义的活动规模。
  • 排序指标由服务端控制,例如 premiumvolOiRationetDex 及相关合约流语境,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:

期权流分析 (合约级) — 发现语境下的排名表

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 RankContracts 进入,或直接访问 /app/rank/contracts。旧 /app/contract-rank 链接会重定向至此标签。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。