Recipe · Option flow
Run the market-wide flow breadth recipe
A paid Cookbook that collapses the completed session’s option premium into one breadth read: bullish / bearish / neutral shares, a bull÷bear ratio, and the top contributing names. Direction comes from sentiment, not the sign of DEX.
Official template: Market-Wide Flow Breadth · Updated 2026-09-12
The job
See whether the whole session’s option premium leaned one way without assembling Rank by hand.
What this recipe computes
- Session premium split by sentiment (bullish / bearish / neutral) across every symbol.
- Breadth ratio = bullish-classified premium ÷ bearish-classified premium.
- Top premium contributors with each name’s own bull/bear split.
What it does not claim
- It is not Unusual Whales Market Tide: no SPY overlay, no intraday series.
- Sentiment is print classification, not dealer inventory.
- Trade-grain DEX is unsigned size here; direction is not read from the sign of DEX.
How to read it
Step 1
Run breadth
Open Market-Wide Flow Breadth in Cookbooks for the latest completed session.
Step 2
Read the ratio, then who supplied it
A ratio near 1 with a large neutral share is a two-sided tape. If three index roots dominate the contributor table, the “market” is those stories.
Step 3
Handoff to the tape for names you care about
Daily Option Flow still lists tickets. This report is the session total, not the prints.
Frequently asked questions
- Is this a live Market Tide chart?
- No. It is one completed session’s premium split. There is no SPY overlay and no intraday tide series.
- Does a ratio above 1 mean the market is bullish?
- It means more premium classified bullish than bearish on that session. It is not a forecast and not dealer positioning.
Related glossary
- Option flowOption flow is the time-and-sales stream of options prints: contract, size, premium, and inferred aggressor side.
- Delta exposure (DEX)DEX estimates share-equivalent directional weight of an options trade, roughly delta × size (with the usual multiplier).
- Aggressor side (bid / ask)Aggressor side estimates who crossed the spread: prints at or above the ask often look like aggressive buying; at or below the bid, aggressive selling. Mid is ambiguous.
Related personas
- Options Flow for Day TradersDay traders need speed with a filter: see what is printing now, rank what is unusual, then validate structure before risking capital. TradingFlow is built for that same-session loop.
- GEX and Option Flow for Index TradersIndex traders care about session character: where call/put walls sit, whether gamma is dampening or amplifying, and whether premium is chasing or fading the move.
Related recipes
Open Market-Wide Flow Breadth in TradingFlow
This public page describes the job. The recipe runs in the app and requires a subscription. It is not a free live report.