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Official template · advanced · Option flow

See the session’s option premium breadth.

See whether the whole session’s option premium leaned one way without assembling Rank by hand.

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Market-Wide Flow Breadth · 21-second walkthroughMarket session Sep 25, 2026

The report UI is recreated from the test app's Sep 25, 2026 session, not a live screen. A historical example with music; no narration.

Market-Wide Flow Breadth · real test-app reportMarket session Sep 22, 2026Swipe to inspect →
Real Market-Wide Flow Breadth report in the TradingFlow test app, showing Session premium by sentiment for the September 22, 2026 market session.

Captured Sep 23, 2026 on testapp.tradingflow.com. This is a historical example; results on this page do not refresh. Swipe across the image to inspect its columns.

Market-Wide Flow Breadth · how the report is assembledConceptual map
  1. 01Session premium
  2. 02Classify sentiment
  3. 03Breadth + contributors

Neutral is a distinct category; this is not a live tide chart.

Read the output

  1. 01Session premium split by sentiment (bullish / bearish / neutral) across every symbol.
  2. 02Breadth ratio = bullish-classified premium ÷ bearish-classified premium.
  3. 03Top premium contributors with each name’s own bull/bear split.

Keep in mind

It is not Unusual Whales Market Tide: no SPY overlay, no intraday series.

How to read it

From report to evidence

  1. 01

    Run breadth

    Open Market-Wide Flow Breadth in Cookbooks for the latest completed session.

  2. 02

    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.

  3. 03

    Handoff to the tape for names you care about

    Daily Option Flow still lists tickets. This report is the session total, not the prints.

Method and limitations

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 app template: Market-Wide Flow Breadth.

What the report 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.

Breadth ratio is bullish-classified premium ÷ bearish-classified premium across the whole tape; DEX stays an unsigned magnitude and is not used as a signed tilt.

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.

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Related glossary

Related personas

The public page explains the report. Run the official template in TradingFlow for a selected completed market session.

Open Flow breadth
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