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Official template · basic · Option flow

See how option premium executed today.

Answer "how did today’s option premium actually execute" rather than only how large it was.

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Sweeps vs Blocks Today · 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.

Sweeps vs Blocks Today · real test-app reportMarket session Sep 22, 2026Swipe to inspect →
Real Sweeps vs Blocks Today report in the TradingFlow test app, showing Premium by execution style 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.

Sweeps vs Blocks Today · how the report is assembledConceptual map
  1. 01Session activity codes
  2. 02Exclusive style buckets
  3. 03Premium split

Execution style does not identify the trader.

Read the output

  1. 01Premium, share, trade count and average ticket per execution style.
  2. 02Exclusive buckets, with multi-leg and combo codes classified before sweeps.
  3. 03Single-name flow for the completed session.

Keep in mind

"Single-fill" is one aggregated fill, not a dark-pool print.

Explore the concept behind this report
Visual explainer
Several exchange boxes feeding arrows into a single sweep event box.Options sweep — multi-exchange urgencyNYSECBOENASDAQPHLXISEOne sweepmany venuessame momentUrgency to fill size — not always a directional oracle

A sweep hits multiple exchanges nearly at once to fill size quickly. That is urgency routing, not a guaranteed directional signal.

How to read it

From report to evidence

  1. 01

    Read the split

    How premium executed is a different question from how large it was or which way it leaned.

  2. 02

    Watch the average ticket

    Combo codes carry large average tickets because they collapse several fills.

  3. 03

    Go to the codes

    The Execution-Style Read shows the raw activity codes the feed stored, unmapped.

Method and limitations

A one-screen Cookbook tool: the session’s execution-style split, bucketed exclusively from the feed’s own activity codes. Official app template: Sweeps vs Blocks Today.

What the report computes

  • Premium, share, trade count and average ticket per execution style.
  • Exclusive buckets, with multi-leg and combo codes classified before sweeps.
  • Single-name flow for the completed session.

What it does not claim

  • "Single-fill" is one aggregated fill, not a dark-pool print.
  • None of it is dealer inventory, and none of it establishes intent.
  • A sweep reads as urgency; it does not reveal who was urgent or why.

Classifies multi-leg and combo codes before sweeps, so a two-fill combo is counted once rather than inflating both buckets.

Frequently asked questions

Is a sweep smart money?
A sweep means an order crossed multiple exchanges to fill immediately, which reads as urgency. It says nothing about who sent it or whether they were right.
Are block trades dark pool prints?
No. These are exchange-reported option trades bucketed by the feed’s own activity codes. This data set contains no off-exchange or order-book information.

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

Open Execution snapshot
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