Recipe · Option flow
Run the sweeps vs blocks execution-style recipe
A paid Cookbook of completed-session premium by execution style, using the same sweep / multi-leg / auto rules as Option Trades filters. Single-fill is what the Block filter actually matches. CBMO is multi-leg, not a dark-pool block.
Official template: Execution-Style Read — Sweeps vs. Blocks · Updated 2026-09-12
The job
See whether the session’s premium was urgency (sweeps) or size (single fills), without confusing activity codes for inventory.
What this recipe computes
- Sweep share: stored SWEEP / IntermarketSweep, or trade_count > 1.
- Single-fill share: remaining trade_count = 1 prints (the product Block filter).
- Multi-leg / combo and auto/auction buckets, plus the raw activity codes that absorbed the most premium.
What it does not claim
- Activity type is not dealer inventory, dark pool, TRACE, or Congress flow.
- CBMO and related codes are multi-leg / combo, not “the block.”
- It does not reconstruct multi-leg strategy as one coordinated position.
How to read it
Step 1
Run the style read
Open Execution-Style Read — Sweeps vs. Blocks in Cookbooks.
Step 2
Read sweep share, then raw codes
Sweep share is urgency plus collapsed multi-fill rows. The code table is what the feed stored (SLAN, CBMO, …) so a vendor glossary can be checked against reality.
Step 3
Filter live on Option Trades if you act
The same Sweep / Block toggles exist on the tape. This cookbook is the session recap of those rules, not a live squawk.
Frequently asked questions
- Is a “block” here a dark-pool print?
- No. The product Block filter is trade_count = 1 — a single aggregated fill. There is no dark-pool dataset on this tape.
- Why is CBMO not listed as a block?
- CBMO is a multi-leg / combo activity code in the Option Trades filter contract. Large notional does not make it a block.
Related glossary
- Options block tradeAn options block is a large single print, or same-second aggregate, sized well above typical retail clips.
- Option flowOption flow is the time-and-sales stream of options prints: contract, size, premium, and inferred aggressor side.
- 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.
- Unusual options activity (UOA)UOA flags contracts or underlyings trading far above recent norms in volume, size, or premium. It is an attention screen, not a directional signal.
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.
- Real-Time Option Flow for ScalpersScalping with options flow is attention management. KPI cards and tight filters shrink the tape to tradable bursts; structure is a quick invalidation check, not a multi-hour thesis.
Related recipes
Open Execution-Style Read — Sweeps vs. Blocks 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.