Whale Trades

Stream of unusually large options orders that pass our rules‑based filters. All times Central Time (CT). Data is from publicly available sources and may not reflect current or last prices.

► Methodology & limitations

• Directionality is inferred heuristically relative to bid/ask (e.g., fills above ask ≈ long; below bid ≈ short) and may be incorrect.
• Prints may represent hedges, multi‑leg, or delta‑neutral strategies; single‑leg interpretation can be misleading.
• Filters include a dynamic, market‑cap scaled notional threshold and DTE < 120; some large prints may be omitted if they fail filters.
• Bias confirmation: nightly check of prior‑day underlying move, with optional per‑tick options‑trade validation in a 15‑minute window after prints.
• Data can contain errors; verify independently and do not rely on any single print.