This page displays the raw data from 11/29/2017 - 11/29/2018 used to make the graphs.
The stock data was sourced using google finance. The option data was sourced from a curated list of option trades output by Trade-alert.com. The option orders are filtered based on a proprietary algorithm designed to find aggressive option order flow. The option orders are assumed to be long calls. Regardless of the assumptions made by the algorithms responsible for the call option data, there is no guarantee any party besides the owner of the options understands the intentions behind the trade. Through careful analysis, I hope to uncover patterns in the data to make informed trading decisions.
| Date | Sym | Close Price | Volume | Call Volume | Total Spent on Calls |
|---|---|---|---|---|---|
| 2017-11-29 | SPY | 262.71 | 77512102 | 5 | 2230000 |
| 2017-11-30 | SPY | 265.01 | 127894389 | 26 | 2756000 |
| 2017-12-01 | SPY | 264.46 | 164390902 | 15 | 1752000 |
| 2017-12-04 | SPY | 264.14 | 94040560 | 1 | 194000 |
| 2017-12-05 | SPY | 263.19 | 77994544 | NULL | NULL |
| 2017-12-06 | SPY | 263.24 | 75898566 | 2 | 54000 |
| 2017-12-07 | SPY | 264.07 | 77218569 | 21 | 1905000 |
| 2017-12-08 | SPY | 265.51 | 76563873 | 3 | 157000 |
| 2017-12-11 | SPY | 266.31 | 83077533 | NULL | NULL |
| 2017-12-12 | SPY | 266.78 | 85195750 | 1 | 990000 |
| 2017-12-13 | SPY | 266.75 | 102905409 | 3 | 47000 |
| 2017-12-14 | SPY | 265.66 | 100666692 | NULL | NULL |
| 2017-12-15 | SPY | 266.51 | 144610290 | 9 | 1159000 |
| 2017-12-18 | SPY | 268.2 | 83653572 | 7 | 2398000 |
| 2017-12-19 | SPY | 267.17 | 82382876 | 1 | 36000 |
| 2017-12-20 | SPY | 267.03 | 76751500 | NULL | NULL |
| 2017-12-21 | SPY | 267.58 | 67032339 | 4 | 141000 |
| 2017-12-22 | SPY | 267.51 | 78720873 | 2 | 40000 |
| 2017-12-26 | SPY | 267.19 | 45244433 | NULL | NULL |
| 2017-12-27 | SPY | 267.32 | 57750986 | 1 | 63000 |
| 2017-12-28 | SPY | 267.87 | 45116139 | 3 | 149000 |
| 2017-12-29 | SPY | 266.86 | 96007424 | 1 | 9000 |
| 2018-01-02 | SPY | 268.77 | 86655749 | 6 | 343000 |
| 2018-01-03 | SPY | 270.47 | 90070416 | 5 | 628000 |
| 2018-01-04 | SPY | 271.61 | 80636408 | 30 | 6070000 |
| 2018-01-05 | SPY | 273.42 | 83523995 | 23 | 5511000 |
| 2018-01-08 | SPY | 273.92 | 57319192 | 9 | 344000 |
| 2018-01-09 | SPY | 274.54 | 57253957 | 16 | 4165000 |
| 2018-01-10 | SPY | 274.12 | 69574318 | 2 | 107000 |
| 2018-01-11 | SPY | 276.12 | 62361455 | 17 | 785000 |
| 2018-01-12 | SPY | 277.92 | 90816076 | 61 | 5772000 |
| 2018-01-16 | SPY | 276.97 | 106555142 | 10 | 1409000 |
| 2018-01-17 | SPY | 279.61 | 113258799 | 8 | 1218000 |
| 2018-01-18 | SPY | 279.14 | 100728006 | 7 | 685000 |
| 2018-01-19 | SPY | 280.41 | 140920098 | 3 | 60000 |
| 2018-01-22 | SPY | 282.69 | 91322408 | 21 | 3577000 |
| 2018-01-23 | SPY | 283.29 | 97084700 | 13 | 1089000 |
| 2018-01-24 | SPY | 283.18 | 134816117 | 18 | 1507000 |
| 2018-01-25 | SPY | 283.3 | 84587313 | 10 | 5500000 |
| 2018-01-26 | SPY | 286.58 | 107743119 | 16 | 2975000 |
| 2018-01-29 | SPY | 284.68 | 90118337 | 2 | 491000 |
| 2018-01-30 | SPY | 281.76 | 131796419 | 9 | 1035000 |
| 2018-01-31 | SPY | 281.9 | 118948131 | 7 | 1164000 |
| 2018-02-01 | SPY | 281.58 | 90102470 | 9 | 2176000 |
| 2018-02-02 | SPY | 275.45 | 173174790 | 19 | 2832000 |
| 2018-02-05 | SPY | 263.93 | 294681816 | 17 | 6945000 |
| 2018-02-06 | SPY | 269.13 | 355026782 | 14 | 7048000 |
| 2018-02-07 | SPY | 267.67 | 167376100 | 2 | 240000 |
| 2018-02-08 | SPY | 257.63 | 246449505 | 6 | 4230000 |
| 2018-02-09 | SPY | 261.5 | 283565315 | 14 | 3498000 |
| 2018-02-12 | SPY | 265.34 | 143735976 | 4 | 1069000 |
| 2018-02-13 | SPY | 266 | 81223640 | 2 | 39000 |
| 2018-02-14 | SPY | 269.59 | 120735685 | 10 | 2807000 |
| 2018-02-15 | SPY | 273.03 | 111200286 | 3 | 751000 |
| 2018-02-16 | SPY | 273.11 | 160420135 | 7 | 878000 |
| 2018-02-20 | SPY | 271.4 | 86369662 | 4 | 1089000 |
| 2018-02-21 | SPY | 270.05 | 98883740 | 4 | 628000 |
| 2018-02-22 | SPY | 270.4 | 110511290 | 1 | 31000 |
| 2018-02-23 | SPY | 274.71 | 92766428 | 19 | 1173000 |
| 2018-02-26 | SPY | 277.9 | 86491406 | 3 | 505000 |
| 2018-02-27 | SPY | 274.43 | 99099165 | 2 | 99000 |
| 2018-02-28 | SPY | 271.65 | 121907767 | 8 | 608000 |
| 2018-03-01 | SPY | 267.7 | 176855077 | 2 | 296000 |
| 2018-03-02 | SPY | 269.08 | 139083217 | 16 | 1956000 |
| 2018-03-05 | SPY | 272.19 | 97307387 | 16 | 2899000 |
| 2018-03-06 | SPY | 272.88 | 79213163 | 6 | 1320000 |
| 2018-03-07 | SPY | 272.78 | 87063502 | 3 | 204000 |
| 2018-03-08 | SPY | 274.1 | 66901150 | 4 | 419000 |
| 2018-03-09 | SPY | 278.87 | 113625335 | 9 | 1293000 |
| 2018-03-12 | SPY | 278.52 | 71924793 | 2 | 194000 |
| 2018-03-13 | SPY | 276.72 | 91968937 | 1 | 498000 |
| 2018-03-14 | SPY | 275.3 | 105895079 | 1 | 49000 |
| 2018-03-15 | SPY | 275 | 83433038 | 1 | 150000 |
| 2018-03-16 | SPY | 274.2 | 100343673 | 5 | 1506000 |
| 2018-03-19 | SPY | 270.49 | 109208442 | 3 | 16396000 |
| 2018-03-20 | SPY | 270.95 | 59757271 | 4 | 717000 |
| 2018-03-21 | SPY | 270.43 | 78709578 | 5 | 1196000 |
| 2018-03-22 | SPY | 263.67 | 148785916 | 3 | 258000 |
| 2018-03-23 | SPY | 258.05 | 183534751 | 7 | 1604000 |
| 2018-03-26 | SPY | 265.11 | 141956102 | 20 | 2511000 |
| 2018-03-27 | SPY | 260.6 | 129941445 | 2 | 598000 |
| 2018-03-28 | SPY | 259.83 | 146452306 | 3 | 757000 |
| 2018-03-29 | SPY | 263.15 | 124244790 | 9 | 2561000 |
| 2018-04-02 | SPY | 257.47 | 186286343 | 13 | 3797000 |
| 2018-04-03 | SPY | 260.77 | 119956861 | 11 | 4461000 |
| 2018-04-04 | SPY | 263.56 | 123715339 | 32 | 4911000 |
| 2018-04-05 | SPY | 265.64 | 82652618 | NULL | NULL |
| 2018-04-06 | SPY | 259.72 | 179521209 | 11 | 860000 |
| 2018-04-09 | SPY | 261 | 105442932 | 19 | 2343000 |
| 2018-04-10 | SPY | 265.15 | 105573736 | 13 | 3517000 |
| 2018-04-11 | SPY | 263.76 | 91140243 | 2 | 538000 |
| 2018-04-12 | SPY | 265.93 | 68890480 | 2 | 403000 |
| 2018-04-13 | SPY | 265.15 | 85079176 | 7 | 959000 |
| 2018-04-16 | SPY | 267.33 | 63405287 | 4 | 757000 |
| 2018-04-17 | SPY | 270.19 | 64682036 | 12 | 1907000 |
| 2018-04-18 | SPY | 270.39 | 57303857 | 2 | 159000 |
| 2018-04-19 | SPY | 268.89 | 77655909 | 5 | 391000 |
| 2018-04-20 | SPY | 266.61 | 99953133 | 2 | 137000 |
| 2018-04-23 | SPY | 266.57 | 65557954 | NULL | NULL |
| 2018-04-24 | SPY | 262.98 | 112885452 | 2 | 200000 |
| 2018-04-25 | SPY | 263.63 | 103840948 | 4 | 439000 |
| 2018-04-26 | SPY | 266.31 | 67731942 | NULL | NULL |
| 2018-04-27 | SPY | 266.56 | 57053647 | 2 | 869000 |
| 2018-04-30 | SPY | 264.51 | 82182324 | 6 | 438000 |
| 2018-05-01 | SPY | 264.98 | 74203365 | 2 | 362000 |
| 2018-05-02 | SPY | 263.2 | 86368943 | 1 | 35000 |
| 2018-05-03 | SPY | 262.62 | 136311479 | 9 | 2440000 |
| 2018-05-04 | SPY | 266.02 | 91222075 | 12 | 1609000 |
| 2018-05-07 | SPY | 266.92 | 55304907 | NULL | NULL |
| 2018-05-08 | SPY | 266.92 | 67499247 | NULL | NULL |
| 2018-05-09 | SPY | 269.5 | 59666143 | 2 | 760000 |
| 2018-05-10 | SPY | 272.02 | 72063931 | 3 | 81000 |
| 2018-05-11 | SPY | 272.85 | 59871511 | NULL | NULL |
| 2018-05-14 | SPY | 272.98 | 54790606 | 4 | 683000 |
| 2018-05-15 | SPY | 271.1 | 87036136 | NULL | NULL |
| 2018-05-16 | SPY | 272.24 | 53942631 | 4 | 2771000 |
| 2018-05-17 | SPY | 272.01 | 56536400 | 4 | 1078000 |
| 2018-05-18 | SPY | 271.33 | 64367959 | 2 | 937000 |
| 2018-05-21 | SPY | 273.37 | 58025875 | 4 | 278000 |
| 2018-05-22 | SPY | 272.61 | 52966358 | NULL | NULL |
| 2018-05-23 | SPY | 273.36 | 64694184 | 6 | 223000 |
| 2018-05-24 | SPY | 272.8 | 76043827 | 1 | 144000 |
| 2018-05-25 | SPY | 272.15 | 56374755 | 3 | 285000 |
| 2018-05-29 | SPY | 269.02 | 115908607 | 6 | 432000 |
| 2018-05-30 | SPY | 272.61 | 69678449 | 3 | 651000 |
| 2018-05-31 | SPY | 270.94 | 93519941 | 4 | 198000 |
| 2018-06-01 | SPY | 273.6 | 71258411 | 6 | 3079000 |
| 2018-06-04 | SPY | 274.9 | 45385166 | 4 | 215000 |
| 2018-06-05 | SPY | 275.1 | 51135038 | 1 | 437000 |
| 2018-06-06 | SPY | 277.4 | 62732215 | 11 | 707000 |
| 2018-06-07 | SPY | 277.37 | 72969402 | 1 | 168000 |
| 2018-06-08 | SPY | 278.19 | 72139719 | 2 | 204000 |
| 2018-06-11 | SPY | 278.56 | 58892515 | 1 | 55000 |
| 2018-06-12 | SPY | 278.92 | 72329028 | 2 | 120000 |
| 2018-06-13 | SPY | 278.03 | 79070610 | 3 | 325000 |
| 2018-06-14 | SPY | 278.73 | 77097620 | 1 | 95000 |
| 2018-06-15 | SPY | 277.13 | 120041562 | 5 | 174000 |
| 2018-06-18 | SPY | 276.56 | 52917581 | 2 | 301000 |
| 2018-06-19 | SPY | 275.5 | 97531510 | 2 | 203000 |
| 2018-06-20 | SPY | 275.97 | 53785486 | 4 | 314000 |
| 2018-06-21 | SPY | 274.24 | 71061404 | 1 | 2921000 |
| 2018-06-22 | SPY | 274.74 | 56612003 | 3 | 875000 |
| 2018-06-25 | SPY | 271 | 137854162 | 5 | 453000 |
| 2018-06-26 | SPY | 271.6 | 68683211 | NULL | NULL |
| 2018-06-27 | SPY | 271.6 | 2725809 | 1 | 595000 |
| 2018-06-28 | SPY | 270.89 | 76650517 | 2 | 106000 |
| 2018-06-29 | SPY | 271.28 | 97592499 | 1 | 106000 |
| 2018-07-02 | SPY | 271.86 | 63554774 | 4 | 315000 |
| 2018-07-03 | SPY | 270.9 | 42187071 | NULL | NULL |
| 2018-07-05 | SPY | 273.11 | 56925919 | 2 | 257000 |
| 2018-07-06 | SPY | 275.42 | 66493696 | 1 | 97000 |
| 2018-07-09 | SPY | 277.9 | 50550399 | 6 | 762000 |
| 2018-07-10 | SPY | 278.9 | 51966829 | 5 | 301000 |
| 2018-07-11 | SPY | 276.86 | 77054739 | 13 | 1226000 |
| 2018-07-12 | SPY | 279.37 | 60124687 | 6 | 1057000 |
| 2018-07-13 | SPY | 279.59 | 48234964 | 1 | 488000 |
| 2018-07-16 | SPY | 279.34 | 48201038 | NULL | NULL |
| 2018-07-17 | SPY | 280.47 | 52315500 | 14 | 2286000 |
| 2018-07-18 | SPY | 281.06 | 44593465 | NULL | NULL |
| 2018-07-19 | SPY | 280 | 61412117 | 3 | 492000 |
| 2018-07-20 | SPY | 279.68 | 82372729 | NULL | NULL |
| 2018-07-23 | SPY | 280.2 | 47047565 | NULL | NULL |
| 2018-07-24 | SPY | 281.61 | 68026935 | NULL | NULL |
| 2018-07-25 | SPY | 284.01 | 78882927 | NULL | NULL |
| 2018-07-26 | SPY | 283.34 | 57919495 | NULL | NULL |
| 2018-07-27 | SPY | 281.42 | 76783177 | NULL | NULL |
| 2018-07-30 | SPY | 279.95 | 63742508 | 1 | 929000 |
| 2018-07-31 | SPY | 281.33 | 68570493 | 7 | 1327000 |
| 2018-08-01 | SPY | 280.86 | 53853326 | 2 | 117000 |
| 2018-08-02 | SPY | 282.39 | 63426363 | 2 | 291000 |
| 2018-08-03 | SPY | 283.6 | 53935386 | 1 | 14000 |
| 2018-08-06 | SPY | 284.64 | 39400887 | 11 | 559000 |
| 2018-08-07 | SPY | 285.58 | 43196646 | 7 | 1870000 |
| 2018-08-08 | SPY | 285.46 | 42114551 | 4 | 749000 |
| 2018-08-09 | SPY | 285.07 | 35716976 | 2 | 166000 |
| 2018-08-10 | SPY | 283.16 | 77076044 | 5 | 352000 |
| 2018-08-13 | SPY | 282.1 | 65732909 | 8 | 241000 |
| 2018-08-14 | SPY | 283.9 | 43842031 | 6 | 161000 |
| 2018-08-15 | SPY | 281.78 | 102925355 | 2 | 254000 |
| 2018-08-16 | SPY | 284.06 | 69967919 | 16 | 1567000 |
| 2018-08-17 | SPY | 285.06 | 65618481 | 5 | 890000 |
| 2018-08-20 | SPY | 285.67 | 39807490 | 6 | 262000 |
| 2018-08-21 | SPY | 286.34 | 67271983 | 15 | 2665000 |
| 2018-08-22 | SPY | 286.17 | 44993333 | NULL | NULL |
| 2018-08-23 | SPY | 285.79 | 49204851 | 1 | 212000 |
| 2018-08-24 | SPY | 287.51 | 57487399 | 5 | 427000 |
| 2018-08-27 | SPY | 289.78 | 57072377 | 11 | 2271000 |
| 2018-08-28 | SPY | 289.92 | 46943472 | 5 | 308000 |
| 2018-08-29 | SPY | 291.48 | 61485514 | 15 | 1212000 |
| 2018-08-30 | SPY | 290.3 | 61229501 | 6 | 1052000 |
| 2018-08-31 | SPY | 290.31 | 66140838 | 29 | 2589000 |
| 2018-09-04 | SPY | 289.81 | 57594367 | 4 | 1003000 |
| 2018-09-05 | SPY | 289.03 | 72452437 | NULL | NULL |
| 2018-09-06 | SPY | 288.16 | 65909863 | 3 | 235000 |
| 2018-09-07 | SPY | 287.6 | 73524824 | 8 | 466000 |
| 2018-09-10 | SPY | 288.1 | 50210903 | 11 | 448000 |
| 2018-09-11 | SPY | 289.05 | 50530492 | NULL | NULL |
| 2018-09-12 | SPY | 289.12 | 59810758 | 6 | 991000 |
| 2018-09-13 | SPY | 290.83 | 51034222 | 3 | 283000 |
| 2018-09-14 | SPY | 290.88 | 55079875 | 2 | 22000 |
| 2018-09-17 | SPY | 289.34 | 68244043 | 5 | 656000 |
| 2018-09-18 | SPY | 290.91 | 61930407 | 1 | 75000 |
| 2018-09-19 | SPY | 291.22 | 49080562 | 1 | 64000 |
| 2018-09-20 | SPY | 293.58 | 100360646 | 3 | 185000 |
| 2018-09-21 | SPY | 291.99 | 105479656 | 11 | 774000 |
| 2018-09-24 | SPY | 291.02 | 53409645 | 1 | 185000 |
| 2018-09-25 | SPY | 290.75 | 44370037 | 5 | 659000 |
| 2018-09-26 | SPY | 289.88 | 79739674 | 6 | 735000 |
| 2018-09-27 | SPY | 290.69 | 59249455 | 12 | 2268000 |
| 2018-09-28 | SPY | 290.72 | 70091385 | 1 | 510000 |
| 2018-10-01 | SPY | 291.73 | 62078937 | 8 | 492000 |
| 2018-10-02 | SPY | 291.56 | 47258227 | 6 | 760000 |
| 2018-10-03 | SPY | 291.72 | 64694594 | 2 | 510000 |
| 2018-10-04 | SPY | 289.44 | 111545910 | 21 | 2272000 |
| 2018-10-05 | SPY | 287.82 | 105951698 | 8 | 969000 |
| 2018-10-08 | SPY | 287.82 | 87742172 | 13 | 2314000 |
| 2018-10-09 | SPY | 287.4 | 74338982 | 3 | 133000 |
| 2018-10-10 | SPY | 278.3 | 214731042 | 7 | 2358000 |
| 2018-10-11 | SPY | 272.17 | 274840491 | 13 | 2745000 |
| 2018-10-12 | SPY | 275.95 | 183186492 | 10 | 1774000 |
| 2018-10-15 | SPY | 274.4 | 102263717 | 5 | 305000 |
| 2018-10-16 | SPY | 280.4 | 118255834 | 5 | 679000 |
| 2018-10-17 | SPY | 280.45 | 110625987 | 5 | 1090000 |
| 2018-10-18 | SPY | 276.4 | 134557525 | 3 | 215000 |
| 2018-10-19 | SPY | 276.25 | 139901634 | 4 | 592000 |
| 2018-10-22 | SPY | 275.01 | 82415812 | 6 | 983000 |
| 2018-10-23 | SPY | 273.61 | 146352719 | 21 | 4205000 |
| 2018-10-24 | SPY | 265.32 | 177806697 | 8 | 1444000 |
| 2018-10-25 | SPY | 270.08 | 138061545 | 1 | 66000 |
| 2018-10-26 | SPY | 265.33 | 201574596 | 11 | 2662000 |
| 2018-10-29 | SPY | 263.86 | 160749101 | 7 | 615000 |
| 2018-10-30 | SPY | 267.77 | 157115995 | 18 | 4021000 |
| 2018-10-31 | SPY | 270.63 | 128296325 | 2 | 68000 |
| 2018-11-01 | SPY | 273.51 | 99495037 | 4 | 2130000 |
| 2018-11-02 | SPY | 271.89 | 122634107 | 4 | 10858000 |
| 2018-11-05 | SPY | 273.39 | 65622482 | 2 | 737000 |
| 2018-11-06 | SPY | 275.12 | 60085894 | 5 | 643000 |
| 2018-11-07 | SPY | 281.01 | 102752099 | 5 | 831000 |
| 2018-11-08 | SPY | 280.5 | 65584886 | 6 | 1412000 |
| 2018-11-09 | SPY | 277.76 | 98812561 | 8 | 875000 |
| 2018-11-12 | SPY | 272.57 | 99673574 | 5 | 1593000 |
| 2018-11-13 | SPY | 272.06 | 98176610 | 3 | 340000 |
| 2018-11-14 | SPY | 270.2 | 125335931 | 8 | 968000 |
| 2018-11-15 | SPY | 273.02 | 135101437 | 19 | 2189000 |
| 2018-11-16 | SPY | 273.73 | 126668040 | 7 | 1196000 |
| 2018-11-19 | SPY | 269.1 | 103061706 | 5 | 341000 |
| 2018-11-20 | SPY | 264.12 | 136021311 | 20 | 5603000 |
| 2018-11-21 | SPY | 265.02 | 75563743 | 8 | 1134000 |
| 2018-11-23 | SPY | 263.25 | 42807878 | 4 | 1161000 |
| 2018-11-26 | SPY | 267.5 | 79981362 | 6 | 506000 |
| 2018-11-27 | SPY | 268.4 | 75502441 | 3 | 1808000 |
| 2018-11-28 | SPY | 274.58 | 127629633 | 16 | 5454000 |
| 2018-11-29 | SPY | 273.98 | 82346420 | NULL | NULL |