Options Footprint
A strike by strike table that puts options flow and the standing book side by side: calls and puts bought and sold, net flow, the aggressor split, then IV, OI, gamma, delta and vega at the same strike.
FOOTPRINTFPSTRIKEBOOKOPTFOOTBTC and ETH only: the crypto options tape. Any other symbol shows BTC with a note.
Typing it
FOOTPRINTBTC|ETH>FOOTPRINTETH
Shows today's ETH options flow and resident greeks strike by strike.
What you see
- Flow. C buy, C sell, P buy and P sell premium. Cells tint by size so the busiest strikes stand out.
- Net flow. (call buy minus call sell) minus (put buy minus put sell). Positive leans long.
- Aggr B/S. The buy-aggressor against sell-aggressor split of premium at the strike.
In-panel filters
- Lookback
- 1H, 4H, 8H, TDY (default, since UTC midnight) or 24H.
- Expiry
- WK1 (default, next 7 days), WK2 (8 to 14 days), MO1 (next 30 days) or ALL.
- min / rng
- Minimum print size, ALL to ≥100K (default ≥10K). Strike range ±5% to ±50% around spot (default ±15%).
- sort
- STRIKE (default), |NET|, GAMMA or OI.
Good to know
- The greek columns are a snapshot of the standing book, not flow. They do not show how it changed.