How many Options Transactions are there per Day?

I have a free account with TradyTicks, which is an Options service.

On their Live Options Flow page they have .CSV button for downloading what appears to be a list of yesterday's options transactions for all US stocks. That list usually has about x30,000 rows and is about 2 MB in size.

I'm a little bit suspisious that during one single day there are only x30,000 opitons transactions for all US stocks. So, my question is, is this file really containing all the options transactions in US stock market?

The reason I'm asking is because I want to calculate Greeks and GEX for previous day and I'm wandering if this file has all the information, or if something is maybe missing out, which would than fail calculations.

Please feel free to download the attached .CSV file and have a look. Its just a text file, so it can't harm your computer, etc. etc.

 

No, a .CSV of all US equity options trades (i.e. 1 trade per line) would be (at least) about 1 GB!

(they call the file "unusual flow")

 

Thanks.

So, this is just some thieir selection of transactions. Now I have to work out what the filter is. So, I definitelly can't use it for Greeks and GEX.

 

what are you trying to do with the data?

 

Just a quick search I did shows there were about 53M equity contracts traded yesterday. I can't find anything on the average number of contracts per trade these days, but even if you assume 10 - which feels high for an average - that would be 5.3M trades. I agree 30,000 feels very very low.

 

Just Greeks & GEX. Like a learning exercise and to see what can be done.

Is there any free source on web when one can download yesterday's options data for all the transactions?

 

11:32am eastern time today, so far there have been 3.17m individual trades reported but as a 2-legged spread would count as 2, the actual number is a little lower. No way to get an exact figure due to complex orders which DO indicate they are multi-leg but there is no indication if its 2, 3, 4, etc legs..

 

what is GEX?


why not use the total volume? Or OI? Or OI change?

 

(dealer) gamma exposure idiocy.

 

https://www.cboe.com/us/options/market_share/market/

Your information is wrong. The daily average options volume summary is way higher than just 30,000

Good luck with your scientific Holy Grail study journey