Real-Time Options Order Flow
Quant Data centers its workflow on live and historical options order flow from U.S. exchanges. Traders can switch between consolidated activity, such as blocks, splits, and sweeps, and trade-by-trade views when they need more detail. Sorting and filters help narrow the stream by ticker, expiration date, strike, sector, or other conditions.
Custom filter groups make repeated research faster because a trader can save the criteria that matter to a strategy instead of rebuilding the same scan. Flow totals, directional bias, and trade details can then be compared alongside price context. This creates a practical starting point for investigating unusual premium activity while leaving the final trading decision with the user.
Dealer Exposure and Volatility Views
Exposure tools turn complex options positioning into charts organized by strike and expiration. Quant Data includes Gamma, Delta, Vanna, and Charm exposure, with heat maps and interval maps for viewing how levels build or change during a session. These views are useful when a trader wants to examine possible dealer hedging pressure around important prices.
Volatility tools add implied-volatility rank, skew, drift, and term structure, while open interest and max pain provide another way to study positioning. Moving between exposure, volatility, and price views helps users compare several market signals without relying on one chart alone. The information supports research and scenario planning; it does not predict outcomes or replace personal risk controls.
Dark Pool Activity and Market Context
Dark pool and equity tools surface off-exchange prints and large block activity, giving users a way to study where institutional-size transactions appear relative to the stock price. Individual records retain trade detail, while Dark Flow, Net Flow, and Net Drift summarize pressure across calls, puts, and equity activity. This helps traders move from a broad signal to the underlying transactions.
Market Map, Gainers and Losers, stock price charts, and a ticker-filtered news feed widen the view beyond a single options contract. A user can compare sector rotation, bullish or bearish premium, intraday price action, and current catalysts before forming a thesis. The combined workflow is most useful for research and monitoring, not as an automatic buy or sell instruction.
Custom Dashboards, Alerts, and Sync
Quant Data lets users arrange tool cards into custom pages, duplicate views for side-by-side comparisons, and save multiple layouts for different watchlists or strategies. Quant IQ can help build or update dashboards with text or voice, while advanced filters apply at page or global level. Themes, font sizing, and time-zone controls make dense market screens easier to adapt.
Layouts, filters, alerts, themes, and preferences sync with the web dashboard, so a setup created on one device can continue on another. Alerts can watch Net Drift crosses, heat-map level shifts, or new consolidated-flow events, with throttle intervals controlling frequency. Push alerts can reach the mobile app while it is closed, while account-based syncing and biometric sign-in reduce setup work when returning to saved research.
