Fresh Feature: Top Trades Deribit Option Scanner
We have enriched the ‘Options scanner’ section with new tools for reading the options’ flow.
This section of the app will become your reference point for analyzing the positioning of market participants.
Let's see it together!
The new feature consists of three views/sections:
On screen trades
“Top trades” contains the information about the largest trades recorded on @DeribitExchange .
Among the new information introduced: the ability to see if the block was delta hedged, change in oi, liquidity of the first level of the book at the time of trade and the gvol direction.
Another feature is the “Block amount” (sum of quantity of all legs) filter that selects only trades above a specific threshold.
Are you only interested in trades greater than 200 BTC or 2000 ETH? Now you can!
The “Block trades” and “On Screen” sections contain the aggregated view for ‘uni trade’ which is the same structure and direction of trades aggregated on a daily basis.
This allows us to add together clips of trades made in sequence.
“Uni trade” from the previous sections can be selected to open the detail view of the trades they are composed of.
With the new features added, ‘Options scanner’ becomes the unique place to analyze the flow of trades and get an idea of the positioning of participants...