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Glossary of options & flow terms

A plain-English reference for the language of options flow.

A plain-English reference for the language used across our research.

Option
A contract giving the right (not the obligation) to buy (call) or sell (put) 100 shares at a set strike before expiration.
Call
The right to buy the underlying at the strike. Buyers are typically positioning for upside.
Put
The right to sell the underlying at the strike. Buyers are typically positioning for downside or hedging.
Strike price
The fixed price at which the option can be exercised.
Expiration
The date the option expires. After it, the contract is either exercised or worthless.
Premium
The price paid for the option. Total premium on a print = price × contracts × 100.
DTE (days to expiration)
How many days remain until expiration. Short DTE = more time-sensitive.
Open interest (OI)
The number of contracts currently outstanding (open). Updates once daily, overnight.
Volume
The number of contracts traded during the day. Resets each morning.
In the money (ITM)
A call with strike below the stock price, or a put with strike above it — it has intrinsic value.
At the money (ATM)
Strike roughly equal to the current stock price.
Out of the money (OTM)
A call with strike above the stock price, or a put with strike below it — no intrinsic value yet, only time value.
Intrinsic value
The in-the-money portion of an option's price.
Time value (extrinsic value)
The part of the premium reflecting time remaining and volatility, not intrinsic value.
Implied volatility (IV)
The market's expectation of future movement, baked into the option's price. Higher IV = pricier options.
The Greeks
Sensitivities of an option's price: Delta (move per $1 in the stock), Gamma (how delta changes), Theta (time decay per day), Vega (sensitivity to IV changes).
Bid / Ask
The highest price buyers will pay (bid) and the lowest sellers will accept (ask). The gap is the spread.
At the ask / at the bid
A trade filled at the ask is buyer-initiated (aggressive buying); at the bid is seller-initiated.
Above ask (AA)
A trade filled at a price higher than the displayed ask — typically a large order or sweep filling through all the contracts at the ask and paying up. A sign of maximum urgency.
Midpoint (mid)
A fill between the bid and ask, often from a limit order seeking price improvement — a more patient, less aggressive trade.
Fill aggression
Where a trade printed relative to the bid/ask, from least to most aggressive for a buyer: at bid → midpoint → at ask → above ask.
Mark
The mid-price between bid and ask, used as a fair-value reference.
Sweep
An order split across multiple exchanges and filled fast — a sign of urgency.
Block
A single large, often privately negotiated trade printed as one lot — associated with institutional size.
Unusual options activity (UOA)
Options volume that is abnormally large versus a contract's norm; a screening flag, not a verdict.
Opening vs. closing
Whether a trade creates a new position (opening) or exits one (closing). Confirmed via next-day open interest.
Aggressor
The side that initiated the trade by crossing the spread.
Dark pool
A private venue where large trades execute away from public exchanges, often where blocks are negotiated.
Spread
A position combining multiple options legs (e.g., buying one strike, selling another) to shape risk and cost.
Covered call
Selling a call against shares you own to collect premium.
Hedge
A position taken to offset risk in another position, not to express a fresh directional view.

For research and educational purposes only. Not investment advice.