Contracts trading far more volume than their open interest with serious dollar premium behind them — the footprint of NEW positioning. Scanned daily across 1,200+ liquid underlyings; every row links into the ticker's live 5-factor signal so you can judge the flow against the engine's read.
10/27/2026Options contracts trading far more volume in a session than their existing open interest — typically a volume-to-open-interest ratio above 2-3× combined with a meaningful dollar premium. It suggests new positioning being established today rather than existing positions changing hands.
Open interest is the number of contracts that existed before today; volume is how many traded today. When volume is many multiples of open interest, most of today’s trades opened NEW positions — someone is building exposure, not closing it.
No. It is a footprint, not a recommendation — large flows can be hedges, spreads, or earnings lottery tickets. QuantLogix pairs each flagged underlying with its 5-factor signal so you can judge the flow against the engine’s read. Nothing here is investment advice.
The underlying scan covers 1,200+ mid-to-mega-cap underlyings and refreshes daily, with intraday option-volume refreshes during market hours. Premiums are computed as volume × last price × 100.
Unusual = volume/open-interest ratio ≥ 3× with premium ≥ $100K (premium = volume × last price × 100). Aggregates cover mid-to-mega-cap underlyings with ≥ 50 listed contracts. Educational market data, not investment advice — large flows can be hedges or spreads, not directional bets. Verified track record →