Delta Flow — Buy Volume Pressure
The Delta Flow — Order Flow Approximation study run on the option contract's own 1-Hour, 2-Hour, 4-Hour and Daily chart. Each bar's volume is split into buy vs sell by aggregating 1-minute bars; these contracts printed Buy% above 95% on more than 100 contracts of buy volume on the last closed bar (no repaint). Bar Vol is the volume traded on that signal bar, with the contract's running volume for today beneath it — on a Daily signal the bar is the previous session, so it can exceed today's total. Buy% is measured on buy+sell only — 1-minute bars that closed flat count as neither, so the figure under Buy / Sell shows how much of the bar was actually classified; a highlighted figure and a * mark a reading resting on under 40% of the bar. Intraday signals are only shown while their bar belongs to the current session. Contracts: 2–59 days to expiry (anything expiring in under 2 days is excluded) · volume ≥ 400 · total cost ≤ $100 · spread < $50 · underlying $2–$500 · IV > 25% · Delta > 0.25 on calls.