Bought vs sold

The Net Premium Flow chart only ever showed the net: bought premium minus sold premium. That number hides how much was actually traded.

A net of −$2M can be two completely different markets. It can be $2M sold with no buyer in front of it — one-sided conviction. Or it can be $20M bought against $22M sold — a heavy two-way fight that happens to lean. Both drew the same line.

A NET / BUY-SELL toggle now sits beside the $ / % switch. NET is unchanged and stays the default.

In BUY/SELL, premium lifted at the ask is drawn above zero and premium hit at the bid below it. Colour still means calls or puts; position now means bought or sold. The gap between a line and its mirror is the net you already knew — the height of each is what was new.

Underneath the chart, a table breaks one session down to the individual contract: strike, expiry, type, total premium, bought, sold, net, volume, share bought and sweep share. It sorts by premium by default, and every column header re-sorts.

This is where the aggregate stops being enough. On NVDA on 30 July, the two largest contracts by premium were close to neutral — two-way flow that cancelled. A smaller one, 6,312 contracts, was 97% bought: $21.0M lifted at the ask against $0.5M at the bid. In the aggregate those three were indistinguishable.

The table carries its own date picker and opens on the last closed session. The chart above it is the live session; this table is not. That gap is stated on the block rather than left for you to infer.

Outside market hours the chart falls back to the last session that actually traded, and says so in amber beside the ticker. Before, it simply went blank from midnight ET until the next open — and all weekend.

Where a day predates this measurement, the split reads as unavailable rather than as zeros. A missing number and a zero are not the same claim.