Optionsflow data
Every trade you take on ES or NQ is now captured alongside the options positioning that was shaping the market at that exact moment — dealer gamma, the walls above and below you, max pain, skew, the VIX complex, and what actually happened next.
157 options-related data points, collected automatically, with no charting add-on or extra subscription.
How the data is collected
Straight from the source
WickLogs reads CBOE's own published options data — the exchange where SPX and VIX options are actually listed. There is no data reseller or aggregator sitting in the middle re-interpreting the numbers before you see them.
Computed, then kept
Gamma, vanna and charm exposure are calculated from real open interest per contract using the exchange's own greeks. A rolling intraday window powers 30- and 60-minute deltas, and one end-of-day row per symbol is kept permanently so prior-day, 20-day and percentile comparisons become real over time.
About timing
WickLogs uses the official CBOE quote feed, the free, public version which runs fifteen minutes behind the live tape. We are confident to tell you that because it doesn't affect the quality of the data for what you use it for.
A journal reviews trades after they happen. So when WickLogs captures the options context for a trade, it fetches the chain once the feed has caught up to your trade's timestamp, which means the numbers you review are the real market state at the moment you were in the trade, not an approximation of it. The options snapshot is taken exactly 15 minutes later.
It is not a live options feed for making real-time trading decisions. WickLogs is built to make your review honest, it's not a dedicated optionsflow software. Every capture is stamped with its exact age so you always know what you are looking at.
Why you can trust the numbers
It never invents a number
Any field that cannot be honestly computed comes back empty with a written note explaining why — not a plausible-looking guess. If a comparison needs 20 sessions of history, it stays blank until 20 real sessions exist.
Index and ETF stay separate
SPX data is never blended into NQ context and vice versa. Each chain is stored and computed strictly on its own, which is also what makes the index-versus-ETF divergence readings meaningful.
Levels are never converted
A level stays in the exact price space it was struck on — an NDX level stays an NDX price. Nothing is rescaled or basis-shifted, because the basis is an estimate and a wrong estimate silently moves every level. Instead each level is checked directly against every instrument quoted on that same scale: an NDX level against both NDX and NQ, a QQQ level against QQQ. Raw price versus raw price.
You can audit every capture
Each capture records the market time it represents, when it was fetched, how many minutes old it was, whether it succeeded, and what was missing. Nothing about the data's provenance is hidden from you.
Every data point we collect
Expand any category to see the full list. Hover or focus a data point for a plain-English explanation of what it actually means.
See it on your own trades
Optionsflow context is captured automatically for every ES and NQ trade WickLogs detects.
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