Option contracts that traded more today than their entire open interest — the end-of-day tell for a position being put on rather than closed. Ranked by notional actually traded, not by a composite score. This is not a trade tape: we hold end-of-day aggregates per contract, so there is no trade time, no trade VWAP and no bought/sold reading, and inventing one from the closing print would mark nearly everything "sold".

Follow-up settles the flag against the next session’s open interest: opened means the contracts were still held the following morning, closed means the day’s volume was unwinding an existing position. Today’s rows read pending until tomorrow’s chain lands — that is the honest state, not a missing value. IV is blank on contracts beyond 90 delta or under 8 delta: once an option is nearly all intrinsic the vendor’s implied-vol solve is unstable, and adjacent strikes print wildly different numbers. Moneyness is the strike measured against the spot the chain itself was quoted at (from put-call parity at the money), not against the latest close — the loader reaches different symbols at different times, so measuring a strike against a price that symbol’s quote never saw moves it by a whole session’s range. A deep in-the-money call therefore reads as a large negative.