A method and
system for reducing the time it takes traders to interpret options time and sales data, identify opportunities, and make better trading decisions. The invention automatically processes, enriches, interprets, and aggregates options flow and related data, delivering the refined data via a multidimensional
user interface. The method includes receiving
raw data with parameters such as strike price,
expiration date, and volume, and enriching it with reference data and derived
metrics, including underlying security attributes and trade volume aggregates. The data is stored in a multidimensional structure and rendered into a comprehensive and configurable interactive tabular view, enabling users to dynamically explore, analyze, sort, filter, group, and
drill into specific trades. The
system efficiently handles large data volumes, enabling efficient interpretation of noteworthy or complex trading activity such as multi-leg spread and roll trades, ultimately providing traders with a powerful tool for
data analysis and decision-making.