T-REX 2X Inverse CRWV Daily Target ETF (CORD) options flow

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Options flow session Oct 20, 2026 · Last trade 15:08:45 ET

98% calls · $705.76K$11.80K · 2% puts

Call tradePut trade

The optional price chart loads separately. Recorded options trades are available below.

1D · Session unavailablePrices delayed 15 minutes · Eastern timeRecorded trade markers are available in the 2026-10-20 flow-session view.

CORD session snapshot

Bullflow recorded 40 CORD options trades on Tuesday, October 20, 2026, totaling $717,555 in premium. Calls made up $705.76K (98.4%) across 39 trades and puts $11.80K (1.6%) across 1 trades, a put/call premium ratio of 0.02.

4 trades were sweeps and 36 were blocks. 30 filled at or above the ask, 8 at or below the bid and 2 at the mid. The largest was a $32,810 sweep of 193 Jan 21, 2028 $35 Call trade at 10:35:05 ET, filled at the ask.

CORD closed at $4.91, down 3.73% from the prior close.

Company: T-REX 2X Inverse CRWV Daily Target ETF
Exchange: Cboe
Sector: Unavailable
Close: $4.91

CORD options flow statistics

Total premium: $717.56K
Recorded trades: 40
Call premium: $705.76K
Put premium: $11.80K
Put/call premium ratio: 0.02
Avg premium per trade: $17.94K
Calls / puts (trades): 39 / 1
Sweeps / blocks: 4 / 36
At or above ask: 30
At or below bid: 8
Largest trade: $32.81K
Last trade: 15:08:45 ET

Where the premium went

98%of premium
in calls

$717.56K · 40 trades

Premium

Calls98.4% · $705.76K

Puts1.6% · $11.80K

Trade type

Sweeps10.0% · 4

Blocks90.0% · 36

Fill side

At or above ask75.0% · 30

At or below bid20.0% · 8

Mid5.0% · 2

CORD largest options trades

The 12 largest recorded trades on Oct 20, 2026 by premium (USD). Times are Eastern.
Time	Contract	C/P	Premium	Size	Fill	Type
10:35:05	CORD Jan 21, 2028 $35	Call	$32,810	193	Ask	Sweep
10:39:03	CORD Jan 21, 2028 $30	Call	$20,500	110	Ask	Block
10:39:38	CORD Jan 21, 2028 $26	Call	$20,165	109	Ask	Block
10:42:48	CORD Jan 21, 2028 $25	Call	$20,125	115	Ask	Sweep
11:24:29	CORD Jan 21, 2028 $24	Call	$19,500	100	Ask	Block
11:09:31	CORD Jan 21, 2028 $25	Call	$19,500	100	Ask	Block
11:07:53	CORD Jan 21, 2028 $24	Call	$19,500	100	Bid	Block
10:39:36	CORD Jan 21, 2028 $25	Call	$19,500	100	Ask	Block
10:38:49	CORD Jan 21, 2028 $30	Call	$19,500	100	Ask	Block
10:37:55	CORD Jan 21, 2028 $28	Call	$19,500	100	Ask	Block
10:31:43	CORD Jan 21, 2028 $30	Call	$19,500	100	Ask	Block
10:39:06	CORD Jan 21, 2028 $30	Call	$19,180	101	Ask	Block

Most repeated contract

Jan 21, 2028 $30 Call

4 of the 12 largest trades, $78.68K combined

Concentration

34.7% of premium

The 12 largest trades total $249.28K of $717.56K

CORD gamma exposure

About gamma exposure →

Gamma exposure is separate from this closing options flow summary. Additional data appears in the interactive view when available.

CORD options flow questions

What was the largest CORD options trade on October 20, 2026?

A $32,810 sweep of 193 CORD Jan 21, 2028 $35 Call trade at 10:35:05 ET, filled at the ask. It was the largest of 40 trades Bullflow recorded for CORD that session.

How much CORD options premium traded on October 20, 2026?

$717,555 across 40 recorded sweeps and blocks: $705,755 in calls (39 trades) and $11,800 in puts (1 trades).

Was CORD options flow bullish or bearish on October 20, 2026?

Calls were 98.4% of premium (put/call premium ratio 0.02). 8 of 40 trades filled at or below the bid and 30 at or above the ask. Premium and fill side do not show whether a trade opened or closed a position or was a hedge, so they do not establish direction on their own.

How often is CORD options flow data updated?

The page shows a completed session (October 20, 2026, last trade 15:08:45 ET) and updates after the next trading day becomes historical. Intraday CORD flow is in the Bullflow dashboard and API.

How to read this data

This summary covers recorded single-leg sweeps and blocks with positive premium, excluding cancelled trades. It describes the covered flow, not all options-market volume. Total premium is gross traded premium; it is not net buying pressure. The interactive dashboard can use different filters and may show different totals.

Calls, puts, and execution near the bid or ask provide context but do not establish whether a position was opened or closed, whether it was part of a hedge, or where the stock will move next. The session updates after the next trading day becomes historical.

Stock prices show regular-session candles delayed at least 15 minutes. The latest view refreshes during market hours; the flow-session view places recorded trades on their original date, using interpolated stock prices between candle samples. Gamma exposure shows its separately dated public closing snapshot.