Dynatrace (DT) options flow
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Options flow session · Last trade
The optional price chart loads separately. Recorded options trades are available below.
Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $45 | $34,618 |
| $50 | $59,815 |
| $52.50 | $58,535 |
| $55 | $46,961 |
| $57.50 | $56,655 |
| $60 | -$335,729 |
| $65 | $1,209,280 |
| $67.50 | $558,849 |
| $70 | $330,778 |
| $72.50 | $45,785 |
| $75 | $206,068 |
| $85 | $19,909 |
DT session snapshot
Bullflow recorded 8 DT options trades on Monday, October 26, 2026, totaling $462,443 in premium. Calls made up $430.10K (93.0%) across 7 trades and puts $32.34K (7.0%) across 1 trades, a put/call premium ratio of 0.08.
4 trades were sweeps and 4 were blocks. 2 filled at or above the ask, 6 at or below the bid and 0 at the mid. The largest was a $130,746 sweep of 250 Nov 20, 2026 $62.50 Call trade at 13:26:31 ET, filled at the bid.
DT closed at $64.18, up 0.20% from the prior close. Net gamma exposure was $2.34M per 1% move at the Oct 26, 2026, 15:59:32 ET snapshot; the largest positive GEX strike was $65.
- Company
- Dynatrace, Inc.
- Exchange
- NYSE
- Sector
- Unavailable
- Close
- $64.18
DT options flow statistics
- Total premium
- $462.44K
- Recorded trades
- 8
- Call premium
- $430.10K
- Put premium
- $32.34K
- Put/call premium ratio
- 0.08
- Avg premium per trade
- $57.81K
- Calls / puts (trades)
- 7 / 1
- Sweeps / blocks
- 4 / 4
- At or above ask
- 2
- At or below bid
- 6
- Largest trade
- $130.75K
- Last trade
Where the premium went
in calls
$462.44K · 8 trades
Premium
Trade type
Fill side
DT largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| DT Nov 20, 2026 $62.50 | Call | $130,746 | 250 | Bid | Sweep | |
| DT Feb 19, 2027 $67.50 | Call | $62,000 | 100 | Ask | Block | |
| DT Feb 19, 2027 $67.50 | Call | $57,600 | 100 | Bid | Block | |
| DT Feb 19, 2027 $67.50 | Call | $57,500 | 100 | Bid | Block | |
| DT Feb 19, 2027 $67.50 | Call | $57,380 | 100 | Below Bid | Sweep | |
| DT Feb 19, 2027 $67.50 | Call | $46,822 | 82 | Bid | Block | |
| DT Feb 19, 2027 $60 | Put | $32,340 | 77 | Ask | Sweep | |
| DT Nov 20, 2026 $80 | Call | $18,055 | 401 | Bid | Sweep |
5 of the 8 largest trades, $281.30K combined
The 8 largest trades total $462.44K of $462.44K
DT gamma exposure
- Spot at snapshot
- $64.19
- Net GEX per 1% move
- $2.34M
- Largest positive strike
- $65
- Largest negative strike
- $60
Closing snapshot , 28 strikes across 9 expirations (Unavailable to Unavailable).
DT options flow questions
What was the largest DT options trade on October 26, 2026?
A $130,746 sweep of 250 DT Nov 20, 2026 $62.50 Call trade at 13:26:31 ET, filled at the bid. It was the largest of 8 trades Bullflow recorded for DT that session.
How much DT options premium traded on October 26, 2026?
$462,443 across 8 recorded sweeps and blocks: $430,103 in calls (7 trades) and $32,340 in puts (1 trades).
Was DT options flow bullish or bearish on October 26, 2026?
Calls were 93.0% of premium (put/call premium ratio 0.08). 6 of 8 trades filled at or below the bid and 2 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.
What are DT's gamma exposure levels?
At the Oct 26, 2026 closing snapshot (15:59:32 ET, spot $64.19), DT net GEX was $2.34M per 1% move. The largest positive GEX strike was $65. The largest negative GEX strike was $60. The snapshot covers 28 strikes and 9 expirations.
How often is DT options flow data updated?
The page shows a completed session (October 26, 2026, last trade 15:35:12 ET) and updates after the next trading day becomes historical. Intraday DT 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.