Provide an additional column in the options flow for the rate of change of the open interest. It would be nice to know how the open interest changes over time as it approaches expiry
It would be awesome to have a breakdown with more depth, especially with filters. I would love to see a view that shows for a specific day a histogram of orders placed, and have it filterable like...
It would be awesome to see a breakdown of the dark pools for any day. I think knowing the number of orders is important. Also, comparing this against its market cap and the average exchange volume...