The LEAPS Radar surfaces long-dated US options contracts where today's volume is unusual against existing open interest, ranked with premium spent, IV context, and call/put bias — so multi-month positioning shows up in a review queue instead of hiding across hundreds of far-out chains.
LEAPS volume is thinner and lumpier than weekly flow, so a single large print can matter more — and mean less — than it would near-term. Ranking against existing open interest separates new positioning from routine rolls better than raw volume alone.
Each LEAPS row carries the underlying price, expiration, strike, side, volume versus open interest, premium estimate, and IV context, with the chain and chart one tap away. The point is a cleaner starting queue, not a conclusion.
A large long-dated call purchase can be a hedge, a spread leg, or a roll. ConvexRadar shows the chain-derived context honestly and leaves the interpretation to your research — no prediction, no trade signals.
Long-dated options — roughly six months to multi-year expirations. The radar ranks them by today's volume against existing open interest with premium and IV context.
Print typing is a chain-derived proxy; there is no licensed full options tape. ConvexRadar shows side, size, premium, and bias context honestly rather than asserting buyer or seller intent.
Yes — it is one of the scanner views alongside the options flow scanner, breakout scanner, and reversal radar, included with paid tiers after the 5-day trial.
Trading options involves risk. ConvexRadar is research software and does not provide financial advice or guarantee trade outcomes.