The only way I know of is to trawl through company announcements. I can tell you there has been less director buying of late (last year or two). I remember there was a lot of director buying back when ASX was in the $30-$40 range per share. Generally most of the issued securities will be to the CEO and often non-executive board members are paid a small (relative) salary. When you say issued I assume you mean options that are in the money and converted by the executive - i.e. they will often have to 'buy in' at a set price. Note I haven't studied the ASX remuneration package closely.
PS Total director holdings are provided in the annual report.
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