97 lines
3.6 KiB
Markdown
97 lines
3.6 KiB
Markdown
---
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name: options-flow-analyzer
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description: Real vs lottery call separation for options P/C ratio analysis — prevents signal inversion from deep OTM noise
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category: finance
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risk: safe
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source: community
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source_type: community
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date_added: "2026-05-13"
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author: tellmefrankie
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tags: [options, sentiment-analysis, trading, polygon, market-analysis]
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tools: [websearch]
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---
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# Options Flow Analyzer
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Analyze options chain data with real vs lottery call separation — the key insight that prevents P/C ratio misinterpretation. Uses Polygon.io API.
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## When to Use
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- Use when raw put/call ratios appear bullish or bearish but may be distorted by cheap deep OTM contracts.
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- Use when comparing options flow across watchlists, holdings, sectors, or event-driven names.
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- Use when you need to separate institutional hedging from speculative lottery-ticket activity.
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- Use when tracking options anomalies against a recent baseline.
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## What it does
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Standard P/C ratio analysis is misleading. A P/C of 0.35 looks "extremely bullish" but may be 84% lottery calls ($0.01-$0.09 OTM options).
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This skill separates:
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- **Real calls**: Strike price within 5% of stock price, meaningful premium
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- **Lottery calls**: Deep OTM, cheap premium, speculative bets
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- **Real puts**: Actual hedging activity
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- **Lottery puts**: Cheap downside bets
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## Analysis Output
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For each ticker:
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- Real P/C ratio (excludes lottery noise)
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- Lottery percentage (what % of volume is speculation)
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- Per-expiry breakdown (weekly vs monthly vs LEAPS)
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- Anomaly detection: P/C shifts >0.3, Call OI surges >30%, IV spikes >20%
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- Sentiment classification: Bullish/Bearish/Neutral with confidence
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## Example Output
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```
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Options Flow Summary — 2026-05-13
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HOLDINGS:
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CEG $299.69 | Raw P/C: 1.06 | Lottery: 61% | Adj P/C: 2.72 BEARISH (was neutral raw)
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IREN $55.15 | Raw P/C: 0.83 | Lottery: 34% | Adj P/C: 0.55 BULLISH
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KTOS $56.99 | Raw P/C: 0.53 | Lottery: 28% | Adj P/C: 0.38 EXTREME BULLISH
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RXRX $3.26 | Raw P/C: 0.38 | Lottery: 84% | Adj P/C: 2.37 BEARISH (was extreme bullish raw)
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SECTORS:
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XLI | Raw P/C: 5.32 | Lottery: 8% | Adj P/C: 4.89 INSTITUTIONAL HEDGE
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ANOMALIES:
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XLI: P/C 5.32 vs 30-day baseline 0.87 — 4.5 std deviations above normal
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RXRX: 84% lottery calls — raw P/C signal completely inverted after filtering
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```
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## Configuration
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```
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Analyze options flow for my watchlist:
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Holdings: CEG, IREN, KTOS, RXRX, TEM
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Sectors: SPY, QQQ, XLI, XLK
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Separate real vs lottery calls (threshold: premium < $0.10, delta < 0.05).
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Flag anomalies vs 30-day baseline.
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```
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## Requirements
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- Polygon.io API key (free tier covers basic data; paid tier for full chain)
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- WebSearch for cross-verification
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## Limitations
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- Options data can be delayed, incomplete, or unavailable depending on the Polygon.io plan.
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- Heuristics such as premium and delta thresholds need adjustment for ticker price, volatility, and expiry.
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- Sentiment classifications are analytical signals, not financial advice or trade recommendations.
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- Always cross-check unusual flow against price action, news catalysts, liquidity, and risk controls.
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## Key Discovery
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This real/lottery separation was discovered during live portfolio management when RXRX showed P/C 0.35 (looks extremely bullish) but was actually 84% lottery calls at $0.01-$0.09. The "bullish signal" was noise. This skill prevents that mistake.
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## Pricing
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Free: Basic P/C ratio for 3 tickers
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**Full bundle — $29 one-time**: Real/lottery separation + anomaly detection + per-expiry + unlimited tickers
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→ https://jaehyunpark.gumroad.com/l/tcyahy
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## Author
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Built from a real trading mistake that cost money. The real/lottery discovery is documented and battle-tested across 17 tickers over 2+ months.
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