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Compare raw and explicitly filtered options put/call ratios with documented premium, delta and expiry assumptions
--- name: options-flow-analyzer description: Compare raw and explicitly filtered options put/call ratios with documented premium, delta and expiry assumptions category: finance risk: safe source: community source_type: community date_added: "2026-05-13" author: tellmefrankie tags: [options, sentiment-analysis, trading, polygon, market-analysis] tools: [websearch] --- # Options Flow Analyzer Analyze options chain data with explicitly labeled heuristic filters. The historical upstream calls these “real” and “lottery” buckets; those names do not establish trader intent, trade quality or a predictive signal. Verify the current data provider (Polygon.io/Massive), plan and schema. ## When to Use - Use when raw put/call ratios appear bullish or bearish but may be distorted by cheap deep OTM contracts. - Use when comparing options flow across watchlists, holdings, sectors, or event-driven names. - Use when you need to compare low-premium/deep-OTM activity with other contracts, without inferring institutional identity or hedging intent. - Use when tracking options anomalies against a recent baseline. ## What it does Raw put/call ratios can change materially after filtering. A filter can also remove legitimate hedges or parts of multi-leg positions. Report both views and sensitivity to the chosen thresholds. 1. Record provider, retrieval time, session, underlying price time and entitlement/delay. Paginate the complete selected chain and identify missing quotes/Greeks rather than silently dropping them. 2. Choose one measurement: session contract volume or open interest; never mix their numerators/denominators. Compute raw P/C = sum(put measure) / sum(call measure), returning undefined when call measure is zero. 3. Define the heuristic explicitly for both puts and calls, for example OTM contracts with premium < $0.10 per share AND absolute delta < 0.05. State whether premium means bid, ask, midpoint or last trade and reject stale/crossed quotes. Missing delta stays unknown, not zero. Strike distance alone is not interchangeable with delta. 4. Compute filtered P/C using retained contracts and report excluded share by side, expiry and measurement. Compare reasonable alternative thresholds. 5. Compare matched-expiry/session baselines only when historical observations exist. Open interest is a daily outstanding-contract measure; an intraday snapshot does not supply its history. Volume/OI alone cannot establish opening versus closing, buyer versus seller initiation, or institutional hedging. See [OIC explanation of open interest](https://www.optionseducation.org/referencelibrary/faq/general-information) and [provider data coverage](https://massive.com/knowledge-base/categories/options). ## Analysis Output For each ticker: - Filtered P/C ratio with exact filter and coverage - Excluded percentage by side (a heuristic bucket, not measured speculation) - Per-expiry breakdown (weekly vs monthly vs LEAPS) - Anomaly detection: P/C shifts >0.3, Call OI surges >30%, IV spikes >20% - Conditional interpretation with uncertainty; no unsupported confidence probability ## Example Output ``` Illustrative calculation — synthetic, not live prices or a trade signal Raw put volume: 120; raw call volume: 200 → raw P/C 0.60 Excluded puts: 20; excluded calls: 150 Retained puts: 100; retained calls: 50 → filtered P/C 2.00 Excluded volume share: 170/320 = 53.1% Interpretation: the ratio is sensitive to this filter; direction and trader intent are unknown. ``` ## Configuration ``` Analyze options flow for my watchlist: Holdings: CEG, IREN, KTOS, RXRX, TEM Sectors: SPY, QQQ, XLI, XLK Separate real vs lottery calls (threshold: premium < $0.10, delta < 0.05). Flag anomalies vs 30-day baseline. ``` ## Requirements - Authorized provider credential in a private host secret store; verify current plan entitlements for snapshots, quotes and Greeks before promising chain analysis - WebSearch for cross-verification ## Limitations - Options data can be delayed, incomplete, or unavailable depending on the Polygon.io plan. - Heuristics such as premium and delta thresholds need adjustment for ticker price, volatility, and expiry. - Sentiment classifications are analytical signals, not financial advice or trade recommendations. - Always cross-check unusual flow against price action, news catalysts, liquidity, and risk controls. ## Upstream claims and commercial offer The upstream author attributes this heuristic to a trading experience and links a paid bundle at https://jaehyunpark.gumroad.com/l/tcyahy. Those performance, validation, pricing and package-scope claims are not independently verified here. This AAS entry is a guide, not that commercial implementation. Do not infer a reliable trading edge from the anecdote or purchase anything as part of analysis without authorization.--- name: options-flow-analyzer description: Compare raw and explicitly filtered options put/call ratios with documented premium, delta and expiry assumptions category: finance risk: safe source: community source_type: community date_added: "2026-05-13" author: tellmefrankie tags: [options, sentiment-analysis, trading, polygon, market-analysis] tools: [websearch] --- # Options Flow Analyzer Analyze options chain data with explicitly labeled heuristic filters. The historical upstream calls these “real” and “lottery” buckets; those names do not establish trader intent, trade quality or a predictive signal. Verify the current data provider (Polygon.io/Massive), plan and schema. ## When to Use - Use when raw put/call ratios appear bullish or bearish but may be distorted by cheap deep OTM contracts. - Use when comparing options flow across watchlists, holdings, sectors, or event-driven names. - Use when you need to compare low-premium/deep-OTM activity with other contracts, without inferring institutional identity or hedging intent. - Use when tracking options anomalies against a recent baseline. ## What it does Raw put/call ratios can change materially after filtering. A filter can also remove legitimate hedges or parts of multi-leg positions. Report both views and sensitivity to the chosen thresholds. 1. Record provider, retrieval time, session, underlying price time and entitlement/delay. Paginate the complete selected chain and identify missing quotes/Greeks rather than silently dropping them. 2. Choose one measurement: session contract volume or open interest; never mix their numerators/denominators. Compute raw P/C = sum(put measure) / sum(call measure), returning undefined when call measure is zero. 3. Define the heuristic explicitly for both puts and calls, for example OTM contracts with premium < $0.10 per share AND absolute delta < 0.05. State whether premium means bid, ask, midpoint or last trade and reject stale/crossed quotes. Missing delta stays unknown, not zero. Strike distance alone is not interchangeable with delta. 4. Compute filtered P/C using retained contracts and report excluded share by side, expiry and measurement. Compare reasonable alternative thresholds. 5. Compare matched-expiry/session baselines only when historical observations exist. Open interest is a daily outstanding-contract measure; an intraday snapshot does not supply its history. Volume/OI alone cannot establish opening versus closing, buyer versus seller initiation, or institutional hedging. See [OIC explanation of open interest](https://www.optionseducation.org/referencelibrary/faq/general-information) and [provider data coverage](https://massive.com/knowledge-base/categories/options). ## Analysis Output For each ticker: - Filtered P/C ratio with exact filter and coverage - Excluded percentage by side (a heuristic bucket, not measured speculation) - Per-expiry breakdown (weekly vs monthly vs LEAPS) - Anomaly detection: P/C shifts >0.3, Call OI surges >30%, IV spikes >20% - Conditional interpretation with uncertainty; no unsupported confidence probability ## Example Output ``` Illustrative calculation — synthetic, not live prices or a trade signal Raw put volume: 120; raw call volume: 200 → raw P/C 0.60 Excluded puts: 20; excluded calls: 150 Retained puts: 100; retained calls: 50 → filtered P/C 2.00 Excluded volume share: 170/320 = 53.1% Interpretation: the ratio is sensitive to this filter; direction and trader intent are unknown. ``` ## Configuration ``` Analyze options flow for my watchlist: Holdings: CEG, IREN, KTOS, RXRX, TEM Sectors: SPY, QQQ, XLI, XLK Separate real vs lottery calls (threshold: premium < $0.10, delta < 0.05). Flag anomalies vs 30-day baseline. ``` ## Requirements - Authorized provider credential in a private host secret store; verify current plan entitlements for snapshots, quotes and Greeks before promising chain analysis - WebSearch for cross-verification ## Limitations - Options data can be delayed, incomplete, or unavailable depending on the Polygon.io plan. - Heuristics such as premium and delta thresholds need adjustment for ticker price, volatility, and expiry. - Sentiment classifications are analytical signals, not financial advice or trade recommendations. - Always cross-check unusual flow against price action, news catalysts, liquidity, and risk controls. ## Upstream claims and commercial offer The upstream author attributes this heuristic to a trading experience and links a paid bundle at https://jaehyunpark.gumroad.com/l/tcyahy. Those performance, validation, pricing and package-scope claims are not independently verified here. This AAS entry is a guide, not that commercial implementation. Do not infer a reliable trading edge from the anecdote or purchase anything as part of analysis without authorization.
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