Options Flow Analyzer Plugin

Track institutional options flow, unusual options activity, and smart money movements with advanced flow analysis and gamma exposure calculations.

Features

Institutional Flow Tracking

• Large Premium Trades: Track trades >$100K, $500K, $1M+
• Sweep Orders: Multi-exchange sweep detection
• Block Trades: Identify institutional block trades
• Dark Pool Activity: Hidden liquidity detection
• Smart Money Identification: Institutional vs retail flow

Unusual Activity Detection

• Volume Spikes: 5x, 10x average volume alerts
• Premium Anomalies: Unusually large premium trades
• Opening Positions: New position detection
• Closing Activity: Position unwinding signals
• Complex Spreads: Multi-leg strategy detection

Gamma Analysis

• Net Gamma Exposure: Dealer positioning metrics
• Gamma Flip Points: Key hedging levels
• Max Pain Calculation: Options pinning targets
• Vanna Flows: Volatility-driven positioning
• Charm Decay: Time decay hedging flows

Real-Time Alerts

• Institutional Size Alerts: >$1M premium trades
• Sweep Alerts: Multi-exchange sweeps
• Unusual Volume: Extreme volume detection
• Near Expiry Large Trades: Gamma squeeze setups
• Smart Money Signals: Institutional positioning

Installation

/plugin install options-flow-analyzer@claude-code-plugins-plus

Usage

Analyze Options Flow

/analyze-flow

I'll analyze options flow for you. Configuration:
- Symbol: SPY
- Timeframe: 1 day
- Min Premium: $100,000
- Flow Type: Both calls and puts

Monitor Real-Time Flow

/monitor-flow SPY QQQ

Starting real-time flow monitoring for:
- SPY: S&P 500 ETF
- QQQ: NASDAQ ETF
- Alert threshold: $500K premium
- Update frequency: 5 seconds

Gamma Exposure Analysis

/gamma-analysis TSLA

Calculating gamma exposure for TSLA:
- Net dealer gamma
- Gamma flip points
- Critical hedging levels
- Max pain calculation

Configuration

Create a .options-flow.json configuration file:

{
  "flow": {
    "minPremium": 100000,
    "institutionalThreshold": 1000000,
    "unusualVolumeMultiple": 5,
    "sweepDetection": true,
    "darkPoolTracking": true
  },
  "monitoring": {
    "updateInterval": 5000,
    "symbols": ["SPY", "QQQ", "IWM", "AAPL", "TSLA"],
    "alertThresholds": {
      "premium": 500000,
      "volume": 10000,
      "volumeRatio": 10
    }
  },
  "gamma": {
    "calculateInterval": 60000,
    "criticalLevels": true,
    "hedgingZones": true,
    "vannaFlows": true
  },
  "alerts": {
    "console": true,
    "webhook": "https://your-webhook-url.com",
    "email": "[email protected]"
  }
}

Commands

Flow Analysis

| Command | Description | Shortcut | |---------|-------------|----------| | /analyze-flow | Comprehensive flow analysis | af | | /monitor-flow | Real-time flow monitoring | mf | | /unusual-options | Unusual activity scanner | uo |

Gamma Analysis

| Command | Description | Shortcut | |---------|-------------|----------| | /gamma-analysis | Calculate gamma exposure | ga | | /max-pain | Find max pain levels | mp | | /dealer-positioning | Analyze dealer hedging | dp |

Smart Money

| Command | Description | Shortcut | |---------|-------------|----------| | /smart-money | Track institutional flow | sm | | /whale-trades | Large premium trades | wt | | /sweep-tracker | Monitor sweep orders | st |

Flow Metrics Explained

Put/Call Ratio

• < 0.7: Bullish sentiment
• 0.7 - 1.3: Neutral sentiment
• > 1.3: Bearish sentiment
• > 2.0: Extreme bearish/hedging

Premium Ratio

Ratio of call premium to put premium:

• > 2.0: Strong bullish positioning
• 1.0 - 2.0: Moderate bullish
• < 1.0: Bearish positioning

Volume Ratio

Current volume vs average:

• > 10x: Extreme unusual activity
• 5x - 10x: High unusual activity
• 2x - 5x: Moderate activity
• < 2x: Normal activity

Unusual Activity Signals

Sweep Orders

• Multi-exchange execution
• Aggressive pricing (at ask)
• Time span < 1 second
• Institutional urgency signal

Block Trades

• Single large execution
• Negotiated off-exchange
• Typically >$1M premium
• Institutional positioning

Opening Positions

• Open interest increase ≈ volume
• New strikes being opened
• Directional positioning

Complex Spreads

• Multi-leg executions
• Volatility strategies
• Risk reversal
• Calendar spreads

Gamma Exposure Metrics

Net Gamma Exposure (GEX)

Positive GEX: Market makers long gamma → Volatility suppression
Negative GEX: Market makers short gamma → Volatility expansion

Gamma Flip Point

Price level where dealer gamma exposure flips from positive to negative:

• Above flip: Dealers dampen moves
• Below flip: Dealers amplify moves

Max Pain

Strike price where most options expire worthless:

• Options tend to pin near max pain at expiry
• Useful for short-term price targets

Vanna Flows

Sensitivity of delta to volatility changes:

• Rising volatility → Dealer buying/selling
• Falling volatility → Opposite flows

Smart Money Detection

Institutional Patterns

• Near-the-money large trades: Directional bets
• Out-of-money sweeps: Lottery tickets or hedges
• Delta-neutral spreads: Volatility plays
• Rolling positions: Extending timeframe

Confidence Scoring

confidence = base_score
  + (premium > $1M ? 20 : 0)
  + (is_sweep ? 15 : 0)
  + (multiple_exchanges ? 10 : 0)
  + (opening_position ? 10 : 0)
  + (smart_strike_selection ? 15 : 0)

Alert Types

Critical Alerts

• Gamma Squeeze Setup: Short gamma > $2B
• Institutional Accumulation: Multiple $1M+ trades
• Massive Sweep: >$5M premium sweep order
• Expiry Concentration: Large near-expiry positions

Warning Alerts

• Unusual Volume: 10x average volume
• Large Premium: >$500K single trade
• Position Unwinding: Large closing trades
• Volatility Spike: Implied volatility surge

Informational Alerts

• Daily Summary: Top flows of the day
• Strike Concentration: Highest open interest
• Sentiment Shift: P/C ratio changes
• Dealer Rehedging: Gamma-driven flows

Data Sources

Primary

• OPRA: Official options trade data
• CBOE: Chicago Board Options Exchange
• ISE: International Securities Exchange
• PHLX: Philadelphia Stock Exchange

Alternative

• Unusual Whales: Unusual activity feed
• FlowAlgo: Real-time flow data
• OptionsFlow.com: Institutional tracking
• Market Chameleon: Analytics platform

Performance Optimization

Caching Strategy

• Flow data: 5-second cache
• Greeks calculation: 1-minute cache
• Historical averages: 1-hour cache
• Chain data: 30-second cache

Data Processing

• Streaming architecture
• Parallel greek calculations
• Batch flow aggregation
• Incremental updates

Best Practices

For Day Trading

• Focus on near-expiry flows
• Monitor gamma flip points
• Track intraday sweeps
• Watch for squeeze setups

For Swing Trading

• Analyze weekly flow trends
• Track institutional accumulation
• Monitor unusual activity
• Follow smart money

For Position Trading

• Focus on quarterly expiries
• Track large block trades
• Analyze dealer positioning
• Monitor max pain levels

Troubleshooting

No Flow Data

• Check API credentials
• Verify market hours
• Confirm symbol validity
• Review rate limits

Incorrect Greeks

• Update volatility surface
• Check interest rates
• Verify time to expiry
• Validate price inputs

Missing Alerts

• Review threshold settings
• Check notification config
• Verify webhook URL
• Test email delivery

Advanced Features

Machine Learning

• Flow pattern recognition
• Predictive signals
• Anomaly detection
• Success rate tracking

Backtesting

• Historical flow analysis
• Signal performance
• Strategy validation
• Risk assessment

Portfolio Integration

• Position Greeks overlay
• Hedging recommendations
• Risk metrics calculation
• P&L attribution

Performance Metrics

• Flow processing: < 100ms latency
• Greek calculations: < 50ms per chain
• Alert generation: < 10ms
• Data throughput: 10,000+ flows/second
• Accuracy: 99.9% flow capture

Contributing

Part of Claude Code Plugins marketplace.

1. Fork repository
2. Create feature branch
3. Add tests
4. Submit pull request

License

MIT License - See LICENSE file

Support

• GitHub Issues: Report bugs
• Discord: Claude Code community
• Documentation: API docs

Changelog

v1.0.0 (2024-10-11)

• Initial release
• Institutional flow tracking
• Unusual activity detection
• Gamma exposure analysis
• Real-time monitoring
• Smart money identification

Built with ️ for options traders by Intent Solutions IO