Options Flow Analyzer

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": {
…

Commands

Flow Analysis

Gamma Analysis

Smart Money

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