options-flow-analyzer
Track institutional options flow, unusual activity, and smart money movements
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Track institutional options flow, unusual activity, and smart money movements
Installation
npx claude-plugins install @jeremylongshore/claude-code-plugins-plus/options-flow-analyzer
Contents
Folders: commands, skills
Files: LICENSE, README.md
Documentation
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": "alerts@yourdomain.com"
}
}
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
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Included Skills
This plugin includes 1 skill definition:
analyzing-options-flow
|
View skill definition
Analyzing Options Flow
Overview
This skill provides automated assistance for the described functionality.
Prerequisites
Before using this skill, ensure you have:
- Access to crypto market data APIs (CoinGecko, CoinMarketCap, or similar)
- Blockchain RPC endpoints or node access (Infura, Alchemy, or self-hosted)
- API keys for exchanges if trading or querying account data
- Web3 libraries installed (ethers.js, web3.py, or equivalent)
- Understanding of blockchain concepts and crypto market dynamics
Instructions
- Use Read tool to load API credentials from {baseDir}/config/crypto-apis.env
- Configure blockchain RPC endpoints for target networks
- Set up exchange API connections if required
- Verify rate limits and subscription tiers
- Test connectivity and authentication
- Use Bash(crypto:options-*) to execute crypto data queries
- Fetch real-time prices, volumes, and market cap data
- Query blockchain for on-chain metrics and transactions
- Retrieve exchange order book and trade history
- Aggregate data from multiple sources for accuracy
See {baseDir}/references/implementation.md for detailed implementation guide.
Output
- Current prices across exchanges with spread analysis
- 24h volume, market cap, and circulating supply
- Price changes across multiple timeframes (1h, 24h, 7d, 30d)
- Trading volume distribution by exchange
- Liquidity metrics and slippage estimates
- Transaction count and network activity
Error Handling
See `{baseDir}
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