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TradingAgents/docs/iterations/scanners/options_flow.md

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Options Flow Scanner

Current Understanding

Scans for unusual options volume relative to open interest using Tradier API. Call/put volume ratio below 0.1 is a reliable bullish signal when combined with premium >$25K. The premium filter is configured but must be explicitly applied. Scanning only the nearest expiration misses institutional positioning in 30+ DTE contracts — scanning up to 3 expirations improves signal quality.

Evidence Log

(populated by /iterate runs)

Pending Hypotheses

  • Does scanning 3 expirations vs 1 meaningfully change hit rate?
  • Is moneyness (ITM vs OTM) a useful signal filter?