28 lines
1.6 KiB
Markdown
28 lines
1.6 KiB
Markdown
# Options Flow Scanner
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## Current Understanding
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Scans for unusual options volume relative to open interest using Tradier API.
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Call/put volume ratio below 0.1 is a reliable bullish signal when combined with
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premium >$25K. The premium filter is applied at `options_flow.py:143-144`.
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Scanning only the nearest expiration misses institutional positioning in 30+ DTE
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contracts — scanning up to 3 expirations improves signal quality.
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## Evidence Log
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### 2026-04-12 — P&L review (2026-02-18 to 2026-04-07)
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- options_flow produced 61 recommendations — second highest volume after insider_buying.
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- Average score 74.7 (score/10 = 7.5), confidence 7.2 — well calibrated.
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- The premium filter IS applied in code (`options_flow.py:143-144`): `(vol * price * 100) < self.min_premium` gates both calls and puts. "Premium filter configured but not explicitly applied" was incorrect — the hypothesis is resolved.
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- CSCO appeared in options_flow on Apr 9 (score 85) and analyst_upgrade on Apr 8 (score 78) — cross-scanner confluence on same ticker.
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- Confidence: high
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### 2026-04-12 — Fast-loop (2026-04-08 to 2026-04-12)
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- options_flow appeared in 2 of 5 analyzed runs with CSCO and TSLA as the main picks.
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- TSLA scored only 60 (conf 6) — borderline quality; appeared alongside GME social_dd (56) in same run (Apr 8), suggesting the LLM is rightly cautious about speculative social names.
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- Confidence: medium
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## Pending Hypotheses
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- [x] Premium filter: already applied in code at `options_flow.py:143-144, 159`. Hypothesis resolved.
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- [ ] Does scanning 3 expirations vs 1 meaningfully change hit rate?
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- [ ] Is moneyness (ITM vs OTM) a useful signal filter?
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