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options-flow-analyzer

Real vs lottery call separation for options P/C ratio analysis — prevents signal inversion from deep OTM noise

by sickn33(0) 0 installs
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About

Imported from sickn33/agentic-awesome-skills (skills/options-flow-analyzer/SKILL.md). Install upstream with npx skills add sickn33/agentic-awesome-skills --skill options-flow-analyzer. Copyright stays with the author.

Options Flow Analyzer

Analyze options chain data with real vs lottery call separation — the key insight that prevents P/C ratio misinterpretation. Uses Polygon.io API.

When to Use

  • Use when raw put/call ratios appear bullish or bearish but may be distorted by cheap deep OTM contracts.
  • Use when comparing options flow across watchlists, holdings, sectors, or event-driven names.
  • Use when you need to separate institutional hedging from speculative lottery-ticket activity.
  • Use when tracking options anomalies against a recent baseline.

What it does

Standard P/C ratio analysis is misleading. A P/C of 0.35 looks "extremely bullish" but may be 84% lottery calls ($0.01-$0.09 OTM options).

This skill separates:

  • Real calls: Strike price within 5% of stock price, meaningful premium
  • Lottery calls: Deep OTM, cheap premium, speculative bets
  • Real puts: Actual hedging activity
  • Lottery puts: Cheap downside bets

Analysis Output

For each ticker:

  • Real P/C ratio (excludes lottery noise)
  • Lottery percentage (what % of volume is speculation)
  • Per-expiry breakdown (weekly vs monthly vs LEAPS)
  • Anomaly detection: P/C shifts >0.3, Call OI surges >30%, IV spikes >20%
  • Sentiment classification: Bullish/Bearish/Neutral with confidence

Example Output

Options Flow Summary — 2026-05-13

HOLDINGS:
CEG  $299.69 | Raw P/C: 1.06 | Lottery: 61% | Adj P/C: 2.72  BEARISH (was neutral raw)
IREN $55.15  | Raw P/C: 0.83 | Lottery: 34% | Adj P/C: 0.55  BULLISH
KTOS $56.99  | Raw P/C: 0.53 | Lottery: 28% | Adj P/C: 0.38  EXTREME BULLISH
RXRX $3.26   | Raw P/C: 0.38 | Lottery: 84% | Adj P/C: 2.37  BEARISH (was extreme bullish raw)

SECTORS:
XLI  | Raw P/C: 5.32 | Lottery:  8% | Adj P/C: 4.89  INSTITUTIONAL HEDGE

ANOMALIES:
XLI: P/C 5.32 vs 30-day baseline 0.87 — 4.5 std deviations above normal
RXRX: 84% lottery calls — raw P/C signal completely inverted after filtering

Configuration

Analyze options flow for my watchlist:
Holdings: CEG, IREN, KTOS, RXRX, TEM
Sectors: SPY, QQQ, XLI, XLK
Separate real vs lottery calls (threshold: premium < $0.10, delta < 0.05).
Flag anomalies vs 30-day baseline.

Requirements

  • Polygon.io API key (free tier covers basic data; paid tier for full chain)
  • WebSearch for cross-verification

Limitations

  • Options data can be delayed, incomplete, or unavailable depending on the Polygon.io plan.
  • Heuristics such as premium and delta thresholds need adjustment for ticker price, volatility, and expiry.
  • Sentiment classifications are analytical signals, not financial advice or trade recommendations.
  • Always cross-check unusual flow against price action, news catalysts, liquidity, and risk controls.

Key Discovery

This real/lottery separation was discovered during live portfolio management when RXRX showed P/C 0.35 (looks extremely bullish) but was actually 84% lottery calls at $0.01-$0.09. The "bullish signal" was noise. This skill prevents that mistake.

Pricing

Free: Basic P/C ratio for 3 tickers Full bundle — $29 one-time: Real/lottery separation + anomaly detection + per-expiry + unlimited tickers → https://jaehyunpark.gumroad.com/l/tcyahy

Author

Built from a real trading mistake that cost money. The real/lottery discovery is documented and battle-tested across 17 tickers over 2+ months.

Use it

Copy one of these into your project. Installing also returns the manifest and these snippets.

yaml
targets:
  - https://api.opensmartroute.ai/api/v1/registry/sickn33-agentic-awesome-skills-options-flow-analyzer/manifest   # or paste the manifest below

Manifest

An Open Capability Manifest: the router reads it to know what this does, what it costs and when to pick it.

sickn33-agentic-awesome-skills-options-flow-analyzer.ocm.jsonjson
{
  "ocm": "1",
  "id": "sickn33-agentic-awesome-skills-options-flow-analyzer",
  "kind": "skill",
  "name": "options-flow-analyzer",
  "description": "Real vs lottery call separation for options P/C ratio analysis — prevents signal inversion from deep OTM noise",
  "publisher": "sickn33",
  "version": "1.0.0",
  "capabilities": {
    "domains": [
      "general"
    ],
    "tags": [
      "skill-md",
      "options",
      "sentiment-analysis",
      "trading",
      "polygon",
      "market-analysis",
      "skills-sh"
    ],
    "languages": [
      "en"
    ]
  },
  "quality_prior": 0.6,
  "examples": [
    "Real vs lottery call separation for options P/C ratio analysis — prevents signal inversion from deep OTM noise"
  ],
  "primary": false,
  "metadata": {
    "source": {
      "provider": "skills.sh",
      "repository": "https://github.com/sickn33/agentic-awesome-skills",
      "path": "skills/options-flow-analyzer/SKILL.md",
      "ref": "HEAD",
      "url": "https://github.com/sickn33/agentic-awesome-skills/blob/HEAD/skills/options-flow-analyzer/SKILL.md",
      "key": "sickn33/agentic-awesome-skills/skills/options-flow-analyzer/SKILL.md"
    }
  },
  "instructions": "# Options Flow Analyzer\n\nAnalyze options chain data with real vs lottery call separation — the key insight that prevents P/C ratio misinterpretation. Uses Polygon.io API.\n\n## When to Use\n\n- Use when raw put/call ratios appear bullish or bearish but may be distorted by cheap deep OTM contracts.\n- Use when comparing options flow across watchlists, holdings, sectors, or event-driven names.\n- Use when you need to separate institutional hedging from speculative lottery-ticket activity.\n- Use when tracking options anomalies against a recent baseline.\n\n## What it does\n\nStandard P/C ratio analysis is ",
  "cost": {
    "context_tokens": 833
  }
}

Fetch it by URL: GET /api/v1/registry/sickn33-agentic-awesome-skills-options-flow-analyzer/manifest?version=1.0.0

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