# Options Flow Analyzer Plugin

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

```bash
/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:

```json
{
  "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 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
- **Rolling positions**: Extending timeframe

### Confidence Scoring

```javascript
confidence = base_score
  + (premium > $1M ? 20 : 0)
  + (is_sweep ? 15 : 0)
  + (multiple_exchanges ? 10 : 0)
  + (opening_position ? 10 : 0)
  + (smart_strike_selection ? 15 : 0)
```

## Alert Types

### Critical Alerts

- **Gamma Squeeze Setup**: Short gamma > $2B
- **Institutional Accumulation**: Multiple $1M+ trades
- **Massive Sweep**: >$5M premium sweep order
- **Expiry Concentration**: Large near-expiry positions

### Warning Alerts

- **Unusual Volume**: 10x average volume
- **Large Premium**: >$500K single trade
- **Position Unwinding**: Large closing trades
- **Volatility Spike**: Implied volatility surge

### Informational Alerts

- **Daily Summary**: Top flows of the day
- **Strike Concentration**: Highest open interest
- **Sentiment Shift**: P/C ratio changes
- **Dealer Rehedging**: Gamma-driven flows

## Data Sources

### Primary

- **OPRA**: Official options trade data
- **CBOE**: Chicago Board Options Exchange
- **ISE**: International Securities Exchange
- **PHLX**: Philadelphia Stock Exchange

### Alternative

- **Unusual Whales**: Unusual activity feed
- **FlowAlgo**: Real-time flow data
- **OptionsFlow.com**: Institutional tracking
- **Market Chameleon**: Analytics platform

## Performance Optimization

### Caching Strategy

- Flow data: 5-second cache
- Greeks calculation: 1-minute cache
- Historical averages: 1-hour cache
- Chain data: 30-second cache

### Data Processing

- Streaming architecture
- Parallel greek calculations
- Batch flow aggregation
- Incremental updates

## Best Practices

### For Day Trading

- Focus on near-expiry flows
- Monitor gamma flip points
- Track intraday sweeps
- Watch for squeeze setups

### For Swing Trading

- Analyze weekly flow trends
- Track institutional accumulation
- Monitor unusual activity
- Follow smart money

### For Position Trading

- Focus on quarterly expiries
- Track large block trades
- Analyze dealer positioning
- Monitor max pain levels

## Troubleshooting

### No Flow Data

- Check API credentials
- Verify market hours
- Confirm symbol validity
- Review rate limits

### Incorrect Greeks

- Update volatility surface
- Check interest rates
- Verify time to expiry
- Validate price inputs

### Missing Alerts

- Review threshold settings
- Check notification config
- Verify webhook URL
- Test email delivery

## Advanced Features

### Machine Learning

- Flow pattern recognition
- Predictive signals
- Anomaly detection
- Success rate tracking

### Backtesting

- Historical flow analysis
- Signal performance
- Strategy validation
- Risk assessment

### Portfolio Integration

- Position Greeks overlay
- Hedging recommendations
- Risk metrics calculation
- P&L attribution

## Performance Metrics

- Flow processing: < 100ms latency
- Greek calculations: < 50ms per chain
- Alert generation: < 10ms
- Data throughput: 10,000+ flows/second
- Accuracy: 99.9% flow capture

## Contributing

Part of Claude Code Plugins marketplace.

1. Fork repository
2. Create feature branch
3. Add tests
4. Submit pull request

## License

MIT License - See LICENSE file

## Support

- GitHub Issues: [Report bugs](https://github.com/jeremylongshore/claude-code-plugins/issues)
- Discord: Claude Code community
- Documentation: API docs

## Changelog

### v1.0.0 (2024-10-11)

- Initial release
- Institutional flow tracking
- Unusual activity detection
- Gamma exposure analysis
- Real-time monitoring
- Smart money identification

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*Built with ️ for options traders by Intent Solutions IO*
