options-flow-unusual

Active

declared in 4.82.0

Detects unusual options activity via CBOE delayed data — flags contracts where volume/OI ratio exceeds threshold (institutional sweep signal), ranks top flows by notional value, and returns a BULLISH_SWEEP/BEARISH_SWEEP/NEUTRAL interpretation. No API key required.

Parameters schema

{
  "type": "object",
  "$schema": "http://json-schema.org/draft-07/schema#",
  "properties": {
    "top_n": {
      "type": "integer",
      "description": "Number of top unusual contracts to return per side (calls and puts). Default 5."
    },
    "ticker": {
      "type": "string",
      "description": "US equity or index ticker. Examples: AAPL, SPY, TSLA, NVDA, QQQ."
    },
    "min_ratio": {
      "type": "number",
      "description": "Minimum volume/OI ratio to flag as unusual. Default 5.0 (volume is 5× outstanding OI). Lower to 2.0 for more sensitive detection on liquid tickers."
    },
    "min_volume": {
      "type": "integer",
      "description": "Minimum volume threshold to include a contract in unusual screening. Default 100 to filter noise."
    },
    "days_to_exp": {
      "type": "integer",
      "description": "Only consider options expiring within this many calendar days. Default 60 (near-term flow). Set to 365 for LEAPS sweep detection."
    }
  },
  "additionalProperties": false
}

What this tool wraps· 0 endpoints

min confidence0.70 0.50

No endpoints wrapped at confidence ≥ 0.70.

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