options-flow-unusual
ActiveTool of The Stall
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
}Parent server
The Stall
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