Options Flow & Vol/OI Anomaly Radar

Institutional tape scanner inspired by public options APIs. Filter high-conviction golden sweeps, analyze real Black-Scholes Greeks exposure, and spot volume anomalies.

Market Presets:

Net Bullish Flow

$0.0M

0% calls at ask

Net Bearish Flow

$0.0M

0% puts at ask

Vol / OI Anomalies

0

New positioning surge

Golden Sweeps

0

High urgency institutional

NVDA $135 Call • 21d DTE Bullish Sweep

Premium Size: $1,450,000
Contracts / Fill: 2,500 @ $5.80 (ASK)
Vol vs Open Interest: 14,200 / 3,100 (4.58x)
Underlying Spot: $128.50
Breakeven Price: $140.80 (+9.5%)
Exchange Type: Multi-Exchange SWEEP

Delta (Δ)0.42

Gamma (Γ)0.031

Theta (Θ/d)-$0.12

Vega (ν)$0.18

IV (Implied Vol)54.2%

Simulated P&L$0

Time	Ticker	Strike	Type	Expiry	DTE	Side	Premium	Vol / OI	Signal

Displaying 24 detected institutional options flow entries.

What is a Vol / OI Anomaly?

When daily options trading volume significantly exceeds existing Open Interest (Vol/OI > 1.5x), it mathematically indicates brand-new position creation rather than existing positions being unwound or closed.

How to Identify a Golden Sweep

A Golden Sweep is an institutional order executed across multiple exchanges simultaneously, aggressively filled at or above the Ask price, with premium exceeding $500k and volume surpassing total open interest.

Real-Time Greeks & Shift Test

Use the Underlying Shift slider to model how instantaneous changes in spot stock prices impact Delta, Gamma leverage, and breakeven P&L across all active orders on the radar.

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