unusual-options-scan

What problem does it solve?

Unusual-options-scan turns daily end-of-day options chain data into a focused watchlist of US large-cap tickers showing anomalous options activity, helping you identify where smart-money positioning may be building ahead of catalysts.

Core Features & Use Cases

• Find contract-level anomalies: Detects high Vol/OI spikes, far-out-of-the-money short-dated “lottery ticket” accumulation patterns, and extreme call/put skew.
• Rank by institutional-grade signals: Filters by per-contract volume and notional size, and flags when total options notional is outsized versus the stock’s average dollar ADV.
• Confirm persistence cross-day: Uses accumulated history to categorize prior-day flags into strong growth, partial retention, or closed-out noise based on overnight open-interest (OI) change.
• Use case: Run it after market close to generate a daily “follow the flow” list of tickers worth deeper fundamental/news research, especially when you suspect M&A, earnings, or other catalyst activity is leaking through options first.

Quick Start

Use the unusual-options-scan skill to scan US large caps after the close and return the top anomalous tickers with cross-day OI confirmation.