Agent skill · data analytics · jeremylongshore
analyzing-options-flow
Track crypto options flow to identify institutional positioning and
Why this skill is useful
Provides specific commands and workflows for analyzing crypto options flow that the AI wouldn't reliably generate on its own.
What it needs
Requires python installed locally. Requires bybit, deribit, okx account access. About 4k tokens when loaded. Last updated 2026-08-07. 2,604 stars on the source repository.
What this skill does
Analyzing Options Flow Overview Track and analyze crypto options flow on centralized derivatives exchanges (Deribit, OKX, Bybit) to identify institutional positioning, gauge market sentiment, and detect unusual activity in BTC and ETH options markets. Prerequisites API credentials for at least one crypto derivatives exchange (Deribit API key recommended; OKX or Bybit as alternatives) Python 3.8+ with requests and websocket-client libraries installed Optional: pandas and numpy for advanced statistical analysis of flow data Understanding of options terminology: strike price, expiry, implied volatility, delta, gamma, open interest, and premium Network access to exchange WebSocket feeds for real-time flow monitoring Instructions 1. Load exchange API credentials from ${CLAUDESKILLDIR}/config/crypto-apis.env using the Read tool to authenticate against derivatives exchange endpoints. 2. Run Bash(crypto:options-) to connect to the Deribit options data feed and pull the current options chain for BTC or ETH, including all active strikes and expiries. 3. Retrieve open interest data across all strike prices and expiration dates to build an open interest heatmap showing where positions are concentrated. 4. Calculate the aggregate put/call ratio by volume and by open interest to assess overall market sentiment (ratio above 1.0 indicates bearish bias; below 1.0 indicates bullish). 5. Filter for block trades exceeding a configurable notional threshold (e.g., $500K+) to isolate institutional-sized activity from retail noise. 6. Analyze the implied volatility term structure across expiry dates to detect vol compression (potential breakout ahead) or vol expansion (uncertainty increasing). 7. Track max pain levels for upcoming expiries by computing the strike price at which the most options expire worthless, indicating likely price magnetism near expiry. 8. …
How to use it
Reference it in AdaL, Claude Code, Cursor or any coding agent — nothing to install:
@skills jeremylongshore/analyzing-options-flow