Agent skill · business finance · sickn33
options-flow-analyzer
Real vs lottery call separation for options P/C ratio analysis — prevents signal inversion from deep OTM noise
Why this skill is useful
Provides niche analysis techniques for options trading that the AI wouldn't reliably generate on its own.
What it needs
Requires websearch installed locally. Requires polygon.io account access. About 2k tokens when loaded. Last updated 2026-08-07. 44,571 stars on the source repository.
What this skill does
Options Flow Analyzer Analyze options chain data with real vs lottery call separation — the key insight that prevents P/C ratio misinterpretation. Uses Polygon.io API. When to Use Use when raw put/call ratios appear bullish or bearish but may be distorted by cheap deep OTM contracts. Use when comparing options flow across watchlists, holdings, sectors, or event-driven names. Use when you need to separate institutional hedging from speculative lottery-ticket activity. Use when tracking options anomalies against a recent baseline. What it does Standard P/C ratio analysis is misleading. A P/C of 0.35 looks "extremely bullish" but may be 84% lottery calls ($0.01-$0.09 OTM options). This skill separates: Real calls: Strike price within 5% of stock price, meaningful premium Lottery calls: Deep OTM, cheap premium, speculative bets Real puts: Actual hedging activity Lottery puts: Cheap downside bets Analysis Output For each ticker: Real P/C ratio (excludes lottery noise) Lottery percentage (what % of volume is speculation) Per-expiry breakdown (weekly vs monthly vs LEAPS) Anomaly detection: P/C shifts >0.3, Call OI surges >30%, IV spikes >20% Sentiment classification: Bullish/Bearish/Neutral with confidence Example Output Configuration Requirements Polygon.io API key (free tier covers basic data; paid tier for full chain) WebSearch for cross-verification Limitations Options data can be delayed, incomplete, or unavailable depending on the Polygon.io plan. Heuristics such as premium and delta thresholds need adjustment for ticker price, volatility, and expiry. Sentiment classifications are analytical signals, not financial advice or trade recommendations. Always cross-check unusual flow against price action, news catalysts, liquidity, and risk controls. Key Discovery This real/lottery separation was discovered during live portfolio management when RXRX showed P/C 0.35 (looks extremely bullish) but was actually 84% lottery calls at $0.01-$0.09. The "bullish signal" was noise. …
How to use it
Reference it in AdaL, Claude Code, Cursor or any coding agent — nothing to install:
@skills sickn33/options-flow-analyzer