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Institutional Options Flow Scanner — A Reusable Methodology

A complete, vendor-agnostic methodology for detecting unusual options activity (UOA), classifying market regimes, scoring smart-money flow, and mechanically selecting optimal long-call / long-put contracts on a fixed per-trade budget. Built around the Public.com brokerage API for chain data and execution, with an optional Unusual Whales overlay for institutional-grade flow context.

Every formula, threshold, and decision tree is provided in plain text so it can be implemented in any language — or followed manually — from pre-market regime classification through technical-analysis strike selection, position sizing, scenario modeling, and post-trade review.

→ Full methodology: METHODOLOGY.md


What's inside

Phase Topic
1 Market regime classification (SPY / QQQ / IWM)
2–4 Chain-level → expiration-level → contract-level UOA detection
5 Greeks optimization (delta / gamma / theta / vega filters)
6 Smart-money detection (V/OI, sweeps, GEX)
7 Composite conviction scoring & ranking
8 Scenario modeling & risk (Taylor approximation, Kelly sizing)
9 Output format
10 Unusual Whales MCP integration (flow, congress, darkpool, insider)
11–12 Worked example: a full live run (historical, illustrative only)
14 Technical analysis integration & optimal strike selection
15 Consolidation & accumulation detection
16 $1,000 per-trade position sizing & risk framework
17 Options order flow integration & directional bias
18 Maximum profit contract selection engine
19 Complete trade execution workflow (pre-market → close)

Plus four appendices covering the OSI symbol format, Public.com API response schemas, a consolidated formula reference, and an Unusual Whales cross-reference methodology.


How to use

  1. Read it. The doc is self-contained; no external dependencies required to understand it.
  2. Implement it. Every formula is written out. Wire up the Public.com API calls listed in Section 1, then walk Phases 1→9 for each scan.
  3. (Optional) Overlay Unusual Whales. Phase 10 and Appendix D describe how to enrich the scan with institutional flow, congressional trades, dark pool, and insider data.
  4. Follow the Execution Checklist (between Appendix D and Phase 14) end-to-end on each run.
  5. Apply Phase 19 for the full pre-market → entry → management → exit workflow.

You will need your own Public.com API credentials — see Section 1 for the authentication flow. This repo contains no secrets.


Disclaimer

This is educational methodology, not financial advice.

Options trading involves substantial risk of loss. Any dated examples, ticker mentions, congressional-trade commentary, or "live intelligence" reports in the methodology are historical worked examples for illustrative purposes only — they are not current trade ideas. Past performance does not guarantee future results. You are solely responsible for your own research, risk management, and trading decisions. Consult a licensed financial advisor before acting.


Attribution

This methodology does not redistribute proprietary data from either vendor; it references their public APIs and documentation. Users should comply with each vendor's Terms of Service.


License

MIT — use it, fork it, adapt it. Attribution appreciated but not required.

About

Institutional options flow scanner & UOA detection methodology — built around the Public.com API with optional Unusual Whales overlay. Educational, not financial advice.

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