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
| 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.
- Read it. The doc is self-contained; no external dependencies required to understand it.
- 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.
- (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.
- Follow the Execution Checklist (between Appendix D and Phase 14) end-to-end on each run.
- 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.
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.
- Public.com API — brokerage, quotes, option chains, greeks, and order execution. Docs: https://public.com/api/docs
- Unusual Whales — optional institutional flow / congress / darkpool / insider data overlay. https://unusualwhales.com
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.
MIT — use it, fork it, adapt it. Attribution appreciated but not required.