How to Read Options Volume vs Open Interest
Master options volume vs open interest to distinguish between temporary intraday liquidity spikes and high-conviction institutional accumulation.
Read more →Options data for your AI agent
Every trading night, your AI gets fresh calls with deep books from the 100 most liquid US stocks, and the history to set the target and the stop. It builds the plan with you. You decide.
11 of 14
real-money trades closed at a profit, +$2,263 net
Claude Code trading the GammaRips pool. Every trade, entries Sep 14 to Oct 2, 2026.
54.6%
of pool contracts hit +50% before expiration, more than half. About 3 in 4 hit +20%.
N=793 expired pool contracts, scan dates Aug 24 to Oct 1, 2026.
5x
the open interest: median 4,705 per contract vs 906 before the liquidity rule
N=1,725 pool contracts Aug 24 to Oct 15, 2026 vs N=3,501 over the 60 scan days before the rule.
Then $29/mo, the founding price. Cancel anytime. The website stays free.
Past results: real-money trades and historical pool data. Educational only. Not investment advice.
Three steps from install to a trade plan you can act on.
Add it to Claude, ChatGPT, Cursor, or Codex in about a minute. Start the 30-day free trial, then sign in or paste your key, and every pro tool turns on.
Your AI reads last night's pool, checks fresh liquidity and the earnings date for each candidate, and sets the target and the stop from the exit lab: how often past pool contracts hit each level.
You get 1 to 3 candidates, each with entry, target, stop, maximum loss, and a size that fits your risk. Or a reasoned no-trade. You place the order in your own brokerage.
you ▸ build me a trade plan for today. Max risk $300.
get_market_calendar_status()get_regime_context()get_pool(view="enriched")get_signal(view="earnings")get_liquidity()query_outcomes(view="harvest")AI ▸ The market is open and the regime rail passes. Two names in last night's pool clear the liquidity and earnings checks. Plan for candidate A: limit near the $4.50 mid at about 10:00 ET. Target +50% ($6.75), set from the exit lab history. Stop −30% ($3.15). Size: 2 contracts, maximum loss $270, inside your $300 budget. Want the plan for candidate B too, or will you place this one?
Illustrative session. Not live data, not a recommendation.
Using Gemini CLI, Grok, or another MCP client? Install steps for every client.
Real-money trades, the history of every pool contract, and the contracts themselves. Each number shows its sample size and its window.
Live record
11 of 14
trades closed at a profit
+$2,263
net realized
10 of 14
closed at the agent's pre-set target
+24.5%
median trade, on premium
Every trade, wins and losses: N=14, entries Sep 14 to Oct 2, 2026. Realized fills from the broker.
The exit lab
Fast moves too: within 3 trading days, 59.5% hit +20% and 36.3% hit +50%. Contracts swing both ways, so the exit plan decides the result. Your AI sets the target and the stop from this history.
N=793 expired pool contracts, scan dates Aug 24 to Oct 1, 2026. 3 trading days: N=1,613, scan dates Aug 24 to Oct 12, 2026. A hit is a touch of the level, not profit kept.
Better contracts
| Now | Before | |
|---|---|---|
| Median open interest | 4,705 | 906 |
| Median session volume | 1,069 | 232 |
| Open interest, thinnest 10% | 1,606 | 29 |
| No fill at 10:00 ET (study) | 6.1% | 40.5% |
Now: N=1,725 pool contracts Aug 24 to Oct 15, 2026. Before: N=3,501 over the 60 scan days before the rule. No-fill figures come from a 60-session study ending Aug 14, 2026.
Past results: real-money trades and historical pool data. Educational only. Not investment advice.
A few names from the latest pool, in no order. Every name is free to read on this site. Your AI gets the full pool, with liquidity checks and the exit lab, on Agent Access. Nothing here is a recommendation.
ETN BULLISH flow demonstrates aggressive institutional positioning, concentrating substantial premium in call options during a minor technical pullback. This options flow highlights strong structural confidence in the company's power management and data center growth story despite short-term multiple compression across the industrial sector. Risk factor: Continued macro headwinds from rising Treasury yields could further pressure high-multiple industrial equities, temporarily delaying a reversal back to recent highs.
CSCO BULL $120C Nov 20 '26. Institutional options flow aggressively targeted the long-term $120 strike with over $34.4 million in premium, positioning for a major recovery following a temporary 3.5% pullback in the underlying shares. This massive bullish positioning materializes as the stock consolidates near its 200-day moving average, utilizing the dip as an accumulation window for Cisco's multi-year AI-networking and optical hardware upgrade cycles. Risk factor: Slower software-renewal rates or a broader cooling of enterprise IT capital expenditure could delay the anticipated breakout timeline.
ADBE BULL $260C Nov 20 '26. The institutional flow shows significant premium concentration in out-of-the-money calls targeting a recovery, capitalizing on a rotation from capital-intensive infrastructure into cash-rich enterprise software names following hot inflation data. This aggressive call buying suggests anticipation of a near-term trend reversal as the stock attempts to establish a technical bottom after a steep year-to-date decline. Risk factor: Persistent negative sentiment from Wall Street analysts citing competitive pressures from lightweight AI creative tools could limit near-term upside and pressure the underlying spot price.
V BULL $420C Nov 20 '26. The institutional flow shows aggressive positioning in out-of-the-money call options, Concentrating premium over $13.8M as the underlying stock breaks through key moving averages and tests multi-month highs prior to its late-October earnings catalyst. Risk factor: High valuation multiples and macro-driven shifts in global payment volumes could trigger a sudden reversal if upcoming quarterly metrics fail to match elevated street expectations.
UNH BULL $420C Nov 20 '26. The institutional flow shows massive premium concentration in long-dated out-of-the-money calls, capturing investor optimism following a definitive Q3 earnings beat and raised full-year guidance. This position targets a sustained recovery above major technical resistance levels as the company's margin-improvement strategy takes hold. Risk factor: Persistent pressure from declining insurance membership and elevated commercial medical utilization trends could cap the stock's upside momentum before reaching the target strike.
The engine runs this rule every trading night, at 23:00 ET.
Liquidity decides membership. The engine ranks the most liquid names, keeps the bullish ones, and chooses one call in each on contract liquidity: deep open interest and real session volume. Your AI plans trades it can enter and exit near the quote. If we ranked the most liquid contracts instead, you would get SPY and QQQ every day.
Each contract arrives with its flow data, technicals, catalyst, and news context, all point-in-time. Earnings dates are not screened out of the pool, so your AI checks each candidate's earnings date before it plans a trade.
Pick your client. Start the 30-day free trial of Agent Access ($29/mo after), then paste your key, or add the pro endpoint and sign in if your client cannot send one. Every tab reaches the same 9 tools. Want to look first? The free tier needs no card and no key.
One command. No card, no key, no signup.
Add the server, then ask Claude for a morning brief.
claude mcp add --transport http gammarips https://mcp.gammarips.com/mcpAll paid tools, and the harness loop. Add the same server with your key.
Mint your key on the account page after the trial starts. Paste it with no spaces and no newline.
claude mcp add --transport http gammarips https://mcp.gammarips.com/mcp \
--header "Authorization: Bearer YOUR_API_KEY"Or skip the key and sign in. Add the /pro endpoint, then run /mcp inside Claude Code and authenticate.
claude mcp add --transport http gammarips https://mcp.gammarips.com/proOr clone the harness: its .mcp.json reads GAMMARIPS_MCP_KEY from your shell.
The Python SDK connects the same way. Steps are on the developer docs.
How the engine builds the pool: methodology, research, and plain-English explainers.
Master options volume vs open interest to distinguish between temporary intraday liquidity spikes and high-conviction institutional accumulation.
Read more →Learn how to build a custom Python MCP server to feed real-time options sweeps, blocks, and institutional flow directly to Claude Desktop and AI trading agents.
Read more →Understand the key differences of options block trade vs sweep. Learn how to track institutional smart money, filter noise, and spot aggressive orders.
Read more →Install GammaRips in the AI you already use, then start your free trial. Ask for a plan before the next open.
Then $29/mo, the founding price. Cancel anytime. The website stays free.
The GammaRips weekly briefing — engine state, the latest Lab experiment, and what the pool's outcome data showed. No firehose, no FOMO.
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