Agentic Trading
GammaRips scans 5,230+ tickers overnight for unusual options flow and curates it down to a small, high-signal pool, served to Claude, ChatGPT, or your own agent over MCP. Your agent analyzes. You decide.
5,230+ tickers scanned nightly · curated bullish pool · no hindsight data · public paper-traded receipts
you ▸ anything worth a look in the pool today?
get_regime_context()get_pool(view="enriched")query_outcomes()agent ▸ Regime rail passes. 42 bullish names in the pool. Three mid-delta setups have the cleanest flow. Their outcomes range widely: strong peaks on the winners, most fade without an exit plan. Which risk profile do you want to dig into?
Illustrative agent session. Not live data, not a recommendation.
I trade my own tool every morning. $39/mo gets your agent the same data.
That is my own process, not a signal to follow. Your agent reasons over the same data and reaches its own conclusion. The public receipts are paper-traded and educational only.
TTMI BULL $180C Aug 21 '26. The institutional flow shows significant accumulation in long-term, out-of-the-money call options, highlighting strong conviction in the firm's transition to a premium AI hardware and defense electronics supplier. This directional flow aligns with accelerating multi-quarter earnings leverage and growing backlog tailwinds. Risk factor: Capital-intensive capacity expansions at new fabrication facilities could pressure short-term free cash flow if macro demand softens.
TSEM BULL $300C Aug 21 '26. The institutional flow shows massive premium concentration in deep out-of-the-money long-dated calls, reflecting strong conviction following the semiconductor foundry's announced $3 billion expansion in Japan to support high-growth AI infrastructure demand. This directional positioning is supported by a significant upward revision of management's 2028 revenue and profit guidance, alongside favorable technical breakouts. Risk factor: Execution risks associated with the massive capital expenditure program and potential delays in achieving the 2027-2029 operational milestones.
SLS BULL $14C Jul 31 '26. Institutional options flow shows aggressive accumulation of short-dated, out-of-the-money call premium as Sellas Life Sciences enters a quiet period ahead of its highly anticipated Phase 3 REGAL trial data readout in acute myeloid leukemia. This concentration of call volume reflects heavy speculative momentum and anticipation of positive clinical results or potential strategic partnerships. Risk factor: The upcoming trial readout presents a high-beta binary risk, where any failure to meet the primary overall survival endpoints would likely lead to a severe downside re-pricing.
RDDT BULL $200C Aug 21 '26. Institutional flow concentrated heavily in deep out-of-the-money call options, indicating aggressive, long-term bullish positioning as the stock stabilizes around the $185.84 spot level. This massive premium deployment aligns with anticipation surrounding the upcoming July 30 earnings announcement and follows recent positive sell-side initiation by Wedbush. Risk factor: Tech sector valuation multiple compression and ongoing pre-arranged insider stock sales could limit short-term upside momentum prior to the earnings release.
MMM BULL $175C Aug 21 '26. The substantial call premium concentrated at the out-of-the-money $175 strike highlights aggressive institutional positioning following a major Q2 earnings beat and full-year guidance raise. The bullish positioning targets a breakout above key psychological resistance, supported by expanding margins and upgraded organic sales growth forecasts. Risk factor: potential profit-taking in the broader industrial sector could temporarily stall the stock's upward trajectory before reaching the strike.
The market prints hundreds of unusual-flow names a night. The engine scores and cuts them to a pool your agent can actually reason over, with flow, technicals, and context attached.
For every historical setup: what was actually possible. The best it hit, the worst it fell, the full path. Wins and losses both. Your agent learns how these contracts really behave.
There is no pick endpoint. On purpose. 9 MCP tools return data and methodology; your agent reasons to its own contract. A thousand users, a thousand different conclusions.
If you bought every contract in our pool every morning with a fixed exit, you would lose money. We know because we tested it, and we publish the ledger. The pool is where opportunity concentrates, and the outcome data shows the winners are in there. But which ones, and how they're traded, is analysis. That's your agent's job. Anyone who sells you a shortcut past that step is selling you a story.
Open Source
The harness is the open-source agentic trading loop. Your agent reads the curated pool, reasons to one contract candidate a day (or none), designs its own exit, and journals every decision. The harness is free. The data is the $39/mo MCP key. A workflow, not a signal service.
# 1. Clone the open-source harness
git clone https://github.com/DevDizzle/gammarips-harness.git
cd gammarips-harness
# 2. Subscribe at gammarips.com/pricing, then mint your MCP key at gammarips.com/account
export GAMMARIPS_MCP_KEY="<your key>"
# 3. Open in Claude Code, then run the daily loop:
# /morning-pool → /select-contract → /exit-plan → /trade-journalWe run experiments on our own data and publish the results (hypothesis, method, sample size, verdict), including the ideas that got killed. It's how the pool's methodology earns its keep, in public.
Read the experiments →How the engine reads institutional options flow: methodology, research, and plain-English explainers.
Learn how to audit institutional options sweeps and block trades at the 9:30 AM ET open using AI agents and systematic data validation filters.
Read more →Why raw LLMs fail at options analysis, and how the Model Context Protocol lets your AI agent query a hard-curated options-flow pool, point-in-time features, and realized outcome data directly.
Read more →Stop chasing fake unusual options alerts. Discover how we dissect dark pool flow and option mechanics to separate institutional hedging from real directional bets.
Read more →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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