How to Analyze Options Flow
Learn how to analyze options flow to track institutional smart money. Isolate blocks vs sweeps, compare volume to open interest, and build a checklist.
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.
57.0%
of pool contracts hit +50% before expiration, more than half. About 3 in 4 hit +20%.
N=1,489 expired pool contracts, scan dates Aug 24 to Oct 8, 2026.
5x
the open interest: median 4,727 per contract vs 906 before the liquidity rule
N=1,849 pool contracts Aug 24 to Oct 20, 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, 58.3% hit +20% and 35.3% 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=1,489 expired pool contracts, scan dates Aug 24 to Oct 8, 2026. 3 trading days: N=1,720, scan dates Aug 24 to Oct 15, 2026. A hit is a touch of the level, not profit kept.
Better contracts
| Now | Before | |
|---|---|---|
| Median open interest | 4,727 | 906 |
| Median session volume | 998 | 232 |
| Open interest, thinnest 10% | 1,581 | 29 |
| No fill at 10:00 ET (study) | 6.1% | 40.5% |
Now: N=1,849 pool contracts Aug 24 to Oct 20, 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.
SNOW BULL $350C Nov 20 '26. The institutional flow demonstrates a significant accumulation of longer-term upside exposure, concentrating premium heavily in the $350 strike calls expiring late next year as the underlying spot trades at $319.61. This large-scale positioning occurs as the stock stabilizes off its immediate technical support levels in the absence of a distinct fundamental catalyst. Risk factor: Potential underperformance or prolonged consolidation if broader enterprise software spending trends soften before the technical breakout gains structural momentum.
ORCL BULL $140C Nov 20 '26. The institutional flow shows significant accumulation of long-term upside call premium concentrated at the $140 strike, representing a highly directional play after a steep 12% monthly drawdown driven by macro credit anxieties and tech sector deleveraging. This aggressive long-horizon position targets a recovery toward previous trading ranges as the underlying finds a technical floor near $131. Risk factor: Continued high sensitivity to broader AI industry debt concerns and macroeconomic interest rate shifts that could cap the technology sector's multiple expansion.
MU BULL $980C Nov 20 '26. Massive institutional call accumulation targeted the far out-of-the-money strike after a recent consolidation, positioning for a resumption of the primary uptrend driven by tight high-bandwidth memory supply and long-term pricing agreements. Risk factor: Increased competitive pressure from state-backed Chinese DRAM manufacturers and broader sector-level volatility could compress valuations and delay the anticipated price recovery.
MRVL BULL $270C Nov 20 '26. The institutional flow shows significant premium concentration in the out-of-the-money November 2026 calls, signaling multi-month confidence in Marvell's ongoing AI hardware expansion and custom silicon opportunities. Risk factor: General macroeconomic headwinds and valuation multiple contraction across the semiconductor sector could stall the stock's recovery toward the strike boundary.
INTC BULL $100C Nov 20 '26. The institutional flow reveals significant premium concentration in long-dated, out-of-the-money calls, aligning with renewed investor confidence following JPMorgan's upgrade to Neutral and the expansion of Xeon processor support for complex agentic AI models. This massive accumulation of upside exposure points to a robust, long-term directional conviction that anticipates structurally higher CPU demand through 2027. Risk factor: Any execution delays in Intel's manufacturing foundry or weaker-than-expected margins in the upcoming third-quarter earnings report could derail this recovery narrative.
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.
Learn how to analyze options flow to track institutional smart money. Isolate blocks vs sweeps, compare volume to open interest, and build a checklist.
Read more →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 →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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