How to Use Options Flow for Swing Trading
Learn how to filter out intraday noise and identify high-conviction, long-dated institutional positions for swing trading with options flow.
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.
56.5%
of pool contracts hit +50% before expiration, more than half. About 3 in 4 hit +20%.
N=1,535 expired pool contracts, scan dates Aug 24 to Oct 15, 2026.
5x
the open interest: median 4,750 per contract vs 906 before the liquidity rule
N=2,155 pool contracts Aug 24 to Oct 29, 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 35.2% 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=1,535 expired pool contracts, scan dates Aug 24 to Oct 15, 2026. 3 trading days: N=1,922, scan dates Aug 24 to Oct 22, 2026. A hit is a touch of the level, not profit kept.
Better contracts
| Now | Before | |
|---|---|---|
| Median open interest | 4,750 | 906 |
| Median session volume | 874 | 232 |
| Open interest, thinnest 10% | 1,585 | 29 |
| No fill at 10:00 ET (study) | 6.1% | 40.5% |
Now: N=2,155 pool contracts Aug 24 to Oct 29, 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.
WMT BULL $125C Nov 20 '26. The institutional flow shows aggressive positioning in out-of-the-money call options, capturing a significant premium block of $11,348,161 as the underlying spot trades at $121.25. This volume concentrates heavily ahead of the November 19, 2026, third-quarter earnings release, where the market is pricing in structural valuation tailwinds from the Mexico Walmart+ expansion and holiday traffic. Risk factor: The stock is currently trading at a premium valuation of over 41x forward earnings, which leaves limited margin for error if holiday consumer spending or margins fall short of elevated Street expectations.
VRT BULL $250C Nov 20 '26. The institutional options flow reveals aggressive positioning targeting the $250 strike, capitalizing on a recent -3.3% minor pullback to build exposure following a blowout Q3 earnings report where organic orders doubled and management sharply upgraded full-year guidance. This substantial premium concentration highlights robust demand for liquid-cooling infrastructure plays amidst accelerating AI hardware spending. Risk factor: Potential near-term consolidation if broader macroeconomic concerns or sector-wide AI capital expenditure fears temporarily damp investor enthusiasm.
TXN BULL $320C Nov 20 '26. The institutional flow displays highly targeted positioning toward the $320 strike, capitalizing on strong structural support from a recent Q3 earnings beat and positive gross margin expansion to 64.2%. This volume leverages growing confidence in analog chip demand fueled by industrial and AI data center buildouts. Risk factor: Near-term headwind risks remain around broader automotive sector recovery timing and high valuation multiples relative to fair value.
PG BULL flow shows concentrated institutional call buying following a strong quarterly earnings beat and subsequent analyst upgrade. This aggressive call positioning leverages the stock's recent break above key declining resistance levels, establishing a supportive technical backdrop alongside steady dividend appeal. Risk factor: persistent inflationary cost pressures from commodities and fuel could compress gross margins if volume growth slows.
PEP BULL flow shows heavy premium concentration in near-the-money calls as institutions positioning for a sustained technical rebound off the stock's 52-week low near $123.47. This bullish bias is fundamentally supported by a defensive sector rotation into cheap consumer staples with high dividend yields, coupled with valuation-driven recovery expectations after its recent guidance cut and North American structural reset. Risk factor: potential margin pressure and continued volume sluggishness in the North American snacks and beverage divisions.
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 filter out intraday noise and identify high-conviction, long-dated institutional positions for swing trading with options flow.
Read more →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 →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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