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optionwhales

Query real-time option flow intelligence — intent momentum, trade clustering, and abnormal trade detection. Use when users ask about option flow, unusual opt...

v1.0.0
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Description


name: option-flow description: Query real-time option flow intelligence — intent momentum, trade clustering, and abnormal trade detection. Use when users ask about option flow, unusual options activity, institutional positioning, or market sentiment from derivatives. homepage: https://www.optionwhales.io metadata: {"openclaw": {"emoji": "🐋", "requires": {"bins": ["python3", "curl"], "env": ["OPTIONWHALES_API_KEY"]}, "primaryEnv": "OPTIONWHALES_API_KEY"}}

Option Flow Intelligence Skill

Query the OptionWhales Pro API for real-time institutional option flow analysis:

  • Intent Momentum — clustered option trades scored for directional intent, coherence, and momentum
  • Abnormal Trades — large or unusual option activity flagged in real-time

Free tier available! Sign up at https://www.optionwhales.io to get a free API key instantly — no credit card required. Free keys return the top 3 tickers and last 5 abnormal trades, enough to evaluate the data and build integrations. Upgrade to Pro for full access.

When to Use

✅ USE this skill when:

  • "What's the option flow on AAPL today?"
  • "Show me unusual options activity"
  • "What are institutions buying?"
  • "Is there bullish or bearish momentum in TSLA?"
  • "Show me the top momentum tickers"

When NOT to Use

❌ DON'T use this skill when:

  • Stock price quotes only → use a stock/market data skill
  • Historical stock charts → use a charting skill
  • GEX / gamma exposure queries → not exposed via Pro API
  • Open interest time series → not exposed via Pro API
  • Options pricing or Greeks calculation → use a quant tool
  • News/earnings analysis → use a news skill
  • Crypto or forex → this is US equity options only

Setup

Requires an OptionWhales API key.

  • Free key (no purchase): Sign up at https://www.optionwhales.io/settings/api-keys — returns top 3 tickers + last 5 abnormal trades
  • Pro key (subscription): Full access — all tickers, all fields, historical sessions, WebSocket stream
# Set the API key (works with either free or pro keys)
export OPTIONWHALES_API_KEY="ow_free_your_key_here"  # or ow_pro_...

API Reference

Base URL: https://api.optionwhales.io/v1

All requests require header: X-API-Key: $OPTIONWHALES_API_KEY

Current Flow Rankings

# Get today's intent momentum rankings (top tickers by conviction)
curl -s -H "X-API-Key: $OPTIONWHALES_API_KEY" \
  "https://api.optionwhales.io/v1/flow/current" | python3 -m json.tool

Response includes per-ticker: intent_primary (Directional/Gamma/LongVol/ShortVol/Mixed), direction_bias (bullish/bearish/neutral), intent_confidence (0-1), momentum_fast, momentum_slow, coherence_last, strength_last, key_strikes.

Ticker Detail (Clusters + Time Series)

# Get full intent detail for a specific ticker
curl -s -H "X-API-Key: $OPTIONWHALES_API_KEY" \
  "https://api.optionwhales.io/v1/flow/current/AAPL" | python3 -m json.tool

Returns: ranking (summary), clusters (strategy clusters with dollar Greeks), cluster_trades (individual trades), time_series (30-min momentum buckets).

Historical Sessions

# List available sessions
curl -s -H "X-API-Key: $OPTIONWHALES_API_KEY" \
  "https://api.optionwhales.io/v1/flow/sessions" | python3 -m json.tool

# Get a specific session's rankings
curl -s -H "X-API-Key: $OPTIONWHALES_API_KEY" \
  "https://api.optionwhales.io/v1/flow/2025-06-02" | python3 -m json.tool

# Get a specific ticker from a historical session
curl -s -H "X-API-Key: $OPTIONWHALES_API_KEY" \
  "https://api.optionwhales.io/v1/flow/2025-06-02/AAPL" | python3 -m json.tool

Momentum Rankings (Sorted)

# Top momentum tickers sorted by |momentum_fast|
curl -s -H "X-API-Key: $OPTIONWHALES_API_KEY" \
  "https://api.optionwhales.io/v1/momentum/rankings" | python3 -m json.tool

Momentum History

# Get momentum history for a specific ticker
curl -s -H "X-API-Key: $OPTIONWHALES_API_KEY" \
  "https://api.optionwhales.io/v1/momentum/AAPL/history" | python3 -m json.tool

Abnormal Trades

# Current session unusual/large option trades
curl -s -H "X-API-Key: $OPTIONWHALES_API_KEY" \
  "https://api.optionwhales.io/v1/abnormal-trades/current" | python3 -m json.tool

# Historical session abnormal trades
curl -s -H "X-API-Key: $OPTIONWHALES_API_KEY" \
  "https://api.optionwhales.io/v1/abnormal-trades/2025-06-02" | python3 -m json.tool

Account Usage

# Check current rate limit and usage stats
curl -s -H "X-API-Key: $OPTIONWHALES_API_KEY" \
  "https://api.optionwhales.io/v1/account/usage" | python3 -m json.tool

WebSocket — Real-Time Abnormal Trades (Pro Only)

# Connect to real-time abnormal trade stream
python3 -c "
import asyncio, websockets, json
async def stream():
    uri = 'wss://api.optionwhales.io/v1/ws/abnormal-trades?api_key=YOUR_PRO_KEY'
    async with websockets.connect(uri) as ws:
        # Optional: subscribe to specific tickers
        await ws.send(json.dumps({'type': 'subscribe', 'tickers': ['AAPL', 'NVDA', 'TSLA']}))
        async for msg in ws:
            data = json.loads(msg)
            if data['type'] == 'abnormal_trade':
                print(json.dumps(data['data'], indent=2))
asyncio.run(stream())
"

WebSocket message types:

  • abnormal_trade — new abnormal trade detected (contains full trade data)
  • heartbeat — periodic keepalive with ts timestamp
  • subscribed — confirmation after sending a subscribe message

Helper Script

A CLI wrapper is included for easy querying:

# Current flow rankings
python3 scripts/optionflow.py flow

# Flow for specific ticker
python3 scripts/optionflow.py flow --ticker AAPL

# Historical session flow
python3 scripts/optionflow.py flow --session 2025-06-02

# Momentum rankings
python3 scripts/optionflow.py momentum

# Top 5 momentum tickers
python3 scripts/optionflow.py momentum --top 5

# Current abnormal trades
python3 scripts/optionflow.py abnormal

# Historical abnormal trades
python3 scripts/optionflow.py abnormal --session 2025-06-02

Interpreting Results

Intent Types

Intent Meaning
Directional Net delta-dominant flow — strong directional bet
Gamma Gamma-dominant — positioning for rapid price moves
LongVol Buying volatility (long vega, positive theta risk)
ShortVol Selling volatility (short vega, positive theta)
Mixed No dominant Greek — conflicting signals

Direction Bias

  • bullish: Net positive delta flow
  • bearish: Net negative delta flow
  • neutral: Delta share below 15% of total flow

Confidence Score

0–1 scale combining flow coherence (how aligned the trades are) and strength (total dollar Greek magnitude). Above 0.7 is high conviction.

Momentum

  • momentum_fast (α=0.35): responsive to recent flow changes
  • momentum_slow (α=0.15): trend-smoothed
  • Positive = bullish acceleration, negative = bearish acceleration

Example Queries → Commands

User asks Command
"What's the flow today?" GET /v1/flow/current
"Show TSLA option activity" GET /v1/flow/current/TSLA
"Top momentum tickers" GET /v1/momentum/rankings
"Any unusual trades?" GET /v1/abnormal-trades/current
"Is AAPL bullish or bearish?" GET /v1/flow/current/AAPL → check direction_bias
"What sessions are available?" GET /v1/flow/sessions
"Show my API usage" GET /v1/account/usage

Notes

  • Data updates every 30 minutes during market hours (9:30 AM – 4:00 PM ET)
  • Final daily data available after 7:30 AM ET next trading day (with full OI deltas)
  • Free tier: 10 requests/minute, 200/day; top 3 tickers, last 5 abnormal trades, limited fields
  • Pro tier: 60 requests/minute, 5000/day; all tickers, all fields, WebSocket, historical sessions
  • US equity options only (no futures, crypto, or forex)
  • is_preliminary: true means intraday data; is_final: true means post-close with full OI enrichment

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Compatible Platforms

Pricing

Free

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