Analyze Options Flow with Source Context
Ask about available market options premium flow, option contracts, and related research data. Check whether a response describes a market aggregate, a contract snapshot, or individual reported trades before interpreting it.
A flow observation does not identify the whole position
Options flow research examines reported activity and aggregates. Call or put volume alone does not tell you whether a position was opened or closed, whether it belongs to an institution, or whether it is one leg of a hedge. Quote-side classifications are estimates about execution context, not proof of intent. Off-exchange stock prints do not independently confirm that the same participant is accumulating shares.
How It Works
- 1
Specify the market date, ticker or contract, and the data type you need. Do not substitute a broad-market aggregate for single-ticker trades.
- 2
The Finance Agent has a market-tide tool for net call premium, net put premium, and net volume. It can request one- or five-minute intervals, but returned records are capped.
- 3
Use separate supported contract or chain tools for contract identity and available fields. Verify expiry, strike, option type, timestamp, and missing values.
- 4
For trade-level options-flow research through MCP, check the dedicated tool’s inputs and access. Availability in MCP does not imply the same operation is exposed in every chat interface.
- 5
State coverage and any classification assumptions. Keep facts separate from a hypothesis about hedging or speculation.
Three datasets that answer different questions
| Feature | Pineify Finance Agent | Contract snapshot | Individual flow records |
|---|---|---|---|
| Observation | Market-wide premium or volume intervals | One contract’s available quote and analytics fields | Reported trades matching the tool’s filters |
| Key check | Date, interval, record cap, and aggregation method | Exact contract, timestamp, null fields | Execution time, trade conditions, result coverage |
| Cannot establish alone | One company’s complete options positioning | The intent behind all trades in the contract | The participant’s identity or complete portfolio |
Example Research Tasks
Market-wide premium context
Example question
“Show the available net call and put premium observations for this trading day.”
Illustrative response
Report the interval and how many points were returned. A capped initial segment must not be described as the whole day.
Verify a contract
Example question
“Check the available snapshot for this exact SPY option contract.”
Illustrative response
Confirm expiry, strike, type, and timestamps. Do not invent missing Greeks or use an unrelated expiry.
Separate two market observations
Example question
“Compare this options observation with the returned off-exchange stock prints.”
Illustrative response
Describe both datasets separately. Similar timing or large size does not prove a shared owner, direction, or causal relationship.
Sample Questions to Try
- ›Show market-wide net call and put premium for this date and state the returned coverage.
- ›What does this contract snapshot include, and which fields are unavailable?
- ›Explain the difference between volume and open interest for this observation.
- ›Which assumptions underlie the reported buy-side or sell-side classification?
- ›What evidence would be needed before describing these trades as opening a position?
Frequently Asked Questions
Sources
This content is for educational and informational purposes only and does not constitute financial advice.