Pineify Finance Agent retrieves Unusual Whales Market Tide observations with signed net call premium, signed net put premium, a call-minus-put net premium, and directional net volume. Use it to see how participation changes through a session and to choose follow-up research, while treating flow as an imperfect positioning clue rather than a forecast or trade signal.
Opens Finance Agent with a market-wide options-flow question ready to send.
An intraday view of broad options participation
Market-wide options flow gives you a time-based pulse instead of a single end-of-day number. Choose a current or past market date, five-minute observations by default or one-minute observations, and optionally out-of-the-money activity only. The tool keeps the first 1–50 returned points, with 50 as the default; it has no pagination or intraday start/end filter and does not continuously refresh.
Premium flow is not the same as bullish or bearish positioning. Trade direction, hedges, spreads, expiries, open interest, and underlying price action can all change the interpretation, so use this view as a starting point for research.
Use cases
Read the first and last timestamps actually returned, including their UTC offset. Fifty five-minute points do not cover a full regular US equity session, and the tool does not select the latest 50 points. Describe only the observed segment.
The Call premium and Put premium rows are signed net values: ask-side premium minus bid-side premium for each option type. The card’s Net premium subtracts net put premium from net call premium; it is not gross premium traded.
Use unusual shifts in broad flow to decide which tickers, catalysts, expiries, and price moves deserve a closer look.
Prompt examples
FAQ
Use the interval feed to spot changes, then compare price action, catalysts, open interest, and the underlying names before forming a view.
Open Finance AgentFor informational and research use only. No output is investment advice or a guarantee of future performance.
