Is unusual options activity a bullish or bearish signal?

No, unusual options activity is not directional certainty. A call can be bought, sold, hedged, closed, or combined with other legs, so the alert and its derived sentiment need price, position, timing, and strategy context.

Can the options flow MCP server scan more than ten symbols?

No, one call accepts at most ten explicitly named symbols. For a broader search, an agent can omit symbols and use bounded high-signal filters, then narrow a follow-up call to the symbols that require review.

Does this MCP tool return a full option chain?

No, this tool returns recent options-flow alert records rather than a full option chain. If an alert includes a contract ID, the separate get-option-contract-flow tool can inspect bounded recent prints and latest available Greeks for that exact contract.

Is the sentiment field an observed market fact?

No, the sentiment field is explicitly derived. The response marks it as derived and includes a methodology version so an agent can distinguish the label from observed premium, volume, and open-interest fields.

Can AI predict stock prices with this MCP tool?

No. AI cannot predict stock prices with certainty, and this MCP tool does not promise future returns. It gives an agent bounded data or validation results that still require independent review, risk controls, and source checking.

Market analysis

Options Flow MCP Server for Unusual Activity Alerts

The Pineify options flow MCP server gives an AI agent a read-only, structured way to find recent unusual US options activity for up to ten symbols or a bounded set of high-signal filters. Each alert is evidence to review, not directional certainty, investment advice, or a trade instruction.

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MCP tool name

find-options-flow-alerts

Example prompt

Use Pineify to find recent TSLA options-flow sweeps, sort them by premium descending, and return no more than 20 alerts.

Direct answer

What find-options-flow-alerts does

find-options-flow-alerts accepts symbol, option type, premium, days-to-expiry, issue type, and alert-flag filters. An agent can sort by newest observation or premium and request between 1 and 50 records in one call.

The response keeps observed alert fields separate from derived values. It can include contract identifiers, timestamps, strike and expiry, premium, size, volume, open interest, flags, and explicitly derived sentiment, together with the market snapshot, methodology version, partial status, and warnings.

This unusual options activity MCP tool is designed for research triage. It does not return a full option chain, predict price direction, recommend a position, or execute a trade.

Contract

What the agent sends and receives

Inputs

Zero to ten unique US symbols, normalized to uppercase, or an empty symbol list for a high-signal filtered search.
Option type set to any, call, or put, with optional minimum and maximum premium in USD.
Optional minimum and maximum DTE, where each value is a nonnegative integer and the minimum cannot exceed the maximum.
Boolean filters for sweeps, floor activity, opening trades, and size greater than open interest.
Optional issue types from common stock, ETF, index, and ADR.
Sort order set to newest or premium descending, plus a limit from 1 to 50.

Structured output

A bounded list of recent alert records with nullable observed timestamps, symbols, contract IDs, option details, and underlying prices.
Premium, ask-side premium, bid-side premium, size, volume, open interest, and volume-to-open-interest ratio when supplied by the dataset.
Sweep, floor, opening, multi-leg, and size-greater-than-open-interest flags for each alert.
Explicitly derived DTE and bullish, bearish, or neutral sentiment with methodology versions.
The normalized query, US market context, latest available snapshot, page status, partial flag, and warnings.

Capabilities

Where this MCP tool fits

Apply bounded alert filters

Search up to ten named symbols or use high-signal filters for calls, puts, premium ranges, DTE ranges, sweeps, floor activity, opening trades, size above open interest, and supported issue types.

Inspect alert-level context

Review the observation time, contract ID, option type, strike, expiry, premium fields, contract size, volume, open interest, underlying price, and alert flags when those fields are available.

Keep derived signals explicit

Read sentiment and DTE as derived fields with methodology metadata, then check the echoed query, snapshot date, partial flag, truncation status, and warnings before drawing a conclusion.

Agent workflow

A bounded call from question to review

1
Define the alert universe
Name up to ten symbols or leave the symbol list empty, then choose only the option, premium, DTE, issue-type, and alert-flag filters needed for the question.
2
Request a bounded result
Choose newest or premium-descending order and a limit from 1 to 50. The MCP server validates the strict input before querying the market-insights dataset.
3
Review context before interpretation
Check observation times, snapshot date, nullable fields, derived labels, partial status, truncation, and warnings. Use the alert as a research lead, not a forecast or order signal.

Prompt examples

Questions an agent can route to this tool

"Use Pineify to find recent TSLA options-flow sweeps, sort them by premium descending, and return no more than 20 alerts."

"Show the newest SPY put alerts with 0 to 14 DTE, then report each observation time and any warnings."

"Find opening QQQ options alerts where size is greater than open interest, and keep derived sentiment separate from observed fields."

Operator notes

How I review the result

When I check TSLA, I use symbols set to TSLA, sweepsOnly set to true, premium-descending sort, and a limit of 20. I treat premium, volume, open interest, and derived sentiment as context, not a directional verdict.

When I review SPY puts, I set optionType to put, minDte to 0, maxDte to 14, and sort to newest. I check observedAt and the marketDate before comparing alerts from the result.

When I narrow QQQ activity, I set openingOnly and sizeGreaterThanOpenInterestOnly to true. I inspect partial, truncated, and warnings because a short result can come from strict filters rather than low market activity.

Boundaries to keep in the prompt

An unusual options alert does not establish future direction. Calls, puts, sweeps, and derived sentiment can reflect hedges, closing activity, spreads, or other strategies.
The tool does not return a full option chain, resolve an arbitrary contract, or forecast a stock price. Exact-contract analysis is a separate bounded workflow.
Results use the latest available US market-insights snapshot, contain nullable fields, and return at most 50 records without a next cursor.
The output is an information tool, not investment advice. It promises no return, places no trade, and makes no portfolio change.

Pineify MCP is an information and code-validation tool, not investment advice. It does not promise returns, place trades, or modify a portfolio. Review timestamps, source fields, code diagnostics, and risk assumptions before acting.

MCP tool family

Continue the workflow

Browse all 14 tools

Get Option Contract Flow

Inspect bounded recent prints and latest available Greeks for an exact contract ID found during alert review.

Get Market Tide

Compare an alert with the latest bounded market-wide call and put premium snapshot.

Get Sector Flow Snapshot

Place a symbol-level options alert beside the fixed eleven-sector flow snapshot.

Related Pineify tools

Live Options Flow Analyzer

Monitor unusual options activity and large trades in real-time. Identify complex strategies, track smart money flow, and analyze bullish vs bearish sentiment with advanced filters.

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Options Flow Summary

Track unusual options activity and smart money flow in real time. Analyze bullish vs bearish sentiment, volume, premium, and Greeks across major stocks with interactive filters.

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