Options Market Trend Analysis Tool
Budget: $30 – $250 USD
I need a market analysis tool focused on options to identify market trends.
Key requirements:
- Built with Python and Streamlit
- Integrate Polygon REST API for market data
- Analyze and visualize options market data
- User-friendly interface for trend identification
Ideal skills and experience:
- Proficiency in Python and Streamlit
- Experience with Polygon API and options data
- Strong data analysis and visualization skills
- Ability to create intuitive dashboards
Looking forward to your proposals!
1. Buy-Side Volume Dominance
Buy Calls vs Buy Puts, segmented by time
If Buy Call volume is 2.5x+ Buy Puts, especially early in day → potential momentum
If it peaks and stalls → possible trap/reversal
Track this in 1min and cumulative views
2. Volume-Price Divergence
If Buy Calls dominate, but price stalls or falls, that’s the trap
If Buy Puts surge and price rises, that’s a squeeze setup
This variable is lethal when confirmed by time-of-day
Occurs often in midday reversals or end-of-day flushes
3. Strike Clustering
When volume focuses at a few key strikes, it gives:
Price targets (magnets or pin levels)
Dealer gamma pressure zones
Volume at a strike matters more than overall OI — fresh trades = conviction
4. Gamma Exposure + Dealer Behavior
If flow loads calls early → dealers are short gamma
If price stalls mid-day → gamma unwind = reversal
We don’t need perfect gamma data — just know:
Heavy early call buys + stall = slingshot risk
This is where the 95% setups live — trap the crowd, unwind exposure, flip the tape.
5. Time-Structured Flow Shifts
Winning setups almost always involve:
Shift in volume behavior by time block
9:30–11:00: Momentum
11:30–1:30: Trap or fakeout
2:30–4:00: Resolution
The best setups show a shift from one flow regime to another, especially when sentiment and price diverge.
6. Flow Shape Over Time (Sentiment Curve)
Watch how buy call/put lines build across the day
Smooth = clean trend
Spikes + stalls = pressure breaks
Crossovers = reversal zones
This lets you track crowd conviction and where it fails
The Secret Sauce: Combining These Together
A high-probability (90%+) setup almost always includes:
Setup Name Key Variables Needed
Bull Trap at Noon Buy Calls spike, price stalls, midday, low IV, flat gamma
Put Panic Reversal Buy Puts surge, price holds, late day, IV elevated
Dealer Unwind Slingshot Heavy early OTM call buys, price drifts, then drops
Afternoon Call Creep Smooth Buy Call growth all day, price climbs, no divergence
Key requirements:
- Built with Python and Streamlit
- Integrate Polygon REST API for market data
- Analyze and visualize options market data
- User-friendly interface for trend identification
Ideal skills and experience:
- Proficiency in Python and Streamlit
- Experience with Polygon API and options data
- Strong data analysis and visualization skills
- Ability to create intuitive dashboards
Looking forward to your proposals!
1. Buy-Side Volume Dominance
Buy Calls vs Buy Puts, segmented by time
If Buy Call volume is 2.5x+ Buy Puts, especially early in day → potential momentum
If it peaks and stalls → possible trap/reversal
Track this in 1min and cumulative views
2. Volume-Price Divergence
If Buy Calls dominate, but price stalls or falls, that’s the trap
If Buy Puts surge and price rises, that’s a squeeze setup
This variable is lethal when confirmed by time-of-day
Occurs often in midday reversals or end-of-day flushes
3. Strike Clustering
When volume focuses at a few key strikes, it gives:
Price targets (magnets or pin levels)
Dealer gamma pressure zones
Volume at a strike matters more than overall OI — fresh trades = conviction
4. Gamma Exposure + Dealer Behavior
If flow loads calls early → dealers are short gamma
If price stalls mid-day → gamma unwind = reversal
We don’t need perfect gamma data — just know:
Heavy early call buys + stall = slingshot risk
This is where the 95% setups live — trap the crowd, unwind exposure, flip the tape.
5. Time-Structured Flow Shifts
Winning setups almost always involve:
Shift in volume behavior by time block
9:30–11:00: Momentum
11:30–1:30: Trap or fakeout
2:30–4:00: Resolution
The best setups show a shift from one flow regime to another, especially when sentiment and price diverge.
6. Flow Shape Over Time (Sentiment Curve)
Watch how buy call/put lines build across the day
Smooth = clean trend
Spikes + stalls = pressure breaks
Crossovers = reversal zones
This lets you track crowd conviction and where it fails
The Secret Sauce: Combining These Together
A high-probability (90%+) setup almost always includes:
Setup Name Key Variables Needed
Bull Trap at Noon Buy Calls spike, price stalls, midday, low IV, flat gamma
Put Panic Reversal Buy Puts surge, price holds, late day, IV elevated
Dealer Unwind Slingshot Heavy early OTM call buys, price drifts, then drops
Afternoon Call Creep Smooth Buy Call growth all day, price climbs, no divergence