Options Flow — Unusual Activity Classifier

Mosaic-theory enhancement: unusual options activity classified into 8 signal types (call/put sweeps, gamma-squeeze conditions, OI walls, pin-risk, vol-compression, IV-crush). Composed from the Lane-22 options substrate — Greeks, GEX, max-pain, IV rank, skew — and emitted with methodology hash + academic citations. Independent signal source from dealer positioning + smart-money flow.

Methodology quarantine — pre-2026-05-01 charm output Vanna + charm Greeks rendered before 2026-05-01 were emitted with a sign-flipped charm formula (Hull Options, Futures, and Other Derivatives 10e §19.7, p.443). Output is now correct (FD vs analytical <1e-5). Historical rows in the forecast ledger carry methodology_status='pre_versioning_quarantine' and are excluded from the calibration cohort. Methodology hash (active): vanna-charm-2026-05-01-hull-19-7-v1. See manifest.
methodology: — last update: — data source: —

Active flow cards

Top 10 by severity per signal type