Start with the contract
Review the underlying, call or put, strike, expiration, size, premium and available volatility context before interpreting direction.
Options-flow research
AI options flow analysis with the evidence left visible.
Sentimentor helps researchers investigate unusual options activity by organizing qualifying contracts, premium, call-versus-put balance, open interest and available trade context in one research workflow. The output is a lead for further investigation—not an automatic bullish or bearish signal.
By the Sentimentor research team · Published and reviewed September 7, 2026
Separate activity from intent
Compare volume with open interest and identify opening, closing or multi-leg context when the underlying feed supports it.
Add confirmation
Place options activity beside price, volume, news, sentiment and other market evidence instead of treating one print as a complete thesis.
What the analysis surfaces
The cross-market view ranks qualifying options activity over a selected observation window and summarizes call and put counts, premium and available opening or multi-leg classifications. Symbol-level research adds expiration, strike and volatility context. Filters help narrow a large tape into a smaller set of contracts worth examining.
How AI is used
Augur can combine options evidence with current price behavior, company events, news sentiment, institutional records and technical context. The research operations and their results remain inspectable, so the reader can distinguish retrieved observations from the agent’s interpretation. Missing evidence is reported as a limitation rather than filled with assumed intent.
What unusual flow can and cannot establish
Large premium or fast execution can indicate urgency, but the trade may be a hedge, one leg of a spread, a closing transaction or liquidity management. Call activity is not automatically bullish and put activity is not automatically bearish. Directional interpretation becomes stronger only when trade structure, underlying price action, timing and an independent catalyst align.
From observation to a testable hypothesis
When the evidence supports a market hypothesis, Sentimentor can translate explicit entry, exit, timeframe, sizing and risk assumptions into editable PineNode strategy code. PineNode strategies remain exploratory until the exact frozen configuration completes discovery, rolling chronological validation, embargo gaps and one final lockbox, with Monte Carlo simulation and a server-recorded trial adjustment; none of those results guarantees future performance.
Limitations and risk disclosure
Options data coverage, classifications and latency vary by market, provider, contract and subscription plan. A sweep label requires transaction-level evidence across venues; a contract snapshot by itself cannot prove that execution pattern or the trader’s purpose.