Options Unusual Activity Tracker

Options Unusual Activity Tracker surfaces large options sweeps, high volume-to-open-interest spikes, and directional premium flows for US-listed stocks. It combines Barchart's unusual activity screener with Yahoo Finance option chain analysis to identify the trades that sophisticated money makes before earnings, catalysts, and major moves.

Options unusual activity is one of the most reliable leading indicators of institutional positioning — smart money can't hide large options bets the way they hide stock purchases.

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Why use Options Unusual Activity Tracker?

1. Earnings run positioning — Institutions often buy calls or puts 5-10 days before earnings to position ahead of the catalyst. Track large premium flows to gauge the expected direction.
2. Sweep detection = urgency signal — When a trader sweeps multiple exchanges at once (pays up for immediate fills), it signals time sensitivity — they expect a move very soon.
3. Dark pool confirmation — Unusual call buying on a high-short-interest stock is a classic pre-squeeze setup. Combine with short interest data to find high-conviction opportunities.
4. Insider activity proxy — Large OTM call purchases in illiquid names before M&A announcements have historically foreshadowed takeover bids. Monitor for these patterns.
5. Portfolio hedging signals — Large put purchases in SPY or QQQ signal institutional hedging. When the hedge-to-speculate ratio shifts, it often precedes volatility spikes.

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How to use

1. Open the actor on Apify Store and click Try for free.
2. Choose mode: screener (market-wide unusual activity) or tickers (specific stock analysis).
3. In screener mode, set minPremium to filter for large trades only. Set optionType for calls or puts.
4. In tickers mode, paste your watchlist and set minVolume threshold.
5. Click Start. Results are structured unusual options records sorted by premium size or vol/OI ratio.

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Input

Field	Type	Default	Description
mode	string	"screener"	screener (market-wide) or tickers (specific stocks)
tickers	string	""	Comma-separated tickers for tickers mode
optionType	string	""	Filter: "call", "put" (empty = both)
sentimentFilter	string	""	Filter: "BULLISH", "BEARISH" (empty = both)
minPremium	number	50000	Minimum total premium in USD for screener mode
minVolume	number	100	Minimum contracts volume for tickers mode
maxResults	number	25	Maximum records to return

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Output

{
  "ticker": "NVDA",
  "contract_type": "CALL",
  "strike": 130.0,
  "expiry_date": "2026-09-19",
  "moneyness": "OTM",
  "last_price": 4.85,
  "volume": 15400,
  "open_interest": 8200,
  "vol_oi_ratio": 1.88,
  "implied_volatility_pct": 42.3,
  "premium_estimate": 7469000,
  "sentiment": "BULLISH",
  "activity_type": "SWEEP",
  "contract_name": "NVDA260919C00130000",
  "source": "barchart"
}

Output fields

Field	Type	Description
ticker	string	Stock symbol
contract_type	string	CALL or PUT
strike	float	Strike price in USD
expiry_date	string	Option expiration date (YYYY-MM-DD)
moneyness	string	ITM (in-the-money), ATM, or OTM (out-of-the-money)
last_price	float	Last traded option price per contract
volume	integer	Contracts traded today
open_interest	integer	Total open interest for this contract
vol_oi_ratio	float	Volume ÷ OI — high ratio = fresh positioning
implied_volatility_pct	float	Implied volatility percentage
premium_estimate	float	Estimated total premium (volume × price × 100)
sentiment	string	BULLISH (call) or BEARISH (put)
activity_type	string	SWEEP, BLOCK, or SPLIT (Barchart classification)
contract_name	string	Full OCC contract symbol
source	string	barchart or yahoo_finance

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What makes an option "unusual"?

Signal	Threshold	Meaning
Vol/OI ratio	> 1.0	More contracts traded than open — fresh positioning
Vol/OI ratio	> 3.0	Extremely high — almost certainly directional
Premium size	> $100K	Institutional size; not retail
Sweep activity	Multi-exchange fill	Time-sensitive urgency
OTM strike	> 10% OTM	Directional bet, not hedging

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Cost estimation

Pay-Per-Event: $0.005 per actor start + $0.03 per options record returned.

The $0.03/record reflects the cost of pulling and analyzing full option chains.

Use case	Records	Estimated cost
Top 25 unusual (screener)	25	~$0.75/run
10 tickers × 4 contracts	40	~$1.20/run
Daily unusual sweep alert	25/day	~$0.75/day
Pre-earnings 5 stocks	20–30	~$0.60–$0.90/run

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FAQ

Does it catch 0DTE unusual activity? Yes — 0DTE (zero days to expiry) contracts are included. They're often the most urgent signals. Filter for expiry_date = today in post-processing.

Is the volume real-time? Barchart screener data is delayed ~15 minutes. Yahoo Finance option chains are also delayed ~15 minutes for non-subscribers. For live data, use your broker's platform alongside this actor for confirmation.

Can I distinguish between a hedge and a speculative bet? Not perfectly, but OTM + high vol_oi_ratio + SWEEP type strongly suggests speculative directional positioning rather than hedging. Deep ITM options with moderate OI are more likely hedges.

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Related actors

• Short Interest Tracker — High short interest + unusual call sweeps = squeeze setup
• Upcoming Earnings Calendar — Time unusual activity scans around earnings dates
• Options Expiration Calendar — Max pain and put/call ratios by expiration date

Feedback

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Keywords: unusual options activity, dark pool options, large options flow, options whale tracker, unusual call volume, unusual put volume, sweep order detection, block trade options, options flow scanner, high volume options, implied volatility spike, options market maker, OI spike detector, unusual derivatives activity, options alpha signals