Repeat Options Flow
Repeated unusual options activity in public data — persistence across trading days
A single large options trade is noise. It is often just a hedge and means little on its own.
But when the same strike is traded repeatedly across several days (e.g. ORCL $220 call four days in a row for $145M total), that is repeated activity on the same contract — day-over-day persistence stands out more than a one-off trade. Ranked descriptively by persistence = distinct days × cumulative premium. We describe what was traded in public data — not an instruction to trade.
⏱️ Options data is delayed (end-of-day, ~1 day). Suited for SWING trading (days–weeks), NOT intraday, day-trading, or 0DTE. Educational/descriptive — not investment advice.
What this page describes:
It shows where institutions repeatedly positioned on the same option strike over recent days (options-flow persistence). This is a descriptive analysis of aggregated market data, not a recommendation to buy or sell.
QMA is an analytical and educational tool. This is not investment advice. Options carry risk and can lead to total loss. Data may be delayed.
⚠️ Important Notice: QMA is an analytical and educational tool, not investment advice. Scores, detections and ratings are descriptive, not buy/sell instructions. QMA is not a registered investment advisor (SEC / FINRA / MiFID II / ČNB). Consult a licensed financial advisor before any investment. Past performance does not guarantee future results; all investments carry the risk of capital loss.
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