Price & Market BehaviorExtended setExperimentalNew

composite options pressure

Updated dailyData needs: highlong onlyshort onlylong short

In plain terms

Roll IV flow, term structure, and skew into a single bullish/bearish pressure gauge and trade it only when the stock's price is moving the same way.

How it works

Builds one directional pressure score from three surface signals: call-minus-put IV innovation (flow), plus half-weight term-slope support, minus half-weight put-skew stress. It then trades the underlying only when price momentum confirms the composite's direction.

Live results

0 times picked on its own · 249 times inside a blend (240 beat the stock) · updated 2026-07-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 249 such blended picks (240 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.

How its picks scored vs. buy & hold

Each pick is graded on a recent year it was never tuned on, against simply owning the same stock

Where its edge concentrates

Share of picks in each company-size group that beat buy & hold

How often it trades

Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often

Return vs. buy & hold

How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)

Loading substrate evidence…

Data dependencies

Options surface daily
End-of-day OPRA option chains used by IV-skew family.
Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.

Expected edge

Blending IV flow, term-structure, and skew into one confirmed-by-price score should give a denser, less noisy directional signal than any single surface variable alone.

Related families

iv-flow confirmed momentumPrice & Market Behavior

Ride a stock's trend only when option buyers are leaning the same way: calls getting pricier into an uptrend, puts getting pricier into a downtrend.

term-slope trend confirmationPrice & Market Behavior

Follow a stock's trend only when the shape of its implied-volatility curve agrees the move should keep going.

skew-panic reversalPrice & Market Behavior

When put options spike in price and fear is high right after a drop, buy the bounce; when calls are euphoric after a run-up, fade it.

Explore composite options pressure on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

Open universe with this filter →Browse all 573 families