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