Unusual Options Activity, Sweeps, Blocks, Open Interest, Premium Flow, and Institutional Positioning
« Options Flow Trading » est un livre de Faramarz Kowsari dans le domaine trading et marchés financiers. Cette page de découverte en français organise les métadonnées publiques du livre afin de rendre ses thèmes, son public, sa langue réelle de publication et ses accès officiels plus faciles à trouver.
La fiche publique met en avant le trading, la structure de marché, la liquidité, le risque ou des concepts connexes.
Langue de publication: anglais. Cette page est une orientation en français. Le livre lui-même est publié en anglais ; le titre, l'aperçu et les options d'achat sur Google Books correspondent à cette édition.
« Options Flow Trading » est un livre de Faramarz Kowsari dans le domaine trading et marchés financiers. Cette page de découverte en français organise les métadonnées publiques du livre afin de rendre ses thèmes, son public, sa langue réelle de publication et ses accès officiels plus faciles à trouver.
La fiche publique met en avant le trading, la structure de marché, la liquidité, le risque ou des concepts connexes.
Thèmes mis en avant
Options flowUnusual options activityOptions tape readingExecution forensicsBid, ask and mid-price executionAggressor classificationSweepsBlocks and large printsMulti-leg options ordersVolume versus open interestOpening versus closing activityNext-day open-interest reconciliationPremium flowNotional exposure
Description publique originale du livre
anglais
Options Flow Trading teaches readers to interpret listed-options transaction activity as evidence rather than as a shortcut to hidden institutional intent. The book starts with the mechanics required to read a flow feed responsibly: how an options order reaches the tape, how execution near the bid, ask or mid can be classified, why aggressor labels remain imperfect, and how sweeps, blocks and large prints should be understood without assuming that size or urgency automatically reveals direction. Multi-leg orders, unusual activity, volume versus open interest, the ambiguity between opening and closing trades, next-day open-interest reconciliation, premium flow, notional exposure and delta-adjusted flow are all treated as pieces of a forensic reconstruction rather than stand-alone signals.
The middle of the book expands the analysis from a single print to positioning context. It examines strike, moneyness and expiration, repeat sweepers and clusters, 0DTE activity, event-driven flow around earnings and macro releases, market-wide put/call premium, sector and index concentration, cross-market confirmation and the relationship between options flow and the underlying tape. Greeks, dealer hedging, gamma exposure, vanna, charm and volatility skew are introduced as bridges to adjacent frameworks without turning transaction flow into a second gamma or volatility-skew textbook. A recurring principle is that the same visible print may represent a new directional position, a hedge, a close, a roll, one leg of a spread, an inventory transfer or a volatility trade, so the analyst must preserve uncertainty until enough independent evidence accumulates.
The later chapters convert that discipline into operating procedures. Intraday and swing/event-driven playbooks separate context…
À qui s'adresse le livre ?
Le public visé est fondé sur la description publique du livre. Pour les lecteurs francophones, il faut noter que l'édition disponible est publiée en anglais.
For serious retail and independent traders who already understand basic market concepts and want a disciplined, technically careful way to interpret options transaction flow. It is especially useful for traders who use unusual-options-activity scanners, sweep and block alerts, premium-flow dashboards or 0DTE flow and want to understand what those signals can—and cannot—support before turning them into a positioning hypothesis.
Objectifs d'apprentissage publiés
anglais
Separate observable transaction fields from inference, hypothesis and trading decisions.
Understand how options orders reach the tape and why execution location does not reveal intent with certainty.
Interpret sweeps, blocks and unusual activity without treating size or urgency as automatic proof of institutional direction.
Distinguish options volume from open interest and use next-day open-interest reconciliation carefully.
Recognize the four-way ambiguity created by opening, closing, buying and selling combinations.
Use premium, notional and delta-adjusted measures as context rather than as stand-alone directional signals.
Evaluate strike, moneyness, expiration and DTE when reconstructing a positioning hypothesis.
Identify when a large print may be one leg of a spread, a hedge, a roll, an inventory transfer or a volatility trade.