Unusual Options Activity, Sweeps, Blocks, Open Interest, Premium Flow, and Institutional Positioning
“Options Flow Trading” é um livro de Faramarz Kowsari na área de trading e mercados financeiros. Esta página de descoberta em português do Brasil organiza os metadados públicos para tornar mais fáceis de encontrar os temas, o público, o idioma real de publicação e os caminhos oficiais de leitura ou compra.
A ficha pública destaca trading, estrutura de mercado, liquidez, risco ou conceitos relacionados como eixos do livro.
Idioma de publicação: inglês. Esta é uma página de orientação em português do Brasil. O livro é publicado em inglês; título, prévia e opções de compra no Google Books correspondem a essa edição.
“Options Flow Trading” é um livro de Faramarz Kowsari na área de trading e mercados financeiros. Esta página de descoberta em português do Brasil organiza os metadados públicos para tornar mais fáceis de encontrar os temas, o público, o idioma real de publicação e os caminhos oficiais de leitura ou compra.
A ficha pública destaca trading, estrutura de mercado, liquidez, risco ou conceitos relacionados como eixos do livro.
Temas em destaque
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
Descrição pública original do livro
inglês
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…
Para quem é este livro?
O público-alvo é baseado na descrição pública do livro. Para leitores brasileiros, é importante observar que a edição disponível está publicada em inglês.
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.
Objetivos de aprendizagem publicados
inglês
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.