Evidence-Led Options Research

Read a stock quote, see why you buy at the ask and sell at the bid, and tell a stock from an ETF and an index.

See what a call and a put give you, what the premium pays for, and the three common reasons people use options.

Find one contract in an option chain, choose between market and limit orders, and see the ways a position ends.

See how a right call can still lose, why writers can lose far more than they collect, and how trading costs add up.

Answer four questions on a Wednesday you haven't seen: sell shares at the quote, value a call from both sides, and place a limit order. Then see which lessons to revisit.

Identify a contract from its underlying, type, strike and expiry, and turn a quoted price into dollars.

See who holds the right, who carries the obligation, and how trading an option differs from exercising it.

Calculate premium, payoff and profit for the buyer and the writer, and see why in the money can still lose.

Build 100 shares from a call and a put, price one option from the other, and check a print against parity before reading anything into it.

Tell closing from exercise and assignment, settle physical and cash contracts, and spot expiry-day surprises.

Price contracts from a quote, follow an assignment, price a put from its call, and settle an index option in cash, all on a day you haven't seen.

Read bid, ask, sizes, spread and last without mistaking a quote for a fill.

Follow one incoming order into a resting order: two participants, one trade.

Classify a trade as at the bid, inside the spread or at the ask, and know when the quote is too stale to tell.

Learn when it is fair to call a trade bullish or bearish, and what that label cannot tell you.

See how spreads, covered calls, collars and rolls change what one option leg means.

Find a straddle's break-evens and an iron condor's worst case, and read four prints in one second as one package instead of four opinions.

Work through one trade from its evidence: premium, side, what is known and what to check next.

Place four prints against their quote, net their flow labels, price a spread printed as two legs, and tell a cancel from a trade, all on a day you haven't seen.

See how opening, closing and transferred contracts move volume and open interest differently.

Rebuild size, premium and count from source prints, and follow duplicate and corrected messages.

Read what sweep, block and multi-leg conditions say about how a trade executed, and what they leave unknown.

Compare activity with the right baseline, and see how a tiny denominator fakes a spike.

Check each field's source, time and coverage before combining data from different clocks.

Work out a day's open interest from its record, a sweep's average price and a contract's relative volume, and check a record's date against what you need, all on a day you haven't seen.

Frame a question with a clear subject, measure and time window, and a reason to revisit it.

Decide from raw facts which names belong in a comparison, and keep missing ones visible.

Pick a ranking metric for your question, and see how peers can move a rank without new activity.

Compare total activity and concentration across strikes and expiries before choosing a contract to inspect.

Test an idea only on data you have not looked at, using what was known at the time.

Apply a comparison rule to five names, rank the survivors by the right metric, and age a recency score with no new trades, all on a day you haven't seen.

Record inputs, calculations and exclusions so someone else can rerun your result.

Build a headline, chart and caption that say only what the evidence supports.

Find the numerical and reasoning errors in someone else's recap, fix them, and keep what holds up.

Total a packet with a missing row, catch a chart whose axis exaggerates, and audit a colleague's recap claim by claim, all on a day you haven't seen.

Estimate how an option's price moves for a small stock move, and get the position's sign right.

See how delta itself changes as the stock moves, and what that means for a hedge.

Read time decay, volatility and rate sensitivity in their own units, and see how they can outweigh a good move.

Watch a same-day option's value drain by the hour, see its delta swing on a few cents near the strike, and why its volume never shows up in open interest.

Tell the volatility priced into options from the volatility the stock actually showed.

Turn implied volatility into a one-standard-deviation move, see why the straddle prices about 0.8 of it, and how often a stock ends outside the range.

Read implied volatility across strikes and expiries, and tell measured points from filled-in ones.

Compute IV rank and IV percentile on the same history, and see why one outlier splits them.

Turn trades into share-equivalents and compare flow across stocks of different sizes.

Size a position's delta, scale implied volatility into a move, read IV rank against percentile, and value a same-day option at the close, all on a day you haven't seen.

Build a GEX snapshot from stated assumptions, and compare net, gross and local exposure.

See how hedging flows differ above and below the zero-gamma level, without treating it as a forecast.

Tell gamma walls from max pain, and measure distance in dollars, percent and ATR.

Separate how time and volatility change delta, even when no one trades.

Build one strike's GEX from stated assumptions, read the hedge on either side of zero gamma, measure a wall in ATRs, and track delta that changes without a trade, all on a day you haven't seen.

Calculate position value and realized and unrealized P&L, and tell cash from buying power.

Separate deposits from returns, and read win rate, profit factor and drawdown correctly.

Add up portfolio Greeks with the right signs and units, and show what is missing.

Split realized from unrealized P&L, take a deposit out of a return, weigh wins against losses, and add up delta with the right signs, all on a day you haven't seen.

Pick a TradingFlow recipe by the question it answers, read which session a run shows, and see why the official version never changes under you.

Trace a report's sentences through the recipe map, tell text written into the recipe from text computed for the session, and keep a top-N table apart from the whole screen.

See why an edited input does nothing until you run it, tell a re-run of the same question from a new one, and watch a thin contract take over when the floors drop.

Turn a decision into steps a tool can check, keep the checklist you build before Home resets it, and see what Customize with AI does before it proposes anything.

Sort an AI answer into what the report shows, what you can calculate and what goes beyond the data, count the credits a conversation uses, and tell AI Insight from Edit with AI.

Write a Rank Symbols formula column whose units make sense, keep thin rows from leading it, and know what a Rank View saves.

Scope an AI edit so you can review it, undo a change you didn't ask for, and save a private recipe on purpose.

Connect Claude or another agent to TradingFlow's read-only tools, prove the connection yourself, and know what a key can and can't do.

Read which session a report opens on, run a screen's rules by hand, check an AI reply and its cost, and rank with a formula column that has a floor, all on a day you haven't seen.