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Best trade candidates ◉ 3 SQUEEZES: NVDA, META, AMZN ⚡ 4 unusual flow
Top cards · low-IV setups or extreme-flow conviction · $ flow ≥$250K · side bias ≥70%
Filter: | | 8 contracts Default sort: lowest IV rank first
Advanced filters No extra filters active
All scanner columns visible
★ Score Stock $ Ticker C/P Sector Type Strike Exp Price Delta Gamma G/P Ratio IV Rank ↑ Vol OI V/OI $ Flow Print Earnings Squeeze
92.4 NVDA C $950 6d $4.20 0.35 0.028 0.0067
28
 12,400 3.9x 72% —
85.7 TSLA C $290 6d $2.85 0.30 0.032 0.0112
45
 8,900 4.9x — EARNINGS in 25d
81.3 META C $600 13d $6.50 0.38 0.018 0.0028
18
 5,600 1.4x 85% EARNINGS in 26d
78.2 AAPL P $235 6d $1.90 -0.28 0.025 0.0132
12
 15,200 1.7x — —
74.8 AMZN C $210 13d $3.40 0.32 0.022 0.0065
22
 4,300 1.5x 61% EARNINGS in 27d

How ConvexRadar Looks For Explosive Options

The scanner is built to surface contracts where fresh demand, convexity, and catalyst pressure line up. It is not trying to find every trade; it filters out noisy chains first, then ranks contracts that can reprice fast if the underlying starts moving toward the strike.

First-pass filters

Contracts must clear baseline quality rules before they can score. This removes illiquid, far-dated, deep OTM, and wide-spread contracts that can look cheap but are hard to trade cleanly.

2-35 DTE LEAPS filter: 180+ DTE Volume ≥ 50 V/OI ≥ 1x 0.18-0.65 abs delta Positive gamma Spread controlled

Score model

The score starts with a base value, then adds or subtracts points for chain quality and catalyst intelligence. That means a contract with clean V/OI and low IV can move higher when there is fresh fresh filing activity, a target raise, insider buying, positive news sentiment, earnings support, or repeated unusual options signals.

LiquidityHigher volume gets up to 12 points so the trade is more executable.
Fresh flowVolume/open-interest gets up to 16 points; volume above OI suggests new positioning.
Gamma/$Gamma per dollar of premium gets up to 18 points; higher values mean more convex exposure for each dollar risked.
IV rankLower IV gets rewarded because cheaper implied volatility leaves more room for expansion.
Catalystsregulatory filings, analyst target changes, company enrichment, earnings timing, news sentiment, macro risk, and repeat flow can adjust the final score.

Header cards

The top cards use stricter rules than the table. They are meant to show only clean, directional setups, not every contract that passes the scanner.

Score ≥ 80 keeps weak setups out of the header. IV rank ≤ 35 prioritizes lower-priced volatility. V/OI ≥ 2x requires meaningful fresh demand. Side bias ≥ 70% requires the ticker's premium bias to match the contract side. Gamma/$ ≥ 0.002 keeps convexity in the setup. $ flow ≥ $15K filters out tiny prints.

What squeeze means

Squeeze does not mean the stock must go up. It means the contract has short-dated convexity pressure: fresh volume versus OI, high gamma per premium, real liquidity, and nearby expiration.

Calls can represent upside momentum or upside hedging demand. Puts can represent downside momentum or protective demand. Direction still needs confirmation from chart structure, news, catalyst, and underlying price action.

How to read the columns

IV RankLower is better by default; the table initially sorts low IV to the top.
C/PPremium-weighted call/put strength by ticker. C 70% means calls are carrying most visible premium; P 70% means puts are. Top cards require at least 70% side-aligned bias; the table keeps weaker or mixed reads for review.
V/OIIntraday option volume divided by open interest. Above 1x suggests fresh activity; above 2x is stronger.
G/P RatioGamma per premium dollar. This highlights contracts with more potential movement sensitivity for the price paid.
$ FlowEstimated premium traded: option price × 100 × volume.
PrintSweep, block, and split are inferred from chain data, not exchange-level tape, unless a richer flow feed is added later.

Data feeding the scan

Live option chains and quotes power the scanner when connected. Regulatory filings add latest 8-K, Form 4, 13F, S-1, and 10-Q/10-K catalyst filings. Company enrichment adds analyst targets, recommendation trends, insider transactions, earnings surprises, and company news when its server-side enrichment key is configured. Earnings context feeds the earnings calendar. Charting is used for chart viewing only.

US focus: scanner universes include US stocks and US ETFs by default, but the mixed view caps ETF density so ETFs do not crowd out single-name stocks. Filters persist: calls, puts, DTE, sector, market, ticker search, and sort state survive refreshes. Hard refresh: forces fresh data calls instead of relying on browser cache.

Platform lessons copied into ConvexRadar

The best options platforms make raw flow readable with scanner filters, flow context, catalyst feeds, chart access, saved layouts, and quick education. ConvexRadar applies the same product pattern without treating every large print as a buy signal.

Noise labels: Prime, Clean, Watch, and Noisy tags explain whether a row is actually tradeable. Context before signal: flow gets paired with IV, V/OI, gamma per premium, earnings, filings, news, and analyst updates. Manual override: hard refresh remains available, while scheduled cache prevents every user from hammering live data services.

Pain points solved

Most option-flow complaints come from noisy alerts, unclear direction, stale data, and expensive tools that still require manual interpretation. ConvexRadar is built to narrow the list first, then explain why a contract deserves review.

No raw firehose: the table can expand, but top cards stay strict and capped. No fake certainty: calls and puts are shown as flow pressure, not guaranteed bullish/bearish instructions. Directional bias check: the C/P column helps avoid chasing a call when the ticker's overall premium is put-led, or chasing a put when call premium dominates. Header cards exclude mixed or weak bias. No empty-market look: scheduled snapshots and last-good data keep the product usable when live option chains are closed or rate-limited.

Paid-data roadmap

These features are intentionally saved for paid data scale because they need licensed options tape/flow data, deeper history, or heavier storage.

True tape classification: exchange-level sweep, block, split, bid/ask-side, and opening/closing reads. Backtested hit-rate: outcome tracking by score bucket, DTE, IV rank, V/OI, sector, and catalyst type. Performance history: save prior scanner hits so max return, drawdown, IV change, and follow-through can be reviewed. Higher ticker count: expand the scanned universe while keeping results filtered to stocks and ETFs that pass the setup criteria. Alert delivery: low-noise watchlist alerts by email/SMS/push with custom thresholds and cooldowns. Historical replay: compare today's setup with prior explosive contracts and post-signal returns.
Use this as a signal dashboard, not a trade recommendation. The strongest setups still need a plan for entry, stop, invalidation, position size, spread/slippage, earnings risk, and whether the catalyst is strong enough to move the underlying before theta burns the contract.

Deployment Notes

Private deployment notes load after master authentication.