whale_hunting
Detect institutional whale option activity for a given underlying. Combines Yahoo Finance anomalous investment scan with Massive API per-second drill-down to identify unusual trades.
Instructions
Detect institutional whale option activity for a given underlying.
Uses a two-step approach:
Crude scan via Yahoo Finance — finds contracts with anomalous daily investment.
Precise drill-down via Massive API — per-second bars for each candidate.
Requires MASSIVE_API_KEY environment variable for per-second data. Falls back to Yahoo-only daily data if unavailable.
Args: symbol: Underlying ticker (e.g. AAPL, NVDA, SPY) max_months: Max months until expiration to consider (default 2) trading_date: Date to analyze YYYY-MM-DD (default: latest trading day) sigma_z: Modified Z-Score threshold for outlier detection (default 3.5) summary: If True, include per-ticker aggregate summary in result
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | ||
| sigma_z | No | ||
| summary | No | ||
| max_months | No | ||
| trading_date | No |