Claude Code skill for options flow analysis — free, SKILL.md format, real results

[tellmefrankie]

For the FinRL community — sharing a Claude Code skill that complements RL-based trading with options flow signals.

The problem I was solving:
RL agents optimize for price action but miss options market microstructure. Options flow (specifically adjusted put/call ratios) can signal institutional repositioning 12–48 hours before price moves.

What I built:
A Claude Code skill that:

1. Fetches sector ETF options chains
2. Strips lottery calls (≤ $0.10 contracts) — critical for signal purity
3. Computes adjusted P/C ratio vs 30-session rolling baseline
4. Flags statistical outliers (>2x baseline)

Real signal (May 2026):
XLI put/call hit 5.32. After lottery filtering: 4.89 adjusted. Baseline: 0.82. Deviation: 5.96x. SPY was 0.44 same day — sector divergence confirmed.

Compare: RXRX showed P/C 0.35 (extremely bullish raw). After filter: 84% lottery calls. Actual signal: noise.

Integration idea for FinRL:
Use options flow as an auxiliary state feature alongside price data. Extreme deviations (>3x baseline) as regime change signals.

Free + open source: https://github.com/tellmefrankie/ai-investment-skills