Flowstradamus aggregates U.S. equity and options order flow and models dealer positioning into a calm, delayed, observational read — the same view for everyone. This page explains, in plain language, what we observe, what we model, and what we deliberately do not do.
What we observe
Options order flow — large options prints across a curated universe of liquid U.S. names and index ETFs: premium, calls vs. puts, strikes, expirations, and whether volume opened above prior open interest (a description of what traded).
Equity context — delayed price and volume for the same names.
Aggregation — flow rolled up by industry and by name, so a session can be read at a glance rather than as a firehose of individual alerts.
What we model (and label as models)
Dealer gamma positioning
Dealers' actual positioning is not published. We estimate it from open interest and a standard options model, and present support/resistance "walls," a regime, and a gamma-flip level. This is a model, not a measured fact. It uses simplifying assumptions, is most meaningful for the most liquid names and index ETFs, and is noisier for smaller names. It is a description of market structure — never a level to trade or a prediction of the next move.
Measured against each name's own history
Where we show that a session was "unusual," we mean it as a percentile against that security's own trailing sessions — a size-normalized read, so "90th percentile" means the same thing for a small name and a mega-cap. Every percentile is accompanied by the number of sessions behind it. Until a name has accrued enough history, it is shown honestly as "building," never as a manufactured number. Quiet days are reported as quiet.
Why the data is delayed
All data is delayed at least 15 minutes. This is deliberate. Flowstradamus is a publication of market context, not a real-time trading tool. The delay is a feature of the calm, observational posture — the analysis is retrospective, and it is the same for every subscriber on a regular schedule.
What we do not do
No predictions, forecasts, or forward-looking statements.
No signals, alerts, notifications, or "act now" prompts.
No recommendations, ratings, price targets, or win-rate claims.
No personalization — no portfolio-aware views, no account linking, no per-user tailoring. The same view for everyone.
Data provenance & honest limitations
Market data is licensed from third-party vendors and sourced in compliance with OPRA and exchange requirements; it is delayed and provided "as is."
Coverage is a curated, liquid universe — deliberately deep on a set of major names and index ETFs, not every ticker.
Modeled figures (dealer gamma) carry the assumptions above; treat them as estimates.
We cannot see dealers' true books, intent behind any trade, or non-public information — and we don't claim to.