Results for “optuna”

Calculates first- and second-order option Greeks (Delta, Gamma, Theta, Vega, Rho, Charm, Vanna, Volga) for single contracts or multi-leg positions, with scenario heatmaps and position-level aggregation.

Detects unusual options activity and classifies smart money signals to help follow institutional positioning, including volume/OI ratio spikes, block trades, sweep orders, and net premium flow.