Whale Hunting

Scans option chains for institutional-sized trades using a two-pass approach: first it flags anomalous daily volume across the chain via Yahoo Finance, then drills down with per-second bars from the Massive API to pinpoint exact block trades. You get JSON with timestamps, invested dollars, and call/put flow ratios. Requires a Massive API key for the good stuff, otherwise it falls back to daily data only. Useful when you need to see where the smart money moved today rather than just reading about unusual activity in a newsletter tomorrow. The modified Z-score detection on per-second data is solid for catching single-transaction blocks, which tend to be the cleanest institutional signals.