This is REAL data — and an experiment. Per-name call/put volume, open interest and dollar-flow come straight from the free CBOE delayed chain. This is daily-aggregate activity, not real-time sweeps/blocks (that tape needs a paid feed). The directional read below is an experimental signal — not yet graded against market drift; we're forward-testing whether it has any edge. Don't trade it as proven. See how we grade signals →

How to read it: P/C = put volume ÷ call volume (low = call-heavy / bullish skew). Net $-flow = (call$ − put$) ÷ total$, so positive = more dollars into calls. Unusual = contracts trading above their open interest (fresh positioning). The "Read" is just the sign of net $-flow — a hypothesis we're testing, not a recommendation. Options involve substantial risk of loss; this is research, not investment advice.