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The job

Find cheap deep-OTM contracts that added open interest, without treating them as a UOA score.

What this recipe computes

  • Contracts with option price at or under a cap, |delta| at or under a cap, and oi_change_1d at or above a floor.
  • Standing OI and session volume as context.
  • Reader-tunable price, |delta|, ΔOI, OI, and DTE bounds (default DTE starts at 1).

What it does not claim

  • It is not the Unusual Options Activity volume/OI screen.
  • ΔOI is not proof of a new speculative long, opening status, or a next-session pop.
  • It does not promote lottery trades. Product stance is validate, not sell lottos.

How to read it

  1. Step 1

    Run the lottery screen

    Open OI Lottery Screener in Cookbooks. Tighten max price or |delta| if the board is too loud.

  2. Step 2

    Read ΔOI against price and delta

    A $0.15 8-delta call with +8,000 OI is the pattern. Volume/OI without cheapness belongs on the UOA recipe.

  3. Step 3

    Handoff to tape and OI path

    Option Trades and Pre-Move Positioning still do live prints and multi-session OI. This is one snapshot.

Frequently asked questions

Is this the same as the UOA screener?
No. UOA is volume versus standing OI (and relative volume). This screen is cheap + deep-OTM + ΔOI.
Does a big ΔOI mean someone opened a lotto?
Not from this report. Spreads, hedges, and closing prints can all add or look like added OI on a snapshot.

Open OI Lottery Screener in TradingFlow

This public page describes the job. The recipe runs in the app and requires a subscription. It is not a free live report.