Recipe · Option flow
Run the sector flow and GEX aggregation recipe
A paid Cookbook that groups single-name session premium and convention-based net GEX by raw SEC SIC sector. Unclassified is missing SIC, not a hidden mega-sector. Not Rank’s Technology/Healthcare buckets.
Official template: Sector Flow & GEX Aggregation · Updated 2026-09-12
The job
See which SIC groups absorbed premium and how snapshot net GEX sits, without treating Rank’s sector column as SQL.
What this recipe computes
- Session premium and bull/bear shares by raw SIC description (plus unclassified).
- Convention-based net GEX (same kernel as Gamma Structure Map) summed in that SIC group.
- Name counts per group. ETF/index tape is excluded; those names usually have no SIC anyway.
What it does not claim
- SIC is not Rank’s coarser sector families. Semiconductors stay separate from Prepackaged Software.
- Net GEX is snapshot-era, not dealer inventory.
- Sentiment-tagged premium is not signed DEX; trade-grain DEX stays unsigned.
How to read it
Step 1
Run the sector rollup
Open Sector Flow & GEX Aggregation in Cookbooks.
Step 2
Read premium first, then net GEX
A loud SIC group with negative net GEX is two facts. Do not treat the row as a sector fade.
Step 3
Drill a name, not the SIC string
Rank and Option Trades still work at symbol grain. This report does not open a sector tape.
Frequently asked questions
- Is this the same as Rank’s sector filter?
- No. Rank rolls SIC into coarser families in the app. This cookbook groups the raw SIC string. They will not match row-for-row.
- What is (unclassified)?
- A missing SIC on SymbolMetaData — common for ETFs and indices. This report also limits the tape to STOCK so unclassified is mostly holes, not SPY.
Related glossary
- Option flowOption flow is the time-and-sales stream of options prints: contract, size, premium, and inferred aggressor side.
- Gamma exposure (GEX)GEX estimates aggregate dealer gamma from listed options. Positive gamma tends to dampen moves; negative gamma tends to amplify them. Option gamma is the building block; extreme short-gamma feedback is covered under gamma squeeze.
- Delta exposure (DEX)DEX estimates share-equivalent directional weight of an options trade, roughly delta × size (with the usual multiplier).
Related personas
- Options Flow for Swing TradersSwing traders care about positioning that can last more than a day: unusual flow, OI confirmation, and walls for multi-day levels.
- GEX and Option Flow for Index TradersIndex traders care about session character: where call/put walls sit, whether gamma is dampening or amplifying, and whether premium is chasing or fading the move.
Related recipes
Open Sector Flow & GEX Aggregation 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.