About OptionsDeck

Why this exists

Most retail options tools fall into two camps: scanners that show you what's happening but don't tell you what to do with it (Unusual Whales), and positioning dashboards that show you dealer math but don't connect it to a trade (SpotGamma). To run a real options strategy you end up with three tabs open — one for flow, one for GEX, one for charts — and you cross-reference manually under time pressure. That's where mistakes get made.

OptionsDeck was built to be the one terminal that does the cross-referencing for you. The AI Strategist doesn't replace your judgment — it does the data-gathering and synthesis work that's mechanical, surfaces the levels and regimes you'd compute manually anyway, and gives you a defined-risk trade with explicit entry, target, and stop in the same view.

The methodology

Every AI idea on OptionsDeck is grounded in a structured intelligence bundle — not vibes, not sentiment, not "the AI thinks." Here's exactly what the engine sees on every generation:

1. Market structure (technicals)

Trend regime (uptrend/downtrend/range with strength score), RSI-14, MACD line + signal + histogram, ATR + percentile, SMA-20/50/200 stack with positioning, 1d/5d/20d returns, 52-week high/low + distance, support/resistance clusters via pivot detection, pattern flags (breakout_momentum, breakdown_momentum, near_52w_high, high_volume, etc.). Daily bars from 5+ years of history.

2. Dealer Gamma Exposure (GEX)

Strike-by-strike net dollar gamma computed in-house from the live options chain using the long-calls/short-puts dealer-positioning convention. Identifies the gamma flip level, top 3 call walls (resistance), top 3 put walls (support), and the regime classification (positive vs negative gamma). Layered with our proprietary dealer-positioning read that surfaces the Magnet Strike, Pin Ceiling, Pin Floor, and Velocity Pockets — the gravitational levels dealers must defend through delta hedging.

3. Implied volatility regime

IV rank, IV percentile, HV-30, and HV-60 — all computed from 252 days of price history plus the live option chain. The AI uses these to know whether to favor debit structures (low IV environment) or premium-sell structures (high IV environment).

4. Real-time options flow

Last 20 unusual prints for the ticker: call/put, strike, expiration, premium, aggressor (buyer/seller-initiated via NBBO inference), and an unusualness score (0-20 scale) combining premium size, vol/OI ratio, sweep flag, block flag, and aggressor.

5. Event proximity (NEW)

Front-month ATM straddle pricing as the market's own implied event signal. If a straddle is pricing >8% on a name that normally moves 2%, an event (earnings, FDA, Fed) is baked in. The AI is forced to acknowledge this and avoid short-premium structures in elevated-event windows.

6. Macro vol regime

SPY IV rank as a fear proxy (since our data plan doesn't cover I:VIX directly), plus put/call ratio. The AI factors this when sizing exposure — short-premium plays on individual names are higher-blowup-risk when SPY IV rank is elevated.

7. Sector context

The underlying's sector ETF spot + change% + IV rank. If you're long NVDA but XLK is rolling over hard, the AI is forced to call that out as a headwind and lower confidence.

8. Multi-timeframe

1-hour trend + RSI alongside daily. Identifies counter-trend scalp setups (intraday opposes daily) vs aligned multi-timeframe setups (both confirm).

The pre-classifier

Before any of this hits the AI, a weighted directional classifier votes on bias using the technicals + GEX bundle. It scores trend (±2), RSI extremes (±1), MACD direction (±1), SMA stack (±1.5), GEX skew (±0.3), and pattern flags (±1). A score ≥1.5 reads bullish; ≤−1.5 reads bearish; otherwise neutral. The AI sees this classification and is biased toward agreeing — but allowed to override with reasoning.

On the High Conviction scanner, the classifier is also a cost gate: only tickers with abs(score) ≥ 3.0 get the AI call. Weak setups are skipped entirely. This is why scanner ideas tend to be high-quality — the AI never sees borderline cases.

Confidence calculation

Confidence isn't the AI's guess — OptionsDeck computes it independently from signal alignment across all channels. Base is the absolute classifier score saturated to a 0.70 cap, then modulated by trend strength (up to +0.10), MACD alignment with direction (+0.05), IV-regime fit (+0.04-0.06), RSI extremes (−0.05), and pattern signals. Adds ±0.03 jitter to avoid identical scores. Final value clamped to [0.10, 0.95].

This is why you sometimes see ideas where the AI's thesis is bullish but the confidence is 0.55 — the channels conflict. And why an obvious setup hits 0.85+ — every channel agrees.

Post-generation contract picker

Once the AI returns a strategy, OptionsDeck's contract picker snaps each leg to a real listed option using these rules:

• Target delta: 0.40 for long debits, 0.25 for short premium
• Max bid/ask spread: 30% of mid
• Min open interest: 25 contracts
• Min volume: 5 (filters dead strikes)

Then it aggregates Greeks (delta/gamma/theta/vega) across all legs so you see the real exposure. No more "the AI suggested a 0.62-delta call" — you get the actual contract that was available on the book.

What's NOT in the prompt

For completeness, things the AI does not see (and therefore can't reason over):

• Your specific brokerage balance or open positions (we don't have access)
• Insider transactions (filing-based — not yet on the roadmap)
• Politician trading disclosures (not yet on the roadmap)
• Bid/ask spreads on the specific contracts (handled by the contract picker post-hoc)
• Anything outside the structured bundle above — no "vibes," no web searches, no chat history

Security & infrastructure

OptionsDeck runs on a modern, hardened cloud stack. We deliberately keep the specifics of our frameworks, database, and server topology private — publishing them adds nothing for you and only hands a reconnaissance map to bad actors. Here's what actually matters to you as a subscriber:

• Encrypted authentication — passwords are salted and hashed with a deliberately slow, brute-force-resistant algorithm and never stored in plaintext. Sessions use signed, expiring tokens.
• PCI-compliant billing — payments run through a leading processor; your full card details never touch our servers.
• Encrypted in transit — all traffic is served over HTTPS behind a modern security-header policy.
• Institutional market data — the OptionsDeck Direct Feed, a Tier-1 source, streamed over persistent low-latency connections.
• OptionsDeck Core AI — multi-model reasoning with prompt caching and a strict structured-output schema.
• Privacy-first monitoring — errors are tracked with personally-identifiable information stripped before it leaves your session.

Who built this

OptionsDeck is built and operated by a single founder, an active options trader with years of screen time on the kinds of setups the platform now surfaces automatically. Every feature on the terminal exists because it was needed in a real trade. Nothing is here because it looked good in a feature comparison table.

Reach out anytime — support@optionsdeck.ai comes directly to me. I personally read and respond to every email, usually within a few hours.

Roadmap snapshot

What's coming in the next 90 days:

• True earnings calendar (currently inferred from straddle pricing)
• 25-delta risk reversal (skew) metric for the dealer-positioning read
• Borrow rate signal alongside short interest
• Insider-transaction feed (filing-based)
• Broker integration for one-click position import (read-only)
• VIX integration (front + back month + term structure)

Want to go deeper? Check the /learn hub for methodology deep-dives, or read the FAQ for quick answers.