Flow Rankings

It's all about the Risk Premium

Apr 20, 2026

At Rhodie House Options Intelligence we calculate Flow Rankings from pure directional option flow that is curated - it is not a fire hose of option premiums that have been aggregated. It is calculated based upon premium paid for those specific option trades and netted down for spreads. What matters in the ranking of flow is (1) the quality of the directional signal; and (2) the amount of $ flowing into the risk that is being put on based upon the quality of that directional signal. We produce rankings for all tickers and by individual tier - small cap, mid cap, large cap, mega cap and mag 7, this is to ensure that smaller companies ranking significance isn’t swamped by much larger companies. We also do ranking by curated pure directional trade count but this is less useful, gives very different results and it is not really a consistent indicator of risk appetite. It is also arguably mathematically meaningless.

In context rankings are very useful along side the curated flow and are helpful in gauging likely out performance of particular tickers. Note that our flow is for the full trading day every trading day for the period selected so nothing is missed in the analysis.

Here are some examples so far for this month for All company tiers, large cap, mid cap and small cap.