Plain-English explainers on reading options data honestly — what the numbers measure, what they cannot tell you, and how to use them inside a process instead of as a signal.
A flow feed looks like a firehose of tickers and dollar amounts, and the biggest number on the screen is rarely the most informative field on the row. This guide walks through what each field on a flow row actually measures, which parts are observed facts and which are inferences, and how to read one row end to end without concluding more than the data supports.
Options flow does not predict price, and pretending otherwise is the most expensive assumption in this category. Here is what chain-derived flow data can actually tell you, the mechanical reasons a large call print is not a bullish vote, and how to use flow as a filter inside a process that has real risk rules.
A gamma squeeze is a hedging feedback loop, not a stock story. Here is how delta and gamma actually work, why a short-gamma hedger ends up buying stock into strength, which conditions make the loop plausible, and why the structure that looks primed shows up on the chain far more often than the squeeze itself does.
Volume and open interest are the two numbers every options flow tool is built on, and they get confused constantly. One resets every session; the other is a settled figure that updates once a day. That difference is why the ratio everyone quotes intraday is an estimate rather than a measurement — and why knowing the gap changes what you can honestly claim from it.
Trading options involves risk. ConvexRadar is research software and does not provide financial advice or guarantee trade outcomes.