Financial agent that monitors options flow — caught a live sector anomaly (open source)

[tellmefrankie]

Sharing a financial agent I built with Claude Code that's been running in production for 6 months.

What it does:
Scans sector ETF options chains every morning, filters out lottery calls, computes put/call ratios vs rolling baselines, and flags statistical outliers.

Real output from last week:

Ticker  Adj PCR  Baseline  Deviation
XLI     4.89     0.82      5.96x  ← EXTREME
IWM     1.65     0.91      1.81x  ← ELEVATED
SPY     0.44     0.55      0.80x  ← BULLISH

XLI at 5.96x baseline = institutional downside hedging on industrials while tech stayed long. Useful macro signal.

Architecture:

• SKILL.md format — composable with Claude Code
• Separate prompts for scanning vs interpretation
• Explicit output schema (pipes into Telegram/dashboard)
• Lottery call filter (contracts ≤ $0.10 excluded from P/C calc)

Free and open source: https://github.com/tellmefrankie/ai-investment-skills

Happy to discuss the agent architecture or the options methodology.