whale-hunting

# Whale Hunting Scans option chains for a given underlying to identify institutional-sized trades using a two-step approach: 1. **Crude scan** (Yahoo Finance) — finds contracts with anomalous daily investment vs the rest of the chain. 2. **Precise drill-down** (Massive API) — fetches per-second bars for each candidate and flags seconds with outlier dollar invested. ## Instructions > **Note:** If `uv` is not installed or `pyproject.toml` is not found, replace `uv run python` with `python` in all commands below. ```bash uv run python .claude/skills/whale-hunting/scripts/whale_hunting.py SYMBOL [--months N] [--date YYYY-MM-DD] [--sigma F] [--sigma-z F] [--summary] ``` ## Arguments - `SYMBOL` — Underlying ticker (e.g. `AAPL`, `NVDA`, `SPY`) - `--months` — Max months until option expiration to consider (default: 2) - `--date` — Trading date to analyze in `YYYY-MM-DD` format (default: latest trading day) - `--sigma` — Std-deviation multiplier for crude outlier threshold (default: 3.0) - `--sigma-z` — Modified Z-Score threshold for per-second small-sample detection (default: 3.5) - `--summary` — Also compute per-ticker summary and include it in the JSON output ## Output Returns JSON with: - `underlying` — The scanned symbol - `trading_date` — Date analyzed - `source` — `"massive"` (per-second data) or `"yahoo only"` (daily chain data) - `total_whales` — Total whale events found - `total_call_invested` — Sum of invested dollars in call whale events - `total_put_invested` — Su...