This Week's Options Anomalies — AI-Detected Signals (May 13, 2026)

#investing #python #algotrading #claudecode

This week my options flow scanner flagged three signals worth documenting. Not trading advice — just what the data showed and what I did with it.

This Week's Signals — May 13, 2026

Signal 1: XLI Put/Call = 5.32 (EXTREME)

What the scanner showed:

XLI   PCR: 5.32   vs baseline: 0.5–1.2   → 4-5x above normal
SPY   PCR: 0.44   (bullish)
QQQ   PCR: 0.54   (bullish)
IWM   PCR: 1.70   (defensive)

What it means: Institutional-scale downside protection on industrials while tech longs held. Classic sector rotation hedge or macro positioning — not a single-ticker event.

What I did: Flagged XLI for 3-session monitoring. Did not trade. Wrote it up here.

Signal 2: CEG Raw PCR = 1.06, Adjusted = 59.2 (LOTTERY TRAP)

What the scanner showed:

CEG   raw PCR: 1.06   → looks neutral
      lottery_pct: 98.4%   → 98.4% of calls were $0.01–$0.09 deep OTM
      adjusted PCR: 59.2   → actually extreme bearish after stripping lottery

What it means: Raw P/C ratio completely misleading. Near-zero premium calls inflated the "call side" volume without representing any real bullish conviction. After filtering, the actual sentiment was aggressively bearish.

What I did: Removed CEG from watchlist. The unadjusted signal would have read as a buy opportunity — the adjusted signal said the opposite.

Signal 3: RXRX PCR Flip (0.38 → 2.14 after lottery filter)

What the scanner showed:

RXRX  raw PCR: 0.38   → looks bullish (more calls than puts)
      lottery_pct: 98.2%   → 98.2% of calls were lottery
      adjusted PCR: 2.14   → mildly bearish after stripping

What it means: Same trap as CEG. Surface-level bullish signal that inverted on adjustment. Small biotech names are particularly prone to this — OTM lottery call volume is high relative to actual positioning.

What I did: Flagged for reassessment. Position sizing reduced pending next earnings signal.

How the Scanner Works

The Claude Code skill runs every morning, pulls options chain data via Polygon.io, and applies two filters before interpreting P/C ratios:

Lottery call filter — strips calls with premium < $0.10 and delta < 0.05
Historical baseline — compares adjusted ratio against 30-day rolling average per ticker

Both free and pro skills available: github.com/tellmefrankie/ai-investment-skills

Full options flow analysis including lottery separation is in the Pro Bundle ($29).

The scanner that caught this

This signal came from a Claude Code skill I run every morning before market open. It pulls options chain data, calculates P/C ratios across my watchlist, and flags anything statistically unusual — automatically, before I have had coffee.

The full bundle includes 4 production-tested skills:

Options Flow Scanner — flags unusual P/C ratios like the XLI 5.32 read
Stop-Loss Monitor — real-time price alerts via Telegram (caught my TEM position at $47.44)
Daily Investment Briefing — 9-wave morning analysis, runs in 90 seconds
Portfolio Greeks Dashboard — tracks concentration risk and leverage

I have been running these on a real portfolio for 6 months. Not a demo.

$29 one-time — no subscription

If the price ever goes up, existing buyers keep the current version forever.

Not financial advice. This is documentation of personal tooling and how I use it.

Week of May 13, 2026 — next edition Thursday May 20.

Part 7 of 8 in the **AI Investment Skills: Building in Public* series.*

← Part 6: This Week in Options Anomalies — Week of May 12, 2026
Part 8 →: When the Market Whispers Through Sector ETFs: The XLI P/C 5.32 Signal