BACK TO AGENTS DIRECTORYID: options_direction
Options Direction Agent
Evaluates whether options expression is justified over underlying cash/futures.
RELIABILITY81.4%
SAMPLES142
Required Data Inputs
- • High-frequency Tick Stream (LTP, bid, ask, volume)
- • 1m, 3m, 5m, 15m OHLC Candle Aggregations
- • VWAP & Exponential Moving Average Ribbons (9, 21, 50, 200)
- • Relative Volume (RVOL) & Opening Range Benchmarks
Structured Output Schema (Section 11)
{
"agent_id": "options_direction",
"direction": "BULLISH | BEARISH | NEUTRAL",
"score": 0.82,
"confidence": 0.85,
"evidence": ["VWAP test confirmed"],
"time_horizon": "INTRADAY",
"invalidation": 2962.10
}
"agent_id": "options_direction",
"direction": "BULLISH | BEARISH | NEUTRAL",
"score": 0.82,
"confidence": 0.85,
"evidence": ["VWAP test confirmed"],
"time_horizon": "INTRADAY",
"invalidation": 2962.10
}