Deribit Option Flow Heatmaps Using Aggressor Classification

Summary

The document introduces two proposed views of Deribit options activity: net volume and net positioning. It says these features rely on a set of proprietary rules intended to identify which side initiated trades, so users can distinguish flow direction and infer the resulting market positioning. The stated method is to classify trade aggressors and aggregate options activity into those two views.

The description offers no worked example, validation results, rule details, or evidence that the classifications accurately identify aggressors. It also does not explain how net volume differs operationally from net positioning, or how either measure should inform a trading decision. Access is described as part of a commercial data product, so the document functions mainly as a feature overview rather than a reproducible research method. Any conclusions drawn from these indicators would depend on classification quality and require independent verification.

Key ideas

• The feature overview describes net volume and net positioning measures for Deribit options flow.
• A proprietary rule set is said to classify which side initiated trades.
• The resulting views are intended to show flow direction and market positioning.
• The document provides no methodology details, validation evidence, or examples for evaluating the measures.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.