schepal / deribit_flows_heatmap

10 stars 1 forks source link

Call or Put? #1

Open xeverse opened 7 months ago

schepal commented 7 months ago

There's no distinction in the current code, however, based on market flows you can generally get a good feel for where things are trading. If flow is > spot price then it's usually calls whereas if flow is < spot price it's usually puts.