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The tape shows the trade.
We show the trader.

Masscrest is institutional alternative data for intraday options flow and options positioning across US stocks and ETFs. Trusted by portfolio managers, quantitative funds, and sell-side desks.

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Alternative data on options flow.

FieldsBuy, sell, net
Investor typeRetail, institutional, market maker
FrequencyDaily and 10-minute
GranularityContract or underlying name
UniverseUS single stocks and ETFs
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Options flowoption_positioning
Institutional · calls · contractsBuySell
AAPL
+15,937
128,420 · 112,483
NVDA
+63,150
241,807 · 178,657
TSLA
−19,408
76,420 · 95,828
SPY
+22,884
184,662 · 161,778
MSFT
+11,530
58,214 · 46,684

Gold marker: net = investors buy − sell vs market makers.

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Systematic signal.

We backtest our data and deliver our daily signal to track potential outperformance in single stocks in the US market.

Read the research
SignalExhibit 2
Exhibit 2 — Avg 1m forward excess return by z-bin
%, vs avg stock · US single stocks · 21-day forward window
Forward excess returnTraded bucket (z ≥ +3)
+0.00%+0.28%+0.55%+0.82%+1.10%+0.07%<-3+0.04%(-3,-2]+0.13%(-2,-1]+0.04%(-1,+1)+0.33%[+1,+2)+0.55%[+2,+3)+1.00%≥+3Institutional z-bin · standardised net delta-adjusted notional
Selected bin
≥+3
Avg 1m excess return
+1.00%
Observations
45,784

Hover a bar. Full methodology, equity curve and out-of-sample results in the research note.

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Most positioning data has never been validated. Ours has.

Quality is the gap. Most positioning data is built from narrow inputs, modelled flows, or deterministic thresholds that sign trades and infer investor type.

Masscrest is built for accuracy — and we can prove it.

Read the accuracy research
ValidationAccuracy
TickerSPY
Contract typeCall options
FieldNet investors flow vs market makers
1-hr Delta-adjusted notional, $mnFit
-4-4-2-200+2+2+4+4BenchmarkMasscrest
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Built for institutional seats.

  • Tactical change in risk exposure to single names or sectors
  • Risk management of short positions
  • Systematic equity trading
  • Vol strategies
  • Option market context
ClientsInstitutional seats
Discretionary portfolio managers
High-conviction context for your book.
Systematic strategies
Clean, point-in-time, differentiated features.
Sell-side desks
Track market context across the single names and baskets the desk quotes.
Family offices
Independent positioning read for portfolios you steward.
Wealth managers
Option insight turned into clear portfolio decisions and client-ready guidance.
Equity traders
Use the signal for trade ideas, or add a positioning overlay to your own variables.
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From options positioning to selection.

Track the market, or build a portfolio of tickers. Receive automated emails, or set alerts that fire only when one of your names flags a buy signal.

Track your tickers
Signal tapeLive · illustrative
TickerRetailInsti.DealersΔ Signal
AAPL+34-12+8
MSFT+18+27-14
NVDA+62+41-23
AMD-28-9+17
TSLA+55-34+11
JPM-6+19+4
META+22+48-19
XOM-15+7+21

For illustrative purposes only.

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One dataset, five interfaces.

Pick the interface that fits how you work. Pull our options flow data programmatically, sync to your data lake, or receive personalized digests.

Delivery documentation
DeliveryFive interfaces
One dataset
Option flows by investor
T+1 · 10-min & daily
REST API
Programmatic, on-demand. Query any slice and pull it straight into your stack.
Systematic delivery
Parquet files dropped into an S3-compatible bucket on your schedule.
Data cloud
Native shares into Snowflake, Databricks or BigQuery.
MCP server
Plug any MCP-capable LLM directly into the dataset.
Email
Alerts and digests for the tickers you track.
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Ask your LLM. Get the read.

Connect any MCP-capable LLM to Masscrest. Ask about any ticker or watchlist, and the model pulls live data through our server, with context on how to read it built in.

MCP server documentation
MCP servermcp.masscrest.com
Your LLMmcp.masscrest.com · connected
You

Assistant · via Masscrest MCP
Message your LLM…get_flowsget_signalresearch
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Masscrest research.

Research pieces published to help our clients navigate our data and flows.

BacktestStrategies based on option flows
ContextInsights on the option market
AccuracyInformation on data sourcing and accuracy
Read the research
ResearchSingle stock signal
Research · systematic single-stock signal
Single stock signal

A long-only, fully systematic test of one Masscrest field: institutional net delta-adjusted options notional. Extreme positive readings precede excess returns over the following month.

1. Summary

The rule uses a single field: net institutional delta-adjusted notional…

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See it for yourself.

Download a sample immediately. Ten-minute flows by contract; start a trial for full coverage and history.

Why Masscrest?
SampleCSV · data dictionary
masscrest-sample.csv · ten-minute flows by contract
ticker,ts,investor,side,contracts,notional
AAPL,09:40,institutional,buy,1204,…
AAPL,09:40,retail,sell,318,…
AAPL,09:40,dealer,sell,886,…
AAPL,09:50,institutional,buy,977,…
AAPL,09:50,retail,buy,402,…
…
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