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Masscrest: investor flows data for US options.

Net option flow, attributed to the investor, ten-minute and daily, delivered where your models already live.

What
Net option flow

Buy, sell and net. In notional terms, premium or shares equivalent. US single stocks and ETFs, ex OTC and indices.

Who
Attributed to the investor

Every trade assigned to retail, institutional or market maker.

When
10-minute and daily

Delivered T+1 after the close, point-in-time, with history back to January 2020.

How
Where your models already live

S3 buckets, REST API, MCP server for LLM agents, email alerts.

Exhibit 01
Built for precision
2.5bn+rows
Identifiers
Ticker, composite FIGI, immutable contract ID.
Corporate actions
Splits, ticker changes and other actions applied; contract ID holds through reverse splits.
Coverage
Delisted names tracked; OTC out of scope. Standard sector and industry hierarchy.
Greeks
Proprietary calculation, including discrete and continuous forward dividends.
Point-in-time
Every record reflects only what was knowable at its timestamp. History is never restated.
Model changes
Ship as a new API version and bucket; the previous version keeps running.
Format
Parquet. Timestamps in EST.
Window
Delivered 00:00–04:00 EST (05:00–09:00 UTC).
Method
S3 (any cloud), Snowflake, Databricks, BQ, REST API.
Exhibit 02
How the data are sourced
Input 1Input 2Input 3Proprietary featuresand classificationSigned tradeby investor typeRetailInstitutionalMarket maker

Data are not based on bid/ask signing or other similar methods, but on a vast set of inputs and proprietary features that allow a highly accurate classification of trade side.

Exhibit 03
Benchmarked against real trading data
SPY · net delta-adjusted notional traded in calls · 1-hour buckets · US$BN
90%
accuracy vs independent samples
-3-2-10123-3-2-10123Masscrest, US$BNSample, US$BN
— hourly observations · Source: Masscrest, independent sample
Exhibit 04
From flow to signal · NOK
Bars: rolling net delta-adjusted flow by investor type, US$k · Line: share price, US$
InstitutionalRetailPriceBuy signal
1H 2026

We provide the signal through the API and programmatic delivery, for industries and single stocks. Read our research for the backtests.

Exhibit 05
Alerts on the names you follow
Your list · 6 names
TickerCompanyInst. zRetail zAlert
NVDANVIDIA+3.4+0.8Triggered · long
AAPLApple+0.6-0.4Watching
AMDAdvanced Micro Devices-3.1+1.2Triggered · short
JPMJPMorgan Chase+1.1+0.2Watching
METAMeta Platforms+2.2+1.9Watching
XOMExxon Mobil-0.7-1.5Watching

Build a ticker list. Receive an email alert whenever a signal is triggered on one of your names, or a daily digest of the whole list.

Track your tickers

Z-score of 21dma net delta-adjusted notional. Alerts fire at |z| ≥ 3. Illustrative.

Exhibit 06
Masscrest research
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…

BacktestStrategies based on option flows
ContextInsights on the option market
AccuracyInformation on data sourcing and accuracy
Read the research
Exhibit 07

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 documentationmcp.masscrest.com
You

Your LLM · via Masscrest MCP

Test it on the names you already trade.

Start a trial and run the flows on your live watchlist. See the segmentation live for retail, institutional and market-maker on every ticker.

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