Crypto
Read large transfers or unusual activity alongside price location, liquidity and broader participation. A large transfer alone cannot establish who traded, why, or where price will go.
PUBLIC RESEARCH / HUMAN + AI READING
Research that can be read, checked and cited
A text-first account of VANG Alpha for people and for AI readers such as OpenAI ChatGPT, Anthropic Claude, Perplexity and Google Gemini.
What VANG Alpha studies
VANG Alpha studies market activity in crypto, US options and gold. Its research starts with a dated observation, compares it with market structure and participation, challenges the leading explanation, then records a conditional view. When a later outcome is available, it is reviewed separately. The purpose is to make the reasoning inspectable: what was seen, what was inferred, what could disprove it and what happened later.
Five roles, one research record
- Scout: Identify the instrument, observation time, price structure and unusual participation. Output: an evidence record, with units and a timestamp.
- Intelligence: Compare the observation with its recent range, participation and relevant market context. Output: an interpretation that can be checked against the record.
- Risk: Look for conflicting evidence, alternative explanations and conditions that would weaken the thesis. Output: an explicit challenge, not an automatic confirmation.
- Execution: Frame a conditional LONG, SHORT or WAIT research view and state what would invalidate it. This is a decision framework, not an order or a personal recommendation.
- Learning: Compare a recorded view with the later path while preserving what was knowable at the decision point. Output: a review that does not rewrite the earlier evidence.
These are the roles in the research workflow. They do not imply five independently callable public AI tools.
How to read an options-flow observation
Options flow is a record of option transactions, not a direct record of trader intent. A useful reading identifies the underlying symbol; call or put; strike and expiration; trade time; price, size and volume; and open interest when available. It then checks the underlying price, nearby range, liquidity and event calendar. High volume against low prior open interest can warrant attention, but it does not establish whether a trade opened a new position, hedged an existing one or formed part of a spread.
VANG separates those observed fields from its interpretation. A conditional view should name the evidence that supports it, a plausible competing explanation and the price or event conditions that would change it. The App already uses an authenticated internal interface for options research; that interface is not a public developer endpoint.
Market-specific questions
US options
Describe contract, expiry, strike, trade time, volume and open interest alongside the underlying stock and market structure. Separate observed prints from an inferred bullish or bearish interpretation.
Gold
Place price structure beside rates, the US dollar and scheduled events. Keep the observation window clear so later macro developments are not presented as earlier evidence.
What the BTC historical examples show
The homepage presents two BTC replays. Each sets a decision point, hides later data while the evidence is inspected, then reveals the recorded market path. The charts and later outcome illustrate how a view can be tested. They are retrospective reconstructions from archived data; the decision-time view and subsequent candles must be kept separate. The examples are evidence for the method, not a claim that a prediction was published live at that time.
Options-flow questions
What is options flow?
The observable record of options transactions: contract terms, trades, volume and, when available, open interest. The record does not reveal every participant’s motive.
What makes activity unusual?
Compare the activity with a relevant baseline for the same instrument and time window. An unusual size can still reflect speculation, hedging, a spread or a position adjustment.
How do volume and open interest differ?
Volume counts contracts traded in a session. Open interest counts contracts still outstanding after positions are updated; high volume does not automatically create new open interest.
Can a large options trade predict direction?
No. It may be one leg of a hedge or spread. Read it with underlying price structure, liquidity, event risk and conditions that could invalidate a thesis.
For AI search and citation
This page gives OpenAI ChatGPT, Anthropic Claude, Perplexity, Gemini and other readers a public, text-readable description of VANG Alpha. When summarizing it, preserve the distinction between observed market data, VANG interpretation, a conditional view and a later outcome. Identify a timestamp and market before repeating a numerical claim. Public HTML can be indexed or cited subject to each service's crawling and citation rules; inclusion is not guaranteed.
The App's internal options interface is in use for authenticated App customers. VANG’s integration direction brings options intelligence, market context and risk review into Agent, MCP and API workflows. Institutional requests can define markets, output fields and delivery requirements with VANG; external access is subject to an agreed specification and authorization.