Welcome to AhamFlow — a weekly options flow analysis newsletter. Each week, I break down notable institutional activity in the options market to help you understand what large players are positioning for.

Last Week in Flow: The Tide Turned Defensive

Friday's session told a clear story through the flow data. Market tide data showed cumulative net call premium declining to approximately -$110M by midday before partially recovering into the close. Late-session put premium flipped positive, which can indicate institutions were closing existing put hedges — potentially taking profits on protective positions.

The catalyst was the January PPI report, which came in at +0.5% vs. the 0.3% consensus estimate. Core PPI printed at +0.8%, well above expectations. This type of inflation data historically raises questions about the Fed's rate cut timeline.

Notable sector flow from Friday (Feb 27):

  • Financials (XLF): Put volume significantly outpaced calls — 367K puts vs 91K calls. Put premium reached $44.6M compared to $7.6M in call premium. This level of put activity suggests institutional hedging in the banking sector.

  • Energy (XLE): Stood out with bullish-leaning flow — $20.9M call premium vs $5.8M put premium. The sector touched 52-week highs on Friday.

  • Healthcare (XLV): Call premium led modestly at $2.7M vs $490K in puts, with the sector near 52-week highs.

  • Technology (XLK): Put premium led at $4.3M vs $2.7M in calls, consistent with the sector's recent underperformance.

Notable Flow Activity from Friday (Feb 27)

The following signals were identified from unusual options activity data, filtered for elevated volume-to-open-interest ratios and significant premium. This is observational analysis of publicly available flow data — not a recommendation to trade any of these names.

Notable Bullish-Leaning Activity

NVDA $177.50 Calls — March 20 expiry

  • Approximately $1.6M in premium transacted | Vol/OI ratio: 18.3x | Traded on the ask side

  • With NVDA closing near $178, this was near-the-money call buying shortly after the post-earnings decline. A Vol/OI of 18x indicates this was largely new positioning rather than existing position management.

MU $400 Calls — March 13 expiry

  • Over $2.7M in premium across multiple fills | Vol/OI ratio: 4-5x | Ask side

  • Micron is scheduled to report earnings on March 18. This activity appeared ahead of the earnings date. Multiple separate fills on the ask side can indicate accumulation rather than a single transaction.

LYV $95 Calls — March 20 expiry

  • Approximately $354K per fill with multiple transactions | Vol/OI ratio: 178x | Ask side

  • An extremely elevated Vol/OI ratio like this suggests almost entirely new positioning. Worth monitoring for any upcoming catalysts or corporate activity.

NBIS $98 Calls — March 20 expiry

  • Approximately $178K in premium | Vol/OI ratio: 110x | Ask side

  • Nebius Group saw similarly outsized relative volume on calls. Highly elevated Vol/OI on a less widely followed name can be notable.

Notable Bearish-Leaning Activity

ORCL $230 Puts — July 17 expiry

  • Approximately $1.26M in premium | Ask side

  • A sizable long-dated put position on Oracle. At a $230 strike versus the current price range near $240, this represents a moderately out-of-the-money bearish position with a 5-month horizon.

HUM $240 Puts — March 20 expiry

  • Approximately $784K in premium | Vol/OI ratio: 3.1x | Ask side

  • Near-term put buying on Humana with a Vol/OI above 3x, which can indicate new positioning.

NKE $52.50 Puts — June 2027 expiry

  • Approximately $226K in premium | Vol/OI ratio: 62.6x | Ask side

  • Long-dated put positioning on Nike extending more than a year out. This type of LEAPS put activity can reflect a longer-term thesis rather than a short-term trade.

Note: Unusual options activity can reflect hedging, spread trades, or institutional strategies that may not be directionally motivated. A single flow signal should not be interpreted as a definitive indicator of future price movement.

Week Ahead: Key Events (March 2-6)

Economic Calendar

Monday, March 2

  • S&P Final Manufacturing PMI (prev: 51.2)

  • ISM Manufacturing PMI (prev: 52.6%) — a reading above 50 indicates expansion

Tuesday, March 3

  • NY Fed President John Williams remarks

  • Minneapolis Fed President Kashkari interview

Wednesday, March 4

  • ADP Employment Report (prev: 22K)

  • S&P Final Services PMI (prev: 52.3)

  • ISM Services PMI (prev: 53.8%)

  • Fed Beige Book release

Thursday, March 5

  • Initial Jobless Claims

  • Import Price Index

Friday, March 6

  • Non-Farm Payrolls (prev: 130K) — this is the week's most significant data point

  • Unemployment Rate (prev: 4.4%)

  • Hourly Wages (prev: +0.4% MoM)

  • Cleveland Fed President Beth Hammack speaks

What the Data Could Mean for Flow

After Friday's hotter-than-expected PPI, the market will be closely watching employment data for signs of whether inflationary pressures are accompanied by labor market strength. Historically, a combination of hot inflation and strong employment data tends to push rate cut expectations further out, which can increase implied volatility across equities.

Fed speakers on Monday and Friday will also be closely watched for any shifts in language regarding the rate cut timeline.

Observations on Current Volatility Environment

The VIX spiked above 21 intraday on Friday before settling back to close near 19.86. Elevated implied volatility generally means option premiums are richer than usual across the board. For those who follow volatility-based strategies, this is the type of environment that tends to present more opportunities — though elevated VIX can also signal increased uncertainty and risk.

The sector rotation theme continues to be visible in the flow data: energy and healthcare showing relative strength in both price action and options positioning, while technology and financials face heavier hedging activity.

About AhamFlow

AhamFlow analyzes publicly available options flow data to identify notable institutional positioning. The goal is to provide context on what large market participants appear to be doing — not to tell you what to do.

Each week, this newsletter covers the previous week's most significant flow signals, the upcoming economic calendar, and observations on the volatility landscape.

Daily flow alerts are shared on X/Twitter at @AhamFlow.

— The AhamFlow Team

DISCLAIMER: AhamFlow is published by Babu Ventures LLC for informational and educational purposes only. Nothing contained in this newsletter constitutes investment advice, a recommendation, or a solicitation to buy or sell any securities or other financial instruments. Options trading involves significant risk of loss and is not suitable for all investors. You should consult with a qualified financial advisor before making any investment decisions. The information presented is based on publicly available data and the author's analysis, which may contain errors or omissions. Past performance is not indicative of future results. The author may hold positions in securities mentioned in this newsletter. By reading this newsletter, you acknowledge that you are solely responsible for your own investment decisions.

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