Informed Accumulation
A quiet, multi-session build-up of out-of-the-money option volume — measured against a stock's own baseline — that can precede a major move. Unlike unusual options activity, it catches small-print positioning too subtle for whale scanners.
TL;DR: Informed accumulation is the quiet options build — hundreds of small, cheap, out-of-the-money contracts bought steadily over several sessions — that whale scanners miss because no single print is big.
It's measured relative to a name's own typical flow, weighted toward the cheap far-from-the-money strikes a positioned buyer favors, scored higher when one-sided, and confirmed by rising open interest so fresh positioning is separated from closing churn. The read has two parts: magnitude (a big move is coming) and, when one-sided, direction (see options skew).
Crucially, it proves only that anomalous positioning preceded a documented event — never who traded or why. The classic case is FUTU/TIGR (2026), where a heavy put build ran at a median print of ~$232 with zero million-dollar prints — invisible to any large-order scanner. Full explainer: Informed Accumulation Explained.
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