Short-dated Anomalies

Short-dated Anomalies is a live feed of burst, rank-jump and RVOL signals on option contracts expiring within 0–4 calendar days, aggregated per underlying (tickers under 500 short-dated contracts on the day are ignored). It polls for new detections every 10 seconds and is already sorted most-recent first.

Use the left rail to open Short-dated Anomalies, which loads at /account/anomalies. An active subscription is required, otherwise you see a "View plans" prompt instead of the feed.

A pill group at the top — All, Burst, Rank jump, RVOL — filters the feed to one signal type, refetching from the server with that filter applied. Burst fires on at least 3,000 contracts or $2M premium in a rolling 3-minute window; Rank jump fires when a ticker gains 50+ places (or enters the top 20) of the short-dated volume ranking within 15 minutes; RVOL fires when today's short-dated options volume is at least 2× the 20-day average at the same time of day.

Each row shows a Signal badge (⚡ Burst, ↑ Rank jump, or RVOL), the Ticker, a Magnitude badge specific to the signal — contracts/premium over 3 minutes for Burst, the rank move over 15 minutes for Rank jump, or the RVOL multiple for RVOL — plus separate Options RVOL and Stock RVOL columns and how long ago it fired. Until a ticker's 10-day options RVOL baseline has built up, that column shows "RVOL n/a (baseline N/10)" instead of a value.

The methodology drawer in the header spells out the exact thresholds behind each signal — the Burst contract/premium/window numbers, the Rank jump place-count and window, and the RVOL multiple and baseline window — plus the note that measurements are taken on the platform's subscribed options universe (not the entirety of OPRA), and that each ticker is limited to one alert per signal type per 30 minutes.

Filter to Burst when you want to catch a sudden concentration of short-dated size hitting the tape right now, or to RVOL when you'd rather see which names are trading meaningfully faster than their own recent pace throughout the day. Cross-check Options RVOL against Stock RVOL on the same row — options activity running far hotter than the underlying's own share volume is a stronger signal than either number alone.