futu-unusual-derivatives-activity

衍生品异动 · Unusual Derivatives Activity

Detects unusual derivatives activity for a specific stock and formats the result as a structured Unusual Derivatives Activity summary.

This skill is for unusual-move detection rather than a regular derivatives overview. If the data has no qualifying signal, return No unusual activity or No unusual activity (brief reason), and do not add extra market commentary.

If the user only says a broad request such as 英伟达异动, NVDA 异动, 腾讯有没有异常 and does not specify a dimension, treat it as a bundled 异动 request. In that case, use this skill together with futu-unusual-technical-signal-alerts and futu-unusual-capital-flows.

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Prerequisite: Futu CLI

This skill calls futu unusual derivatives-activity (OAuth REST via the official CLI). Do not use OpenD, futu-api, or removed futuapi scripts.

Before the workflow, follow CLI runtime. If futu unusual is not recognized, say Unusual skills need a newer CLI — see repo docs/migration-gaps-and-rest-api.md.

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Workflow

1. Parse User Input

Extract the following from the user's request:

• stock_target: stock code, Chinese stock name, English company name, or ticker explicitly mentioned by the user
• time_range: default 7; if the user says 最近 3 天 / 过去两周 / last 5 days, convert it to a natural-day integer
• analysis_dimensions: optional; only extract when the user clearly asks about one or more specific derivatives dimensions
• language_id: infer from the user's language

If the target stock is missing, ask a follow-up question instead of guessing.

2. Normalize the Stock Target into a Standard Symbol

Before calling the CLI, convert the user-mentioned stock target into a standard symbol such as US.NVDA, HK.00700, SH.600519, or SZ.000001.

Normalization rules:

• If the user already gives a fully qualified symbol like US.NVDA or HK.00700, use it directly.
• If the user gives a Chinese company name, English company name, or common ticker, map it to the matching market-prefixed symbol.
• If the symbol is ambiguous, ask a follow-up question instead of guessing.

Common mappings:

User mention	Standard symbol
腾讯	HK.00700
阿里巴巴、阿里	HK.09988
苹果、Apple	US.AAPL
特斯拉、Tesla	US.TSLA
英伟达、NVIDIA	US.NVDA
微软、Microsoft	US.MSFT
谷歌、Google、Alphabet	US.GOOG
亚马逊、Amazon	US.AMZN
Meta、脸书、Facebook	US.META
台积电、TSM	US.TSM
贵州茅台、茅台	SH.600519
宁德时代	SZ.300750

Ticker inference guidance:

• NVDA, AAPL, TSLA, MSFT, GOOG, META usually mean US stocks, so normalize to US.NVDA, US.AAPL, US.TSLA, US.MSFT, US.GOOG, US.META.
• 00700 by itself is ambiguous in plain text; when the context clearly refers to Tencent, normalize to HK.00700.
• If the same company has both HK and US listings and the user does not specify the market, ask a clarifying question.

3. Map Derivatives Intent to analysis_dimensions

Prefer these canonical analysis_dimensions values:

• warrant_ratio: Warrant open interest ratio anomaly, HK stocks only
• warrant_price_distribution: Warrant open interest price distribution anomaly, HK stocks only
• option_unusual: Unusual option trades (large orders)
• option_volatility: Option volatility anomaly
• option_volume_price: Option volume-price anomaly
• option_sentiment: Option sentiment anomaly
• option_comprehensive: Option comprehensive signal anomaly

Selection guidance:

• If the user asks about 牛熊证街货比例/牛熊街货比例, include warrant_ratio.
• If the user asks about 重货区/街货价格区间/支撑压力, include warrant_price_distribution.
• If the user asks about 期权大单/大额成交/V/OI/聪明钱押注, include option_unusual.
• If the user asks about IV/IV percentile/IV rank/HV/波动率溢价, include option_volatility.
• If the user asks about 成交量/持仓量/OI/正股联动, include option_volume_price.
• If the user asks about PCR/Put Call Ratio/做多做空情绪, include option_sentiment.
• If the user asks about 综合信号/多维背离, include option_comprehensive.
• If the user asks a broad derivatives question and does not narrow scope, omit analysis_dimensions and use the full interface.

4. Infer language_id

Use the following language mapping:

• 0: Simplified Chinese
• 1: Traditional Chinese
• 2: English
• 4: Thai
• 5: Japanese

Default strategy:

• Chinese user -> 0
• Traditional Chinese request -> 1
• English user -> 2
• If unclear, default to 0

5. Call the CLI

futu unusual derivatives-activity <STANDARD_SYMBOL> --time-range <DAYS> [--analysis-dimensions <DIM> ...] [--language-id <ID>] --format json --source skill

Examples:

futu unusual derivatives-activity HK.00700 --time-range 7 --format json --source skill
futu unusual derivatives-activity US.NVDA --time-range 7 --analysis-dimensions option_unusual option_volatility --format json --source skill
futu unusual derivatives-activity US.AAPL --time-range 7 --analysis-dimensions option_sentiment option_comprehensive --format json --source skill

6. Check the Result

• If the CLI exits successfully, use the JSON to build a structured derivatives anomaly summary.
• If the CLI returns an error, surface the error message and do not fabricate results.
• If a requested class has no anomaly in the window, explicitly say No anomaly or No anomaly (brief reason).
• If the downstream service reports a permission problem or no accessible data, clearly state that the stock or account lacks the required permission.
• If the stock is not Hong Kong listed, warrant-related classes should be marked as N/A or No anomaly.

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Parameters

Required

• stock_symbol: standard market-prefixed symbol, such as US.NVDA, HK.00700, SH.600519, SZ.000001

Optional

• time_range: natural day window, default 7
• analysis_dimensions: list of specific derivatives anomaly dimensions to inspect; omit for full scan
• language_id: output language, default 0

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Output Rules

Present the output by anomaly class. The seven classes are:

• Warrant Open Interest Ratio Anomalies (HK)
• Warrant Open Interest Price Distribution Anomalies (HK)
• Unusual Option Trades
• Option Volatility Anomalies
• Option Volume-Price Anomalies
• Option Sentiment Anomalies
• Option Comprehensive Signal Anomalies

Formatting rules:

• Always display Time Range as an absolute date range in the format YYYY.M.D - YYYY.M.D. Calculate the start date from the current date minus time_range days (e.g., if today is 2026.4.24 and time_range is 7, write Time Range: 2026.4.18 - 2026.4.24).
• Always preserve the class order above.
• Full scan (no analysis_dimensions specified): always show all 7 class names. Write No anomaly for classes with no anomaly. Never omit a class name.
• Subset request (user specifies one or more dimensions): show only the classes that correspond to the requested dimensions. Write No anomaly for requested classes that have no anomaly. Do not show unrelated classes.
• If multiple abnormal dates or timestamps appear within one class, list them all.
• For Unusual Option Trades, when multiple unusual option trades exist in the window, show all of them. Do not collapse them to only the highest-premium trade.
• Keep dates, timestamps, direction, volume, open interest, V/OI, premium amount, strike, expiry, percentile, price zone, and interpretation from the tool output.
• Do not merge different anomaly classes into one sentence.
• Warrant-related classes (Warrant Open Interest Ratio Anomalies (HK) and Warrant Open Interest Price Distribution Anomalies (HK)) apply to Hong Kong stocks only. If the stock is not Hong Kong listed, omit these two classes entirely from the output. Do not show them with N/A.
• Do not invent thresholds, rankings, or causal explanations beyond the returned content.

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Preferred Response Template

Time Range: {YYYY.M.D - YYYY.M.D}

Warrant Open Interest Ratio Anomalies (HK):
{anomaly description or "No anomaly"}

Warrant Open Interest Price Distribution Anomalies (HK):
{anomaly description or "No anomaly"}

Unusual Option Trades:
{list every anomaly item by item, or "No anomaly"}

Option Volatility Anomalies:
{anomaly description or "No anomaly"}

Option Volume-Price Anomalies:
{anomaly description or "No anomaly"}

Option Sentiment Anomalies:
{anomaly description or "No anomaly"}

Option Comprehensive Signal Anomalies:
{anomaly description or "No anomaly"}

When the user only asks for a subset, keep only the relevant classes.

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Behavior Rules

1. Always normalize the user-mentioned stock target into a standard symbol before calling the CLI.
2. If the target stock is missing, ask a follow-up question.
3. If the market is ambiguous, ask a follow-up question instead of guessing.
4. If the user asks a broad derivatives question, omit analysis_dimensions and use the full interface.
5. Do not output raw JSON by default when talking to the user, even if the CLI returns JSON.
6. Do not interpret the result as investment advice or trading guidance.
7. If the downstream service reports a permission issue, state that clearly and do not fabricate analysis.
8. For non-HK stocks, do not force warrant-specific conclusions; use N/A or No anomaly.

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Example User Requests

Broad derivatives anomaly check

• "腾讯最近 7 天有没有衍生品异动？"
• "看看 NVDA 最近期权市场有没有异常"
• "帮我查一下 Apple 最近衍生品有没有异动"

Mapped request:

{
  "stock_symbol": "HK.00700",
  "time_range": 7,
  "language_id": 0
}

IV and sentiment only

• "AAPL 最近 IV 和期权情绪有没有异常？"
• "苹果最近期权波动率和 PCR 怎么样？"

Mapped request:

{
  "stock_symbol": "US.AAPL",
  "time_range": 7,
  "analysis_dimensions": ["option_volatility", "option_sentiment"],
  "language_id": 0
}

Unusual option trades only

• "NVDA 最近有没有期权大单押注？"
• "英伟达最近有没有异常期权成交？"

Mapped request:

{
  "stock_symbol": "US.NVDA",
  "time_range": 7,
  "analysis_dimensions": ["option_unusual"],
  "language_id": 0
}

Warrant-related only

• "腾讯最近牛熊证街货比例有没有异常？"
• "00700 最近重货区在哪里？"

Mapped request:

{
  "stock_symbol": "HK.00700",
  "time_range": 7,
  "analysis_dimensions": ["warrant_ratio", "warrant_price_distribution"],
  "language_id": 0
}

---

Example Interpretation Style

Time Range: 2026.4.2 - 2026.4.9

Warrant Open Interest Ratio Anomalies (HK):
On 4.3, bull warrant open interest reached 82.2%, higher than 90% of trading days in the past year, indicating more investors are holding bull warrants overnight, reflecting bullish sentiment.
On 4.7, bear warrant open interest reached 17.8%, higher than 90% of trading days in the past year, indicating more investors are holding bear warrants overnight, reflecting bearish sentiment.

Warrant Open Interest Price Distribution Anomalies (HK):
On 4.3, the bull warrant concentration zone sits in the 95.0-100.0 recall-price range, close to the day's close, indicating many investors hold bull warrants in this range and regard this price level as a support.
On 4.7, the largest new additions and the concentration zone for bull warrants are both in the 95.0-100.0 recall-price range, indicating many investors added bull warrants in this range and regard this price level as a support.

Unusual Option Trades:
On 4.4 15:31, a large call option trade occurred with a volume of 1000 contracts, far exceeding the open interest of 130, with a V/OI ratio as high as 15.2, which typically suggests a trader is opening an unusually large new position. The trade involved US$75,000, a strike price of US$10, and an expiry of 2025/09/08.
On 4.6 10:15, a large put option trade occurred with a volume of 800 contracts, far exceeding the open interest of 50, with a V/OI ratio as high as 16.0. The trade involved US$52,000, a strike price of US$165, and an expiry of 2025/05/02.

Option Volatility Anomalies:
On 4.5, implied volatility (IV) is at a historical high and significantly above realized historical volatility (HV), creating a large IV-HV premium. This environment favors option sellers, who can sell options to bet on mean reversion of volatility.
On 4.7, the implied volatility (IV) percentile reached 95, meaning IV is above most days in the past year; time value is high, and option-selling strategies can be used.

Option Volume-Price Anomalies:
On 4.5, option volume rose 52% over the prior period, open interest rose 48%, and the underlying rose 3.5%, which may indicate long capital entering in size and suggests the uptrend may continue. The option market shows significant volume and open-interest concentration near 260, which may become an important support or resistance level.

Option Sentiment Anomalies:
On 4.3, the option Put/Call Ratio percentile reached 89, higher than 89% of trading days in the past year, and rose for 2 consecutive days, with a significant increase in put option activity.

Option Comprehensive Signal Anomalies:
On 4.8, the underlying recently declined sharply, but option implied volatility percentile barely changed; the market has not priced in panic, and historically similar setups have often given rise to rebound opportunities.