O.I.I
How it works
From a thousand names
to one placeable order
O.I.I is a pipeline, and understanding the pipeline is the fastest way to understand the product. It runs the same way on a calm Tuesday as on a violent Friday, which is the entire reason it exists.
The short version:
- Score 1,000+ names nightly off settled daily closes — several independent reads combine into one composite out of 4.
- Only names clearing a strict cutoff produce a recommendation.
- Qualifying names are allocated randomly within your tier, capped at 3 members per symbol.
- Each allocated name gets a live options chain pulled and a strike priced against the market's own implied move.
- Your pick, with strike, expiration, premium, break-even and max risk, lands in your own private Discord channel.
Step one
Data first, because everything downstream inherits it
Every scoring decision rests on price history, so bad data produces confidently wrong signals. The scan runs after the close, off settled daily bars, never a partial intraday candle that will look different an hour later.
The universe is a fixed, curated list of liquid, optionable US-listed names. Liquidity is a requirement rather than a preference: a strike recommendation is worthless if the contract can't actually be filled at something close to the quoted price.
Step two
Several signals, because one is never enough
Every name is read several independent ways, each testing a different property of how it has been moving. The reads are deliberately chosen to be capable of disagreeing with each other, because a set of measurements that always agrees tells you nothing you didn't already know from the chart.
Any single read, trusted alone, will hand you a confident answer that is wrong often enough to wipe out an edge. That isn't a flaw in the measurement, it's what happens when you ask one question of a market that is doing several things at once. A name can be stretched and still strengthening, or calm on the surface while the trend underneath it decays.
No single read decides
Nothing qualifies on the strength of one measurement, however emphatic it looks. That rule alone removes most of the setups a person would talk themselves into at the end of a long day.
Agreement is what earns a score
Conviction comes from independent reads pointing the same way at the same time. When they conflict, the composite falls and the name usually drops out of contention entirely.
Identical rules every night
The thresholds don't move because a week went badly or a name looks interesting. A machine applying the same rules on a violent Friday is the whole reason to run this as software.
What we don't publish. The composite score and the direction are yours on every pick. Which signals go into it, and how they're weighted, stay in-house, because that derivation is the product. You always see what the system concluded and the trade it implies. You don't see how it got there.
Step three
Most of the universe produces nothing
Indicators are blended into one composite out of 4, and only names clearing a strict cutoff become recommendations at all. On a typical night the overwhelming majority of the list qualifies for nothing. That's the filter working, not failing.
On unusually thin nights the cutoff can step down slightly rather than leave members empty-handed, but it stops at a hard floor. Below that floor we deliver fewer picks and say so on the message. We would rather hand you one setup and tell you it was a quiet night than pad the count with reads we don't believe in.
Step four
Why you and the next member get different picks
This is the part most signal services get wrong, and it's a structural problem rather than a courtesy.
Options markets are thin next to equities. If fifty people act on the same contract within minutes of each other, they compete for the same limited depth, move the price against themselves, and every one of them gets a worse fill than the first. The signal can be perfectly correct and still lose money for most of the room.
So qualifying names go into a pool and are drawn randomly within your tier, with a hard cap on how many members can be given any single symbol. Pro members draw from the highest-scoring slice of the pool, and Basic members draw from the rest. There's also a cooldown that stops the same name landing in your channel repeatedly.
The consequence is deliberate: on a full run, members generally receive completely distinct names. Not a watered-down version of one signal, but a different setup that cleared the same bar.
Step five
The strike is the product
A direction call you have to translate into a contract yourself is only half an answer, and the translation is where most of the money is lost.
For every allocated name, O.I.I pulls the live options chain, selects an expiration near a short-dated target, and reads the at-the-money straddle to derive the market's own implied move, roughly the range the underlying is expected to stay inside about two thirds of the time. The strike is placed against that range.
You receive the option type, the strike, the expiration, the premium, the break-even and the maximum risk per contract. Every recommendation is a long single-leg position, so your worst case is the premium you paid, known before you place it and printed on the pick.
Step six
The things that quietly ruin a good call
Two of them are common enough that every pick is checked for both.
Earnings inside the window
Implied volatility runs up into a print and collapses immediately after. That collapse can cost a position real value even when the direction was right. Picks near a report say so and explain the risk, but earnings never silently disqualify a name. The read on direction tends to hold; what changes is the size and timing of the move. The call stays yours.
Expirations further out than usual
Some names don't list weekly options, so the nearest expiration can be weeks rather than days away. Those picks are flagged plainly. The math stays consistent, since the implied range is computed off whichever expiration was chosen, but a multi-week hold should be sized like one.
Step seven
Delivery, and asking questions of your own
Picks arrive in a private Discord channel that belongs to you. Not a DM that silently fails when you've disabled them, and not a shared feed where everyone can see your allocation.
Delivery runs Sunday through Thursday, the evening before each trading day, so there's always a session to act in. Sunday night necessarily scores off Friday's close, since no market data exists over a weekend.
You can also ask about a specific ticker on demand with /lookup. It runs the same engine,
the same strike logic and the same renderer as the nightly batch, so a ticker can't read differently
depending on how you asked, and the result is posted into your own channel alongside your picks.
Daily lookup allowances go with your tier.