Whales Auto Tracker

Screening Filters

1. Market Cap ≥ $2,000,000,000 (Large-/Mid‑Cap Focus)

   • Purpose: Restrict results to larger, more established companies.
   • Rationale: A “Whales Auto Tracker” is typically about following big, institutional or “whale” flows. These large players most often operate in mid- and large‑cap names where there is enough liquidity to move big size without distorting prices too much. Filtering for market cap ≥ $2B targets the segment of the market where whale activity is most relevant and most visible.

2. Relative Volume ≥ 1.5

   • Purpose: Highlight stocks trading at least 1.5× their normal volume.
   • Rationale: Whale tracking is built around unusual activity. A relative volume above 1.5 flags names with significantly elevated trading interest versus their own historical average. This is exactly the kind of signal a “Whales Auto Tracker” would surface: abnormal spikes that might indicate large players actively building or unwinding positions.

3. Is Optionable = True

   • Purpose: Only include stocks that have listed options.
   • Rationale: Many whale‑tracking tools focus on the options market because institutions often express directional or leveraged views via calls/puts rather than common stock. Requiring the stock to be optionable ensures that any automated “whale tracker” can monitor both equity and options flows, which is core to how these trackers function in practice.

4. Option Unusual Activity = True

   • Purpose: Surface only those optionable stocks that are experiencing unusual options flow.
   • Rationale: This is the heart of a whales tracker. “Unusual options activity”—large, out‑of‑the‑money blocks, sweeps, or abnormally high volume/open interest—often suggests institutional or whale participation. This filter operationalizes the very concept of “Whales Auto Tracker”: automatically flagging where the options tape looks abnormal and potentially driven by large, informed traders.

5. Quarterly Insider Trading Dollar Volume ≥ 0

   • Purpose: Ensure there is at least some reported insider trading activity.
   • Rationale: Many professional “whale” dashboards don’t just look at institutions in the open market; they also incorporate insider transactions (executives, directors, major shareholders). Setting a minimum above 0 ensures we focus on companies where insiders have been active, so a whales tracker can integrate that signal alongside institutional flow and unusual options trades.

Why Results Match the Idea of a “Whales Auto Tracker”

• The filters collectively focus on larger, liquid names where institutional/whale behavior is most meaningful (market cap filter).
• They enforce abnormal trading conditions—especially via elevated volume and unusual options activity—which is exactly what a whales tracker would try to detect automatically.
• Requiring optionability and unusual options activity aligns with how many real‑world whale tools operate: they monitor big, atypical options orders as a proxy for smart‑money moves.
• Including insider trading activity ties in another key “whale” signal—what corporate insiders are doing with their own stock.

In sum, these filters simulate what a “Whales Auto Tracker” does in financial analysis: automatically identifying stocks where large or informed participants (institutions and insiders) may be taking noteworthy positions, primarily via abnormal volume and options flow.