Bespoke financial models - focusing on growth, margins, and reinvestment - are the starting point, providing differentiated views on key business drivers and underscoring thesis formation. After isolating market mispricings, we try to identify catalysts that can narrow the gap between the internal and consensus view. Financial models unpack multiples, titrate embedded assumptions, and are kept chamber-ready for minimal reaction latency when market opportunities arise. We want to best understand institutional positioning, price discovery, and market microstructure, so overlaid on our research-intensive process is a sophisticated technology stack that reviews daily option transaction data in real-time and extracts actionable information from every executed option trade on 18 different option exchanges. Configurable to fragmented markets and roughly 8 million daily trades, 65 million notional contracts, and 5700 listed options in the US, this and other model overlays use c# java socket protocol APIs to call our attention to complex, time-sensitive, multi-legged aggregate option order flow (electronic/outcry) with maximum throughput and minimal latency. We pay close attention to unusual sweep, auction floor, cross block, spread, diagonal, and ratio trades, highlighting any deviation between what the equity market is doing and what the option market is expressing. Clustering sweep orders as well as asymmetry in underlying stock behavior, option position delta, or option volatility skew are analyzed print by print. Recall that a general interest in “highly-informed” traders is one of our five principles