I am curious about your progress with data feeds and analysis since I have an idea based on an Amazon option trade last Friday (2/14) that could be a good under-the-radar money maker, but I need help with a bot/algorithm to do the hard work below:
1) find call or put spread trades that are deeper in the money than the "expected move" before expiration,
2) are priced to provide a good return (>3-4% per month), and
3) can immediately sell the lower strike call or higher strike put if there is an early assignment of the call or put spread.
If the counterparty who bought my call vertical held it for 2 months to expiration, he/she could earn over 6% per month (almost 75% annualized). The current option pricing assumed a +/- $155 move by April 2020 expiration from the $2,130 closing price, which was $215 in the money. So there was a very good likelihood that the trade could expire in the money.
I would really like to be such a quasi mini-market maker if I could make over 35% annually.
Please let me know if you have had success in your efforts and could share what you have learned.
Also, I would welcome you as a partner if you can help with the system development.