Money Flow Index

Money Flow Index (MFI) is a momentum oscillator that incorporates both price and volume to measure buying and selling pressure, appearing as a line oscillating between 0 and 100 in a lower indicator panel. Often called the volume-weighted RSI, MFI improves upon traditional RSI by considering not just price movement but the volume behind those moves, revealing whether big money supports the action. For option traders, MFI provides superior overbought and oversold signals because it can’t be manipulated by price alone – heavy volume is required to push MFI to extremes. This makes MFI particularly valuable for confirming whether a move has institutional backing or is just retail noise.

How MFI Works

MFI combines price and volume uniquely:

The Calculation Process

  1. Typical Price: (High + Low + Close) / 3
  2. Money Flow: Typical Price × Volume
  3. Positive Money Flow: Sum when price rises
  4. Negative Money Flow: Sum when price falls
  5. Money Ratio: Positive Flow / Negative Flow
  6. MFI: 100 – (100 / (1 + Money Ratio))

Default period is 14 days, like RSI.

Reading MFI Values

  • Above 80: Overbought (high buying pressure)
  • 70-80: Strong bullish momentum
  • 20-70: Normal trading range
  • Below 20: Oversold (high selling pressure)

Volume weighting makes extremes more significant than RSI.

MFI vs RSI Comparison

Understanding when each excels:

Key Differences

MFI Advantages:

  • Incorporates volume (real money)
  • Harder to manipulate
  • Better divergence signals
  • Confirms institutional activity

RSI Advantages:

  • Simpler calculation
  • Works on all timeframes
  • More responsive
  • Better for low-volume stocks

Use both for complete picture.

When MFI Outperforms

  • High volume stocks
  • Confirming breakouts
  • Spotting distribution/accumulation
  • Major reversal points

MFI Signals for Options

Key signals from this lower indicator:

Overbought/Oversold Reversals

Oversold Bounce (Put Selling):

  1. MFI drops below 20
  2. Heavy selling exhausted
  3. MFI hooks up
  4. Sell puts at support

Overbought Reversal (Call Selling):

  1. MFI rises above 80
  2. Buying pressure extreme
  3. MFI rolls over
  4. Sell calls at resistance

The volume component makes these more reliable than RSI alone.

MFI Divergences

Bullish Divergence:

  • Price makes lower low
  • MFI makes higher low
  • Selling pressure decreasing
  • Money flowing in quietly

Bearish Divergence:

  • Price makes higher high
  • MFI makes lower high
  • Buying pressure decreasing
  • Distribution occurring

MFI divergences are particularly powerful due to volume confirmation.

Advanced MFI Patterns

Beyond basic signals:

MFI Thrust Pattern

Bullish Thrust:

  • MFI jumps from below 20 to above 50
  • One or two bars
  • Explosive buying
  • Trend change likely

Bearish Thrust:

  • MFI drops from above 80 to below 50
  • Rapid selling
  • Breakdown imminent
  • Sell calls aggressively

MFI Failure Swings

Bullish Failure Swing:

  1. MFI drops below 20 (oversold)
  2. Rallies to 40-60
  3. Pulls back but stays above 20
  4. Breaks above prior high
  5. Strong buy signal

Similar to RSI but more reliable with volume.

MFI for Different Market Conditions

Adapting to market character:

Trending Markets

Strong Uptrend:

  • MFI stays 40-80 range
  • Dips to 40 are opportunities
  • Sell puts on MFI pullbacks
  • Ignore overbought readings

Strong Downtrend:

  • MFI stays 20-60 range
  • Rallies to 60 are opportunities
  • Sell calls on MFI bounces
  • Ignore oversold readings

Range-Bound Markets

  • MFI oscillates 30-70
  • Trade extremes both ways
  • 70+ sell calls
  • 30- sell puts

MFI for Weekly Options

Optimizing this lower indicator for short-term:

Weekly Settings

  • 10-period MFI on daily charts
  • 5-period MFI on hourly charts
  • Tighter extremes: 75/25
  • Faster signals for quick trades

Intraday MFI

For 0-2 DTE options:

  • 14-period on 15-minute charts
  • Look for thrust patterns
  • Trade divergences aggressively
  • Multiple round trips possible

Combining MFI with Other Indicators

Power combinations:

MFI + Price Action

Best Setups:

  • MFI oversold + Support test
  • MFI overbought + Resistance test
  • MFI divergence + Chart pattern
  • Multiple confirmations

MFI + RSI Confirmation

Dual Momentum:

  • Both oversold = High probability
  • MFI oversold, RSI not = Question it
  • Divergence on both = Very strong
  • Split signals = Stay out

MFI + Volume Analysis

Volume Confirmation:

  • MFI extreme + Volume climax
  • Confirms exhaustion
  • Size up position
  • Quick reversal expected

MFI Screening Strategies

Finding opportunities:

Daily MFI Scan

  1. MFI < 20 or > 80
  2. Liquid options (penny wide)
  3. Near support/resistance
  4. No earnings pending
  5. Track for reversal

Divergence Hunter

Weekly routine:

  • 52-week highs with MFI < 70
  • 52-week lows with MFI > 30
  • Clear divergences
  • Premium selling candidates

Common MFI Mistakes

Ignoring Volume Quality: Thin stocks unreliable Fighting Extremes: Can stay overbought/oversold No Price Context: MFI needs structure Wrong Timeframe: Daily MFI for scalping

Building an MFI System

Systematic approach:

MFI Reversal System

Entry Rules:

  1. MFI reaches extreme (< 20 or > 80)
  2. Price at support/resistance
  3. MFI hooks opposite direction
  4. Enter option position
  5. Stop if MFI continues to extreme

Management:

  • Target 50% profit
  • Exit at MFI 50 (neutral)
  • Trail stops using MFI levels
  • Track win rate by MFI level

Performance Optimization

  • Test different periods (10, 14, 20)
  • Adjust extreme levels by stock
  • Compare to RSI performance
  • Find optimal holding period

MFI Special Situations

Unique applications:

Earnings Plays

  • High MFI before earnings
  • Suggests expectations high
  • IV elevated
  • Sell calls for crush

Gap Analysis

  • Gap up with low MFI
  • Weak buying pressure
  • Likely to fill
  • Sell calls above

Accumulation Detection

  • Price flat, MFI rising
  • Hidden accumulation
  • Breakout coming
  • Position accordingly

Key Takeaways

Money Flow Index (MFI):

  • Lower indicator combining price and volume
  • Oscillates 0-100 like RSI
  • Above 80 = overbought
  • Below 20 = oversold
  • Volume weighting adds reliability
  • Superior divergence signals
  • Confirms institutional activity

MFI is the option seller’s lie detector, revealing whether moves have real money behind them or are just price games. This lower indicator’s volume component makes extremes more meaningful and divergences more reliable than price-only oscillators. Master MFI to distinguish between moves worth respecting and those perfect for fading. Remember: in markets, money talks – and MFI tracks every dollar.