is identifying multi-leg strategies from whale flow actually useful? or am i overthinking this?

been trading options for a couple years now. mostly spreads and the occasional strangle. one thing i always wondered — when you see unusual options activity, does knowing the exact strategy matter?

i built a small tool that groups unusual trades by ticker and timing and tries to identify the actual multi-leg strategy. ran it for about a week and here's what showed up:

• vertical spreads are like 40% of everything. bull call spreads and bear put spreads mostly. boring but makes sense for size
• short strangles at whale scale — multiple $10M+ on QQQ and SPX. didnt expect that
• diagonals are way more common than i thought. institutions seem to love the calendar edge
• butterflies and condors barely show up. less than 5%. feels like those are more of a retail thing
• saw opposing bets on the same ticker same day. $3.7M bull call spread AND $6.3M bear put spread on NDXP. different whales completely disagreeing

the honest question though — does any of this actually help? like if you see a whale opening a $12M short strangle on QQQ, does that change how you trade? or is it just interesting to look at?

genuinely not sure if this is useful data or just noise that looks cool. would love to hear from anyone who actually incorporates flow into their process.