There are two ways you can go about finding Option Sweeps:
You will need to get data from the exchange and build a filter that highlights the large trades that are being broken up. This is not hard to do with a data subscription and some Python code especially if you have some basic coding knowledge.
You can get on to a site like this one ( literally this site) and just look for the Options sweeps. It is all filtered data that will show you the high probability Options sweeps.
If you go with option 1 then you need to set your filters to look for repeat activity in a stock and then you will have to tabulate the total number of contracts that are bought across all the small trades and then compare that to the Open Interest.