Tour v423
SOXL
Direxion Daily Semicondct Bull 3X ETF
$128.15 -6.33%
$125.29 (-2.23%)🌙
as of 07/27 07:07 PM
7/27 19:07

Option Volume

Detail
Current (07/27) 275,944
Calls: 92,207 (33%)
Puts: 183,737 (67%)
Prior (07/24) 285,337
Calls: 71,634 (25%)
Puts: 213,703 (75%)
Current vs Prior -3.29%
Calls: +28.72% (Calls)
Puts: -14.02% (Puts)
Prior 7-Day Total 1,961,016
Calls: 622,314 (32%)
Puts: 1,338,702 (68%)
Prior 7-Day Average 280,145
Calls: 88,902 (32%)
Puts: 191,243 (68%)
Current vs Prior 7-Day Avg -1.50%
Calls: +3.72%
Puts: -3.92%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/27) $317.74M
Calls: $115.38M (36%)
Puts: $202.35M (64%)
Prior (07/24) $319.00M
Calls: $115.16M (36%)
Puts: $203.84M (64%)
Current vs Prior -0.40%
Calls: +0.20%
Puts: -0.73%
Prior 7-Day Total $2.18B
Calls: $828.81M (38%)
Puts: $1.35B (62%)
Prior 7-Day Average $311.64M
Calls: $118.40M (38%)
Puts: $193.24M (62%)
Current vs Prior 7-Day Avg +1.95%
Calls: -2.55%
Puts: +4.72%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/27) 1.99
Prior (07/24) 2.98
Current vs Prior -33.21%
Prior 7-Day Average 2.33
Current vs Prior 7-Day Avg -14.38%
Sentiment BEARISH

Open Interest

Detail
Current (07/27) 1,069,715
Calls: 299,515 (28%)
Puts: 770,200 (72%)
Prior (07/24) 892,438
Calls: 237,524 (27%)
Puts: 654,914 (73%)
Current vs Prior +19.86%
Prior 7-Day Total 6,959,060
Calls: 1,959,381 (28%)
Puts: 4,999,679 (72%)
Prior 7-Day Average 994,151
Calls: 279,911 (28%)
Puts: 714,239 (72%)
Current vs Prior 7-Day Avg +7.60%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 18.88% | 28.51%39.59% | 55.52%
Prior 22.50% | 31.01%41.98% | 56.55%
Current vs Prior -16.06% | -8.09%-5.70% | -1.81%
Prior 7-Day Avg 16.07% | 27.54%32.76% | 54.34%
Current vs 7-Day Avg +17.49% | +3.50%+20.85% | +2.18%
Prior 7-Day Eod 22.50% | 31.01%41.98% | 56.55%
Current vs 7-Day Eod -16.06% | -8.09%-5.70% | -1.81%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 45.29% | 14.57%
Calls: 25.91% | 13.43%
Puts: 64.67% | 15.72%
Prior 45.29% | 14.57%
Calls: 25.91% | 13.43%
Puts: 64.67% | 15.72%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 45.29% | 14.57%
Calls: 25.91% | 13.43%
Puts: 64.67% | 15.72%
Current vs 7-Day Avg +0.00% | -0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($202.35M). Extreme bearish P/C ratio of 1.99 - heavy put buying. P/C ratio dropping 33% - sentiment shifting bullish. Put-heavy open interest (770,200 puts vs 299,515 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 136 of results (avg 8.1%, best 3.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 315.305.50$5.403.7%2.0K0.32619
$110.00Aug 2133.0035.10$34.056.2%260.69790
$120.00Sep 432.6534.95$33.806.8%20.65--
$128.00Jul 3110.9511.75$11.357.0%3190.5312
$111.00Sep 437.2039.95$38.587.1%20.69--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2828.4530.00$29.235.3%430.40185
$148.00Sep 442.1044.55$43.335.7%10.48--
$145.00Aug 2134.8036.85$35.835.7%240.51641
$130.00Sep 430.8032.65$31.735.8%270.392
$110.00Aug 2115.8016.75$16.275.8%3240.291.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 168 found (avg delta 0.61, highest 0.81)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 3125.9528.60$27.289.7%310.81161
$106.00Jul 3124.1028.00$26.0515.0%80.80--
$107.00Jul 3123.3527.50$25.4316.3%770.79--
$108.00Jul 3122.6026.20$24.4014.8%660.78--
$109.00Jul 3121.8526.00$23.9317.3%100.77--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$153.00Jul 3127.3030.75$29.0311.9%100.76--
$152.00Jul 3127.0529.10$28.087.3%190.751.4K
$151.00Jul 3125.7529.20$27.4812.6%80.74281
$150.00Jul 3125.3027.35$26.337.8%3610.722.9K
$149.00Jul 3124.4527.70$26.0812.5%20.7287

Most actively traded options today. High liquidity = easy entry/exit. 364 active (total vol 68.0K, top 4.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 314.004.50$4.2511.8%4.9K0.271.3K
$140.00Jul 316.707.25$6.987.9%2.6K0.38566
$135.00Jul 318.209.30$8.7512.6%2.6K0.44409
$120.00Jul 3115.7017.10$16.408.5%2.2K0.64225
$130.00Jul 3110.5011.30$10.907.3%2.2K0.51501
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 318.409.10$8.758.0%3.1K0.365.0K
$110.00Jul 315.055.75$5.4013.0%2.3K0.244.4K
$115.00Jul 316.507.00$6.757.4%1.7K0.302.0K
$130.00Jul 3112.8014.40$13.6011.8%1.2K0.492.8K
$105.00Jul 314.004.50$4.2511.8%9940.204.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 95 strikes (avg 22.6%, max 32.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Jul 31Sep 4254.8%194.8%30.8%88161
$108.00Jul 31Sep 4247.9%192.5%28.8%68--
$106.00Jul 31Sep 4248.5%194.9%27.5%9--
$109.00Jul 31Sep 4241.9%189.8%27.5%11--
$111.00Jul 31Sep 4242.8%191.1%27.1%472
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$103.00Jul 31Sep 4254.5%192.2%32.4%209381
$105.00Jul 31Sep 4254.8%194.8%30.8%1.0K4.2K
$108.00Jul 31Sep 4247.9%192.5%28.8%389246
$104.00Jul 31Sep 4248.5%193.7%28.3%130308
$106.00Jul 31Sep 4248.5%194.9%27.5%258234

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 244 found (best R:R 9.00, avg 1.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$136.00$137.00Aug 21$0.10$0.90$0.109.00$136.10
$151.00$152.00Jul 31$0.11$0.89$0.118.09$151.11
$143.00$144.00Aug 7$0.12$0.88$0.127.33$143.12
$147.00$148.00Aug 7$0.12$0.88$0.127.33$147.12
$133.00$134.00Aug 7$0.13$0.87$0.136.69$133.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$128.00$127.00Aug 7$0.12$0.88$0.127.33$127.88
$130.00$129.00Aug 21$0.12$0.88$0.127.33$129.88
$123.00$122.00Aug 21$0.15$0.85$0.155.67$122.85
$109.00$108.00Sep 4$0.15$0.85$0.155.67$108.85
$139.00$138.00Aug 21$0.17$0.83$0.174.88$138.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 302 found (best R:R 7.33, avg 1.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$123.00$124.00Jul 31$0.85$0.85$0.155.67$123.85
$109.00$110.00Jul 31$0.83$0.83$0.174.88$109.83
$125.00$126.00Aug 21$0.78$0.78$0.223.55$125.78
$139.00$140.00Aug 14$0.77$0.77$0.233.35$139.77
$117.00$119.00Sep 4$1.52$1.52$0.483.17$118.52
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$138.00$137.00Aug 14$0.88$0.88$0.127.33$137.12
$121.00$120.00Aug 21$0.88$0.88$0.127.33$120.12
$141.00$140.00Jul 31$0.87$0.87$0.136.69$140.13
$146.00$145.00Jul 31$0.87$0.87$0.136.69$145.13
$128.00$127.00Jul 31$0.86$0.86$0.146.14$127.14

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 95 found (avg debit $7.82, cheapest $3.45)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Jul 31Aug 7$3.45254.8%217.2%
$110.00Jul 31Aug 7$4.38245.0%215.2%
$147.00Jul 31Aug 7$4.94225.9%193.1%
$153.00Jul 31Aug 7$4.96218.6%193.6%
$150.00Jul 31Aug 7$5.02221.7%193.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Jul 31Aug 7$4.07254.8%217.2%
$110.00Jul 31Aug 7$4.75245.0%215.2%
$125.00Jul 31Aug 7$5.20229.7%201.7%
$148.00Jul 31Aug 7$5.22220.9%194.9%
$153.00Jul 31Aug 7$5.22218.6%193.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 157 found (cheapest 18.61% of stock, avg 32.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$127.00Jul 31$12.08$11.77$23.85$103.15$150.8518.61%
$128.00Jul 31$11.35$12.63$23.98$104.02$151.9818.71%
$129.00Jul 31$11.20$12.85$24.05$104.95$153.0518.77%
$126.00Jul 31$13.00$11.18$24.18$101.82$150.1818.87%
$124.00Jul 31$13.73$10.50$24.23$99.77$148.2318.91%
$122.00Jul 31$14.73$9.60$24.33$97.67$146.3318.99%
$125.00Jul 31$13.30$11.10$24.40$100.60$149.4019.04%
$130.00Jul 31$10.90$13.60$24.50$105.50$154.5019.12%
$133.00Jul 31$9.45$15.08$24.53$108.47$157.5319.14%
$123.00Jul 31$14.58$10.03$24.61$98.39$147.6119.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 127 found (cheapest 16.01% of stock, avg 32.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$135.00$127.00Jul 31$8.75$11.77$20.52$106.48$155.52
$134.00$127.00Jul 31$9.10$11.77$20.87$106.13$154.87
$133.00$127.00Jul 31$9.45$11.77$21.22$105.78$154.22
$135.00$128.00Jul 31$8.75$12.63$21.38$106.62$156.38
$135.00$129.00Jul 31$8.75$12.85$21.60$107.40$156.60
$134.00$128.00Jul 31$9.10$12.63$21.73$106.27$155.73
$132.00$127.00Jul 31$10.02$11.77$21.79$105.21$153.79
$134.00$129.00Jul 31$9.10$12.85$21.95$107.05$155.95
$133.00$128.00Jul 31$9.45$12.63$22.08$105.92$155.08
$133.00$129.00Jul 31$9.45$12.85$22.30$106.70$155.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 153 found (best R:R 49.00, avg credit $2.43)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
105/110115/120Aug 28$4.90$0.1049.00$105.10$119.90
130/135140/145Aug 28$4.89$0.1144.45$130.11$144.89
110/115135/140Aug 28$4.85$0.1532.33$110.15$139.85
130/135145/150Aug 28$4.84$0.1630.25$130.16$149.84
135/140145/150Aug 28$4.81$0.1925.32$135.19$149.81
110/115120/125Aug 28$4.80$0.2024.00$110.20$124.80
110/115130/135Aug 28$4.80$0.2024.00$110.20$134.80
120/125135/140Aug 28$4.77$0.2320.74$120.23$139.77
120/125130/135Aug 28$4.72$0.2816.86$120.28$134.72
112/114115/116Sep 4$1.84$0.1611.50$112.16$116.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 114 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$125.00$130.00$135.00Aug 28$0.10$4.9049.00
$105.00$110.00$115.00Aug 7$0.15$4.8532.33
$113.00$114.00$115.00Jul 31$0.05$0.9519.00
$146.00$147.00$148.00Aug 14$0.07$0.9313.29
$143.00$145.00$147.00Aug 21$0.14$1.8613.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$105.00$110.00$115.00Aug 7$0.07$4.9370.43
$113.00$114.00$115.00Jul 31$0.07$0.9313.29
$116.00$117.00$118.00Jul 31$0.07$0.9313.29
$134.00$135.00$136.00Aug 7$0.07$0.9313.29
$115.00$120.00$125.00Aug 14$0.35$4.6513.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. -- found (best net $--, -- credits)

No setups found for this strategy

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 105 found (best yield 21.50%, avg 10.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$130.00Sep 4$27.550.601.4%21.50%22.94%3--
$135.00Sep 4$26.200.575.3%20.44%25.79%2--
$130.00Aug 28$25.500.591.4%19.90%21.34%7886
$138.00Sep 4$24.400.567.7%19.04%26.73%26--
$139.00Sep 4$24.000.558.5%18.73%27.19%11
$140.00Sep 4$23.950.559.2%18.69%27.94%1510
$142.00Sep 4$23.850.5410.8%18.61%29.42%374
$129.00Aug 21$23.500.580.7%18.34%19.00%1252
$135.00Aug 28$23.300.565.3%18.18%23.53%2042
$143.00Sep 4$22.800.5311.6%17.79%29.38%5--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 92,207
Total Puts 183,737
Put/Call Ratio 1.99
Net Difference -91,530

Prior's Put/Call Breakdown

Total Calls 71,634
Total Puts 213,703
Put/Call Ratio 2.98
Net Difference -142,069

Prior 7-Day Put/Call Summary

Total Calls 622,314
Total Puts 1,338,702
Average Put/Call Ratio 2.33
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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