Tour v452
SOXL
Direxion Daily Semicondct Bull 3X ETF
$109.54 -14.52%
$103.66 (-5.37%)🌙
as of 07/28 07:06 PM
7/28 19:06

Option Volume

Detail
Current (07/28) 294,534
Calls: 118,286 (40%)
Puts: 176,248 (60%)
Prior (07/27) 275,944
Calls: 92,207 (33%)
Puts: 183,737 (67%)
Current vs Prior +6.74%
Calls: +28.28% (Calls)
Puts: -4.08% (Puts)
Prior 7-Day Total 1,916,789
Calls: 583,504 (30%)
Puts: 1,333,285 (70%)
Prior 7-Day Average 273,827
Calls: 83,357 (30%)
Puts: 190,469 (70%)
Current vs Prior 7-Day Avg +7.56%
Calls: +41.90%
Puts: -7.47%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/28) $352.09M
Calls: $111.52M (32%)
Puts: $240.57M (68%)
Prior (07/27) $317.74M
Calls: $115.38M (36%)
Puts: $202.35M (64%)
Current vs Prior +10.81%
Calls: -3.34%
Puts: +18.88%
Prior 7-Day Total $2.11B
Calls: $805.65M (38%)
Puts: $1.30B (62%)
Prior 7-Day Average $301.05M
Calls: $115.09M (38%)
Puts: $185.95M (62%)
Current vs Prior 7-Day Avg +16.96%
Calls: -3.10%
Puts: +29.37%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/28) 1.49
Prior (07/27) 1.99
Current vs Prior -25.22%
Prior 7-Day Average 2.41
Current vs Prior 7-Day Avg -38.06%
Sentiment BEARISH

Open Interest

Detail
Current (07/28) 1,163,486
Calls: 346,873 (30%)
Puts: 816,613 (70%)
Prior (07/27) 1,069,715
Calls: 299,515 (28%)
Puts: 770,200 (72%)
Current vs Prior +8.77%
Prior 7-Day Total 6,912,903
Calls: 1,945,002 (28%)
Puts: 4,967,901 (72%)
Prior 7-Day Average 987,557
Calls: 277,857 (28%)
Puts: 709,700 (72%)
Current vs Prior 7-Day Avg +17.81%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 17.48% | 27.19%39.74% | 54.51%
Prior 18.88% | 28.51%39.59% | 55.52%
Current vs Prior -7.42% | -4.63%+0.39% | -1.82%
Prior 7-Day Avg 17.44% | 28.32%37.08% | 55.46%
Current vs 7-Day Avg +0.24% | -4.00%+7.16% | -1.71%
Prior 7-Day Eod 18.88% | 28.51%39.59% | 55.52%
Current vs 7-Day Eod -7.42% | -4.63%+0.39% | -1.82%
Sentiment BULLISHBEARISH

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 68% put dollar volume ($240.57M). Bearish P/C ratio of 1.49 indicates protective positioning. P/C ratio dropping 25% - sentiment shifting bullish. Put-heavy open interest (816,613 puts vs 346,873 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 15 of results (avg 8.9%, best 4.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 76.406.70$6.554.6%5080.33133
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Sep 424.5026.50$25.507.8%30.38--
$129.00Aug 2133.8536.85$35.358.5%10.55--
$131.00Aug 1432.5035.40$33.958.5%150.59--
$122.00Sep 433.0536.00$34.538.5%10.46--
$130.00Sep 439.0042.60$40.808.8%140.5121

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. 141 found (avg delta 0.62, highest 0.87)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Jul 3118.5523.00$20.7821.4%20.87--
$89.00Jul 3118.0022.50$20.2522.2%20.84--
$90.00Jul 3117.1521.40$19.2722.1%700.8459
$92.00Jul 3115.9020.00$17.9522.8%200.80--
$93.00Jul 3115.2519.35$17.3023.7%300.78--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$131.00Jul 3124.5029.00$26.7516.8%1080.80--
$130.00Jul 3124.0027.70$25.8514.3%6920.782.6K
$129.00Jul 3123.0027.00$25.0016.0%830.77206
$128.00Jul 3122.0026.25$24.1317.6%580.75396
$127.00Jul 3121.5025.40$23.4516.6%1260.74335

Most actively traded options today. High liquidity = easy entry/exit. 311 active (total vol 90.0K, top 6.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 313.705.05$4.3830.8%6.9K0.33725
$130.00Jul 312.002.50$2.2522.2%6.0K0.201.2K
$110.00Jul 317.008.95$7.9824.4%4.0K0.49145
$115.00Jul 314.507.80$6.1553.7%3.4K0.4198
$120.00Aug 2114.5016.65$15.5813.8%2.2K0.49602
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 315.806.50$6.1511.4%6.6K0.3312.8K
$90.00Jul 312.703.35$3.0321.5%4.3K0.198.9K
$110.00Aug 714.7517.85$16.3019.0%3.5K0.46993
$95.00Jul 313.654.90$4.2829.2%2.0K0.264.9K
$110.00Jul 3110.3511.65$11.0011.8%1.7K0.504.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 85 strikes (avg 27.6%, max 37.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Jul 31Sep 4260.1%192.9%34.9%7586
$92.00Jul 31Aug 21266.6%198.1%34.6%22397
$89.00Jul 31Aug 21270.2%201.0%34.5%453
$117.00Jul 31Sep 4244.5%182.6%34.0%16653
$121.00Jul 31Sep 4242.4%181.3%33.7%94153
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$93.00Jul 31Aug 21268.8%196.1%37.1%255227
$90.00Jul 31Sep 4260.1%192.9%34.9%4.4K9.0K
$92.00Jul 31Aug 21266.6%198.1%34.6%503199
$114.00Jul 31Sep 4244.7%181.9%34.6%145484
$89.00Jul 31Aug 21270.2%201.0%34.5%5132.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 187 found (best R:R 7.33, avg 1.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$126.00Aug 7$0.12$0.88$0.127.33$125.12
$106.00$107.00Aug 7$0.13$0.87$0.136.69$106.13
$127.00$128.00Aug 21$0.15$0.85$0.155.67$127.15
$109.00$110.00Jul 31$0.17$0.83$0.174.88$109.17
$127.00$128.00Jul 31$0.18$0.82$0.184.56$127.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$108.00$107.00Sep 4$0.15$0.85$0.155.67$107.85
$96.00$95.00Jul 31$0.17$0.83$0.174.88$95.83
$90.00$89.00Aug 14$0.17$0.83$0.174.88$89.83
$122.00$121.00Aug 21$0.18$0.82$0.184.56$121.82
$106.00$105.00Jul 31$0.22$0.78$0.223.55$105.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 246 found (best R:R 9.00, avg 1.75)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$94.00$95.00Jul 31$0.85$0.85$0.155.67$94.85
$127.00$128.00Aug 7$0.85$0.85$0.155.67$127.85
$120.00$121.00Aug 7$0.83$0.83$0.174.88$120.83
$93.00$94.00Jul 31$0.80$0.80$0.204.00$93.80
$88.00$89.00Aug 7$0.80$0.80$0.204.00$88.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$131.00$130.00Jul 31$0.90$0.90$0.109.00$130.10
$112.00$111.00Aug 7$0.90$0.90$0.109.00$111.10
$126.00$125.00Aug 7$0.90$0.90$0.109.00$125.10
$129.00$128.00Aug 21$0.90$0.90$0.109.00$128.10
$116.00$115.00Jul 31$0.88$0.88$0.127.33$115.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 85 found (avg debit $4.92, cheapest $3.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$89.00Jul 31Aug 7$3.75270.2%208.0%
$88.00Jul 31Aug 7$4.02257.1%221.0%
$90.00Jul 31Aug 7$4.11260.1%207.8%
$101.00Jul 31Aug 7$4.27240.7%203.8%
$128.00Jul 31Aug 7$4.27237.2%199.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$89.00Jul 31Aug 7$3.20270.2%208.0%
$93.00Jul 31Aug 7$3.48268.8%205.8%
$90.00Jul 31Aug 7$3.55260.1%207.8%
$92.00Jul 31Aug 7$3.62266.6%208.8%
$91.00Jul 31Aug 7$3.76251.4%205.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 142 found (cheapest 16.31% of stock, avg 31.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$107.00Jul 31$9.07$8.80$17.87$89.13$124.8716.31%
$108.00Jul 31$8.55$9.45$18.00$90.00$126.0016.43%
$103.00Jul 31$10.83$7.28$18.11$84.89$121.1116.53%
$106.00Jul 31$9.63$8.50$18.13$87.87$124.1316.55%
$104.00Jul 31$10.53$7.80$18.33$85.67$122.3316.73%
$102.00Jul 31$11.73$6.63$18.36$83.64$120.3616.76%
$101.00Jul 31$12.18$6.25$18.43$82.57$119.4316.82%
$105.00Jul 31$10.20$8.28$18.48$86.52$123.4816.87%
$113.00Jul 31$6.30$12.65$18.95$94.05$131.9517.30%
$99.00Jul 31$13.18$5.78$18.96$80.04$117.9617.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 114 found (cheapest 13.51% of stock, avg 29.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$113.00$106.00Jul 31$6.30$8.50$14.80$91.20$127.80
$113.00$107.00Jul 31$6.30$8.80$15.10$91.90$128.10
$114.00$106.00Jul 31$6.60$8.50$15.10$90.90$129.10
$114.00$107.00Jul 31$6.60$8.80$15.40$91.60$129.40
$112.00$106.00Jul 31$7.03$8.50$15.53$90.47$127.53
$113.00$108.00Jul 31$6.30$9.45$15.75$92.25$128.75
$112.00$107.00Jul 31$7.03$8.80$15.83$91.17$127.83
$111.00$106.00Jul 31$7.45$8.50$15.95$90.05$126.95
$114.00$108.00Jul 31$6.60$9.45$16.05$91.95$130.05
$111.00$107.00Jul 31$7.45$8.80$16.25$90.75$127.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 146 found (best R:R 37.46, avg credit $2.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
90/95115/120Aug 28$4.87$0.1337.46$90.13$119.87
90/95105/110Aug 28$4.85$0.1532.33$90.15$109.85
105/110115/120Aug 14$4.84$0.1630.25$105.16$119.84
88/8990/92Jul 31$1.90$0.1019.00$87.10$91.90
100/105110/115Aug 21$4.75$0.2519.00$100.25$114.75
90/95100/105Aug 28$4.72$0.2816.86$90.28$104.72
100/105125/130Aug 28$4.67$0.3314.15$100.33$129.67
100/105110/115Aug 28$4.60$0.4011.50$100.40$114.60
105/110125/130Aug 28$4.58$0.4210.90$105.42$129.58
90/95110/115Aug 14$4.57$0.4310.63$90.43$114.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 109 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$95.00$100.00$105.00Aug 28$0.08$4.9261.50
$108.00$109.00$110.00Sep 4$0.05$0.9519.00
$129.00$130.00$131.00Jul 31$0.06$0.9415.67
$95.00$100.00$105.00Aug 14$0.34$4.6613.71
$127.00$128.00$129.00Aug 21$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$115.00$120.00Aug 14$0.15$4.8532.33
$90.00$95.00$100.00Sep 4$0.27$4.7317.52
$114.00$115.00$116.00Jul 31$0.06$0.9415.67
$124.00$125.00$126.00Jul 31$0.06$0.9415.67
$100.00$105.00$110.00Aug 21$0.30$4.7015.67

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. 83 found (best yield 20.08%, avg 9.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Sep 4$22.000.590.4%20.08%20.50%281
$112.00Sep 4$21.300.582.2%19.44%21.69%63
$113.00Sep 4$20.850.573.2%19.03%22.19%2--
$115.00Sep 4$20.500.565.0%18.71%23.70%1270
$110.00Aug 28$20.000.570.4%18.26%18.68%1029
$117.00Sep 4$19.200.556.8%17.53%24.34%7--
$115.00Aug 28$18.200.545.0%16.61%21.60%12745
$119.00Sep 4$18.100.538.6%16.52%25.16%1--
$120.00Sep 4$18.000.539.6%16.43%25.98%212
$110.00Aug 21$17.900.570.4%16.34%16.76%689784

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 118,286
Total Puts 176,248
Put/Call Ratio 1.49
Net Difference -57,962

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 583,504
Total Puts 1,333,285
Average Put/Call Ratio 2.41
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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