Tour v473
SOXL
Direxion Daily Semicondct Bull 3X ETF
$114.72 +24.71%
$122.29 (+6.60%)🌙
as of 07/30 07:33 PM
7/30 19:33

Option Volume

Detail
Current (07/30) 367,905
Calls: 124,267 (34%)
Puts: 243,638 (66%)
Prior (07/29) 342,974
Calls: 148,935 (43%)
Puts: 194,039 (57%)
Current vs Prior +7.27%
Calls: -16.56% (Calls)
Puts: +25.56% (Puts)
Prior 7-Day Total 1,806,479
Calls: 604,063 (33%)
Puts: 1,202,416 (67%)
Prior 7-Day Average 258,068
Calls: 86,294 (33%)
Puts: 171,773 (67%)
Current vs Prior 7-Day Avg +42.56%
Calls: +44.00%
Puts: +41.84%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/30) $348.10M
Calls: $113.64M (33%)
Puts: $234.46M (67%)
Prior (07/29) $406.58M
Calls: $157.01M (39%)
Puts: $249.56M (61%)
Current vs Prior -14.38%
Calls: -27.62%
Puts: -6.05%
Prior 7-Day Total $2.10B
Calls: $800.93M (38%)
Puts: $1.30B (62%)
Prior 7-Day Average $300.39M
Calls: $114.42M (38%)
Puts: $185.97M (62%)
Current vs Prior 7-Day Avg +15.88%
Calls: -0.68%
Puts: +26.07%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/30) 1.96
Prior (07/29) 1.30
Current vs Prior +50.49%
Prior 7-Day Average 2.22
Current vs Prior 7-Day Avg -11.53%
Sentiment BEARISH

Open Interest

Detail
Current (07/30) 1,317,757
Calls: 363,704 (28%)
Puts: 954,053 (72%)
Prior (07/29) 1,279,264
Calls: 364,632 (29%)
Puts: 914,632 (71%)
Current vs Prior +3.01%
Prior 7-Day Total 7,322,034
Calls: 2,063,172 (28%)
Puts: 5,258,862 (72%)
Prior 7-Day Average 1,046,004
Calls: 294,738 (28%)
Puts: 751,266 (72%)
Current vs Prior 7-Day Avg +25.98%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 10.94% | 22.21%36.19% | 50.25%
Prior 17.12% | 28.26%40.17% | 53.73%
Current vs Prior -36.11% | -21.42%-9.90% | -6.48%
Prior 7-Day Avg 16.50% | 27.41%41.81% | 55.52%
Current vs 7-Day Avg -33.71% | -18.96%-13.43% | -9.48%
Prior 7-Day Eod 17.12% | 28.26%40.17% | 53.73%
Current vs 7-Day Eod -36.11% | -21.42%-9.90% | -6.48%
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 67% put dollar volume ($234.46M). Extreme bearish P/C ratio of 1.96 - heavy put buying. P/C ratio rising 50% - increased hedging/bearish positioning. Put-heavy open interest (954,053 puts vs 363,704 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 10 of results (avg 8.2%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 79.009.35$9.183.8%2.3K0.45821
$125.00Jul 312.642.75$2.704.1%4.3K0.311.6K
$92.00Sep 437.0040.50$38.759.0%160.77--
$130.00Aug 77.007.70$7.359.5%1.5K0.39808
$105.00Sep 428.0030.85$29.439.7%170.6989
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Sep 1114.0015.00$14.506.9%2600.25--
$118.00Sep 425.4028.00$26.709.7%30.416
$100.00Sep 416.0017.65$16.839.8%1780.29280
$110.00Aug 2115.5017.10$16.309.8%1.0K0.381.3K
$110.00Jul 312.903.20$3.059.8%4.9K0.324.4K

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. 205 found (avg delta 0.67, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Jul 3123.0027.95$25.4819.4%290.9531
$93.00Jul 3122.0026.95$24.4820.2%2390.94379
$94.00Jul 3121.0025.95$23.4821.1%1640.93405
$95.00Jul 3120.0024.95$22.4822.0%3120.93343
$96.00Jul 3119.0524.00$21.5323.0%1690.92248
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 3118.0021.50$19.7517.7%2051.001.2K
$136.00Jul 3117.5022.45$19.9824.8%271.00598
$137.00Jul 3118.0523.00$20.5324.1%101.00377
$133.00Jul 3114.5519.50$17.0229.1%20.95177
$134.00Jul 3115.5520.50$18.0227.5%220.95173

Most actively traded options today. High liquidity = easy entry/exit. 435 active (total vol 124.4K, top 8.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 313.854.40$4.1313.3%8.6K0.426.4K
$115.00Jul 315.806.85$6.3216.6%5.7K0.561.5K
$110.00Jul 317.5010.40$8.9532.4%5.6K0.704.8K
$130.00Jul 311.251.50$1.3818.1%4.8K0.193.9K
$125.00Jul 312.642.75$2.704.1%4.3K0.311.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 311.011.20$1.1117.1%7.0K0.1312.0K
$110.00Jul 312.903.20$3.059.8%4.9K0.324.4K
$95.00Jul 310.600.80$0.7028.6%2.9K0.084.2K
$105.00Jul 311.551.95$1.7522.9%2.6K0.203.7K
$115.00Jul 314.705.80$5.2521.0%2.0K0.462.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 94 strikes (avg 44.1%, max 81.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$93.00Jul 31Sep 11315.7%173.9%81.5%553379
$94.00Jul 31Sep 11312.8%174.5%79.3%170405
$102.00Jul 31Sep 4316.6%178.0%77.9%176243
$92.00Jul 31Sep 11316.2%177.8%77.8%9431
$95.00Jul 31Sep 11302.9%174.7%73.4%314343
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$93.00Jul 31Sep 11315.7%173.9%81.5%252168
$94.00Jul 31Sep 11312.8%174.5%79.3%6191.0K
$102.00Jul 31Sep 4316.6%178.0%77.9%693958
$92.00Jul 31Sep 11316.2%177.8%77.8%1.0K301
$95.00Jul 31Sep 11302.9%174.7%73.4%3.0K4.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 217 found (best R:R 8.09, avg 1.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$114.00$115.00Aug 7$0.12$0.88$0.127.33$114.12
$135.00$136.00Aug 7$0.12$0.88$0.127.33$135.12
$125.00$126.00Aug 14$0.12$0.88$0.127.33$125.12
$135.00$136.00Jul 31$0.13$0.87$0.136.69$135.13
$126.00$127.00Aug 14$0.13$0.87$0.136.69$126.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$97.00$96.00Jul 31$0.11$0.89$0.118.09$96.89
$104.00$103.00Jul 31$0.11$0.89$0.118.09$103.89
$95.00$93.00Sep 4$0.22$1.78$0.228.09$94.78
$106.00$105.00Sep 4$0.13$0.87$0.136.69$105.87
$120.00$118.00Aug 14$0.27$1.73$0.276.41$119.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 258 found (best R:R 9.00, avg 1.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$108.00$109.00Aug 7$0.90$0.90$0.109.00$108.90
$125.00$126.00Jul 31$0.87$0.87$0.136.69$125.87
$109.00$110.00Aug 7$0.85$0.85$0.155.67$109.85
$123.00$124.00Aug 7$0.85$0.85$0.155.67$123.85
$96.00$100.00Aug 21$3.40$3.40$0.605.67$99.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$119.00$118.00Jul 31$0.88$0.88$0.127.33$118.12
$109.00$108.00Aug 14$0.87$0.87$0.136.69$108.13
$115.00$114.00Aug 14$0.87$0.87$0.136.69$114.13
$115.00$114.00Sep 4$0.87$0.87$0.136.69$114.13
$137.00$136.00Aug 7$0.85$0.85$0.155.67$136.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 94 found (avg debit $5.66, cheapest $3.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$92.00Jul 31Aug 7$3.05316.2%206.9%
$93.00Jul 31Aug 7$3.50315.7%213.5%
$94.00Jul 31Aug 7$3.50312.8%199.4%
$96.00Jul 31Aug 7$3.95296.2%202.4%
$95.00Jul 31Aug 7$4.00302.9%202.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$92.00Jul 31Aug 7$3.54316.2%206.9%
$94.00Jul 31Aug 7$3.60312.8%199.4%
$95.00Jul 31Aug 7$4.02302.9%202.6%
$93.00Jul 31Aug 7$4.04315.7%213.5%
$97.00Jul 31Aug 7$4.22294.6%197.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 187 found (cheapest 9.40% of stock, avg 28.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$122.00Jul 31$2.30$8.48$10.78$111.22$132.789.40%
$117.00Jul 31$5.28$6.20$11.48$105.52$128.4810.01%
$114.00Jul 31$7.30$4.28$11.58$102.42$125.5810.09%
$115.00Jul 31$6.32$5.25$11.57$103.43$126.5710.09%
$123.00Jul 31$2.16$9.48$11.64$111.36$134.6410.15%
$113.00Jul 31$7.25$4.40$11.65$101.35$124.6510.16%
$121.00Jul 31$3.70$8.07$11.77$109.23$132.7710.26%
$111.00Jul 31$8.25$3.58$11.83$99.17$122.8310.31%
$118.00Jul 31$4.85$7.00$11.85$106.15$129.8510.33%
$110.00Jul 31$8.95$3.05$12.00$98.00$122.0010.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 114 found (cheapest 5.71% of stock, avg 23.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$122.00$112.00Jul 31$2.30$4.25$6.55$105.45$128.55
$122.00$114.00Jul 31$2.30$4.28$6.58$107.42$128.58
$122.00$113.00Jul 31$2.30$4.40$6.70$106.30$128.70
$122.00$115.00Jul 31$2.30$5.25$7.55$107.45$129.55
$121.00$112.00Jul 31$3.70$4.25$7.95$104.05$128.95
$121.00$114.00Jul 31$3.70$4.28$7.98$106.02$128.98
$121.00$113.00Jul 31$3.70$4.40$8.10$104.90$129.10
$120.00$112.00Jul 31$4.13$4.25$8.38$103.62$128.38
$120.00$114.00Jul 31$4.13$4.28$8.41$105.59$128.41
$120.00$113.00Jul 31$4.13$4.40$8.53$104.47$128.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 164 found (best R:R 26.78, avg credit $2.07)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
100/105110/115Aug 21$4.82$0.1826.78$100.18$114.82
92/9396/100Aug 21$3.85$0.1525.67$89.15$99.85
98/98106/108Aug 14$1.88$0.1215.67$96.12$107.88
96/97106/108Aug 14$1.85$0.1512.33$95.15$107.85
93/95108/110Aug 14$1.80$0.209.00$93.20$109.80
110/115119/120Aug 21$4.45$0.558.09$110.55$123.45
92/93105/110Aug 21$4.43$0.577.77$88.57$109.43
98/98103/104Sep 4$0.88$0.127.33$97.12$103.88
93/9498/100Sep 11$1.32$0.187.33$92.68$99.32
95/96110/115Aug 28$4.38$0.627.06$92.12$114.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 108 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$94.00$95.00$96.00Jul 31$0.05$0.9519.00
$129.00$130.00$131.00Jul 31$0.08$0.9211.50
$125.00$130.00$135.00Aug 28$0.43$4.5710.63
$116.00$117.00$118.00Jul 31$0.09$0.9110.11
$95.00$100.00$105.00Aug 28$0.48$4.529.42
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 28$0.05$4.9599.00
$95.00$96.00$97.00Jul 31$0.06$0.9415.67
$100.00$101.00$102.00Aug 28$0.06$0.9415.67
$101.00$102.00$103.00Aug 28$0.07$0.9313.29
$117.00$118.00$119.00Jul 31$0.08$0.9211.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 19 found (best net $-0.39, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$136.001:2Jul 31-$0.39$0.61
$132.00$133.001:2Jul 31-$0.44$0.56
$136.00$137.001:2Jul 31-$0.46$0.54
$134.00$135.001:2Jul 31-$0.51$0.49
$133.00$134.001:2Jul 31-$0.80$0.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.00$92.001:2Jul 31-$0.43$0.57
$102.00$101.001:2Jul 31-$0.51$0.49
$94.00$93.001:2Jul 31-$0.54$0.46
$107.00$106.001:2Jul 31-$0.58$0.42
$99.00$98.001:2Jul 31-$0.59$0.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 97 found (best yield 18.74%, avg 8.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$119.00Sep 4$21.500.603.7%18.74%22.47%24
$115.00Aug 28$21.000.600.2%18.31%18.55%540136
$120.00Sep 4$21.000.594.6%18.31%22.91%653
$122.00Sep 4$20.500.586.3%17.87%24.22%10--
$125.00Sep 4$19.050.569.0%16.61%25.57%1636
$120.00Aug 28$19.000.574.6%16.56%21.16%7192
$126.00Sep 4$19.000.569.8%16.56%26.39%12--
$127.00Sep 4$18.500.5510.7%16.13%26.83%1--
$115.00Aug 21$18.000.580.2%15.69%15.93%3611.0K
$130.00Sep 4$17.500.5213.3%15.25%28.57%1570

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 124,267
Total Puts 243,638
Put/Call Ratio 1.96
Net Difference -119,371

Prior's Put/Call Breakdown

Total Calls 148,935
Total Puts 194,039
Put/Call Ratio 1.30
Net Difference -45,104

Prior 7-Day Put/Call Summary

Total Calls 604,063
Total Puts 1,202,416
Average Put/Call Ratio 2.22
Ratio Trend Rising

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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