Tour v526
SOXL
Direxion Daily Semicondct Bull 3X ETF
$105.91 -6.10%
$104.85 (-1.00%)🌙
as of 09/01 07:04 PM
9/1 19:04

Option Volume

Detail
Current (09/01) 313,824
Calls: 156,997 (50%)
Puts: 156,827 (50%)
Prior (08/31) 276,604
Calls: 127,525 (46%)
Puts: 149,079 (54%)
Current vs Prior +13.46%
Calls: +23.11% (Calls)
Puts: +5.20% (Puts)
Prior 7-Day Total 1,847,931
Calls: 733,313 (40%)
Puts: 1,114,618 (60%)
Prior 7-Day Average 263,990
Calls: 104,759 (40%)
Puts: 159,231 (60%)
Current vs Prior 7-Day Avg +18.88%
Calls: +49.86%
Puts: -1.51%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/01) $219.25M
Calls: $121.50M (55%)
Puts: $97.75M (45%)
Prior (08/31) $179.97M
Calls: $97.13M (54%)
Puts: $82.84M (46%)
Current vs Prior +21.82%
Calls: +25.09%
Puts: +18.00%
Prior 7-Day Total $1.05B
Calls: $489.79M (47%)
Puts: $561.85M (53%)
Prior 7-Day Average $150.23M
Calls: $69.97M (47%)
Puts: $80.26M (53%)
Current vs Prior 7-Day Avg +45.94%
Calls: +73.65%
Puts: +21.78%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/01) 1.00
Prior (08/31) 1.17
Current vs Prior -14.55%
Prior 7-Day Average 1.50
Current vs Prior 7-Day Avg -33.20%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/01) 1,226,282
Calls: 355,465 (29%)
Puts: 870,817 (71%)
Prior (08/31) 1,184,820
Calls: 316,519 (27%)
Puts: 868,301 (73%)
Current vs Prior +3.50%
Prior 7-Day Total 8,156,480
Calls: 2,171,854 (27%)
Puts: 5,984,626 (73%)
Prior 7-Day Average 1,165,211
Calls: 310,264 (27%)
Puts: 854,946 (73%)
Current vs Prior 7-Day Avg +5.24%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/02) | Next (09/04)Expiry (09/04) | Next (09/11)Expiry (09/16) | Next (10/16)
Current 5.80% | 9.40%9.40% | 14.35%19.59% | 32.72%
Prior 6.50% | 9.19%9.19% | 13.52%17.84% | 30.34%
Current vs Prior -10.79% | +2.38%+2.38% | +6.15%+9.83% | +7.83%
Prior 7-Day Avg 6.38% | 9.64%6.30% | 14.41%16.92% | 32.93%
Current vs 7-Day Avg -9.06% | -2.48%+49.38% | -0.43%+15.78% | -0.64%
Prior 7-Day Eod 6.50% | 9.19%9.19% | 13.52%17.84% | 30.34%
Current vs 7-Day Eod -10.79% | +2.38%+2.38% | +6.15%+9.83% | +7.83%
Sentiment BULLISHBEARISHBEARISH

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

Put-heavy open interest (870,817 puts vs 355,465 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 8 of results (avg 8.5%, best 6.5%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 187.458.00$7.737.1%4510.478.5K
$110.00Sep 42.732.99$2.869.1%1.8K0.38470
$110.00Sep 145.806.40$6.109.8%1430.453
$120.00Sep 184.304.75$4.539.9%3930.321.7K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 1612.6513.50$13.086.5%4440.381.2K
$104.00Sep 21.952.10$2.037.4%5190.41181
$90.00Oct 168.509.25$8.888.4%5650.28996
$90.00Oct 26.206.85$6.5310.0%2630.26968

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.33, cheapest $0.33)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 40.300.36$0.3318.2%1.1K0.072.1K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 262 found (avg delta 0.68, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Sep 217.5021.60$19.5521.0%21.00--
$89.00Sep 214.3018.65$16.4826.4%101.00--
$90.00Sep 213.3017.65$15.4828.1%171.002
$91.00Sep 212.3516.70$14.5230.0%21.00--
$92.00Sep 211.5515.70$13.6330.4%401.0025
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Sep 215.4519.80$17.6324.7%100.98214
$125.00Sep 217.4521.80$19.6322.2%350.9889
$126.00Sep 218.4522.80$20.6321.1%50.97--
$124.00Sep 216.4520.80$18.6323.3%120.9763
$120.00Sep 212.5016.85$14.6829.6%700.96258

Most actively traded options today. High liquidity = easy entry/exit. 608 active (total vol 203.5K, top 8.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 113.354.10$3.7220.2%8.2K0.34146
$114.00Sep 113.604.20$3.9015.4%6.4K0.3533
$108.00Sep 43.153.90$3.5321.2%5.8K0.4460
$112.00Sep 114.204.95$4.5816.4%5.6K0.3966
$107.00Sep 43.554.35$3.9520.3%5.6K0.4750
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 20.760.95$0.8622.1%3.9K0.213.3K
$90.00Sep 40.490.70$0.6035.0%3.5K0.098.6K
$90.00Sep 20.070.09$0.0825.0%3.2K0.021.9K
$85.00Sep 40.200.33$0.2748.1%2.9K0.047.1K
$95.00Sep 20.200.30$0.2540.0%2.9K0.071.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 17.3%, max 31.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$109.00Sep 2Oct 2141.0%107.7%31.0%654140
$100.00Sep 2Oct 16132.3%107.2%23.5%302396
$106.00Sep 2Oct 2129.6%109.2%18.8%2.2K283
$102.00Sep 2Oct 9129.1%109.8%17.6%32911
$111.00Sep 2Oct 16130.9%112.0%16.9%596121
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$109.00Sep 2Oct 9141.0%110.1%28.1%186151
$97.50Sep 4Sep 11129.3%104.5%23.8%617981
$100.00Sep 2Oct 16132.3%107.2%23.5%4.4K4.4K
$99.00Sep 2Oct 2131.4%106.8%22.9%646520
$98.50Sep 4Sep 11131.8%109.0%20.9%351710

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 320 found (best R:R 0.98, avg 2.10)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$90.00$95.00Oct 16$2.53$2.47$2.5372%0.98$92.53
$105.00$110.00Oct 16$1.77$3.23$1.7757%1.82$106.77
$100.00$105.00Oct 16$2.10$2.90$2.1062%1.38$102.10
$115.00$120.00Sep 14$0.78$4.22$0.7835%5.41$115.78
$105.00$107.00Oct 9$0.50$1.50$0.5056%3.00$105.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$115.00$114.00Sep 4$0.32$0.68$0.3277%2.13$114.68
$121.00$120.00Sep 4$0.50$0.50$0.5088%1.00$120.50
$112.00$111.00Sep 4$0.31$0.69$0.3169%2.23$111.69
$109.00$108.00Sep 4$0.22$0.78$0.2259%3.55$108.78
$115.00$110.00Sep 16$2.65$2.35$2.6565%0.89$112.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 217 found (best R:R 0.81, avg 0.75)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$120.00$125.00Sep 16$2.23$2.23$2.7768%0.81$122.23
$119.00$120.00Sep 18$0.80$0.80$0.2065%4.00$119.80
$115.00$116.00Sep 18$0.77$0.77$0.2360%3.35$115.77
$126.00$127.00Sep 25$0.65$0.65$0.3570%1.86$126.65
$112.00$113.00Sep 18$0.77$0.77$0.2356%3.35$112.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$100.00$95.00Oct 9$2.57$2.57$2.4363%1.06$97.43
$105.00$100.00Oct 16$2.80$2.80$2.2058%1.27$102.20
$95.00$90.00Sep 16$1.85$1.85$3.1572%0.59$93.15
$90.00$85.00Oct 16$1.90$1.90$3.1072%0.61$88.10
$100.00$95.00Oct 16$2.38$2.38$2.6262%0.91$97.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $1.96, cheapest $1.62)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$109.00Sep 2Sep 4$1.68141.0%123.7%
$106.00Sep 2Sep 4$2.03129.6%123.7%
$107.00Sep 2Sep 4$2.12121.6%122.3%
$108.00Sep 2Sep 4$2.08120.5%122.0%
$105.00Sep 2Sep 4$2.07123.0%125.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$109.00Sep 2Sep 4$1.62141.0%123.7%
$106.00Sep 2Sep 4$1.75129.6%123.7%
$107.00Sep 2Sep 4$1.72121.6%122.3%
$108.00Sep 2Sep 4$2.13120.5%122.0%
$105.00Sep 2Sep 4$2.00123.0%125.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 150 found (cheapest 5.10% of stock, avg 17.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$108.00Sep 2$1.45$3.95$5.40$102.60$113.405.10%
$104.00Sep 2$3.43$2.03$5.46$98.54$109.465.16%
$105.00Sep 2$3.01$2.45$5.46$99.54$110.465.16%
$107.00Sep 2$1.83$3.63$5.46$101.54$112.465.16%
$106.00Sep 2$2.42$3.13$5.55$100.45$111.555.24%
$103.00Sep 2$4.33$1.62$5.95$97.05$108.955.62%
$102.00Sep 2$4.85$1.35$6.20$95.80$108.205.85%
$109.00Sep 2$1.53$4.68$6.21$102.79$115.215.86%
$101.00Sep 2$5.68$0.99$6.67$94.33$107.676.30%
$110.00Sep 2$1.00$5.70$6.70$103.30$116.706.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 264 found (cheapest 1.88% of stock, avg 14.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$110.00$101.00Sep 2$1.00$0.99$1.99$99.01$111.99
$110.00$102.00Sep 2$1.00$1.35$2.35$99.65$112.35
$108.00$101.00Sep 2$1.45$0.99$2.44$98.56$110.44
$109.00$101.00Sep 2$1.53$0.99$2.52$98.48$111.52
$110.00$103.00Sep 2$1.00$1.62$2.62$100.38$112.62
$108.00$102.00Sep 2$1.45$1.35$2.80$99.20$110.80
$109.00$102.00Sep 2$1.53$1.35$2.88$99.12$111.88
$108.00$103.00Sep 2$1.45$1.62$3.07$99.93$111.07
$109.00$103.00Sep 2$1.53$1.62$3.15$99.85$112.15
$107.00$101.00Sep 2$1.83$0.99$2.82$98.18$109.82

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 117 found (best R:R 4.43, avg credit $0.62)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
90/95120/125Sep 16$4.08$0.9240%4.43$90.92$124.08
85/90120/125Sep 16$3.05$1.9548%1.56$86.95$123.05
93/94115/116Sep 9$0.82$0.1849%4.56$93.18$115.82
93/94117/118Sep 9$0.78$0.2253%3.55$93.22$117.78
101/102109/110Sep 2$0.89$0.1138%8.09$101.11$109.89
99/100109/110Sep 2$0.75$0.2547%3.00$99.25$109.75
92/93113/114Sep 9$0.73$0.2747%2.70$92.27$113.73
97/98109/110Sep 2$0.65$0.3553%1.86$97.35$109.65
92/93115/116Sep 9$0.65$0.3551%1.86$92.35$115.65
92/93117/118Sep 9$0.61$0.3955%1.56$92.39$117.61

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 215 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Sep 14$0.12$4.8820%40.67
$90.00$95.00$100.00Sep 16$0.39$4.6116%11.82
$90.00$95.00$100.00Sep 18$0.38$4.6215%12.16
$103.00$104.00$105.00Sep 4$0.05$0.956%19.00
$111.00$112.00$113.00Sep 4$0.06$0.946%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$95.00$100.00$105.00Sep 16$0.13$4.8717%37.46
$95.00$100.00$105.00Sep 18$0.15$4.8516%32.33
$110.00$115.00$120.00Sep 14$0.22$4.7816%21.73
$100.00$105.00$110.00Oct 16$0.07$4.939%70.43
$90.00$95.00$100.00Sep 25$0.20$4.8013%24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 83 found (best net $-4.30, 82 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$100.001:2Sep 14-$4.30$5.70
$120.00$125.001:2Sep 14-$0.65$4.35
$117.00$118.001:2Sep 2-$0.07$0.93
$119.00$120.001:2Sep 2-$0.08$0.92
$116.00$117.001:2Sep 2-$0.11$0.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$115.001:2Sep 16-$6.40$3.60
$95.00$90.001:2Sep 16-$1.00$4.00
$90.00$85.001:2Sep 14-$0.61$4.39
$94.00$93.001:2Sep 2-$0.11$0.89
$88.00$87.001:2Sep 2-$0.08$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 182 found (best yield 7.70%, avg 4.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$125.00Oct 16$8.150.3918.0%7.70%25.72%38217
$116.00Oct 16$10.550.479.5%9.96%19.49%3118
$126.00Oct 16$7.650.3819.0%7.22%26.19%213
$121.00Oct 16$8.900.4214.2%8.40%22.65%210
$122.00Oct 16$8.600.4115.2%8.12%23.31%27
$114.00Oct 16$11.300.487.6%10.67%18.31%313
$124.00Oct 16$8.100.3917.1%7.65%24.73%118
$112.00Oct 16$12.050.505.8%11.38%17.13%117
$120.00Oct 16$8.900.4313.3%8.40%21.71%245244
$127.00Oct 16$7.150.3719.9%6.75%26.66%1--

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 156,997
Total Puts 156,827
Put/Call Ratio 1.00
Net Difference 170

Prior's Put/Call Breakdown

Total Calls 127,525
Total Puts 149,079
Put/Call Ratio 1.17
Net Difference -21,554

Prior 7-Day Put/Call Summary

Total Calls 733,313
Total Puts 1,114,618
Average Put/Call Ratio 1.50
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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