Tour v526
SOXL
Direxion Daily Semicondct Bull 3X ETF
$106.35 +0.42%
$105.80 (-0.52%)🌙
as of 09/02 06:59 PM
9/2 18:59

Option Volume

Detail
Current (09/02) 238,338
Calls: 126,036 (53%)
Puts: 112,302 (47%)
Prior (09/01) 313,824
Calls: 156,997 (50%)
Puts: 156,827 (50%)
Current vs Prior -24.05%
Calls: -19.72% (Calls)
Puts: -28.39% (Puts)
Prior 7-Day Total 1,942,828
Calls: 805,812 (41%)
Puts: 1,137,016 (59%)
Prior 7-Day Average 277,546
Calls: 115,116 (41%)
Puts: 162,430 (59%)
Current vs Prior 7-Day Avg -14.13%
Calls: +9.49%
Puts: -30.86%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02) $198.86M
Calls: $125.04M (63%)
Puts: $73.82M (37%)
Prior (09/01) $219.25M
Calls: $121.50M (55%)
Puts: $97.75M (45%)
Current vs Prior -9.30%
Calls: +2.92%
Puts: -24.48%
Prior 7-Day Total $1.10B
Calls: $558.04M (51%)
Puts: $546.80M (49%)
Prior 7-Day Average $157.83M
Calls: $79.72M (51%)
Puts: $78.11M (49%)
Current vs Prior 7-Day Avg +25.99%
Calls: +56.85%
Puts: -5.50%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02) 0.89
Prior (09/01) 1.00
Current vs Prior -10.80%
Prior 7-Day Average 1.41
Current vs Prior 7-Day Avg -36.84%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/02) 1,224,777
Calls: 410,584 (34%)
Puts: 814,193 (66%)
Prior (09/01) 1,226,282
Calls: 355,465 (29%)
Puts: 870,817 (71%)
Current vs Prior -0.12%
Prior 7-Day Total 8,190,406
Calls: 2,238,989 (27%)
Puts: 5,951,417 (73%)
Prior 7-Day Average 1,170,058
Calls: 319,855 (27%)
Puts: 850,202 (73%)
Current vs Prior 7-Day Avg +4.68%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/02) | Next (09/04)Expiry (09/04) | Next (09/11)Expiry (09/16) | Next (10/16)
Current 2.44% | 7.62%7.62% | 12.77%17.79% | 31.57%
Prior 5.80% | 9.40%9.40% | 14.35%19.59% | 32.72%
Current vs Prior +31.38% | +12.08%-19.01% | -11.03%-9.20% | -3.52%
Prior 7-Day Avg 6.40% | 9.74%6.83% | 14.28%18.92% | 33.36%
Current vs 7-Day Avg +19.02% | +8.17%+11.44% | -10.60%-5.95% | -5.39%
Prior 7-Day Eod 5.80% | 9.40%9.40% | 14.35%19.59% | 32.72%
Current vs 7-Day Eod +31.38% | +12.08%-19.01% | -11.03%-9.20% | -3.52%
Sentiment BEARISHBULLISHBULLISH

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 bullish flow with 63% call dollar volume ($125.04M). Put-heavy open interest (814,193 puts vs 410,584 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
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 39 of results (avg 8.1%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Oct 1615.8516.75$16.305.5%740.58994
$120.00Sep 184.054.30$4.186.0%5370.321.7K
$125.00Sep 182.933.15$3.047.2%2540.251.5K
$110.00Sep 187.307.90$7.607.9%1.9K0.478.8K
$110.00Sep 114.855.25$5.057.9%2730.444.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 186.256.55$6.404.7%5210.357.5K
$105.00Sep 188.208.60$8.404.8%2660.444.1K
$105.00Oct 1614.8015.60$15.205.3%600.42961
$115.00Oct 1620.5021.75$21.135.9%300.51434
$90.00Oct 168.008.50$8.256.1%1380.271.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.47, cheapest $0.24)

CALLS (0)
No calls meet the criteria
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Sep 40.230.25$0.248.3%2.2K0.059.8K
$93.00Sep 40.420.48$0.4513.3%2880.091.3K
$94.00Sep 40.510.60$0.5516.4%3130.101.4K
$95.00Sep 40.600.69$0.6513.8%2.0K0.129.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 266 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Sep 214.4017.60$16.0020.0%91.0015
$93.00Sep 210.6515.50$13.0837.1%121.0011
$94.00Sep 210.4014.25$12.3331.2%601.0083
$95.00Sep 29.3012.95$11.1332.8%2641.005
$99.00Sep 25.908.50$7.2036.1%141.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Sep 25.006.85$5.9331.2%7161.00363
$113.00Sep 25.058.60$6.8252.1%701.00260
$114.00Sep 26.508.65$7.5828.4%491.00130
$115.00Sep 26.4010.60$8.5049.4%1121.00202
$118.00Sep 29.1513.90$11.5341.2%441.0060

Most actively traded options today. High liquidity = easy entry/exit. 603 active (total vol 152.3K, top 11.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Sep 20.500.93$0.7259.7%11.2K0.43815
$106.00Sep 20.981.71$1.3554.1%7.1K0.60712
$108.00Sep 20.270.60$0.4475.0%6.7K0.29532
$110.00Sep 20.080.20$0.1485.7%5.1K0.111.3K
$105.00Sep 21.502.39$1.9545.6%4.3K0.751.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 20.230.53$0.3878.9%4.7K0.26663
$106.00Sep 20.530.96$0.7557.3%3.5K0.41230
$103.00Sep 20.070.14$0.1163.6%2.7K0.09254
$101.00Sep 20.010.05$0.03133.3%2.7K0.03391
$105.00Sep 42.853.40$3.1317.6%2.5K0.432.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 552.0%, max 2727.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$117.00Sep 2Oct 91903.1%106.8%1682.1%497640
$106.00Sep 2Oct 9316.0%108.2%192.1%7.3K713
$105.00Sep 2Oct 16306.5%107.1%186.2%4.3K2.2K
$108.00Sep 2Oct 9303.2%107.5%182.0%6.7K542
$109.00Sep 2Oct 9287.2%108.1%165.7%2.0K491
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$87.00Sep 2Oct 23154.6%111.6%2727.0%94128
$117.00Sep 2Oct 161903.1%108.2%1658.8%26208
$106.00Sep 2Oct 9316.0%108.2%192.1%4.0K292
$105.00Sep 2Oct 16306.5%107.1%186.2%4.8K1.6K
$108.00Sep 2Oct 9303.2%107.5%182.0%336708

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 293 found (best R:R 1.86, avg 2.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$105.00Oct 16$1.75$3.25$1.7563%1.86$101.75
$90.00$98.00Oct 2$4.70$3.30$4.7074%0.70$94.70
$116.00$118.00Oct 16$0.17$1.83$0.1747%10.76$116.17
$90.00$95.00Oct 16$2.84$2.16$2.8472%0.76$92.84
$105.00$110.00Sep 16$1.84$3.16$1.8456%1.72$106.84
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$121.00$120.00Sep 4$0.23$0.77$0.2392%3.35$120.77
$117.00$116.00Sep 18$0.22$0.78$0.2264%3.55$116.78
$113.00$112.00Sep 18$0.18$0.82$0.1857%4.56$112.82
$111.00$110.00Oct 2$0.13$0.87$0.1350%6.69$110.87
$111.00$110.00Oct 9$0.12$0.88$0.1249%7.33$110.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 200 found (best R:R 2.03, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$116.00$117.00Sep 11$0.83$0.83$0.1768%4.88$116.83
$115.00$116.00Sep 25$0.78$0.78$0.2256%3.55$115.78
$125.00$126.00Sep 25$0.64$0.64$0.3669%1.78$125.64
$123.00$124.00Sep 2$0.37$0.37$0.6392%0.59$123.37
$108.00$109.00Sep 11$0.82$0.82$0.1851%4.56$108.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$105.00$100.00Oct 16$3.35$3.35$1.6558%2.03$101.65
$100.00$95.00Oct 9$2.20$2.20$2.8063%0.79$97.80
$92.00$91.00Oct 2$0.75$0.75$0.2573%3.00$91.25
$95.00$90.00Oct 9$1.87$1.87$3.1369%0.60$93.13
$95.00$90.00Sep 25$1.71$1.71$3.2971%0.52$93.29

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $2.85, cheapest $2.55)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$106.00Sep 2Sep 4$2.55316.0%125.2%
$107.00Sep 2Sep 4$2.86280.1%130.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$106.00Sep 2Sep 4$3.05316.0%125.2%
$107.00Sep 2Sep 4$2.96280.1%130.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 154 found (cheapest 1.84% of stock, avg 16.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$107.00Sep 2$0.72$1.24$1.96$105.04$108.961.84%
$106.00Sep 2$1.35$0.75$2.10$103.90$108.101.97%
$108.00Sep 2$0.44$1.84$2.28$105.72$110.282.14%
$105.00Sep 2$1.95$0.38$2.33$102.67$107.332.19%
$104.00Sep 2$2.62$0.16$2.78$101.22$106.782.61%
$109.00Sep 2$0.19$3.11$3.30$105.70$112.303.10%
$103.00Sep 2$3.57$0.11$3.68$99.32$106.683.46%
$110.00Sep 2$0.14$3.85$3.99$106.01$113.993.75%
$102.00Sep 2$4.43$0.05$4.48$97.52$106.484.21%
$111.00Sep 2$0.16$4.80$4.96$106.04$115.964.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 256 found (cheapest 0.24% of stock, avg 13.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$110.00$103.00Sep 2$0.14$0.11$0.25$102.75$110.25
$110.00$104.00Sep 2$0.14$0.16$0.30$103.70$110.30
$109.00$103.00Sep 2$0.19$0.11$0.30$102.70$109.30
$109.00$104.00Sep 2$0.19$0.16$0.35$103.65$109.35
$110.00$105.00Sep 2$0.14$0.38$0.52$104.48$110.52
$109.00$105.00Sep 2$0.19$0.38$0.57$104.43$109.57
$108.00$103.00Sep 2$0.44$0.11$0.55$102.45$108.55
$108.00$104.00Sep 2$0.44$0.16$0.60$103.40$108.60
$108.00$105.00Sep 2$0.44$0.38$0.82$104.18$108.82
$109.00$106.00Sep 2$0.19$0.75$0.94$105.06$109.94

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 132 found (best R:R 8.09, avg credit $0.52)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
98/99114/115Sep 9$0.89$0.1140%8.09$98.11$114.89
100/101116/117Sep 9$0.85$0.1541%5.67$100.15$116.85
104/105123/124Sep 2$0.59$0.4166%1.44$104.41$123.59
97/98116/117Sep 9$0.73$0.2749%2.70$97.27$116.73
100/101115/116Sep 9$0.83$0.1738%4.88$100.17$115.83
95/96116/117Sep 9$0.66$0.3452%1.94$95.34$116.66
98/99113/114Sep 9$0.79$0.2138%3.76$98.21$113.79
97/98115/116Sep 9$0.71$0.2946%2.45$97.29$115.71
95/96115/116Sep 9$0.64$0.3650%1.78$95.36$115.64
90/91119/120Sep 11$0.54$0.4659%1.17$90.46$119.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 221 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Sep 14$0.08$4.9222%61.50
$115.00$120.00$125.00Sep 14$0.13$4.8716%37.46
$95.00$100.00$105.00Sep 18$0.33$4.6717%14.15
$104.00$105.00$106.00Sep 2$0.07$0.9327%13.29
$90.00$95.00$100.00Oct 9$0.24$4.7611%19.83
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Sep 14$0.08$4.9222%61.50
$95.00$100.00$105.00Sep 18$0.07$4.9317%70.43
$115.00$120.00$125.00Sep 14$0.08$4.9216%61.50
$95.00$100.00$105.00Sep 16$0.18$4.8218%26.78
$90.00$95.00$100.00Sep 16$0.34$4.6617%13.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 85 found (best net $-0.09, 79 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$106.00$107.001:2Sep 2-$0.09$0.91
$120.00$125.001:2Sep 14-$0.73$4.27
$120.00$125.001:2Sep 16-$0.87$4.13
$107.00$108.001:2Sep 2-$0.16$0.84
$105.00$110.001:2Sep 14-$2.40$2.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Sep 14-$0.51$4.49
$109.00$108.001:2Sep 2-$0.57$0.43
$107.00$106.001:2Sep 2-$0.26$0.74
$95.00$90.001:2Sep 16-$0.82$4.18
$100.00$95.001:2Sep 14-$1.24$3.76

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 167 found (best yield 9.40%, avg 4.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Oct 16$10.000.4412.8%9.40%22.24%207289
$118.00Oct 16$10.250.4610.9%9.64%20.59%1015
$113.00Oct 16$11.700.516.2%11.00%17.25%135
$110.00Oct 16$13.000.533.4%12.22%15.66%1071.4K
$123.00Oct 16$8.050.4115.7%7.57%23.23%430
$121.00Oct 16$8.650.4213.8%8.13%21.91%212
$112.00Oct 16$11.850.515.3%11.14%16.46%69
$126.00Oct 16$7.200.3818.5%6.77%25.25%213
$114.00Oct 16$10.850.497.2%10.20%17.40%314
$125.00Oct 16$7.500.3817.5%7.05%24.59%30218

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 126,036
Total Puts 112,302
Put/Call Ratio 0.89
Net Difference 13,734

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 805,812
Total Puts 1,137,016
Average Put/Call Ratio 1.41
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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