Tour v526
SOXL
Direxion Daily Semicondct Bull 3X ETF
$106.74 +0.37%
$106.49 (-0.23%)🌙
as of 09/03 07:00 PM
9/3 19:00

Option Volume

Detail
Current (09/03) 339,151
Calls: 179,628 (53%)
Puts: 159,523 (47%)
Prior (09/02) 238,338
Calls: 126,036 (53%)
Puts: 112,302 (47%)
Current vs Prior +42.30%
Calls: +42.52% (Calls)
Puts: +42.05% (Puts)
Prior 7-Day Total 1,855,509
Calls: 805,244 (43%)
Puts: 1,050,265 (57%)
Prior 7-Day Average 265,072
Calls: 115,034 (43%)
Puts: 150,037 (57%)
Current vs Prior 7-Day Avg +27.95%
Calls: +56.15%
Puts: +6.32%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03) $195.88M
Calls: $70.35M (36%)
Puts: $125.53M (64%)
Prior (09/02) $198.86M
Calls: $125.04M (63%)
Puts: $73.82M (37%)
Current vs Prior -1.50%
Calls: -43.74%
Puts: +70.06%
Prior 7-Day Total $1.14B
Calls: $608.47M (53%)
Puts: $536.28M (47%)
Prior 7-Day Average $163.54M
Calls: $86.92M (53%)
Puts: $76.61M (47%)
Current vs Prior 7-Day Avg +19.78%
Calls: -19.07%
Puts: +63.85%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/03) 0.89
Prior (09/02) 0.89
Current vs Prior -0.33%
Prior 7-Day Average 1.31
Current vs Prior 7-Day Avg -32.39%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/03) 1,320,843
Calls: 415,451 (31%)
Puts: 905,392 (69%)
Prior (09/02) 1,224,777
Calls: 410,584 (34%)
Puts: 814,193 (66%)
Current vs Prior +7.84%
Prior 7-Day Total 8,146,323
Calls: 2,317,033 (28%)
Puts: 5,829,290 (72%)
Prior 7-Day Average 1,163,760
Calls: 331,004 (28%)
Puts: 832,755 (72%)
Current vs Prior 7-Day Avg +13.50%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/04) | Next (09/09)Expiry (09/04) | Next (09/11)Expiry (09/16) | Next (10/16)
Current 5.14% | 8.90%5.14% | 11.52%16.60% | 30.94%
Prior 7.62% | 10.54%7.62% | 12.77%17.79% | 31.57%
Current vs Prior -32.47% | -15.56%-32.47% | -9.76%-6.68% | -1.97%
Prior 7-Day Avg 6.58% | 9.79%7.76% | 14.17%21.29% | 33.85%
Current vs 7-Day Avg -21.84% | -9.12%-33.69% | -18.67%-22.03% | -8.58%
Prior 7-Day Eod 7.62% | 10.54%7.62% | 12.77%17.79% | 31.57%
Current vs 7-Day Eod -32.47% | -15.56%-32.47% | -9.76%-6.68% | -1.97%
Sentiment BULLISHBULLISHBULLISH

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 ($125.53M). Put-heavy open interest (905,392 puts vs 415,451 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 82 of results (avg 7.7%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 112.812.90$2.863.1%8.2K0.327.5K
$99.00Sep 47.958.25$8.103.7%8840.8838
$110.00Oct 1613.1513.80$13.484.8%3160.531.4K
$98.00Sep 48.759.25$9.005.6%3230.9041
$110.00Sep 186.807.20$7.005.7%5620.479.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Oct 167.607.90$7.753.9%2620.261.2K
$90.00Oct 25.355.60$5.484.6%2400.241.1K
$100.00Oct 1611.7012.30$12.005.0%1480.361.2K
$125.00Sep 1820.5021.70$21.105.7%1310.761.3K
$128.00Oct 1628.3530.10$29.236.0%10.6342

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.55, cheapest $0.16)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Sep 40.620.73$0.6816.2%3.6K0.20889
$111.00Sep 40.871.04$0.9617.7%6350.26305
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 40.150.17$0.1612.5%6.6K0.059.4K
$98.00Sep 40.290.35$0.3218.8%1.7K0.091.1K
$99.00Sep 40.350.42$0.3917.9%1.4K0.11914
$100.00Sep 40.460.52$0.4912.2%6.0K0.147.2K
$90.00Sep 40.060.07$0.0714.3%4.1K0.029.9K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 261 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Sep 416.5520.90$18.7323.2%101.00--
$89.00Sep 416.6019.40$18.0015.6%211.001
$90.00Sep 415.7017.70$16.7012.0%3911.00170
$91.00Sep 413.5517.95$15.7527.9%921.007
$92.00Sep 413.3515.70$14.5216.2%781.00200
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$127.00Sep 419.2022.05$20.6313.8%510.9997
$128.00Sep 419.7522.25$21.0011.9%230.99235
$124.00Sep 416.2018.25$17.2311.9%390.99397
$125.00Sep 417.3019.55$18.4312.2%1930.991.3K
$122.00Sep 413.4017.20$15.3024.8%130.99446

Most actively traded options today. High liquidity = easy entry/exit. 583 active (total vol 209.2K, top 15.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Sep 40.180.25$0.2231.8%15.4K0.0815.3K
$110.00Sep 41.101.24$1.1712.0%8.6K0.311.9K
$108.00Sep 41.772.01$1.8912.7%8.6K0.436.0K
$115.00Sep 112.812.90$2.863.1%8.2K0.327.5K
$107.00Sep 42.242.46$2.359.4%7.7K0.495.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 40.150.17$0.1612.5%6.6K0.059.4K
$100.00Sep 40.460.52$0.4912.2%6.0K0.147.2K
$90.00Sep 40.060.07$0.0714.3%4.1K0.029.9K
$105.00Sep 41.601.90$1.7517.1%2.8K0.383.2K
$98.00Sep 40.290.35$0.3218.8%1.7K0.091.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 11.0%, max 17.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$104.00Sep 4Oct 9122.4%104.6%17.0%2.0K213
$101.00Sep 4Oct 9121.4%104.5%16.2%1.4K56
$102.00Sep 4Oct 9120.5%105.0%14.7%2.7K116
$105.00Sep 4Oct 16118.3%103.2%14.6%6.7K1.8K
$106.00Sep 4Oct 9115.9%102.3%13.2%6.5K5.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$104.00Sep 4Oct 9122.4%104.6%17.0%1.4K955
$101.00Sep 4Oct 9121.4%104.5%16.2%1.2K365
$102.00Sep 4Oct 9120.5%105.0%14.7%1.9K969
$105.00Sep 4Oct 16118.3%103.2%14.6%2.9K4.1K
$106.00Sep 4Oct 9115.9%102.3%13.2%1.3K1.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 311 found (best R:R 9.87, avg 2.30)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$115.00$120.00Sep 16$0.46$4.54$0.4635%9.87$115.46
$90.00$95.00Oct 16$2.75$2.25$2.7573%0.82$92.75
$108.00$110.00Sep 25$0.28$1.72$0.2853%6.14$108.28
$100.00$105.00Sep 18$2.40$2.60$2.4066%1.08$102.40
$105.00$110.00Oct 16$2.15$2.85$2.1558%1.33$107.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$128.00$127.00Sep 4$0.37$0.63$0.3799%1.70$127.63
$114.00$113.00Sep 4$0.23$0.77$0.2387%3.35$113.77
$100.00$95.00Sep 16$0.79$4.21$0.7932%5.33$99.21
$117.00$116.00Sep 4$0.53$0.47$0.5394%0.89$116.47
$115.00$114.00Sep 11$0.27$0.73$0.2768%2.70$114.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 209 found (best R:R 0.87, avg 0.80)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$126.00$127.00Oct 16$0.83$0.83$0.1762%4.88$126.83
$121.00$122.00Sep 25$0.78$0.78$0.2266%3.55$121.78
$115.00$116.00Oct 2$0.87$0.87$0.1354%6.69$115.87
$115.00$116.00Sep 18$0.75$0.75$0.2561%3.00$115.75
$116.00$117.00Sep 25$0.75$0.75$0.2558%3.00$116.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$95.00$90.00Oct 9$2.32$2.32$2.6869%0.87$92.68
$105.00$100.00Sep 16$2.58$2.58$2.4257%1.07$102.42
$105.00$100.00Sep 14$2.60$2.60$2.4056%1.08$102.40
$100.00$95.00Oct 16$2.32$2.32$2.6864%0.87$97.68
$95.00$90.00Sep 16$1.46$1.46$3.5475%0.41$93.54

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $1.91, cheapest $1.80)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$104.00Sep 4Sep 9$1.85122.4%83.4%
$105.00Sep 4Sep 9$1.96118.3%80.4%
$109.00Sep 4Sep 9$1.88115.8%81.9%
$108.00Sep 4Sep 9$1.94115.8%82.1%
$110.00Sep 4Sep 9$1.80114.3%80.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$104.00Sep 4Sep 9$1.80122.4%83.4%
$105.00Sep 4Sep 9$1.80118.3%80.4%
$109.00Sep 4Sep 9$1.90115.8%81.9%
$108.00Sep 4Sep 9$2.20115.8%82.1%
$110.00Sep 4Sep 9$1.55114.3%80.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 154 found (cheapest 4.56% of stock, avg 16.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$108.00Sep 4$1.89$2.98$4.87$103.13$112.874.56%
$106.00Sep 4$2.84$2.13$4.97$101.03$110.974.66%
$107.00Sep 4$2.35$2.65$5.00$102.00$112.004.68%
$105.00Sep 4$3.47$1.75$5.22$99.78$110.224.89%
$109.00Sep 4$1.52$3.85$5.37$103.63$114.375.03%
$104.00Sep 4$4.13$1.46$5.59$98.41$109.595.24%
$103.00Sep 4$4.75$1.04$5.79$97.21$108.795.42%
$110.00Sep 4$1.17$4.70$5.87$104.13$115.875.50%
$111.00Sep 4$0.96$5.18$6.14$104.86$117.145.75%
$102.00Sep 4$5.48$0.84$6.32$95.68$108.325.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 231 found (cheapest 1.69% of stock, avg 14.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$111.00$102.00Sep 4$0.96$0.84$1.80$100.20$112.80
$111.00$103.00Sep 4$0.96$1.04$2.00$101.00$113.00
$110.00$102.00Sep 4$1.17$0.84$2.01$99.99$112.01
$110.00$103.00Sep 4$1.17$1.04$2.21$100.79$112.21
$111.00$104.00Sep 4$0.96$1.46$2.42$101.58$113.42
$110.00$104.00Sep 4$1.17$1.46$2.63$101.37$112.63
$125.00$90.00Sep 14$1.36$1.25$2.61$87.39$127.61
$109.00$102.00Sep 4$1.52$0.84$2.36$99.64$111.36
$109.00$103.00Sep 4$1.52$1.04$2.56$100.44$111.56
$111.00$105.00Sep 4$0.96$1.75$2.71$102.29$113.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 112 found (best R:R 1.39, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
90/95120/125Sep 16$2.91$2.0946%1.39$92.09$122.91
92/93115/116Sep 9$0.54$0.4664%1.17$92.46$115.54
103/104126/127Sep 4$0.53$0.4764%1.13$103.47$126.53
95/96115/116Sep 11$0.69$0.3147%2.23$94.81$115.69
92/93115/116Sep 11$0.62$0.3852%1.63$92.38$115.62
99/100115/116Sep 9$0.65$0.3549%1.86$99.35$115.65
100/101115/116Sep 9$0.68$0.3246%2.12$100.32$115.68
93/94115/116Sep 9$0.50$0.5062%1.00$93.50$115.50
103/104111/112Sep 4$0.70$0.3041%2.33$103.30$111.70
98/99115/116Sep 9$0.59$0.4152%1.44$98.41$115.59

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 206 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$95.00$100.00$105.00Sep 14$0.37$4.6324%12.51
$110.00$115.00$120.00Sep 14$0.36$4.6421%12.89
$100.00$105.00$110.00Sep 16$0.41$4.5921%11.20
$100.00$105.00$110.00Sep 14$0.69$4.3124%6.25
$100.00$105.00$110.00Oct 16$0.27$4.7310%17.52
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$110.00$115.00$120.00Sep 16$0.10$4.9017%49.00
$115.00$120.00$125.00Sep 14$0.24$4.7616%19.83
$95.00$100.00$105.00Oct 16$0.11$4.8910%44.45
$90.00$95.00$100.00Sep 18$0.32$4.6815%14.63
$90.00$95.00$100.00Sep 14$0.48$4.5218%9.42

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 86 found (best net $-3.56, 85 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$100.001:2Sep 16-$3.56$6.44
$115.00$120.001:2Sep 14-$0.62$4.38
$120.00$125.001:2Sep 16-$0.49$4.51
$110.00$115.001:2Sep 16-$1.57$3.43
$110.00$115.001:2Sep 14-$1.59$3.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Sep 14-$1.05$3.95
$95.00$90.001:2Sep 14-$0.29$4.71
$95.00$90.001:2Sep 16-$0.44$4.56
$100.00$95.001:2Sep 14-$0.77$4.23
$105.00$100.001:2Sep 16-$1.57$3.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 168 found (best yield 9.04%, avg 4.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Oct 16$9.650.4312.4%9.04%21.46%277429
$115.00Oct 16$11.200.487.7%10.49%18.23%58141
$125.00Oct 16$8.100.3817.1%7.59%24.70%107225
$113.00Oct 16$11.900.505.9%11.15%17.01%135
$121.00Oct 16$8.950.4213.4%8.38%21.74%2412
$126.00Oct 16$7.600.3818.0%7.12%25.16%3613
$110.00Oct 16$13.150.533.0%12.32%15.37%3161.4K
$124.00Oct 16$8.050.3916.2%7.54%23.71%2117
$112.00Oct 16$12.000.514.9%11.24%16.17%113
$111.00Oct 16$12.300.524.0%11.52%15.51%464

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 179,628
Total Puts 159,523
Put/Call Ratio 0.89
Net Difference 20,105

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 805,244
Total Puts 1,050,265
Average Put/Call Ratio 1.31
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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