Tour v527
SOXL
Direxion Daily Semicondct Bull 3X ETF
$115.76 -8.03%
$114.55 (-1.05%)🌙
as of 09/10 07:04 PM
9/10 19:04

Option Volume

Detail
Current (09/10) 255,782
Calls: 80,531 (31%)
Puts: 175,251 (69%)
Prior (09/09) 275,457
Calls: 126,857 (46%)
Puts: 148,600 (54%)
Current vs Prior -7.14%
Calls: -36.52% (Calls)
Puts: +17.93% (Puts)
Prior 7-Day Total 2,282,440
Calls: 1,116,333 (49%)
Puts: 1,166,107 (51%)
Prior 7-Day Average 326,062
Calls: 159,476 (49%)
Puts: 166,586 (51%)
Current vs Prior 7-Day Avg -21.55%
Calls: -49.50%
Puts: +5.20%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/10) $115.68M
Calls: $34.56M (30%)
Puts: $81.11M (70%)
Prior (09/09) $111.86M
Calls: $66.82M (60%)
Puts: $45.04M (40%)
Current vs Prior +3.41%
Calls: -48.28%
Puts: +80.10%
Prior 7-Day Total $1.34B
Calls: $746.18M (56%)
Puts: $592.32M (44%)
Prior 7-Day Average $191.21M
Calls: $106.60M (56%)
Puts: $84.62M (44%)
Current vs Prior 7-Day Avg -39.50%
Calls: -67.58%
Puts: -4.14%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/10) 2.18
Prior (09/09) 1.17
Current vs Prior +85.78%
Prior 7-Day Average 1.07
Current vs Prior 7-Day Avg +103.75%
Sentiment BEARISH

Open Interest

Detail
Current (09/10) 1,204,442
Calls: 363,126 (30%)
Puts: 841,316 (70%)
Prior (09/09) 1,123,901
Calls: 390,638 (35%)
Puts: 733,263 (65%)
Current vs Prior +7.17%
Prior 7-Day Total 8,692,991
Calls: 2,733,304 (31%)
Puts: 5,959,687 (69%)
Prior 7-Day Average 1,241,855
Calls: 390,472 (31%)
Puts: 851,383 (69%)
Current vs Prior 7-Day Avg -3.01%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/11) | Next (09/14)Expiry (09/11) | Next (09/18)Expiry (09/16) | Next (10/16)
Current 7.14% | 8.66%7.14% | 14.12%11.68% | 28.22%
Prior 7.25% | 11.08%7.25% | 14.34%13.98% | 29.44%
Current vs Prior -1.63% | -21.82%-1.63% | -1.51%-16.47% | -4.12%
Prior 7-Day Avg 6.59% | 10.08%7.21% | 13.54%16.93% | 30.77%
Current vs 7-Day Avg +8.34% | -14.03%-0.97% | +4.32%-31.02% | -8.27%
Prior 7-Day Eod 7.25% | 11.08%7.25% | 14.34%13.98% | 29.44%
Current vs 7-Day Eod -1.63% | -21.82%-1.63% | -1.51%-16.47% | -4.12%
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 70% put dollar volume ($81.11M). Extreme bearish P/C ratio of 2.18 - heavy put buying. P/C ratio rising 86% - increased hedging/bearish positioning. Put-heavy open interest (841,316 puts vs 363,126 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 BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 68 of results (avg 7.4%, best 2.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Sep 258.258.50$8.383.0%2030.49470
$129.00Sep 110.250.26$0.263.8%2090.07363
$120.00Sep 111.731.80$1.774.0%4.5K0.332.5K
$115.00Sep 188.058.50$8.285.4%3310.551.6K
$116.00Sep 187.558.00$7.785.8%2020.53201
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 169.009.25$9.132.7%6830.281.5K
$115.00Sep 113.103.20$3.153.2%3.7K0.452.3K
$110.00Sep 185.255.45$5.353.7%7030.354.3K
$105.00Sep 183.653.80$3.724.0%7180.273.6K
$100.00Sep 182.432.55$2.494.8%2.6K0.198.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 13 found (avg $0.56, cheapest $0.21)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 110.190.22$0.2114.3%3.3K0.064.2K
$129.00Sep 110.250.26$0.263.8%2090.07363
$125.00Sep 110.600.64$0.626.5%3.3K0.154.0K
$135.00Sep 140.300.34$0.3212.5%1340.07251
$138.00Sep 160.760.85$0.8111.1%110.11--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 110.230.25$0.248.3%4.4K0.058.2K
$102.00Sep 110.320.35$0.348.8%1.0K0.071.9K
$105.00Sep 110.550.61$0.5810.3%5.2K0.123.0K
$107.00Sep 110.740.88$0.8117.3%6460.16865
$108.00Sep 110.851.00$0.9316.1%1.5K0.181.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 283 found (avg delta 0.67, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 1119.6523.05$21.3515.9%110.9731
$95.50Sep 1119.1022.55$20.8316.6%40.978
$97.00Sep 1117.6021.10$19.3518.1%40.9711
$96.00Sep 1119.7022.05$20.8811.3%70.976
$97.50Sep 1117.0020.60$18.8019.1%40.9717
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$133.00Sep 1115.5019.40$17.4522.3%31.00--
$134.00Sep 1116.4021.00$18.7024.6%21.0015
$135.00Sep 1118.1520.45$19.3011.9%1041.00178
$137.00Sep 1119.8524.00$21.9318.9%201.0020
$132.00Sep 1114.5018.30$16.4023.2%20.95--

Most actively traded options today. High liquidity = easy entry/exit. 743 active (total vol 141.0K, top 5.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Sep 111.731.80$1.774.0%4.5K0.332.5K
$130.00Sep 110.190.22$0.2114.3%3.3K0.064.2K
$125.00Sep 110.600.64$0.626.5%3.3K0.154.0K
$118.00Sep 112.262.55$2.4012.1%2.6K0.41320
$115.00Sep 113.655.60$4.6342.1%2.5K0.555.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 110.550.61$0.5810.3%5.2K0.123.0K
$100.00Sep 110.230.25$0.248.3%4.4K0.058.2K
$110.00Sep 111.331.49$1.4111.3%4.1K0.253.4K
$115.00Sep 113.103.20$3.153.2%3.7K0.452.3K
$95.00Sep 110.100.15$0.1338.5%3.2K0.036.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 39 strikes (avg 31.9%, max 47.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$109.00Sep 11Oct 9169.5%115.5%46.7%158140
$107.00Sep 11Oct 23163.8%113.5%44.3%3993.3K
$108.00Sep 11Sep 25158.8%110.6%43.6%2064.3K
$111.00Sep 11Oct 23159.6%111.2%43.6%93269
$115.00Sep 11Oct 23154.2%109.2%41.3%2.5K5.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$109.00Sep 11Oct 23169.5%114.7%47.8%8632.1K
$107.00Sep 11Oct 23163.8%113.5%44.3%6701.1K
$111.00Sep 11Oct 23159.6%111.2%43.6%972506
$110.00Sep 11Oct 23159.7%111.4%43.3%4.1K3.5K
$115.00Sep 11Oct 23154.2%109.2%41.3%4.0K2.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 410 found (best R:R 1.17, avg 2.21)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$105.00$110.00Oct 16$2.30$2.70$2.3068%1.17$107.30
$107.00$111.00Oct 23$1.77$2.23$1.7765%1.26$108.77
$120.00$124.00Oct 9$1.25$2.75$1.2552%2.20$121.25
$102.00$103.00Sep 11$0.22$0.78$0.2293%3.55$102.22
$95.00$100.00Oct 16$3.10$1.90$3.1077%0.61$98.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$127.00$126.00Sep 14$0.32$0.68$0.3282%2.12$126.68
$135.00$134.00Sep 11$0.60$0.40$0.60100%0.67$134.40
$128.00$127.00Sep 25$0.29$0.71$0.2964%2.45$127.71
$107.00$105.00Sep 23$0.25$1.75$0.2532%7.00$106.75
$130.00$129.00Sep 11$0.60$0.40$0.6094%0.67$129.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 310 found (best R:R 4.00, avg 0.86)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$126.00$127.00Sep 25$0.83$0.83$0.1760%4.88$126.83
$128.00$129.00Oct 23$0.90$0.90$0.1053%9.00$128.90
$133.00$134.00Oct 2$0.77$0.77$0.2363%3.35$133.77
$137.00$138.00Oct 2$0.70$0.70$0.3068%2.33$137.70
$117.00$118.00Oct 2$0.88$0.88$0.1245%7.33$117.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$103.50$102.00Oct 23$1.20$1.20$0.3068%4.00$102.30
$113.00$111.00Oct 23$1.50$1.50$0.5060%3.00$111.50
$100.00$95.00Oct 16$1.88$1.88$3.1272%0.60$98.12
$105.00$100.00Oct 16$2.05$2.05$2.9568%0.69$102.95
$100.00$99.00Oct 9$0.83$0.83$0.1773%4.88$99.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $1.61, cheapest $0.50)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$115.00Sep 11Sep 14$0.50154.2%98.3%
$116.00Sep 11Sep 14$1.08153.7%99.4%
$112.00Sep 11Sep 14$1.17157.4%103.7%
$114.00Sep 11Sep 14$1.03151.1%99.5%
$120.00Sep 11Sep 14$0.99146.0%94.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$115.00Sep 11Sep 14$1.23154.2%98.3%
$116.00Sep 11Sep 14$1.27153.7%99.4%
$112.00Sep 11Sep 14$1.29157.4%103.7%
$114.00Sep 11Sep 14$1.32151.1%99.5%
$120.00Sep 11Sep 14$1.30146.0%94.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 185 found (cheapest 6.00% of stock, avg 17.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$117.00Sep 11$2.97$3.98$6.95$110.05$123.956.00%
$118.00Sep 11$2.40$4.72$7.12$110.88$125.126.15%
$116.00Sep 11$3.50$3.63$7.13$108.87$123.136.16%
$114.00Sep 11$4.60$2.63$7.23$106.77$121.236.25%
$119.00Sep 11$2.11$5.30$7.41$111.59$126.416.40%
$113.00Sep 11$5.30$2.30$7.60$105.40$120.606.57%
$112.00Sep 11$5.73$1.99$7.72$104.28$119.726.67%
$115.00Sep 11$4.63$3.15$7.78$107.22$122.786.72%
$120.00Sep 11$1.77$6.05$7.82$112.18$127.826.76%
$111.00Sep 11$6.58$1.70$8.28$102.72$119.287.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 275 found (cheapest 3.01% of stock, avg 15.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$121.00$112.00Sep 11$1.49$1.99$3.48$108.52$124.48
$120.00$112.00Sep 11$1.77$1.99$3.76$108.24$123.76
$121.00$113.00Sep 11$1.49$2.30$3.79$109.21$124.79
$120.00$113.00Sep 11$1.77$2.30$4.07$108.93$124.07
$119.00$112.00Sep 11$2.11$1.99$4.10$107.90$123.10
$119.00$113.00Sep 11$2.11$2.30$4.41$108.59$123.41
$121.00$114.00Sep 11$1.49$2.63$4.12$109.88$125.12
$120.00$114.00Sep 11$1.77$2.63$4.40$109.60$124.40
$118.00$112.00Sep 11$2.40$1.99$4.39$107.61$122.39
$119.00$114.00Sep 11$2.11$2.63$4.74$109.26$123.74

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 143 found (best R:R 1.70, avg credit $0.62)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
100/101135/138Sep 23$1.89$1.1151%1.70$99.11$136.89
94/95127/128Sep 21$0.88$0.1251%7.33$94.12$127.88
103/104126/127Sep 16$0.90$0.1046%9.00$103.10$126.90
95/96127/128Sep 21$0.79$0.2150%3.76$95.21$127.79
102/105135/138Sep 23$1.92$1.0845%1.78$103.08$136.92
108/109121/122Sep 11$0.78$0.2249%3.55$108.22$121.78
97/98127/128Sep 21$0.76$0.2448%3.17$97.24$127.76
110/111123/124Sep 14$0.83$0.1738%4.88$110.17$123.83
108/109123/124Sep 14$0.77$0.2344%3.35$108.23$123.77
108/109124/125Sep 11$0.62$0.3859%1.63$108.38$124.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 233 found (best R:R 32.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$132.00$135.00$138.00Oct 9$0.09$2.915%32.33
$119.00$120.00$121.00Sep 11$0.06$0.948%15.67
$105.00$106.00$107.00Sep 14$0.05$0.954%19.00
$123.00$124.00$125.00Sep 18$0.05$0.954%19.00
$118.00$119.00$120.00Sep 14$0.08$0.927%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Oct 16$0.15$4.859%32.33
$95.00$100.00$105.00Oct 16$0.17$4.839%28.41
$127.00$130.00$133.00Oct 2$0.09$2.916%32.33
$113.00$114.00$115.00Sep 16$0.05$0.955%19.00
$111.00$112.00$113.00Sep 14$0.06$0.946%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 75 found (best net $-4.19, 74 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$115.001:2Sep 23-$4.19$5.81
$94.00$105.001:2Sep 23-$8.10$2.90
$134.00$135.001:2Sep 11-$0.05$0.95
$133.00$134.001:2Sep 11-$0.07$0.93
$132.00$133.001:2Sep 11-$0.08$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$101.00$100.001:2Sep 16-$0.20$0.80
$98.50$98.001:2Sep 11-$0.08$0.42
$96.50$96.001:2Sep 11-$0.08$0.42
$97.50$97.001:2Sep 11-$0.09$0.41
$101.00$100.001:2Sep 11-$0.15$0.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 208 found (best yield 10.28%, avg 5.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$130.00Oct 23$11.900.4612.3%10.28%22.58%1216
$134.00Oct 23$10.050.4315.8%8.68%24.44%1045
$128.00Oct 23$12.000.4710.6%10.37%20.94%513
$120.00Oct 23$15.200.543.7%13.13%16.79%2139
$133.00Oct 23$10.050.4314.9%8.68%23.57%253
$123.00Oct 23$13.650.516.2%11.79%18.05%12
$132.00Oct 23$10.200.4414.0%8.81%22.84%252
$136.00Oct 23$9.000.4117.5%7.77%25.26%2--
$127.00Oct 23$11.800.489.7%10.19%19.90%46
$129.00Oct 23$11.100.4611.4%9.59%21.03%102

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 80,531
Total Puts 175,251
Put/Call Ratio 2.18
Net Difference -94,720

Prior's Put/Call Breakdown

Total Calls 126,857
Total Puts 148,600
Put/Call Ratio 1.17
Net Difference -21,743

Prior 7-Day Put/Call Summary

Total Calls 1,116,333
Total Puts 1,166,107
Average Put/Call Ratio 1.07
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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