Tour v527
SOXL
Direxion Daily Semicondct Bull 3X ETF
$121.82 +5.23%
$121.77 (-0.04%)🌙
as of 09/11 07:01 PM
9/11 19:01

Option Volume

Detail
Current (09/11) 371,053
Calls: 144,440 (39%)
Puts: 226,613 (61%)
Prior (09/10) 255,782
Calls: 80,531 (31%)
Puts: 175,251 (69%)
Current vs Prior +45.07%
Calls: +79.36% (Calls)
Puts: +29.31% (Puts)
Prior 7-Day Total 2,261,618
Calls: 1,069,339 (47%)
Puts: 1,192,279 (53%)
Prior 7-Day Average 323,088
Calls: 152,762 (47%)
Puts: 170,325 (53%)
Current vs Prior 7-Day Avg +14.85%
Calls: -5.45%
Puts: +33.05%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/11) $115.19M
Calls: $54.39M (47%)
Puts: $60.80M (53%)
Prior (09/10) $115.68M
Calls: $34.56M (30%)
Puts: $81.11M (70%)
Current vs Prior -0.42%
Calls: +57.38%
Puts: -25.05%
Prior 7-Day Total $1.27B
Calls: $683.61M (54%)
Puts: $590.60M (46%)
Prior 7-Day Average $182.03M
Calls: $97.66M (54%)
Puts: $84.37M (46%)
Current vs Prior 7-Day Avg -36.72%
Calls: -44.30%
Puts: -27.94%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/11) 1.57
Prior (09/10) 2.18
Current vs Prior -27.91%
Prior 7-Day Average 1.21
Current vs Prior 7-Day Avg +29.45%
Sentiment BEARISH

Open Interest

Detail
Current (09/11) 1,214,651
Calls: 370,134 (30%)
Puts: 844,517 (70%)
Prior (09/10) 1,204,442
Calls: 363,126 (30%)
Puts: 841,316 (70%)
Current vs Prior +0.85%
Prior 7-Day Total 8,712,613
Calls: 2,779,911 (32%)
Puts: 5,932,702 (68%)
Prior 7-Day Average 1,244,659
Calls: 397,130 (32%)
Puts: 847,528 (68%)
Current vs Prior 7-Day Avg -2.41%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/11) | Next (09/14)Expiry (09/11) | Next (09/18)Expiry (09/16) | Next (10/16)
Current 1.01% | 4.73%1.01% | 11.30%8.82% | 26.60%
Prior 7.14% | 8.66%7.14% | 14.12%11.68% | 28.22%
Current vs Prior -33.74% | +1.85%-85.85% | -20.03%-24.44% | -5.76%
Prior 7-Day Avg 6.68% | 10.00%6.91% | 13.63%16.05% | 30.46%
Current vs 7-Day Avg -29.19% | -11.79%-85.39% | -17.10%-45.02% | -12.69%
Prior 7-Day Eod 7.14% | 8.66%7.14% | 14.12%11.68% | 28.22%
Current vs 7-Day Eod -33.74% | +1.85%-85.85% | -20.03%-24.44% | -5.76%
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

Extreme bearish P/C ratio of 1.57 - heavy put buying. P/C ratio dropping 28% - sentiment shifting bullish. Put-heavy open interest (844,517 puts vs 370,134 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 BULLISH
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 62 of results (avg 7.6%, best 2.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Oct 1616.4517.45$16.955.9%5490.57435
$125.00Sep 184.855.15$5.006.0%1.6K0.442.6K
$130.00Oct 1612.1012.85$12.486.0%3010.48777
$125.00Oct 1614.1515.05$14.606.2%1160.53276
$120.00Sep 187.107.60$7.356.8%8130.562.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 182.352.40$2.382.1%1.8K0.224.5K
$115.00Sep 183.703.80$3.752.7%1.4K0.322.4K
$119.00Sep 185.205.35$5.282.8%3710.4188
$110.00Oct 1610.1010.40$10.252.9%3580.32830
$105.00Oct 168.308.65$8.484.1%3690.28928

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 13 found (avg $0.73, cheapest $0.35)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 140.320.38$0.3517.1%1.8K0.11985
$141.00Sep 160.450.50$0.4810.4%930.0932
$145.00Sep 180.690.76$0.739.6%6200.101.3K
$146.00Sep 180.630.72$0.6813.2%800.09107
$144.00Sep 180.780.90$0.8414.3%1490.1153
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Sep 160.500.59$0.5416.7%610.0829
$105.00Sep 160.660.76$0.7114.1%1580.10183
$107.00Sep 160.861.00$0.9315.1%1280.1279
$98.00Sep 180.650.72$0.6910.1%1760.07472
$99.00Sep 180.710.80$0.7611.8%7170.08337

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 307 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.50Sep 1122.2026.00$24.1015.8%21.00--
$99.00Sep 1120.0024.50$22.2520.2%21.00--
$100.00Sep 1120.0522.25$21.1510.4%661.00398
$101.00Sep 1118.5522.50$20.5319.2%131.0060
$102.00Sep 1117.7521.50$19.6319.1%191.0095
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Sep 1121.3525.10$23.2316.1%61.0082
$138.00Sep 1114.0017.80$15.9023.9%30.99--
$140.00Sep 1116.4020.05$18.2320.0%160.99173
$133.00Sep 119.3512.80$11.0831.1%60.9967
$130.00Sep 116.5510.30$8.4344.5%5450.99355

Most actively traded options today. High liquidity = easy entry/exit. 792 active (total vol 237.1K, top 10.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 110.000.01$0.01100.0%10.2K0.014.7K
$124.00Sep 110.000.01$0.01100.0%9.9K0.011.8K
$123.00Sep 110.000.04$0.02200.0%7.8K0.06916
$126.00Sep 110.000.07$0.04175.0%6.4K0.041.2K
$122.00Sep 110.100.25$0.1883.3%6.2K0.34647
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$121.00Sep 110.070.23$0.15106.7%7.5K0.27408
$122.00Sep 110.350.85$0.6083.3%5.6K0.69358
$100.00Sep 180.800.86$0.837.2%5.1K0.099.2K
$120.00Sep 110.020.10$0.06133.3%4.9K0.102.4K
$123.00Sep 110.432.58$1.51142.4%3.5K0.94243

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 1.0%, max 1.0%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$121.00Sep 11Oct 16100.8%99.8%1.0%7.6K465

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 411 found (best R:R 0.96, avg 2.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$108.50$115.00Oct 23$3.32$3.18$3.3268%0.96$111.82
$105.00$107.00Sep 25$0.68$1.32$0.6879%1.94$105.68
$100.00$110.00Oct 9$6.66$3.34$6.6678%0.50$106.66
$100.00$110.00Oct 16$6.65$3.35$6.6576%0.50$106.65
$137.00$139.00Oct 9$0.20$1.80$0.2038%9.00$137.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$135.00$134.00Sep 16$0.23$0.77$0.2384%3.35$134.77
$130.00$129.00Sep 14$0.33$0.67$0.3389%2.03$129.67
$110.00$108.00Oct 9$0.10$1.90$0.1031%19.00$109.90
$135.00$130.00Sep 23$2.87$2.13$2.8771%0.74$132.13
$125.00$123.00Sep 21$0.60$1.40$0.6054%2.33$124.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 298 found (best R:R 3.00, avg 0.81)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$135.00$136.00Oct 16$0.88$0.88$0.1257%7.33$135.88
$139.00$140.00Oct 23$0.85$0.85$0.1558%5.67$139.85
$131.00$132.00Oct 16$0.88$0.88$0.1254%7.33$131.88
$124.00$125.00Sep 21$0.85$0.85$0.1552%5.67$124.85
$142.00$143.00Sep 11$0.41$0.41$0.5992%0.69$142.41
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$114.00$112.00Oct 2$1.50$1.50$0.5064%3.00$112.50
$106.00$105.00Oct 2$0.82$0.82$0.1874%4.56$105.18
$102.00$101.00Oct 2$0.73$0.73$0.2778%2.70$101.27
$110.00$109.00Sep 25$0.78$0.78$0.2272%3.55$109.22
$116.00$115.00Sep 21$0.85$0.85$0.1565%5.67$115.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $2.40, cheapest $2.12)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$122.00Sep 11Sep 14$2.1291.6%58.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$122.00Sep 11Sep 14$2.2191.6%58.9%
$117.50Oct 9Oct 23$2.88109.3%107.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 191 found (cheapest 0.64% of stock, avg 14.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$121.00Sep 11$0.63$0.15$0.78$120.22$121.780.64%
$122.00Sep 11$0.18$0.60$0.78$121.22$122.780.64%
$120.00Sep 11$1.38$0.06$1.44$118.56$121.441.18%
$123.00Sep 11$0.02$1.51$1.53$121.47$124.531.26%
$124.00Sep 11$0.01$2.12$2.13$121.87$126.131.75%
$119.00Sep 11$2.75$0.04$2.79$116.21$121.792.29%
$125.00Sep 11$0.01$3.18$3.19$121.81$128.192.62%
$118.00Sep 11$3.47$0.02$3.49$114.51$121.492.86%
$126.00Sep 11$0.04$4.00$4.04$121.96$130.043.32%
$117.00Sep 11$4.63$0.01$4.64$112.36$121.643.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 265 found (cheapest 0.18% of stock, avg 13.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$132.00$119.00Sep 11$0.18$0.04$0.22$118.78$132.22
$132.00$120.00Sep 11$0.18$0.06$0.24$119.76$132.24
$122.00$119.00Sep 11$0.18$0.04$0.22$118.78$122.22
$122.00$120.00Sep 11$0.18$0.06$0.24$119.76$122.24
$122.00$121.00Sep 11$0.18$0.15$0.33$120.67$122.33
$132.00$121.00Sep 11$0.18$0.15$0.33$120.67$132.33
$129.00$119.00Sep 11$0.41$0.04$0.45$118.55$129.45
$129.00$120.00Sep 11$0.41$0.06$0.47$119.53$129.47
$142.00$119.00Sep 11$0.47$0.04$0.51$118.49$142.51
$142.00$120.00Sep 11$0.47$0.06$0.53$119.47$142.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 212 found (best R:R 1.04, avg credit $0.54)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
98/98142/143Sep 11$0.51$0.4990%1.04$97.99$142.51
99/100142/143Sep 11$0.51$0.4990%1.04$98.99$142.51
98/99134/135Sep 23$0.82$0.1856%4.56$98.18$134.82
99/100134/135Sep 23$0.82$0.1854%4.56$99.18$134.82
112/114138/140Sep 23$1.53$0.4741%3.26$112.47$139.53
98/98129/130Sep 11$0.50$0.5085%1.00$98.00$129.50
99/100129/130Sep 11$0.50$0.5085%1.00$99.00$129.50
100/101134/135Sep 14$0.41$0.5988%0.69$100.59$134.41
100/101126/127Sep 14$0.58$0.4269%1.38$100.42$126.58
99/100131/132Sep 21$0.72$0.2855%2.57$99.28$131.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 239 found (best R:R 2.45, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$121.00$122.00$123.00Sep 11$0.29$0.7186%2.45
$120.00$121.00$122.00Sep 11$0.30$0.7066%2.33
$122.00$123.00$124.00Sep 11$0.15$0.8532%5.67
$118.00$119.00$120.00Sep 14$0.07$0.9312%13.29
$120.00$121.00$122.00Sep 14$0.10$0.9012%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$125.00$130.00$135.00Oct 23$0.07$4.938%70.43
$100.00$105.00$110.00Oct 16$0.11$4.899%44.45
$119.00$120.00$121.00Sep 11$0.07$0.9321%13.29
$120.00$121.00$122.00Sep 11$0.36$0.6459%1.78
$121.00$122.00$123.00Sep 11$0.46$0.5468%1.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 105 found (best net $-0.90, 90 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$138.00$140.001:2Sep 14$0.00$2.00
$126.00$127.001:2Sep 11$0.00$1.00
$123.00$124.001:2Sep 11$0.00$1.00
$127.00$128.001:2Sep 11$0.00$1.00
$140.00$145.001:2Sep 14-$0.09$4.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$124.00$123.001:2Sep 11-$0.90$0.10
$119.00$118.001:2Sep 11$0.00$1.00
$118.00$117.001:2Sep 11$0.00$1.00
$115.00$114.001:2Sep 11$0.00$1.00
$106.00$105.001:2Sep 14-$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 209 found (best yield 9.03%, avg 4.37%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$135.00Oct 23$11.000.4610.8%9.03%19.85%34123
$144.00Oct 23$8.300.3918.2%6.81%25.02%484
$141.00Oct 23$9.000.4115.7%7.39%23.13%2656
$132.00Oct 23$11.800.488.4%9.69%18.04%2--
$145.00Oct 23$7.850.3819.0%6.44%25.47%67164
$137.00Oct 23$9.950.4412.5%8.17%20.63%6--
$142.00Oct 23$8.450.4016.6%6.94%23.50%436
$127.00Oct 23$13.800.524.2%11.33%15.58%25
$143.00Oct 23$8.150.3917.4%6.69%24.08%495
$146.00Oct 23$7.400.3719.9%6.07%25.92%1216

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 144,440
Total Puts 226,613
Put/Call Ratio 1.57
Net Difference -82,173

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,069,339
Total Puts 1,192,279
Average Put/Call Ratio 1.21
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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