Tour v528
SOXL
Direxion Daily Semicondct Bull 3X ETF
$102.32 +1.18%
$102.58 (+0.25%)🌙
as of 09/15 07:11 PM
9/15 19:11

Option Volume

Detail
Current (09/15) 258,417
Calls: 125,953 (49%)
Puts: 132,464 (51%)
Prior (09/11) 371,053
Calls: 144,440 (39%)
Puts: 226,613 (61%)
Current vs Prior -30.36%
Calls: -12.80% (Calls)
Puts: -41.55% (Puts)
Prior 7-Day Total 2,318,847
Calls: 1,056,782 (46%)
Puts: 1,262,065 (54%)
Prior 7-Day Average 331,263
Calls: 150,968 (46%)
Puts: 180,295 (54%)
Current vs Prior 7-Day Avg -21.99%
Calls: -16.57%
Puts: -26.53%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/15) $126.18M
Calls: $52.97M (42%)
Puts: $73.21M (58%)
Prior (09/11) $115.19M
Calls: $54.39M (47%)
Puts: $60.80M (53%)
Current vs Prior +9.54%
Calls: -2.62%
Puts: +20.42%
Prior 7-Day Total $1.17B
Calls: $616.50M (53%)
Puts: $553.65M (47%)
Prior 7-Day Average $167.16M
Calls: $88.07M (53%)
Puts: $79.09M (47%)
Current vs Prior 7-Day Avg -24.52%
Calls: -39.86%
Puts: -7.44%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/15) 1.05
Prior (09/11) 1.57
Current vs Prior -32.97%
Prior 7-Day Average 1.29
Current vs Prior 7-Day Avg -18.69%
Sentiment BEARISH

Open Interest

Detail
Current (09/15) 1,160,174
Calls: 344,283 (30%)
Puts: 815,891 (70%)
Prior (09/11) 1,214,651
Calls: 370,134 (30%)
Puts: 844,517 (70%)
Current vs Prior -4.48%
Prior 7-Day Total 8,700,982
Calls: 2,794,580 (32%)
Puts: 5,906,402 (68%)
Prior 7-Day Average 1,242,997
Calls: 399,225 (32%)
Puts: 843,771 (68%)
Current vs Prior 7-Day Avg -6.66%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/16) | Next (09/18)Expiry (09/18) | Next (09/25)Expiry (09/16) | Next (10/16)
Current 5.82% | 9.09%9.09% | 14.57%5.82% | 27.54%
Prior 4.73% | 8.82%1.01% | 11.30%8.82% | 26.60%
Current vs Prior +22.99% | +3.00%+800.18% | +29.01%-34.10% | +3.55%
Prior 7-Day Avg 6.52% | 9.92%5.71% | 13.19%14.51% | 29.59%
Current vs 7-Day Avg -10.87% | -8.38%+59.09% | +10.48%-59.93% | -6.92%
Prior 7-Day Eod 4.73% | 8.82%1.01% | 11.30%8.82% | 26.60%
Current vs 7-Day Eod +22.99% | +3.00%+800.18% | +29.01%-34.10% | +3.55%
Sentiment BEARISHBEARISHBULLISH

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

Slightly bearish P/C ratio of 1.05. P/C ratio dropping 33% - sentiment shifting bullish. Put-heavy open interest (815,891 puts vs 344,283 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 68 of results (avg 7.8%, best 0.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 161.581.59$1.590.6%7.6K0.361.5K
$100.00Oct 1613.7514.20$13.983.2%4330.591.4K
$107.00Sep 160.930.97$0.954.2%2.2K0.25263
$102.00Sep 162.812.98$2.905.9%4.9K0.54308
$105.00Sep 255.706.05$5.886.0%3860.47729
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Oct 309.7510.10$9.933.5%1190.30188
$95.00Oct 169.009.35$9.183.8%8040.351.4K
$95.00Sep 160.500.52$0.513.9%2.4K0.141.8K
$99.00Sep 213.603.75$3.684.1%2820.3733
$100.00Oct 1611.1011.60$11.354.4%9950.412.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 9 found (avg $0.60, cheapest $0.39)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 160.360.41$0.3912.8%4.5K0.131.7K
$109.00Sep 160.480.55$0.5213.5%2.0K0.16164
$108.00Sep 160.670.74$0.719.9%2.9K0.20280
$107.00Sep 160.930.97$0.954.2%2.2K0.25263
$120.00Sep 180.290.34$0.3215.6%2.3K0.074.3K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 160.500.52$0.513.9%2.4K0.141.8K
$97.00Sep 160.810.90$0.8610.5%1.1K0.21369
$85.00Sep 180.370.41$0.3910.3%2.4K0.0710.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 288 found (avg delta 0.68, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Sep 1618.3022.00$20.1518.4%420.99--
$83.00Sep 1617.3021.25$19.2720.5%420.98--
$87.00Sep 1613.1017.25$15.1827.3%20.98--
$90.00Sep 1611.5012.95$12.2311.9%200.9674
$82.00Sep 1818.6022.25$20.4317.9%30.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 1610.7014.05$12.3827.1%221.00509
$117.00Sep 1612.6516.60$14.6327.0%21.00--
$118.00Sep 1613.6017.70$15.6526.2%301.00131
$119.00Sep 1614.6018.70$16.6524.6%551.00141
$120.00Sep 1615.8519.20$17.5219.1%181.00263

Most actively traded options today. High liquidity = easy entry/exit. 658 active (total vol 166.3K, top 7.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 161.581.59$1.590.6%7.6K0.361.5K
$104.00Sep 161.522.10$1.8132.0%5.4K0.41487
$102.00Sep 162.812.98$2.905.9%4.9K0.54308
$110.00Sep 160.360.41$0.3912.8%4.5K0.131.7K
$103.00Sep 162.112.60$2.3620.8%3.6K0.48593
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Sep 160.110.14$0.1323.1%7.5K0.042.2K
$100.00Sep 161.561.80$1.6814.3%5.7K0.352.1K
$101.00Sep 161.502.20$1.8537.8%4.1K0.40290
$90.00Sep 180.801.00$0.9022.2%3.6K0.1312.7K
$93.00Sep 160.050.42$0.24154.2%2.7K0.07111

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 16.0%, max 27.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$98.00Sep 16Oct 23133.6%104.5%27.8%6569
$99.00Sep 16Oct 9131.6%106.0%24.1%13235
$100.00Sep 16Oct 30134.6%109.4%23.0%2.4K527
$102.00Sep 16Oct 30129.9%108.8%19.4%4.9K344
$105.00Sep 16Oct 30128.7%109.0%18.1%7.8K1.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$98.00Sep 16Oct 23133.6%104.5%27.8%1.3K513
$97.00Sep 16Oct 23138.5%109.8%26.1%1.2K644
$100.00Sep 16Oct 30134.6%109.4%23.0%6.1K2.6K
$99.00Sep 16Oct 23131.6%109.0%20.7%2.0K641
$102.00Sep 16Oct 30129.9%108.8%19.4%2.3K302

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 361 found (best R:R 3.71, avg 2.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$111.00$115.00Oct 23$0.85$3.15$0.8547%3.71$111.85
$95.00$100.00Oct 16$2.32$2.68$2.3265%1.16$97.32
$105.00$110.00Sep 30$1.35$3.65$1.3548%2.70$106.35
$90.00$95.00Oct 30$2.60$2.40$2.6069%0.92$92.60
$105.00$110.00Oct 16$1.73$3.27$1.7353%1.89$106.73
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$103.00$101.00Oct 9$0.25$1.75$0.2546%7.00$102.75
$120.00$119.00Sep 21$0.45$0.55$0.4590%1.22$119.55
$115.00$114.00Sep 18$0.45$0.55$0.4586%1.22$114.55
$111.00$110.00Oct 30$0.15$0.85$0.1551%5.67$110.85
$112.00$110.00Oct 9$0.80$1.20$0.8058%1.50$111.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 253 found (best R:R 0.83, avg 0.75)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$105.00$107.00Oct 2$1.62$1.62$0.3850%4.26$106.62
$110.00$111.00Sep 28$0.82$0.82$0.1861%4.56$110.82
$111.00$112.00Oct 2$0.78$0.78$0.2260%3.55$111.78
$119.00$120.00Oct 30$0.77$0.77$0.2358%3.35$119.77
$107.00$108.00Oct 30$0.87$0.87$0.1347%6.69$107.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$95.00$90.00Oct 9$2.27$2.27$2.7366%0.83$92.73
$90.00$85.00Oct 30$2.08$2.08$2.9270%0.71$87.92
$100.00$95.00Oct 30$2.58$2.58$2.4260%1.07$97.42
$95.00$90.00Oct 16$2.11$2.11$2.8965%0.73$92.89
$96.00$95.00Oct 23$0.85$0.85$0.1564%5.67$95.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $2.20, cheapest $1.56)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$106.00Sep 16Sep 18$1.56129.7%118.9%
$100.00Sep 16Sep 18$1.60134.6%123.9%
$102.00Sep 16Sep 18$1.70129.9%119.9%
$101.00Sep 16Sep 18$1.50122.9%113.3%
$105.00Sep 16Sep 18$1.63128.7%119.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$106.00Sep 16Sep 18$1.73129.7%118.9%
$100.00Sep 16Sep 18$1.70134.6%123.9%
$102.00Sep 16Sep 18$1.73129.9%119.9%
$101.00Sep 16Sep 18$1.60122.9%113.3%
$105.00Sep 16Sep 18$1.68128.7%119.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 162 found (cheapest 5.23% of stock, avg 16.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$102.00Sep 16$2.90$2.45$5.35$96.65$107.355.23%
$103.00Sep 16$2.36$3.05$5.41$97.59$108.415.29%
$101.00Sep 16$3.60$1.85$5.45$95.55$106.455.33%
$104.00Sep 16$1.81$3.75$5.56$98.44$109.565.43%
$105.00Sep 16$1.59$4.20$5.79$99.21$110.795.66%
$100.00Sep 16$4.20$1.68$5.88$94.12$105.885.75%
$106.00Sep 16$1.29$4.75$6.04$99.96$112.045.90%
$99.00Sep 16$4.78$1.28$6.06$92.94$105.065.92%
$107.00Sep 16$0.95$5.60$6.55$100.45$113.556.40%
$98.00Sep 16$5.80$1.02$6.82$91.18$104.826.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 291 found (cheapest 1.93% of stock, avg 14.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$107.00$98.00Sep 16$0.95$1.02$1.97$96.03$108.97
$107.00$99.00Sep 16$0.95$1.28$2.23$96.77$109.23
$106.00$98.00Sep 16$1.29$1.02$2.31$95.69$108.31
$106.00$99.00Sep 16$1.29$1.28$2.57$96.43$108.57
$107.00$100.00Sep 16$0.95$1.68$2.63$97.37$109.63
$105.00$98.00Sep 16$1.59$1.02$2.61$95.39$107.61
$106.00$100.00Sep 16$1.29$1.68$2.97$97.03$108.97
$105.00$99.00Sep 16$1.59$1.28$2.87$96.13$107.87
$107.00$101.00Sep 16$0.95$1.85$2.80$98.20$109.80
$105.00$100.00Sep 16$1.59$1.68$3.27$96.73$108.27

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 207 found (best R:R 5.25, avg credit $0.54)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
89/90112/113Sep 23$0.84$0.1651%5.25$89.16$112.84
86/87117/118Oct 2$0.86$0.1446%6.14$86.14$117.86
91/92112/113Sep 23$0.82$0.1847%4.56$91.18$112.82
82/83112/113Sep 23$0.68$0.3260%2.13$82.32$112.68
90/91115/116Sep 23$0.73$0.2755%2.70$90.27$115.73
85/86112/113Sep 23$0.69$0.3157%2.23$85.31$112.69
89/90116/117Oct 2$0.83$0.1741%4.88$89.17$116.83
86/87112/113Sep 23$0.68$0.3256%2.13$86.32$112.68
90/91111/112Sep 25$0.77$0.2342%3.35$90.23$111.77
96/97106/107Sep 16$0.68$0.3248%2.13$96.32$106.68

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 190 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Sep 30$0.15$4.8515%32.33
$107.00$108.00$109.00Sep 16$0.05$0.959%19.00
$97.00$98.00$99.00Sep 18$0.05$0.956%19.00
$108.00$109.00$110.00Sep 16$0.06$0.948%15.67
$108.00$109.00$110.00Sep 21$0.06$0.946%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.00$95.00$100.00Oct 16$0.06$4.9412%82.33
$85.00$90.00$95.00Sep 28$0.28$4.7216%16.86
$107.00$108.00$109.00Sep 16$0.07$0.9310%13.29
$109.00$110.00$111.00Sep 18$0.05$0.956%19.00
$94.00$95.00$96.00Sep 18$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. 89 found (best net $-3.50, 89 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$94.00$100.001:2Sep 23-$3.50$2.50
$115.00$120.001:2Sep 30-$1.01$3.99
$119.00$120.001:2Sep 16$0.00$1.00
$110.00$111.001:2Sep 16-$0.11$0.89
$113.00$114.001:2Sep 16-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$110.001:2Sep 30-$6.42$3.58
$90.00$85.001:2Sep 28-$0.72$4.28
$87.00$86.001:2Sep 16$0.00$1.00
$97.00$96.001:2Sep 16-$0.18$0.82
$89.00$88.001:2Sep 16-$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 189 found (best yield 8.50%, avg 4.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Oct 30$8.700.4017.3%8.50%25.78%2258
$110.00Oct 30$11.900.507.5%11.63%19.14%15032
$115.00Oct 30$10.000.4512.4%9.77%22.17%2634
$116.50Oct 30$8.950.4413.9%8.75%22.61%1--
$118.00Oct 30$8.450.4315.3%8.26%23.58%31
$114.50Oct 30$9.550.4611.9%9.33%21.24%202--
$114.00Oct 30$9.750.4611.4%9.53%20.94%42--
$105.00Oct 30$13.650.542.6%13.34%15.96%151276
$111.00Oct 30$10.800.498.5%10.56%19.04%4--
$113.50Oct 30$9.900.4610.9%9.68%20.60%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 125,953
Total Puts 132,464
Put/Call Ratio 1.05
Net Difference -6,511

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,056,782
Total Puts 1,262,065
Average Put/Call Ratio 1.29
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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