Tour v536
SOXL
Direxion Daily Semicondct Bull 3X ETF
$40.87 -38.71%
$40.17 (-1.72%)🌙
as of 11/05 06:54 PM
◀ 11/5 18:54 ▶

Option Volume

Detail
ℹ
Current (11/05) 1,012,066
Calls: 679,838 (67%)
Puts: 332,228 (33%)
Prior (11/04) 497,349
Calls: 297,009 (60%)
Puts: 200,340 (40%)
Current vs Prior +103.49%
Calls: +128.89% (Calls)
Puts: +65.83% (Puts)
Prior 7-Day Total 2,753,341
Calls: 1,568,822 (57%)
Puts: 1,184,519 (43%)
Prior 7-Day Average 393,334
Calls: 224,117 (57%)
Puts: 169,217 (43%)
Current vs Prior 7-Day Avg +157.30%
Calls: +203.34%
Puts: +96.33%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/05) $734.13M
Calls: $153.79M (21%)
Puts: $580.34M (79%)
Prior (11/04) $258.15M
Calls: $105.12M (41%)
Puts: $153.03M (59%)
Current vs Prior +184.38%
Calls: +46.30%
Puts: +279.23%
Prior 7-Day Total $1.65B
Calls: $729.08M (44%)
Puts: $923.43M (56%)
Prior 7-Day Average $236.07M
Calls: $104.15M (44%)
Puts: $131.92M (56%)
Current vs Prior 7-Day Avg +210.98%
Calls: +47.66%
Puts: +339.92%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 0.49
Prior (11/04) 0.67
Current vs Prior -27.55%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg -37.03%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/05) 1,789,188
Calls: 746,574 (42%)
Puts: 1,042,614 (58%)
Prior (11/04) 1,597,941
Calls: 624,050 (39%)
Puts: 973,891 (61%)
Current vs Prior +11.97%
Prior 7-Day Total 10,270,721
Calls: 3,913,157 (38%)
Puts: 6,357,564 (62%)
Prior 7-Day Average 1,467,245
Calls: 559,022 (38%)
Puts: 908,223 (62%)
Current vs Prior 7-Day Avg +21.94%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 15.51% | 29.97%37.63% | 52.36%
Prior 10.41% | 20.02%24.37% | 40.19%
Current vs Prior +49.05% | +49.71%+54.42% | +30.28%
Prior 7-Day Avg 13.37% | 20.13%26.70% | 38.44%
Current vs 7-Day Avg +15.98% | +48.89%+40.96% | +36.21%
Prior 7-Day Eod 10.41% | 20.02%24.37% | 40.19%
Current vs 7-Day Eod +49.05% | +49.71%+54.42% | +30.28%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
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

Strong bearish conviction with 79% of dollar volume in puts ($580.34M) vs calls ($153.79M). Massive premium surge with dollar volume up 184% vs prior. Dollar volume significantly above 7-day average (211% higher). Unusually high activity with volume up 103% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 7 of results (avg 6.7%, best 1.2%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Nov 64.004.05$4.031.2%2020.56--
$45.00Nov 134.254.60$4.437.9%3.8K0.5035
$40.00Nov 136.507.10$6.808.8%6460.653
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Nov 134.805.00$4.904.1%9.5K0.411.9K
$40.00Dec 47.207.70$7.456.7%7240.38326
$41.00Nov 135.205.70$5.459.2%4200.4397
$45.00Nov 137.257.95$7.609.2%4.2K0.562.7K

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 86 found (avg delta 0.60, highest 0.81)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Nov 2010.2015.00$12.6038.1%50.814
$34.00Nov 209.5014.00$11.7538.3%30.7919
$35.00Dec 1812.5016.00$14.2524.6%550.7743
$35.00Nov 208.5013.25$10.8843.7%720.7790
$36.00Dec 1810.5015.00$12.7535.3%130.76111
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Nov 64.705.35$5.0312.9%43.8K0.7217.9K
$49.00Nov 138.5012.50$10.5038.1%3050.6873
$48.00Nov 138.8512.00$10.4330.2%3610.65103
$47.00Nov 137.3011.00$9.1540.4%1.2K0.64258
$49.00Nov 2010.4014.00$12.2029.5%2160.611.3K

Most actively traded options today. High liquidity = easy entry/exit. 150 active (total vol 158.9K, top 43.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Nov 61.651.98$1.8218.1%24.9K0.3931
$45.00Nov 134.254.60$4.437.9%3.8K0.5035
$48.00Dec 185.5010.00$7.7558.1%2.6K0.5619
$49.00Dec 185.8010.00$7.9053.2%2.6K0.5635
$47.00Dec 186.0510.50$8.2853.7%2.3K0.58197
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Nov 64.705.35$5.0312.9%43.8K0.7217.9K
$40.00Nov 134.805.00$4.904.1%9.5K0.411.9K
$45.00Nov 137.257.95$7.609.2%4.2K0.562.7K
$40.00Nov 205.857.00$6.4317.9%3.6K0.396.7K
$35.00Nov 204.154.75$4.4513.5%3.5K0.284.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 29 strikes (avg 41.9%, max 172.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.00Nov 6Dec 18502.0%184.1%172.6%627196
$45.00Nov 6Dec 18373.1%186.5%100.1%25.5K184
$43.00Nov 13Dec 18249.4%168.8%47.7%45920
$36.00Nov 20Dec 18253.6%188.0%34.8%20171
$48.00Nov 13Dec 18226.3%168.6%34.3%3.9K44
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Nov 6Dec 18373.1%186.5%100.1%45.9K20.6K
$35.00Nov 6Dec 18354.3%188.5%88.0%3.9K6.2K
$40.00Nov 6Dec 18302.6%184.1%64.3%4.6K7.1K
$43.00Nov 13Dec 18249.4%168.8%47.7%1.2K3.6K
$36.00Nov 20Dec 18253.6%188.0%34.8%6553.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 61 found (best R:R 2.70, avg 1.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$38.00$39.00Dec 18$0.27$0.73$0.2773%2.70$38.27
$38.00$39.00Nov 20$0.25$0.75$0.2570%3.00$38.25
$44.00$45.00Dec 4$0.17$0.83$0.1759%4.88$44.17
$45.00$46.00Nov 20$0.15$0.85$0.1554%5.67$45.15
$44.00$45.00Dec 11$0.20$0.80$0.2059%4.00$44.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$49.00$48.00Dec 11$0.15$0.85$0.1554%5.67$48.85
$45.00$40.00Nov 6$2.72$2.28$2.7272%0.84$42.28
$41.00$40.00Dec 11$0.10$0.90$0.1040%9.00$40.90
$45.00$44.00Dec 18$0.15$0.85$0.1544%5.67$44.85
$49.00$48.00Nov 20$0.37$0.63$0.3761%1.70$48.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 39 found (best R:R 5.02, avg 1.75)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$46.00$47.00Nov 13$0.80$0.80$0.2053%4.00$46.80
$45.00$46.00Dec 4$0.88$0.88$0.1243%7.33$45.88
$44.00$45.00Nov 27$0.87$0.87$0.1343%6.69$44.87
$43.00$44.00Nov 13$0.85$0.85$0.1543%5.67$43.85
$48.00$49.00Dec 4$0.80$0.80$0.2047%4.00$48.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$40.00$35.00Nov 27$4.17$4.17$0.8361%5.02$35.83
$36.00$35.00Nov 20$0.80$0.80$0.2070%4.00$35.20
$39.00$38.00Dec 18$0.75$0.75$0.2565%3.00$38.25
$40.00$35.00Nov 13$2.00$2.00$3.0060%0.67$38.00
$37.00$36.00Dec 18$0.65$0.65$0.3568%1.86$36.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $1.89, cheapest $2.77)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.00Nov 6Nov 13$2.77502.0%239.8%
$45.00Nov 6Nov 13$2.61373.1%232.0%
$41.00Nov 13Nov 27$1.95240.1%191.5%
$39.00Nov 20Dec 18$3.00232.6%188.6%
$43.00Nov 13Nov 20$0.90249.4%206.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.00Nov 20Dec 18$1.80253.6%188.0%
$40.00Nov 6Nov 13$2.59302.6%239.8%
$39.00Nov 20Dec 18$2.58232.6%188.1%
$43.00Nov 13Nov 20$1.68249.4%206.0%
$37.00Nov 20Dec 18$2.75226.8%190.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 15.51% of stock, avg 39.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$40.00Nov 6$4.03$2.31$6.34$33.66$46.3415.51%
$41.00Nov 13$5.80$5.45$11.25$29.75$52.2527.53%
$42.00Nov 13$5.50$6.03$11.53$30.47$53.5328.21%
$40.00Nov 13$6.80$4.90$11.70$28.30$51.7028.63%
$44.00Nov 13$4.75$7.25$12.00$32.00$56.0029.36%
$43.00Nov 13$5.60$6.57$12.17$30.83$55.1729.78%
$38.00Nov 20$8.73$4.85$13.58$24.42$51.5833.23%
$42.00Nov 20$6.93$7.05$13.98$28.02$55.9834.21%
$39.00Nov 20$8.48$6.15$14.63$24.37$53.6335.80%
$43.00Nov 20$6.50$8.25$14.75$28.25$57.7536.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 52 found (cheapest 6.41% of stock, avg 26.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$45.00$35.00Nov 6$1.82$0.80$2.62$32.38$47.62
$45.00$40.00Nov 6$1.82$2.31$4.13$35.87$49.13
$49.00$35.00Nov 13$2.96$2.90$5.86$29.14$54.86
$47.00$35.00Nov 13$3.25$2.90$6.15$28.85$53.15
$48.00$35.00Nov 13$3.33$2.90$6.23$28.77$54.23
$49.00$40.00Nov 13$2.96$4.90$7.86$32.14$56.86
$47.00$40.00Nov 13$3.25$4.90$8.15$31.85$55.15
$48.00$40.00Nov 13$3.33$4.90$8.23$31.77$56.23
$46.00$35.00Nov 13$4.05$2.90$6.95$28.05$52.95
$47.00$41.00Nov 13$3.25$5.45$8.70$32.30$55.70

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 44 found (best R:R 3.13, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$43.00$44.00$45.00Dec 11$0.05$0.953%19.00
$40.00$41.00$42.00Dec 11$0.12$0.884%7.33
$41.00$42.00$43.00Dec 11$0.15$0.853%5.67
$42.00$43.00$44.00Dec 11$0.15$0.853%5.67
$46.00$47.00$48.00Dec 11$0.18$0.824%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$40.00$45.00Nov 6$1.21$3.7953%3.13
$39.00$40.00$41.00Nov 20$0.12$0.885%7.33
$42.00$43.00$44.00Nov 13$0.14$0.866%6.14
$35.00$36.00$37.00Dec 18$0.15$0.853%5.67
$46.00$47.00$48.00Nov 20$0.18$0.824%4.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 6 found (best net $-0.90, 1 credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$40.00$45.001:2Nov 6$0.39$4.61
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.00$35.001:2Nov 13-$0.90$4.10
$45.00$40.001:2Nov 6$0.41$4.59
$40.00$35.001:2Nov 6$0.71$4.29
$40.00$35.001:2Nov 27$1.39$3.61
$40.00$35.001:2Dec 11$2.83$2.17

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 38 found (best yield 14.19%, avg 10.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$49.00Dec 18$5.800.5619.9%14.19%34.08%2.6K35
$46.00Dec 11$7.000.5712.6%17.13%29.68%11--
$47.00Dec 18$6.050.5815.0%14.80%29.80%2.3K197
$48.00Dec 18$5.500.5617.4%13.46%30.90%2.6K19
$48.00Dec 4$5.350.5317.4%13.09%30.54%21--
$49.00Dec 11$4.500.5019.9%11.01%30.90%20--
$45.00Dec 11$6.000.5710.1%14.68%24.79%32--
$49.00Nov 27$4.250.5019.9%10.40%30.29%4018
$47.00Dec 11$5.000.5415.0%12.23%27.23%93--
$44.00Dec 11$6.450.597.7%15.78%23.44%5--

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 679,838
Total Puts 332,228
Put/Call Ratio 0.49
Net Difference 347,610

Prior's Put/Call Breakdown

Total Calls 297,009
Total Puts 200,340
Put/Call Ratio 0.67
Net Difference 96,669

Prior 7-Day Put/Call Summary

Total Calls 1,568,822
Total Puts 1,184,519
Average Put/Call Ratio 0.78
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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