Tour v528
SOXL
Direxion Daily Semicondct Bull 3X ETF
$141.93 +14.77%
$143.50 (+1.11%)🌙
as of 09/21 07:02 PM
9/21 19:03

Option Volume

Detail
Current (09/21) 467,487
Calls: 211,471 (45%)
Puts: 256,016 (55%)
Prior (09/18) 325,989
Calls: 122,613 (38%)
Puts: 203,376 (62%)
Current vs Prior +43.41%
Calls: +72.47% (Calls)
Puts: +25.88% (Puts)
Prior 7-Day Total 2,325,764
Calls: 999,684 (43%)
Puts: 1,326,080 (57%)
Prior 7-Day Average 332,252
Calls: 142,812 (43%)
Puts: 189,440 (57%)
Current vs Prior 7-Day Avg +40.70%
Calls: +48.08%
Puts: +35.14%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/21) $336.00M
Calls: $262.38M (78%)
Puts: $73.62M (22%)
Prior (09/18) $148.19M
Calls: $102.28M (69%)
Puts: $45.91M (31%)
Current vs Prior +126.74%
Calls: +156.53%
Puts: +60.36%
Prior 7-Day Total $1.05B
Calls: $576.36M (55%)
Puts: $473.42M (45%)
Prior 7-Day Average $149.97M
Calls: $82.34M (55%)
Puts: $67.63M (45%)
Current vs Prior 7-Day Avg +124.05%
Calls: +218.66%
Puts: +8.86%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 1.21
Prior (09/18) 1.66
Current vs Prior -27.01%
Prior 7-Day Average 1.43
Current vs Prior 7-Day Avg -15.13%
Sentiment BEARISH

Open Interest

Detail
Current (09/21) 1,129,151
Calls: 362,638 (32%)
Puts: 766,513 (68%)
Prior (09/18) 1,238,803
Calls: 392,370 (32%)
Puts: 846,433 (68%)
Current vs Prior -8.85%
Prior 7-Day Total 8,554,339
Calls: 2,705,198 (32%)
Puts: 5,849,141 (68%)
Prior 7-Day Average 1,222,048
Calls: 386,456 (32%)
Puts: 835,591 (68%)
Current vs Prior 7-Day Avg -7.60%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/21) | Next (09/23)Expiry (09/25) | Next (10/02)Expiry (09/21) | Next (10/16)
Current 1.29% | 7.03%9.43% | 15.93%1.29% | 24.11%
Prior 4.79% | 7.28%1.57% | 9.61%1.57% | 23.39%
Current vs Prior +46.64% | +29.54%+500.96% | +65.83%-17.80% | +3.07%
Prior 7-Day Avg 6.22% | 9.48%5.41% | 13.17%10.66% | 27.93%
Current vs 7-Day Avg +13.10% | -0.58%+74.16% | +20.93%-87.90% | -13.69%
Prior 7-Day Eod 4.80% | 7.28%1.57% | 9.61%1.57% | 23.39%
Current vs 7-Day Eod +46.64% | +29.54%+500.96% | +65.83%-17.80% | +3.07%
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

Strong bullish conviction with 78% of dollar volume in calls ($262.38M) vs puts ($73.62M). Massive premium surge with dollar volume up 127% vs prior. Dollar volume significantly above 7-day average (124% higher). Bearish P/C ratio of 1.21 indicates protective positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
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 133 of results (avg 8.0%, best 3.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.50Oct 3033.5034.85$34.174.0%50.74--
$116.00Oct 928.9030.40$29.655.1%100.8115
$117.00Oct 2331.5533.20$32.385.1%60.7612
$119.00Oct 3032.5534.30$33.425.2%20.73--
$116.00Oct 3034.2536.10$35.175.3%120.759
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Oct 2320.1020.80$20.453.4%100.469
$140.00Oct 3019.5520.40$19.984.3%1800.4120
$165.00Oct 928.7530.05$29.404.4%30.69--
$131.00Sep 231.031.09$1.065.7%3670.162
$145.00Oct 3022.3023.60$22.955.7%930.45115

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.75, cheapest $0.43)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 230.390.46$0.4316.3%1.1K0.07162
$130.00Sep 230.850.91$0.886.8%1.3K0.1416
$119.00Sep 250.680.78$0.7313.7%1.1K0.0852
$120.00Sep 250.740.90$0.8219.5%2.7K0.091.1K
$121.00Sep 250.821.00$0.9119.8%3530.1098

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 430 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 2125.6528.65$27.1511.0%1111.00309
$116.00Sep 2123.8027.65$25.7315.0%541.00152
$117.00Sep 2122.8026.65$24.7315.6%701.00368
$118.00Sep 2121.8025.65$23.7316.2%961.00307
$119.00Sep 2120.8024.65$22.7316.9%1381.00576
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 216.3510.20$8.2746.6%380.99--
$145.00Sep 211.405.15$3.28114.3%4020.991
$161.00Sep 2319.3521.35$20.359.8%50.97--
$146.00Sep 212.376.15$4.2688.7%230.96--
$159.00Sep 2317.4519.45$18.4510.8%140.95--

Most actively traded options today. High liquidity = easy entry/exit. 901 active (total vol 279.7K, top 10.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 210.382.81$1.60151.9%10.6K1.00276
$150.00Sep 231.321.72$1.5226.3%9.8K0.26406
$143.00Sep 210.050.19$0.12116.7%5.1K0.17715
$141.00Sep 210.731.79$1.2684.1%4.3K0.93--
$150.00Oct 1612.7513.50$13.135.7%4.3K0.485.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Sep 210.000.01$0.01100.0%6.1K0.01--
$140.00Sep 210.000.10$0.05200.0%5.8K0.081
$139.00Sep 210.000.01$0.01100.0%4.3K0.01--
$132.00Sep 210.000.01$0.01100.0%4.2K0.002
$138.00Sep 210.000.01$0.01100.0%3.5K0.014

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 678.1%, max 1294.3%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$148.00Sep 21Oct 231148.7%114.2%905.6%7488
$143.00Sep 21Oct 23121.1%117.1%3.4%5.2K728
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$155.00Sep 21Oct 301631.1%117.0%1294.3%4212
$152.50Sep 21Sep 251469.1%110.0%1235.6%2213
$149.00Sep 21Oct 231223.9%116.1%954.6%5345
$147.00Sep 21Oct 9485.3%111.3%336.2%6102
$148.00Sep 23Oct 23134.0%114.2%17.3%2611

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 421 found (best R:R 3.42, avg 2.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$160.00$165.00Oct 30$1.13$3.87$1.1345%3.42$161.13
$155.00$160.00Oct 23$1.30$3.70$1.3046%2.85$156.30
$155.00$160.00Oct 30$1.45$3.55$1.4548%2.45$156.45
$114.00$115.00Sep 23$0.15$0.85$0.1598%5.67$114.15
$150.00$155.00Oct 30$1.70$3.30$1.7052%1.94$151.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$170.00$168.00Oct 2$1.02$0.98$1.0280%0.96$168.98
$140.00$138.00Oct 16$0.33$1.67$0.3343%5.06$139.67
$153.00$152.00Sep 23$0.35$0.65$0.3586%1.86$152.65
$152.00$151.00Oct 2$0.14$0.86$0.1461%6.14$151.86
$151.00$150.00Sep 25$0.25$0.75$0.2569%3.00$150.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 290 found (best R:R 0.13, avg 0.94)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$151.00$170.00Sep 21$2.17$2.17$16.8372%0.13$153.17
$153.00$154.00Oct 2$0.82$0.82$0.1862%4.56$153.82
$144.00$145.00Sep 28$0.87$0.87$0.1352%6.69$144.87
$160.00$165.00Sep 30$1.46$1.46$3.5473%0.41$161.46
$164.00$165.00Oct 2$0.61$0.61$0.3974%1.56$164.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$133.00$130.00Oct 5$1.92$1.92$1.0866%1.78$131.08
$120.00$119.00Oct 5$0.88$0.88$0.1281%7.33$119.12
$122.00$121.00Oct 9$0.83$0.83$0.1776%4.88$121.17
$129.00$128.00Oct 2$0.83$0.83$0.1772%4.88$128.17
$123.00$122.00Oct 2$0.74$0.74$0.2679%2.85$122.26

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $2.69, cheapest $1.32)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$148.00Sep 21Sep 23$0.831148.7%134.0%
$149.00Sep 23Sep 25$1.37111.3%109.1%
$142.00Sep 21Sep 23$4.79102.2%116.5%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$149.00Sep 21Sep 23$1.321223.9%111.3%
$148.00Sep 23Sep 25$2.50134.0%109.2%
$151.00Sep 25Oct 2$4.03111.2%114.1%
$142.00Sep 21Sep 23$3.96102.2%116.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 220 found (cheapest 0.64% of stock, avg 15.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$142.00Sep 21$0.34$0.57$0.91$141.09$142.910.64%
$141.00Sep 21$1.26$0.10$1.36$139.64$142.360.96%
$140.00Sep 21$1.60$0.05$1.65$138.35$141.651.16%
$143.00Sep 21$0.12$1.60$1.72$141.28$144.721.21%
$139.00Sep 21$2.77$0.01$2.78$136.22$141.781.96%
$144.00Sep 21$0.05$2.74$2.79$141.21$146.791.97%
$145.00Sep 21$0.01$3.28$3.29$141.71$148.292.32%
$138.00Sep 21$3.60$0.01$3.61$134.39$141.612.54%
$146.00Sep 21$0.04$4.26$4.30$141.70$150.303.03%
$137.00Sep 21$4.72$0.01$4.73$132.27$141.733.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 234 found (cheapest 0.12% of stock, avg 13.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$143.00$140.00Sep 21$0.12$0.05$0.17$139.83$143.17
$143.00$141.00Sep 21$0.12$0.10$0.22$140.78$143.22
$147.00$140.00Sep 21$0.45$0.05$0.50$139.50$147.50
$147.00$141.00Sep 21$0.45$0.10$0.55$140.45$147.55
$142.00$141.00Sep 21$0.34$0.10$0.44$140.56$142.44
$142.00$140.00Sep 21$0.34$0.05$0.39$139.61$142.39
$151.00$141.00Sep 21$2.28$0.10$2.38$138.62$153.38
$143.00$114.00Sep 21$0.12$2.50$2.62$111.38$145.62
$151.00$140.00Sep 21$2.28$0.05$2.33$137.67$153.33
$148.00$141.00Sep 21$2.50$0.10$2.60$138.40$150.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 150 found (best R:R 4.26, avg credit $0.75)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
120/121149/150Sep 23$0.81$0.1964%4.26$120.19$149.81
123/124149/150Sep 23$0.83$0.1761%4.88$123.17$149.83
128/129149/150Sep 23$0.84$0.1657%5.25$128.16$149.84
125/126149/150Sep 23$0.78$0.2260%3.55$125.22$149.78
130/131149/150Sep 23$0.82$0.1854%4.56$130.18$149.82
129/130149/150Sep 23$0.75$0.2556%3.00$129.25$149.75
131/132149/150Sep 23$0.76$0.2452%3.17$131.24$149.76
120/121150/151Sep 23$0.53$0.4769%1.13$120.47$150.53
123/124150/151Sep 23$0.55$0.4567%1.22$123.45$150.55
133/134149/150Sep 23$0.74$0.2647%2.85$133.26$149.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 292 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$145.00$150.00$155.00Sep 30$0.18$4.8216%26.78
$140.00$145.00$150.00Oct 30$0.07$4.937%70.43
$140.00$145.00$150.00Sep 30$0.36$4.6417%12.89
$160.00$165.00$170.00Sep 28$0.16$4.8410%30.25
$142.00$143.00$144.00Sep 21$0.15$0.8536%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$145.00$150.00$155.00Oct 30$0.09$4.917%54.56
$142.00$143.00$144.00Sep 21$0.11$0.8934%8.09
$147.00$148.00$149.00Sep 23$0.07$0.939%13.29
$140.00$141.00$142.00Sep 25$0.05$0.955%19.00
$142.00$143.00$144.00Sep 25$0.06$0.945%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. 84 found (best net $-3.00, 76 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$139.00$140.001:2Sep 21-$0.43$0.57
$160.00$165.001:2Sep 30-$0.83$4.17
$165.00$170.001:2Sep 28-$0.42$4.58
$140.00$141.001:2Sep 21-$0.92$0.08
$161.00$165.001:2Sep 23-$0.14$3.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$145.001:2Sep 28-$3.00$7.00
$144.00$143.001:2Sep 21-$0.46$0.54
$141.00$140.001:2Sep 21$0.00$1.00
$120.00$119.001:2Sep 23-$0.07$0.93
$124.00$123.001:2Sep 21-$0.09$0.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 174 found (best yield 8.07%, avg 4.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$170.00Oct 30$11.450.3919.8%8.07%27.84%296139
$160.00Oct 30$14.100.4512.7%9.93%22.67%223233
$165.00Oct 30$12.200.4216.2%8.60%24.85%119106
$155.00Oct 30$15.600.489.2%10.99%20.20%6691
$150.00Oct 30$17.500.525.7%12.33%18.02%273309
$145.00Oct 30$19.400.552.2%13.67%15.83%118123
$160.00Oct 23$11.650.4312.7%8.21%20.94%320305
$165.00Oct 23$10.300.3916.2%7.26%23.51%26554
$155.00Oct 23$13.250.469.2%9.34%18.54%59169
$170.00Oct 23$9.150.3619.8%6.45%26.22%7638

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 211,471
Total Puts 256,016
Put/Call Ratio 1.21
Net Difference -44,545

Prior's Put/Call Breakdown

Total Calls 122,613
Total Puts 203,376
Put/Call Ratio 1.66
Net Difference -80,763

Prior 7-Day Put/Call Summary

Total Calls 999,684
Total Puts 1,326,080
Average Put/Call Ratio 1.43
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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