Tour v381
SOXS
DIREXION DAILY SEMICONDUCTOR BEAR 3X ETF
$45.13 -16.41%
$45.17 (+0.09%)🌙
as of 07/21 07:04 PM
7/21 19:04

Option Volume

Detail
Current (07/21) 38,667
Calls: 25,145 (65%)
Puts: 13,522 (35%)
Prior (07/20) 49,890
Calls: 36,230 (73%)
Puts: 13,660 (27%)
Current vs Prior -22.50%
Calls: -30.60% (Calls)
Puts: -1.01% (Puts)
Prior 7-Day Total 883,565
Calls: 645,992 (73%)
Puts: 237,573 (27%)
Prior 7-Day Average 126,223
Calls: 92,284 (73%)
Puts: 33,939 (27%)
Current vs Prior 7-Day Avg -69.37%
Calls: -72.75%
Puts: -60.16%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $14.26M
Calls: $8.71M (61%)
Puts: $5.55M (39%)
Prior (07/20) $16.73M
Calls: $13.37M (80%)
Puts: $3.37M (20%)
Current vs Prior -14.79%
Calls: -34.84%
Puts: +64.86%
Prior 7-Day Total $80.28M
Calls: $60.56M (75%)
Puts: $19.72M (25%)
Prior 7-Day Average $11.47M
Calls: $8.65M (75%)
Puts: $2.82M (25%)
Current vs Prior 7-Day Avg +24.33%
Calls: +0.68%
Puts: +96.96%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.54
Prior (07/20) 0.38
Current vs Prior +42.63%
Prior 7-Day Average 0.35
Current vs Prior 7-Day Avg +53.71%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 445,660
Calls: 355,411 (80%)
Puts: 90,249 (20%)
Prior (07/20) 418,557
Calls: 335,880 (80%)
Puts: 82,677 (20%)
Current vs Prior +6.48%
Prior 7-Day Total 4,380,415
Calls: 3,322,076 (76%)
Puts: 1,058,339 (24%)
Prior 7-Day Average 625,773
Calls: 474,582 (76%)
Puts: 151,191 (24%)
Current vs Prior 7-Day Avg -28.78%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 16.57% | 27.94%47.22% | 61.93%
Prior 20.61% | 32.75%49.73% | 65.01%
Current vs Prior -19.60% | -14.67%-5.05% | -4.74%
Prior 7-Day Avg 17.77% | 28.97%18.61% | 58.70%
Current vs 7-Day Avg -6.72% | -3.56%+153.77% | +5.51%
Prior 7-Day Eod 20.61% | 32.75%49.73% | 65.01%
Current vs 7-Day Eod -19.60% | -14.67%-5.05% | -4.74%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 45.84% | 2.92%
Calls: 25.00% | 3.70%
Puts: 66.67% | 2.13%
Prior 45.84% | 2.92%
Calls: 25.00% | 3.70%
Puts: 66.67% | 2.13%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 45.84% | 2.92%
Calls: 25.00% | 3.70%
Puts: 66.67% | 2.13%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($8.71M). Bullish P/C ratio of 0.54. P/C ratio rising 43% - increased hedging/bearish positioning. Call-heavy open interest (355,411 calls vs 90,249 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 21 of results (avg 7.8%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 316.056.30$6.184.0%790.572
$44.00Aug 78.058.55$8.306.0%60.61--
$45.00Jul 243.453.70$3.587.0%1.7K0.54201
$46.00Aug 77.157.70$7.437.4%100.57--
$45.00Aug 77.508.10$7.807.7%530.582
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.00Aug 219.259.70$9.484.7%80.37--
$45.00Aug 219.8510.45$10.155.9%240.38260
$43.00Aug 218.509.10$8.806.8%40.35--
$50.00Jul 319.109.75$9.436.9%490.5558
$40.00Aug 216.807.30$7.057.1%1860.31236

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. 87 found (avg delta 12.10, highest 999.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Aug 210.000.75$0.38197.4%10999.0097
$36.50Jul 248.6010.25$9.4317.5%70.8810
$37.00Jul 248.209.85$9.0218.3%240.8630
$38.00Jul 247.358.95$8.1519.6%10.85--
$38.50Jul 247.008.00$7.5013.3%80.821
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Jul 249.4010.85$10.1314.3%60.7543
$53.00Jul 248.459.65$9.0513.3%1360.75131
$52.00Jul 247.659.15$8.4017.9%220.73247
$51.00Jul 246.908.35$7.6319.0%200.68136
$50.00Jul 246.157.20$6.6815.7%1550.66626

Most actively traded options today. High liquidity = easy entry/exit. 194 active (total vol 17.0K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 243.453.70$3.587.0%1.7K0.54201
$50.00Jul 241.801.95$1.888.0%1.1K0.34238
$47.00Jul 242.533.00$2.7617.0%8570.468
$46.00Jul 242.943.30$3.1211.5%4400.5014
$53.00Jul 241.101.48$1.2929.5%4270.25266
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Jul 241.191.36$1.2713.4%1.3K0.23593
$45.00Jul 243.303.65$3.4710.1%6920.461.7K
$38.00Jul 240.450.88$0.6764.2%5390.15152
$37.00Jul 240.510.75$0.6338.1%3860.13623
$45.00Aug 77.258.00$7.639.8%2230.4115

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 9.7%, max 21.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$44.50Jul 24Jul 31237.4%194.9%21.8%26934
$54.00Jul 24Aug 28256.3%210.9%21.5%186559
$43.50Jul 24Jul 31234.0%205.6%13.8%301
$53.00Jul 24Aug 28234.4%206.5%13.5%431269
$51.00Jul 24Aug 7236.9%211.4%12.1%62111
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$44.50Jul 24Jul 31237.4%194.9%21.8%43--
$48.00Jul 24Aug 21229.0%194.8%17.6%72171
$51.00Jul 24Jul 31236.9%203.0%16.7%32149
$43.50Jul 24Jul 31234.0%205.6%13.8%1039
$50.00Jul 24Aug 21227.1%200.0%13.6%169665

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 98 found (best R:R 7.33, avg 1.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$51.00Jul 24$0.12$0.88$0.127.33$50.12
$48.00$49.00Aug 28$0.12$0.88$0.127.33$48.12
$50.00$52.00Aug 28$0.25$1.75$0.257.00$50.25
$50.00$51.00Aug 7$0.13$0.87$0.136.69$50.13
$51.00$53.00Aug 7$0.40$1.60$0.404.00$51.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$43.00$42.00Jul 31$0.15$0.85$0.155.67$42.85
$47.00$46.00Aug 7$0.20$0.80$0.204.00$46.80
$37.00$36.50Jul 24$0.11$0.39$0.113.55$36.89
$38.00$37.00Aug 14$0.22$0.78$0.223.55$37.78
$39.50$39.00Jul 24$0.14$0.36$0.142.57$39.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 121 found (best R:R 7.33, avg 1.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$47.00$48.00Aug 21$0.88$0.88$0.127.33$47.88
$37.00$38.00Jul 24$0.87$0.87$0.136.69$37.87
$39.00$40.00Jul 24$0.87$0.87$0.136.69$39.87
$45.00$46.00Aug 14$0.87$0.87$0.136.69$45.87
$42.00$43.00Aug 28$0.82$0.82$0.184.56$42.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$49.00Aug 7$0.80$0.80$0.204.00$49.20
$50.00$48.00Aug 21$1.60$1.60$0.404.00$48.40
$53.00$50.00Aug 21$2.35$2.35$0.653.62$50.65
$47.00$45.00Aug 28$1.55$1.55$0.453.44$45.45
$52.00$51.00Jul 24$0.77$0.77$0.233.35$51.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $2.56, cheapest $1.53)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Jul 24Jul 31$1.78216.5%199.1%
$39.00Jul 24Jul 31$1.95215.8%198.3%
$40.00Jul 24Jul 31$2.12211.1%202.0%
$51.00Jul 24Jul 31$2.14236.9%203.0%
$44.00Jul 24Jul 31$2.35216.0%193.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.50Jul 24Jul 31$1.53213.2%198.9%
$37.00Jul 24Jul 31$1.58216.5%199.1%
$39.00Jul 24Jul 31$1.85215.8%198.3%
$41.00Jul 24Jul 31$1.86216.4%190.3%
$38.00Jul 24Jul 31$1.88199.7%199.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 73 found (cheapest 13.74% of stock, avg 28.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$38.00Aug 21$0.38$5.82$6.20$31.80$44.2013.74%
$44.00Jul 24$3.78$2.91$6.69$37.31$50.6914.82%
$42.50Jul 24$4.70$2.11$6.81$35.69$49.3115.09%
$43.00Jul 24$4.38$2.44$6.82$36.18$49.8215.11%
$45.00Jul 24$3.58$3.47$7.05$37.95$52.0515.62%
$42.00Jul 24$5.07$2.07$7.14$34.86$49.1415.82%
$43.50Jul 24$4.25$2.95$7.20$36.30$50.7015.95%
$40.50Jul 24$5.78$1.43$7.21$33.29$47.7115.98%
$46.00Jul 24$3.12$4.10$7.22$38.78$53.2216.00%
$44.50Jul 24$3.78$3.50$7.28$37.22$51.7816.13%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 70 found (cheapest 12.03% of stock, avg 23.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$48.00$44.00Jul 24$2.52$2.91$5.43$38.57$53.43
$48.00$43.50Jul 24$2.52$2.95$5.47$38.03$53.47
$47.50$44.00Jul 24$2.67$2.91$5.58$38.42$53.08
$47.50$43.50Jul 24$2.67$2.95$5.62$37.88$53.12
$47.00$44.00Jul 24$2.76$2.91$5.67$38.33$52.67
$47.00$43.50Jul 24$2.76$2.95$5.71$37.79$52.71
$46.50$44.00Jul 24$2.93$2.91$5.84$38.16$52.34
$46.50$43.50Jul 24$2.93$2.95$5.88$37.62$52.38
$48.00$45.00Jul 24$2.52$3.47$5.99$39.01$53.99
$48.00$44.50Jul 24$2.52$3.50$6.02$38.48$54.02

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 150 found (best R:R 17.18, avg credit $1.02)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
38/4048/49Aug 7$1.89$0.1117.18$38.11$49.89
40/4252/54Aug 21$1.88$0.1215.67$40.12$53.88
45/4750/52Aug 28$1.80$0.209.00$45.20$51.80
43/4549/50Aug 7$1.77$0.237.70$43.23$50.77
38/4044/45Aug 7$1.76$0.247.33$38.24$45.76
42/4346/47Aug 7$0.88$0.127.33$42.12$46.88
48/4950/51Aug 7$0.88$0.127.33$48.12$50.88
40/4245/46Aug 21$1.76$0.247.33$40.24$46.76
40/4249/50Aug 21$1.76$0.247.33$40.24$50.76
37/3846/47Aug 7$0.87$0.136.69$37.13$46.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 47 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$47.00$48.00$49.00Aug 28$0.11$0.898.09
$44.00$45.00$46.00Aug 7$0.13$0.876.69
$46.50$47.00$47.50Jul 24$0.08$0.425.25
$48.00$49.00$50.00Aug 7$0.16$0.845.25
$52.00$53.00$54.00Jul 24$0.20$0.804.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$48.00$49.00$50.00Aug 7$0.05$0.9519.00
$40.00$41.00$42.00Aug 14$0.11$0.898.09
$38.00$39.00$40.00Aug 14$0.13$0.876.69
$39.00$40.00$41.00Aug 28$0.15$0.855.67
$40.00$40.50$41.00Jul 24$0.08$0.425.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 2 found (best net $-0.41, 2 credits)

CALLS (0)
No calls found
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$37.00$36.501:2Jul 24-$0.41$0.09
$38.50$38.001:2Jul 24-$0.43$0.07

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 21.16%, avg 11.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$48.00Aug 28$9.550.606.4%21.16%27.52%132
$49.00Aug 28$9.550.598.6%21.16%29.74%6--
$50.00Aug 28$9.400.5710.8%20.83%31.62%384136
$47.00Aug 21$9.200.594.1%20.39%24.53%34
$52.00Aug 28$8.750.5615.2%19.39%34.61%7402
$48.00Aug 21$8.500.576.4%18.83%25.19%17931
$49.00Aug 21$8.500.578.6%18.83%27.41%8239
$54.00Aug 28$8.150.5319.6%18.06%37.71%10400
$47.00Aug 14$8.050.594.1%17.84%21.98%1--
$50.00Aug 21$8.000.5510.8%17.73%28.52%5536

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 25,145
Total Puts 13,522
Put/Call Ratio 0.54
Net Difference 11,623

Prior's Put/Call Breakdown

Total Calls 36,230
Total Puts 13,660
Put/Call Ratio 0.38
Net Difference 22,570

Prior 7-Day Put/Call Summary

Total Calls 645,992
Total Puts 237,573
Average Put/Call Ratio 0.35
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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