Tour v526
SOXL
Direxion Daily Semicondct Bull 3X ETF
$122.21 +1.22%
$122.09 (-0.10%)🌙
as of 08/20 07:06 PM
8/20 19:06

Option Volume

Detail
Current (08/20) 218,927
Calls: 84,498 (39%)
Puts: 134,429 (61%)
Prior (08/19) 282,713
Calls: 134,991 (48%)
Puts: 147,722 (52%)
Current vs Prior -22.56%
Calls: -37.40% (Calls)
Puts: -9.00% (Puts)
Prior 7-Day Total 1,895,352
Calls: 653,541 (34%)
Puts: 1,241,811 (66%)
Prior 7-Day Average 270,764
Calls: 93,363 (34%)
Puts: 177,401 (66%)
Current vs Prior 7-Day Avg -19.14%
Calls: -9.50%
Puts: -24.22%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/20) $166.05M
Calls: $53.25M (32%)
Puts: $112.80M (68%)
Prior (08/19) $162.95M
Calls: $85.14M (52%)
Puts: $77.81M (48%)
Current vs Prior +1.90%
Calls: -37.45%
Puts: +44.97%
Prior 7-Day Total $1.19B
Calls: $582.83M (49%)
Puts: $604.44M (51%)
Prior 7-Day Average $169.61M
Calls: $83.26M (49%)
Puts: $86.35M (51%)
Current vs Prior 7-Day Avg -2.10%
Calls: -36.04%
Puts: +30.64%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/20) 1.59
Prior (08/19) 1.09
Current vs Prior +45.38%
Prior 7-Day Average 2.01
Current vs Prior 7-Day Avg -20.97%
Sentiment BEARISH

Open Interest

Detail
Current (08/20) 1,192,356
Calls: 288,330 (24%)
Puts: 904,026 (76%)
Prior (08/19) 1,283,340
Calls: 331,477 (26%)
Puts: 951,863 (74%)
Current vs Prior -7.09%
Prior 7-Day Total 8,802,409
Calls: 2,169,206 (25%)
Puts: 6,633,203 (75%)
Prior 7-Day Average 1,257,487
Calls: 309,886 (25%)
Puts: 947,600 (75%)
Current vs Prior 7-Day Avg -5.18%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/24)Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 5.63% | 8.70%5.63% | 15.27%5.63% | 29.67%
Prior 8.24% | 12.24%8.24% | 17.17%5.49% | 30.16%
Current vs Prior -31.69% | -28.94%-31.69% | -11.07%+2.52% | -1.64%
Prior 7-Day Avg 9.03% | 14.49%8.31% | 16.20%11.83% | 32.40%
Current vs 7-Day Avg -37.65% | -39.96%-32.26% | -5.77%-52.41% | -8.43%
Prior 7-Day Eod 8.24% | 12.24%8.24% | 17.17%5.49% | 30.16%
Current vs 7-Day Eod -31.69% | -28.94%-31.69% | -11.07%+2.52% | -1.64%
Sentiment BULLISHBULLISHBEARISH

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

Moderately bearish flow with 68% put dollar volume ($112.80M). Extreme bearish P/C ratio of 1.59 - heavy put buying. P/C ratio rising 45% - increased hedging/bearish positioning. Put-heavy open interest (904,026 puts vs 288,330 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 BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 50 of results (avg 8.4%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 2120.9022.50$21.707.4%7611.00975
$120.00Sep 1817.2518.60$17.937.5%2150.58845
$105.00Sep 1825.0527.05$26.057.7%140.72579
$100.00Sep 2530.0032.65$31.338.5%70.7530
$120.00Sep 1114.6516.00$15.338.8%7760.5688
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 1827.2528.60$27.934.8%3790.59715
$145.00Sep 1830.7032.40$31.555.4%1440.63616
$120.00Sep 1815.2016.15$15.686.1%9230.412.3K
$125.00Sep 1817.7518.90$18.336.3%630.461.4K
$130.00Sep 1820.6022.05$21.336.8%780.511.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.51, cheapest $0.32)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 210.300.35$0.3215.6%5.0K0.0810.0K
$109.00Aug 210.250.30$0.2817.9%1830.07613
$115.00Aug 210.861.00$0.9315.1%3.6K0.195.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 270 found (avg delta 0.67, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 2120.9022.50$21.707.4%7611.00975
$103.00Aug 2116.7021.50$19.1025.1%11.00--
$104.00Aug 2115.7020.50$18.1026.5%11.00--
$105.00Aug 2114.5019.45$16.9829.2%641.001.7K
$100.00Aug 2420.4524.20$22.3316.8%80.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$144.00Aug 2120.0024.55$22.2820.4%190.99834
$145.00Aug 2121.5024.55$23.0313.2%1450.992.3K
$146.00Aug 2122.4025.80$24.1014.1%30.99149
$143.00Aug 2119.5522.50$21.0314.0%400.99180
$141.00Aug 2117.0021.40$19.2022.9%100.98513

Most actively traded options today. High liquidity = easy entry/exit. 666 active (total vol 122.6K, top 9.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 210.590.80$0.7030.0%5.4K0.173.1K
$125.00Aug 211.702.05$1.8818.6%4.2K0.361.2K
$140.00Aug 210.050.07$0.0633.3%4.2K0.022.5K
$135.00Aug 210.180.25$0.2231.8%4.1K0.061.6K
$130.00Aug 285.506.40$5.9515.1%2.0K0.401.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 210.080.10$0.0922.2%9.4K0.0213.3K
$110.00Aug 210.300.35$0.3215.6%5.0K0.0810.0K
$120.00Aug 212.102.45$2.2815.4%4.8K0.397.6K
$115.00Aug 210.861.00$0.9315.1%3.6K0.195.8K
$105.00Aug 210.120.19$0.1643.8%2.3K0.045.6K

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 6.3%, max 16.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$114.00Aug 21Oct 2144.4%125.5%15.1%417
$115.00Aug 21Oct 2139.5%124.0%12.6%3231.1K
$116.00Aug 21Sep 11133.8%119.3%12.2%21121
$119.00Aug 21Oct 2132.6%122.1%8.6%305214
$117.00Aug 21Oct 2133.4%124.0%7.6%4330
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$114.00Aug 21Sep 4144.4%123.6%16.9%381614
$115.00Aug 21Oct 2139.5%124.0%12.6%3.6K6.0K
$116.00Aug 21Sep 11133.8%119.3%12.2%6351.0K
$118.00Aug 21Oct 2133.6%122.2%9.3%7431.3K
$119.00Aug 21Oct 2132.6%122.1%8.6%1.3K922

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 413 found (best R:R 2.29, avg 2.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$115.00$120.00Sep 18$1.52$3.48$1.5263%2.29$116.52
$100.00$110.00Oct 2$5.87$4.13$5.8774%0.70$105.87
$100.00$105.00Sep 18$2.53$2.47$2.5376%0.98$102.53
$125.00$130.00Oct 2$1.57$3.43$1.5755%2.18$126.57
$130.00$133.00Sep 2$0.15$2.85$0.1542%19.00$130.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$136.00$135.00Aug 21$0.35$0.65$0.3596%1.86$135.65
$140.00$139.00Aug 31$0.20$0.80$0.2072%4.00$139.80
$126.00$125.00Aug 21$0.28$0.72$0.2869%2.57$125.72
$127.00$126.00Aug 26$0.22$0.78$0.2258%3.55$126.78
$124.00$123.00Aug 24$0.22$0.78$0.2255%3.55$123.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 286 found (best R:R 1.75, avg 0.82)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$135.00$136.00Aug 31$0.83$0.83$0.1765%4.88$135.83
$126.00$127.00Aug 26$0.80$0.80$0.2055%4.00$126.80
$125.00$128.00Aug 31$1.73$1.73$1.2751%1.36$126.73
$123.00$124.00Aug 31$0.83$0.83$0.1748%4.88$123.83
$143.00$144.00Sep 11$0.62$0.62$0.3866%1.63$143.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$115.00$110.00Sep 25$3.18$3.18$1.8263%1.75$111.82
$113.00$110.00Oct 2$1.87$1.87$1.1365%1.65$111.13
$105.00$100.00Oct 2$2.15$2.15$2.8571%0.75$102.85
$115.00$110.00Sep 18$2.47$2.47$2.5364%0.98$112.53
$110.00$105.00Oct 2$2.25$2.25$2.7567%0.82$107.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $1.67, cheapest $1.49)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$119.00Aug 21Aug 24$1.56132.6%95.4%
$123.00Aug 21Aug 24$1.69132.3%98.1%
$120.00Aug 21Aug 24$1.55130.4%96.6%
$122.00Aug 21Aug 24$1.72130.6%97.8%
$125.00Aug 21Aug 24$1.62128.0%95.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$119.00Aug 21Aug 24$1.49132.6%95.4%
$123.00Aug 21Aug 24$2.03132.3%98.1%
$120.00Aug 21Aug 24$1.65130.4%96.6%
$122.00Aug 21Aug 24$1.72130.6%97.8%
$125.00Aug 21Aug 24$1.18128.0%95.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 165 found (cheapest 5.14% of stock, avg 17.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$121.00Aug 21$3.60$2.68$6.28$114.72$127.285.14%
$122.00Aug 21$3.18$3.21$6.39$115.61$128.395.23%
$124.00Aug 21$2.21$4.22$6.43$117.57$130.435.26%
$123.00Aug 21$2.76$3.70$6.46$116.54$129.465.29%
$118.00Aug 21$4.88$1.61$6.49$111.51$124.495.31%
$120.00Aug 21$4.38$2.28$6.66$113.34$126.665.45%
$126.00Aug 21$1.44$5.43$6.87$119.13$132.875.62%
$119.00Aug 21$4.97$1.94$6.91$112.09$125.915.65%
$125.00Aug 21$1.88$5.15$7.03$117.97$132.035.75%
$127.00Aug 21$1.27$6.13$7.40$119.60$134.406.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 270 found (cheapest 2.36% of stock, avg 16.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$127.00$118.00Aug 21$1.27$1.61$2.88$115.12$129.88
$126.00$118.00Aug 21$1.44$1.61$3.05$114.95$129.05
$127.00$119.00Aug 21$1.27$1.94$3.21$115.79$130.21
$126.00$119.00Aug 21$1.44$1.94$3.38$115.62$129.38
$125.00$118.00Aug 21$1.88$1.61$3.49$114.51$128.49
$125.00$119.00Aug 21$1.88$1.94$3.82$115.18$128.82
$127.00$120.00Aug 21$1.27$2.28$3.55$116.45$130.55
$126.00$120.00Aug 21$1.44$2.28$3.72$116.28$129.72
$125.00$120.00Aug 21$1.88$2.28$4.16$115.84$129.16
$124.00$118.00Aug 21$2.21$1.61$3.82$114.18$127.82

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 173 found (best R:R 3.65, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
100/102135/136Aug 31$1.57$0.4347%3.65$100.43$136.57
105/107135/136Aug 31$1.55$0.4541%3.44$105.45$136.55
110/111136/137Aug 26$0.86$0.1449%6.14$110.14$136.86
102/103137/138Aug 31$0.85$0.1548%5.67$102.15$137.85
110/111132/133Aug 26$0.89$0.1142%8.09$110.11$132.89
100/101133/134Aug 26$0.73$0.2758%2.70$100.27$133.73
110/111140/141Aug 31$0.87$0.1343%6.69$110.13$140.87
105/106133/134Aug 26$0.76$0.2453%3.17$105.24$133.76
107/108136/137Aug 26$0.72$0.2855%2.57$107.28$136.72
102/103138/139Aug 31$0.75$0.2550%3.00$102.25$138.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 198 found (best R:R 44.45, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$130.00$135.00$140.00Sep 18$0.11$4.899%44.45
$135.00$140.00$145.00Sep 18$0.11$4.898%44.45
$138.00$139.00$140.00Sep 4$0.05$0.952%19.00
$114.00$115.00$116.00Aug 26$0.06$0.943%15.67
$111.00$112.00$113.00Aug 26$0.06$0.943%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Oct 2$0.10$4.908%49.00
$119.00$120.00$121.00Aug 21$0.06$0.9410%15.67
$126.00$127.00$128.00Aug 21$0.07$0.938%13.29
$116.00$117.00$118.00Sep 4$0.05$0.953%19.00
$110.00$111.00$112.00Aug 24$0.06$0.944%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. 62 found (best net $-0.77, 62 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$112.001:2Aug 24-$0.77$11.23
$100.00$110.001:2Aug 26-$6.70$3.30
$135.00$136.001:2Aug 21$0.00$1.00
$142.00$143.001:2Aug 21$0.00$1.00
$137.00$138.001:2Aug 21-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$102.00$101.001:2Aug 21-$0.07$0.93
$103.00$102.001:2Aug 21-$0.08$0.92
$100.00$99.001:2Aug 21-$0.09$0.91
$101.00$100.001:2Aug 21-$0.10$0.90
$106.00$105.001:2Aug 21-$0.12$0.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 183 found (best yield 9.12%, avg 4.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$145.00Oct 2$11.150.4118.6%9.12%27.77%36178
$138.00Oct 2$13.200.4612.9%10.80%23.72%510
$130.00Oct 2$16.350.526.4%13.38%19.75%1159
$139.00Oct 2$12.800.4513.7%10.47%24.21%29
$136.00Oct 2$13.850.4711.3%11.33%22.62%412
$135.00Oct 2$14.150.4810.5%11.58%22.04%2656
$140.00Oct 2$12.450.4414.6%10.19%24.74%2167
$124.00Oct 2$18.250.561.5%14.93%16.40%2--
$123.00Oct 2$18.800.560.7%15.38%16.03%24--
$125.00Oct 2$17.700.552.3%14.48%16.77%1095

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 84,498
Total Puts 134,429
Put/Call Ratio 1.59
Net Difference -49,931

Prior's Put/Call Breakdown

Total Calls 134,991
Total Puts 147,722
Put/Call Ratio 1.09
Net Difference -12,731

Prior 7-Day Put/Call Summary

Total Calls 653,541
Total Puts 1,241,811
Average Put/Call Ratio 2.01
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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