Tour v526
SOXL
Direxion Daily Semicondct Bull 3X ETF
$120.60 -1.32%
$120.33 (-0.22%)🌙
as of 08/21 07:07 PM
8/21 19:07

Option Volume

Detail
Current (08/21) 325,657
Calls: 126,604 (39%)
Puts: 199,053 (61%)
Prior (08/20) 218,927
Calls: 84,498 (39%)
Puts: 134,429 (61%)
Current vs Prior +48.75%
Calls: +49.83% (Calls)
Puts: +48.07% (Puts)
Prior 7-Day Total 1,963,815
Calls: 692,687 (35%)
Puts: 1,271,128 (65%)
Prior 7-Day Average 280,545
Calls: 98,955 (35%)
Puts: 181,589 (65%)
Current vs Prior 7-Day Avg +16.08%
Calls: +27.94%
Puts: +9.62%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/21) $158.94M
Calls: $74.61M (47%)
Puts: $84.34M (53%)
Prior (08/20) $166.05M
Calls: $53.25M (32%)
Puts: $112.80M (68%)
Current vs Prior -4.28%
Calls: +40.10%
Puts: -25.24%
Prior 7-Day Total $1.28B
Calls: $602.46M (47%)
Puts: $675.00M (53%)
Prior 7-Day Average $182.49M
Calls: $86.07M (47%)
Puts: $96.43M (53%)
Current vs Prior 7-Day Avg -12.90%
Calls: -13.31%
Puts: -12.54%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/21) 1.57
Prior (08/20) 1.59
Current vs Prior -1.17%
Prior 7-Day Average 1.91
Current vs Prior 7-Day Avg -17.66%
Sentiment BEARISH

Open Interest

Detail
Current (08/21) 1,268,860
Calls: 332,540 (26%)
Puts: 936,320 (74%)
Prior (08/20) 1,192,356
Calls: 288,330 (24%)
Puts: 904,026 (76%)
Current vs Prior +6.42%
Prior 7-Day Total 8,810,109
Calls: 2,221,320 (25%)
Puts: 6,588,789 (75%)
Prior 7-Day Average 1,258,587
Calls: 317,331 (25%)
Puts: 941,255 (75%)
Current vs Prior 7-Day Avg +0.82%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/24)Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 1.16% | 6.34%1.16% | 13.57%1.16% | 28.18%
Prior 5.63% | 8.70%5.63% | 15.27%5.63% | 29.67%
Current vs Prior +12.68% | +17.25%-79.38% | -11.16%-79.38% | -5.04%
Prior 7-Day Avg 8.25% | 13.17%7.53% | 15.82%10.07% | 31.52%
Current vs 7-Day Avg -23.10% | -22.55%-84.58% | -14.27%-88.47% | -10.60%
Prior 7-Day Eod 5.63% | 8.70%5.63% | 15.27%5.63% | 29.67%
Current vs 7-Day Eod +12.68% | +17.25%-79.38% | -11.16%-79.38% | -5.04%
Sentiment BEARISHBULLISHBULLISH

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

Extreme bearish P/C ratio of 1.57 - heavy put buying. Put-heavy open interest (936,320 puts vs 332,540 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 BEARISH
7-Day Avg BEARISH
Current BEARISH
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 85 of results (avg 8.1%, best 3.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Aug 286.556.80$6.683.7%1090.48154
$100.00Sep 1826.6527.75$27.204.0%1070.75891
$125.00Aug 285.806.05$5.934.2%8220.44834
$125.00Sep 1813.3514.10$13.735.5%1450.51906
$130.00Sep 1811.6012.45$12.027.1%3040.471.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 1810.5511.10$10.835.1%1840.332.5K
$135.00Sep 1824.1525.45$24.805.2%740.571.1K
$130.00Aug 2813.7014.45$14.085.3%5490.653.2K
$140.00Sep 1827.4529.00$28.235.5%180.62825
$105.00Sep 2510.4011.00$10.705.6%370.30770

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.92, cheapest $0.92)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Aug 260.841.00$0.9217.4%510.105

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 309 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 2119.4521.25$20.358.8%1421.001.7K
$103.00Aug 2115.4519.50$17.4823.2%51.00--
$104.00Aug 2114.4518.50$16.4824.6%51.00--
$105.00Aug 2114.4016.60$15.5014.2%1441.001.6K
$106.00Aug 2112.4516.50$14.4828.0%101.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$139.00Aug 2116.9019.85$18.3816.1%1220.99265
$140.00Aug 2119.0020.60$19.808.1%2.9K0.995.2K
$141.00Aug 2119.0022.35$20.6816.2%650.99512
$142.00Aug 2120.3023.55$21.9314.8%660.99221
$143.00Aug 2121.3524.55$22.9513.9%120.99162

Most actively traded options today. High liquidity = easy entry/exit. 736 active (total vol 204.6K, top 10.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$124.00Aug 210.000.01$0.01100.0%10.6K0.01339
$120.00Aug 210.250.65$0.4588.9%9.0K1.002.8K
$121.00Aug 210.030.16$0.10130.0%5.5K0.21291
$122.00Aug 210.000.03$0.02150.0%5.1K0.04967
$125.00Aug 210.000.01$0.01100.0%4.6K0.011.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 210.000.22$0.11200.0%9.2K0.075.5K
$120.00Aug 210.070.17$0.1283.3%8.5K0.377.0K
$110.00Aug 210.000.10$0.05200.0%5.3K0.028.6K
$140.00Aug 2820.9022.35$21.636.7%3.9K0.804.4K
$100.00Aug 281.501.60$1.556.5%3.8K0.136.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 1642.0%, max 1667.0%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$136.00Aug 21Oct 22094.6%122.0%1616.9%116609
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$136.00Aug 21Sep 112094.6%118.5%1667.0%69237

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 379 found (best R:R 0.71, avg 2.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$111.00Oct 2$6.44$4.56$6.4473%0.71$106.44
$100.00$105.00Sep 25$2.48$2.52$2.4874%1.02$102.48
$110.00$115.00Sep 25$2.10$2.90$2.1065%1.38$112.10
$122.00$125.00Sep 2$0.55$2.45$0.5552%4.45$122.55
$130.00$135.00Oct 2$1.62$3.38$1.6250%2.09$131.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$131.00$130.00Aug 21$0.20$0.80$0.2099%4.00$130.80
$133.00$132.00Aug 28$0.20$0.80$0.2070%4.00$132.80
$126.00$125.00Aug 21$0.56$0.44$0.5699%0.79$125.44
$144.00$143.00Aug 21$0.58$0.42$0.5899%0.72$143.42
$136.00$135.00Aug 21$0.50$0.50$0.5076%1.00$135.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 256 found (best R:R 4.26, avg 0.79)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$139.00$140.00Aug 31$0.84$0.84$0.1673%5.25$139.84
$137.00$138.00Aug 31$0.85$0.85$0.1572%5.67$137.85
$129.00$130.00Aug 28$0.85$0.85$0.1562%5.67$129.85
$134.00$135.00Aug 31$0.75$0.75$0.2567%3.00$134.75
$141.00$142.00Sep 2$0.65$0.65$0.3573%1.86$141.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$112.00$110.00Sep 25$1.62$1.62$0.3864%4.26$110.38
$113.00$110.00Oct 2$1.89$1.89$1.1164%1.70$111.11
$105.00$100.00Sep 25$2.15$2.15$2.8570%0.75$102.85
$112.00$110.00Sep 2$1.23$1.23$0.7767%1.60$110.77
$108.00$106.00Sep 25$1.22$1.22$0.7868%1.56$106.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $3.06, cheapest $3.06)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Aug 21Aug 24$3.0651.4%77.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 184 found (cheapest 0.47% of stock, avg 16.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$120.00Aug 21$0.45$0.12$0.57$119.43$120.570.47%
$121.00Aug 21$0.10$0.95$1.05$119.95$122.050.87%
$119.00Aug 21$1.48$0.01$1.49$117.51$120.491.24%
$122.00Aug 21$0.02$1.49$1.51$120.49$123.511.25%
$118.00Aug 21$2.41$0.05$2.46$115.54$120.462.04%
$123.00Aug 21$0.01$3.07$3.08$119.92$126.082.55%
$117.00Aug 21$3.23$0.01$3.24$113.76$120.242.69%
$124.00Aug 21$0.01$4.09$4.10$119.90$128.103.40%
$116.00Aug 21$4.40$0.11$4.51$111.49$120.513.74%
$125.00Aug 21$0.01$4.97$4.98$120.02$129.984.13%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 250 found (cheapest 0.12% of stock, avg 15.88%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$121.00$118.00Aug 21$0.10$0.05$0.15$117.85$121.15
$121.00$116.00Aug 21$0.10$0.11$0.21$115.79$121.21
$121.00$115.00Aug 21$0.10$0.11$0.21$114.79$121.21
$121.00$120.00Aug 21$0.10$0.12$0.22$119.78$121.22
$121.00$102.00Aug 21$0.10$0.50$0.60$101.40$121.60
$136.00$120.00Aug 21$2.50$0.12$2.62$117.38$138.62
$136.00$118.00Aug 21$2.50$0.05$2.55$115.45$138.55
$136.00$116.00Aug 21$2.50$0.11$2.61$113.39$138.61
$136.00$115.00Aug 21$2.50$0.11$2.61$112.39$138.61
$125.00$116.00Aug 24$1.58$1.64$3.22$112.78$128.22

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 139 found (best R:R 15.67, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
110/112141/142Sep 2$1.88$0.1240%15.67$110.12$142.88
105/107139/140Sep 2$1.62$0.3844%4.26$105.38$140.62
101/102137/138Aug 21$0.55$0.4589%1.22$101.45$137.55
98/98136/137Aug 28$0.81$0.1962%4.26$97.69$136.81
100/102134/135Aug 31$1.45$0.5549%2.64$100.55$135.45
102/103136/137Aug 28$0.83$0.1757%4.88$102.17$136.83
105/106136/137Aug 28$0.86$0.1453%6.14$105.14$136.86
106/107136/137Aug 28$0.86$0.1451%6.14$106.14$136.86
107/108133/134Aug 28$0.89$0.1146%8.09$107.11$133.89
100/101136/137Aug 28$0.74$0.2659%2.85$100.26$136.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 225 found (best R:R 2.70, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$121.00$122.00Aug 21$0.27$0.7396%2.70
$105.00$110.00$115.00Sep 18$0.17$4.8310%28.41
$130.00$135.00$140.00Sep 18$0.18$4.829%26.78
$121.00$122.00$123.00Aug 21$0.07$0.9320%13.29
$119.00$120.00$121.00Aug 21$0.68$0.3279%0.47
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$130.00$135.00$140.00Sep 18$0.16$4.849%30.25
$105.00$110.00$115.00Sep 18$0.19$4.8110%25.32
$118.00$119.00$120.00Aug 21$0.15$0.8530%5.67
$119.00$120.00$121.00Aug 21$0.72$0.2880%0.39
$115.00$116.00$117.00Aug 24$0.07$0.938%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 73 found (best net $-5.20, 64 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$110.001:2Aug 26-$5.20$4.80
$118.00$119.001:2Aug 21-$0.55$0.45
$122.00$123.001:2Aug 21$0.00$1.00
$135.00$136.001:2Aug 24-$0.12$0.88
$138.00$139.001:2Aug 24-$0.10$0.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$122.00$121.001:2Aug 21-$0.41$0.59
$105.00$104.001:2Aug 21$0.00$1.00
$119.00$118.001:2Aug 21-$0.09$0.91
$116.00$115.001:2Aug 21-$0.11$0.89
$100.00$99.001:2Aug 24-$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 181 found (best yield 9.87%, avg 5.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Oct 2$11.900.4316.1%9.87%25.95%6163
$137.00Oct 2$12.300.4613.6%10.20%23.80%114
$135.00Oct 2$13.000.4711.9%10.78%22.72%554
$143.00Oct 2$10.550.4118.6%8.75%27.32%26
$141.00Oct 2$11.100.4216.9%9.20%26.12%43
$128.00Oct 2$15.400.526.1%12.77%18.91%2--
$130.00Oct 2$14.500.507.8%12.02%19.82%3462
$136.00Oct 2$12.000.4612.8%9.95%22.72%416
$126.00Oct 2$16.050.544.5%13.31%17.79%2--
$138.00Oct 2$11.050.4414.4%9.16%23.59%113

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 126,604
Total Puts 199,053
Put/Call Ratio 1.57
Net Difference -72,449

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 692,687
Total Puts 1,271,128
Average Put/Call Ratio 1.91
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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