SOXL Reddit Mentions | ChartExchange

[Option Summary](https://preview.redd.it/970fjuce4z2b1.png?width=3180&format=png&auto=webp&v=enabled&s=4fc57933ad604a7c907115779016a5a73bb32ce8)
## Most Bearish
These stocks and put options are the most directionaly bearish. Directional bias ranges from -100 (bearish) to +100 (bullish). It accounts for RSI, trend, moving averages and put/call skew over the past 4 weeks. Fade the recent bearish action by selling high premium puts or follow the trend with puts with low Put Pricing.
|Stock/C/P|Direction|Put $|Call $|Put Premium|Call Premium|E.R.|Beta|Efficiency|
|:-|:-|:-|:-|:-|:-|:-|:-|:-|
|FL/27/25|\-47.48|$0.95|$1.08|0.68|0.75|0.0|1.13|82.5|
|SE/63/57|\-33.43|$2.18|$2.66|0.61|0.61|0.0|2.09|87.1|
|YINN/34/30|\-33.18|$2.42|$2.75|0.78|0.74|0.0|2.17|89.4|
|ASO/51/47|\-29.32|$2.42|$2.53|1.22|1.13|6.0|1.5|83.8|
|NUGT/38/34|\-28.2|$1.98|$2.28|0.87|0.83|0.0|1.03|78.4|
|NTR/58/52|\-28.08|$1.42|$1.4|0.9|0.8|0.0|0.76|80.5|
|NEM/43/39|\-22.73|$1.02|$0.88|0.95|0.84|55.0|0.32|83.7|
|ETSY/88/80|\-21.16|$3.0|$4.15|0.88|0.83|56.0|2.01|75.4|
|PYPL/63/57|\-21.02|$1.3|$1.72|0.83|0.79|0.0|1.59|94.7|
|TGT/145/130|\-20.63|$2.55|$2.76|0.9|0.82|0.0|1.04|83.8|
## Most Bullish
These stocks and call options are the most directionally bullish. Directional bias ranges from -100 (bearish) to +100 (bullish). It accounts for RSI, trend, moving averages and put/call skew over the past 4 weeks. Fade the recent bullish action by selling high premium calls or follow the trend with calls with low Call Pricing.
|Stock/C/P|Direction|Put $|Call $|Put Premium|Call Premium|E.R.|Beta|Efficiency|
|:-|:-|:-|:-|:-|:-|:-|:-|:-|
|AI/38/34|78.38|$5.8|$9.25|1.61|1.62|0.5|2.37|88.7|
|MRVL/70/60|76.41|$1.68|$3.32|0.74|0.87|0.0|2.17|70.7|
|SOXL/25/23|68.93|$2.24|$2.61|0.88|0.83|0.0|4.73|91.0|
|NVDA/425/385|53.52|$15.55|$18.2|0.82|0.84|0.0|2.21|97.6|
|UPST/26/24|52.35|$2.52|$3.04|1.0|0.86|0.0|3.12|85.7|
|AVGO/890/800|41.09|$32.3|$38.45|1.55|1.4|2.0|1.27|78.0|
|TQQQ/40/34|34.55|$1.77|$1.1|0.82|0.66|0.0|3.88|73.5|
|ZS/145/128|33.59|$6.48|$5.98|0.89|0.87|0.0|2.14|88.8|
|DDOG/99/89|32.41|$3.35|$4.5|0.8|0.76|0.0|2.23|87.0|
|CELH/133/121|29.94|$4.5|$5.65|0.81|0.76|0.0|2.34|79.2|
## Cheap Calls
These call options offer the lowest ratio of Call Pricing (IV) relative to historical volatility (HV). These options are priced expecting the underlying to move up significantly less than it has moved up in the past. Buy these calls.
|Stock/C/P|Direction|Put $|Call $|Put Premium|Call Premium|E.R.|Beta|Efficiency|
|:-|:-|:-|:-|:-|:-|:-|:-|:-|
|META/280/250|23.62|$5.08|$6.02|0.58|0.53|56.0|1.0|97.3|
|SSO/55/49|2.11|$0.9|$0.73|0.91|0.56|0.0|2.0|78.5|
|MDGL/300/270|8.82|$33.05|$38.4|0.59|0.57|0.0|1.24|78.7|
|SE/63/57|\-33.43|$2.18|$2.66|0.61|0.61|0.0|2.09|87.1|
|AAPL/185/165|6.34|$1.23|$2.06|0.8|0.61|0.0|1.31|96.3|
|TTD/72/66|13.08|$2.41|$2.93|0.72|0.62|0.0|2.42|80.6|
|RBLX/42/38|\-2.02|$1.54|$2.28|0.7|0.63|0.0|2.47|90.3|
|PDD/75/67|7.43|$2.5|$2.63|0.63|0.64|0.0|1.65|81.7|
|MSFT/355/315|16.26|$3.5|$3.18|0.77|0.65|55.0|1.29|96.2|
|GNRC/122/110|10.92|$4.2|$4.85|0.73|0.65|63.0|1.89|85.6|
## Cheap Puts
These put options offer the lowest ratio of Put Pricing (IV) relative to historical volatility (HV). These options are priced expecting the underlying to move down significantly less than it has moved down in the past. Buy these puts.
|Stock/C/P|Direction|Put $|Call $|Put Premium|Call Premium|E.R.|Beta|Efficiency|
|:-|:-|:-|:-|:-|:-|:-|:-|:-|
|META/280/250|23.62|$5.08|$6.02|0.58|0.53|56.0|1.0|97.3|
|MDGL/300/270|8.82|$33.05|$38.4|0.59|0.57|0.0|1.24|78.7|
|SE/63/57|\-33.43|$2.18|$2.66|0.61|0.61|0.0|2.09|87.1|
|PDD/75/67|7.43|$2.5|$2.63|0.63|0.64|0.0|1.65|81.7|
|SDS/40/36|\-4.86|$0.38|$0.85|0.63|0.75|0.0|\-1.99|74.1|
|TWLO/64/58|14.16|$2.12|$4.53|0.68|0.68|0.0|2.24|89.1|
|FL/27/25|\-47.48|$0.95|$1.08|0.68|0.75|0.0|1.13|82.5|
|RBLX/42/38|\-2.02|$1.54|$2.28|0.7|0.63|0.0|2.47|90.3|
|NET/66/60|16.75|$2.82|$4.35|0.7|0.67|64.0|2.89|90.9|
|SHOP/63/57|21.16|$2.18|$2.86|0.7|0.68|0.0|2.47|91.8|
## Expensive Puts
These put options offer the highest ratio of bearish premium paid (IV) relative to historical volatility (HV). These options are priced expecting the underlying to move down significantly more than it has moved down in the past. Sell these puts.
|Stock/C/P|Direction|Put $|Call $|Put Premium|Call Premium|E.R.|Beta|Efficiency|
|:-|:-|:-|:-|:-|:-|:-|:-|:-|
|AI/38/34|78.38|$5.8|$9.25|1.61|1.62|0.5|2.37|88.7|
|AVGO/890/800|41.09|$32.3|$38.45|1.55|1.4|2.0|1.27|78.0|
|BMY/66/60|\-14.61|$0.67|$0.71|1.32|1.0|58.0|0.25|75.5|
|KO/62/56|\-13.03|$0.29|$0.29|1.3|0.78|55.0|0.51|70.4|
|USB/32/28|\-11.08|$1.08|$1.0|1.29|1.07|50.0|0.83|78.4|
|MRK/116/104|\-7.89|$1.46|$0.82|1.27|0.97|63.0|0.28|72.0|
|FIVE/190/165|\-17.49|$5.55|$5.4|1.26|1.11|7.0|1.49|75.3|
|ORCL/109/98|12.07|$1.44|$2.17|1.23|1.07|13.0|0.9|73.1|
|ASO/51/47|\-29.32|$2.42|$2.53|1.22|1.13|6.0|1.5|83.8|
|HPQ/33/29|6.31|$0.48|$0.68|1.2|0.98|0.0|1.12|78.0|
## Expensive Calls
These call options offer the highest ratio of bullish premium paid (IV) relative to historical volatility (HV). These options are priced expecting the underlying to move up significantly more than it has moved up in the past. Sell these calls.
|Stock/C/P|Direction|Put $|Call $|Put Premium|Call Premium|E.R.|Beta|Efficiency|
|:-|:-|:-|:-|:-|:-|:-|:-|:-|
|AI/38/34|78.38|$5.8|$9.25|1.61|1.62|0.5|2.37|88.7|
|AVGO/890/800|41.09|$32.3|$38.45|1.55|1.4|2.0|1.27|78.0|
|VXX/36/32|\-20.12|$1.58|$2.72|1.16|1.36|0.0|\-2.14|91.1|
|MU/78/70|26.2|$3.11|$2.65|1.14|1.14|29.0|1.44|92.1|
|ASO/51/47|\-29.32|$2.42|$2.53|1.22|1.13|6.0|1.5|83.8|
|MMM/103/92|\-8.31|$1.84|$1.27|1.06|1.13|55.0|0.76|80.0|
|FIVE/190/165|\-17.49|$5.55|$5.4|1.26|1.11|7.0|1.49|75.3|
|USB/32/28|\-11.08|$1.08|$1.0|1.29|1.07|50.0|0.83|78.4|
|ORCL/109/98|12.07|$1.44|$2.17|1.23|1.07|13.0|0.9|73.1|
|CHWY/33/29|\-9.82|$1.63|$1.88|1.08|1.06|0.5|2.33|84.3|
## Highest Premium
These options offer the highest ratio of implied volatility (IV) relative to historical volatility (HV). These options are priced to move significantly more than they have moved in the past. Sell iron condors on these as they may be over priced.
|Stock/C/P|Direction|Put $|Call $|Put Premium|Call Premium|E.R.|Beta|Efficiency|
|:-|:-|:-|:-|:-|:-|:-|:-|:-|
|AI/38/34|78.38|$5.8|$9.25|1.61|1.62|0.5|2.37|88.7|
|AVGO/890/800|41.09|$32.3|$38.45|1.55|1.4|2.0|1.27|78.0|
|VXX/36/32|\-20.12|$1.58|$2.72|1.16|1.36|0.0|\-2.14|91.1|
|FIVE/190/165|\-17.49|$5.55|$5.4|1.26|1.11|7.0|1.49|75.3|
|USB/32/28|\-11.08|$1.08|$1.0|1.29|1.07|50.0|0.83|78.4|
|ASO/51/47|\-29.32|$2.42|$2.53|1.22|1.13|6.0|1.5|83.8|
|BMY/66/60|\-14.61|$0.67|$0.71|1.32|1.0|58.0|0.25|75.5|
|ORCL/109/98|12.07|$1.44|$2.17|1.23|1.07|13.0|0.9|73.1|
|MU/78/70|26.2|$3.11|$2.65|1.14|1.14|29.0|1.44|92.1|
|MRK/116/104|\-7.89|$1.46|$0.82|1.27|0.97|63.0|0.28|72.0|
## Most Efficient
These stocks have the best liquidity in ATM options. This means that they offer the least slippage, tightest spreads and the cheapest cost of a round trip trade. Best for short term trades.
|Stock/C/P|Direction|Put $|Call $|Put Premium|Call Premium|E.R.|Beta|Efficiency|
|:-|:-|:-|:-|:-|:-|:-|:-|:-|
|QQQ/370/334|11.57|$3.16|$2.48|0.9|0.67|0.0|1.3|98.2|
|IWM/186/168|\-1.88|$1.92|$1.27|1.03|0.7|0.0|1.12|98.0|
|NVDA/425/385|53.52|$15.55|$18.2|0.82|0.84|0.0|2.21|97.6|
|GOOG/131/119|18.41|$2.34|$2.13|0.79|0.71|55.0|1.29|97.5|
|META/280/250|23.62|$5.08|$6.02|0.58|0.53|56.0|1.0|97.3|
|GOOGL/131/119|18.23|$2.6|$1.86|0.8|0.72|55.0|1.3|97.2|
|SLV/22/20|\-8.65|$0.22|$0.48|0.84|0.87|0.0|0.36|96.7|
|AMZN/128/116|19.77|$2.3|$2.86|0.76|0.71|57.0|1.56|96.5|
|AAPL/185/165|6.34|$1.23|$2.06|0.8|0.61|0.0|1.31|96.3|
|MSFT/355/315|16.26|$3.5|$3.18|0.77|0.65|55.0|1.29|96.2|
## Upcoming Earnings
These stocks have earnings comning up and their premiums are usuallly elevated as a result. These are high risk high reward option plays where you can buy (long options) or sell (short options) the expected move.
|Stock/C/P|Direction|Put $|Call $|Put Premium|Call Premium|E.R.|Beta|Efficiency|
|:-|:-|:-|:-|:-|:-|:-|:-|:-|
|AI/38/34|78.38|$5.8|$9.25|1.61|1.62|0.5|2.37|88.7|
|MDB/310/275|27.45|$16.02|$17.58|0.93|0.87|0.5|2.35|92.6|
|CHWY/33/29|\-9.82|$1.63|$1.88|1.08|1.06|0.5|2.33|84.3|
|LULU/360/325|\-10.59|$11.35|$10.85|1.04|0.99|1.0|1.49|83.8|
|CRWD/170/150|27.66|$7.0|$7.38|1.07|1.03|1.0|1.91|91.9|
|OKTA/93/85|21.11|$4.72|$6.18|1.08|1.03|1.0|1.99|90.5|
|AVGO/890/800|41.09|$32.3|$38.45|1.55|1.4|2.0|1.27|78.0|
|ASO/51/47|\-29.32|$2.42|$2.53|1.22|1.13|6.0|1.5|83.8|
|FIVE/190/165|\-17.49|$5.55|$5.4|1.26|1.11|7.0|1.49|75.3|
|DOCU/59/53|9.33|$3.25|$3.92|1.03|0.95|8.0|2.22|90.9|
* **Historical Move v Implied Move:** We determine the historical volatility (log variance of daily gains) of the underlying asset and compare that to the current implied volatitlity (IV) of the option price. This is used to determine the Call or Put Premium associated with the pricing of options (implied volatility).
* **Directional Bias:** Ranges from -100 (bearish) to +100 (bullish) and accounts for RSI, price trend, moving averages, and put/call skew over the past 6 weeks.
* **Priced Move:** given the current option prices, how much in dollar amounts will the underlying have to move to make the call/put break even. This is how much vol the option is pricing in. The expected move.
* **Expiration:** 2023-07-07.
* **Call/Put Premium:** How much extra you are paying for the implied move relative to the historic move. Low numbers mean options are "cheaper." High numbers mean options are "expensive."
* **Efficiency:** This factor represents the bid/ask spreads and the depth of the order book relative to the price of the option. It represents how much traders will pay in slippage with a round trip trade. Lower numbers are less efficient than higher numbers.
* **E.R.:** Days unitl the next Earnings Release. This feature is still in beta as we work on a more complete list of earnings dates.
* **Why isn't my stock on this list?** It doesn't have "weeklies", the underlying is "too cheap", or the options markets are too illiquid (open interest) to qualify for this strategy. 480 underlyings are used in this report and only the top results end up passing the criteria for each filter.

[Option Summary](https://preview.redd.it/m6sy8acjzr2b1.png?width=3180&format=png&auto=webp&v=enabled&s=bc4ef50c9beb2d5a561978d59f7fc56dcfa106e1)
## Most Bearish
These stocks and put options are the most directionaly bearish. Directional bias ranges from -100 (bearish) to +100 (bullish). It accounts for RSI, trend, moving averages and put/call skew over the past 4 weeks. Fade the recent bearish action by selling high premium puts or follow the trend with puts with low Put Pricing.
|Stock/C/P|Direction|Put $|Call $|Put Premium|Call Premium|E.R.|Beta|Efficiency|
|:-|:-|:-|:-|:-|:-|:-|:-|:-|
|FL/30/25|\-47.48|$1.25|$0.43|0.76|0.65|0.0|1.13|90.1|
|SQQQ/23/21|\-37.52|$1.23|$2.08|0.78|0.81|0.0|\-3.84|89.8|
|NTR/60/50|\-30.96|$1.12|$1.38|0.98|0.71|0.0|0.76|87.9|
|SE/65/55|\-30.93|$2.25|$2.58|0.66|0.58|0.0|2.09|98.1|
|ULTA/445/395|\-27.16|$9.8|$10.05|1.13|0.99|0.0|1.04|83.3|
|ASO/55/47|\-26.29|$2.55|$1.88|1.18|1.06|7.0|1.5|92.8|
|BURL/170/150|\-24.85|$5.0|$5.05|0.85|0.78|0.0|1.31|95.0|
|YINN/35/31|\-24.35|$3.05|$3.75|0.79|0.75|0.0|2.17|91.1|
|VXX/37/33|\-24.22|$2.52|$3.82|1.32|1.44|0.0|\-2.14|90.4|
|PYPL/65/55|\-22.3|$1.33|$1.65|0.9|0.81|0.0|1.59|98.4|
## Most Bullish
These stocks and call options are the most directionally bullish. Directional bias ranges from -100 (bearish) to +100 (bullish). It accounts for RSI, trend, moving averages and put/call skew over the past 4 weeks. Fade the recent bullish action by selling high premium calls or follow the trend with calls with low Call Pricing.
|Stock/C/P|Direction|Put $|Call $|Put Premium|Call Premium|E.R.|Beta|Efficiency|
|:-|:-|:-|:-|:-|:-|:-|:-|:-|
|MRVL/70/60|65.35|$2.27|$3.2|0.82|0.61|0.0|2.17|93.8|
|UPST/25/20|55.94|$1.72|$3.25|1.03|0.79|0.0|3.12|91.0|
|SOXL/23/21|52.25|$2.29|$3.18|0.89|0.85|0.0|4.73|93.7|
|AI/35/30|50.93|$5.6|$6.1|1.4|1.27|1.0|2.37|96.6|
|NVDA/410/370|49.82|$17.35|$20.5|0.8|0.79|0.0|2.21|96.0|
|AMD/135/120|41.36|$5.82|$6.62|0.9|0.86|63.0|2.03|98.4|
|AVGO/860/770|34.73|$32.45|$33.7|1.27|1.24|3.0|1.27|92.9|
|CELH/135/120|33.38|$5.95|$5.65|0.81|0.77|0.0|2.34|93.1|
|TQQQ/36/32|33.04|$1.98|$2.66|0.9|0.7|0.0|3.88|94.9|
|DDOG/100/85|32.55|$3.55|$4.58|0.82|0.77|0.0|2.23|97.0|
## Cheap Calls
These call options offer the lowest ratio of Call Pricing (IV) relative to historical volatility (HV). These options are priced expecting the underlying to move up significantly less than it has moved up in the past. Buy these calls.
|Stock/C/P|Direction|Put $|Call $|Put Premium|Call Premium|E.R.|Beta|Efficiency|
|:-|:-|:-|:-|:-|:-|:-|:-|:-|
|SHAK/70/60|8.91|$1.65|$2.1|1.02|0.49|0.0|1.69|92.2|
|META/275/245|24.95|$6.18|$8.38|0.59|0.51|57.0|1.0|97.9|
|FEZ/47/43|\-4.27|$0.7|$0.3|1.02|0.51|0.0|0.86|78.3|
|IVV/445/400|\-0.31|$4.05|$1.3|1.01|0.56|0.0|1.0|74.6|
|MDGL/300/270|8.58|$32.85|$38.55|0.58|0.57|0.0|1.24|82.7|
|SE/65/55|\-30.93|$2.25|$2.58|0.66|0.58|0.0|2.09|98.1|
|TWLO/65/55|2.24|$2.64|$3.15|0.71|0.59|0.0|2.24|97.5|
|WAL/40/30|5.24|$2.75|$2.7|0.77|0.6|51.0|1.75|92.7|
|MRVL/70/60|65.35|$2.27|$3.2|0.82|0.61|0.0|2.17|93.8|
|BIIB/315/280|3.63|$7.5|$8.15|0.76|0.61|50.0|0.76|75.7|
## Cheap Puts
These put options offer the lowest ratio of Put Pricing (IV) relative to historical volatility (HV). These options are priced expecting the underlying to move down significantly less than it has moved down in the past. Buy these puts.
|Stock/C/P|Direction|Put $|Call $|Put Premium|Call Premium|E.R.|Beta|Efficiency|
|:-|:-|:-|:-|:-|:-|:-|:-|:-|
|MDGL/300/270|8.58|$32.85|$38.55|0.58|0.57|0.0|1.24|82.7|
|META/275/245|24.95|$6.18|$8.38|0.59|0.51|57.0|1.0|97.9|
|TROW/115/100|\-1.13|$2.35|$1.32|0.64|0.74|58.0|1.42|90.1|
|SE/65/55|\-30.93|$2.25|$2.58|0.66|0.58|0.0|2.09|98.1|
|PDD/75/65|\-5.04|$2.39|$4.0|0.68|0.64|0.0|1.65|97.9|
|SDS/40/36|\-7.04|$0.55|$1.32|0.68|0.8|0.0|\-1.99|81.5|
|ALGN/300/270|\-13.87|$10.1|$11.4|0.69|0.62|58.0|1.8|96.3|
|RBLX/45/35|\-4.67|$1.17|$1.41|0.7|0.61|0.0|2.47|96.9|
|LI/29/27|17.38|$1.66|$1.9|0.7|0.65|0.0|1.45|97.5|
|TWLO/65/55|2.24|$2.64|$3.15|0.71|0.59|0.0|2.24|97.5|
## Expensive Puts
These put options offer the highest ratio of bearish premium paid (IV) relative to historical volatility (HV). These options are priced expecting the underlying to move down significantly more than it has moved down in the past. Sell these puts.
|Stock/C/P|Direction|Put $|Call $|Put Premium|Call Premium|E.R.|Beta|Efficiency|
|:-|:-|:-|:-|:-|:-|:-|:-|:-|
|USB/35/25|\-17.75|$0.82|$0.62|1.61|1.05|51.0|0.83|93.0|
|SVXY/74/66|8.71|$2.33|$2.5|1.59|1.22|0.0|1.28|82.3|
|KO/65/55|\-9.29|$0.31|$0.1|1.44|0.85|56.0|0.51|71.8|
|ATVI/85/70|\-4.3|$1.02|$1.66|1.44|1.24|63.0|0.32|74.9|
|HRL/40/36|\-7.16|$0.55|$0.73|1.43|1.21|0.0|0.25|80.6|
|CAG/36/32|\-10.33|$0.35|$0.75|1.42|1.05|44.0|0.33|79.0|
|AI/35/30|50.93|$5.6|$6.1|1.4|1.27|1.0|2.37|96.6|
|PEP/195/170|\-4.13|$1.34|$0.72|1.38|0.88|42.0|0.53|84.6|
|AZN/80/65|\-1.57|$0.48|$0.38|1.36|0.82|0.0|0.46|85.6|
|KSS/25/15|\-14.18|$0.32|$0.31|1.36|1.06|0.0|1.36|77.8|
## Expensive Calls
These call options offer the highest ratio of bullish premium paid (IV) relative to historical volatility (HV). These options are priced expecting the underlying to move up significantly more than it has moved up in the past. Sell these calls.
|Stock/C/P|Direction|Put $|Call $|Put Premium|Call Premium|E.R.|Beta|Efficiency|
|:-|:-|:-|:-|:-|:-|:-|:-|:-|
|VXX/37/33|\-24.22|$2.52|$3.82|1.32|1.44|0.0|\-2.14|90.4|
|AI/35/30|50.93|$5.6|$6.1|1.4|1.27|1.0|2.37|96.6|
|ATVI/85/70|\-4.3|$1.02|$1.66|1.44|1.24|63.0|0.32|74.9|
|AVGO/860/770|34.73|$32.45|$33.7|1.27|1.24|3.0|1.27|92.9|
|SVXY/74/66|8.71|$2.33|$2.5|1.59|1.22|0.0|1.28|82.3|
|HRL/40/36|\-7.16|$0.55|$0.73|1.43|1.21|0.0|0.25|80.6|
|IBM/135/120|2.25|$1.62|$2.43|1.19|1.19|51.0|0.57|96.3|
|DG/220/195|\-7.61|$4.45|$2.92|1.21|1.12|0.0|0.63|94.1|
|KR/49/45|\-3.36|$1.08|$1.43|1.21|1.09|16.0|0.41|96.3|
|WBA/35/25|\-16.35|$0.24|$0.2|1.32|1.09|30.0|0.74|82.1|
## Highest Premium
These options offer the highest ratio of implied volatility (IV) relative to historical volatility (HV). These options are priced to move significantly more than they have moved in the past. Sell iron condors on these as they may be over priced.
|Stock/C/P|Direction|Put $|Call $|Put Premium|Call Premium|E.R.|Beta|Efficiency|
|:-|:-|:-|:-|:-|:-|:-|:-|:-|
|SVXY/74/66|8.71|$2.33|$2.5|1.59|1.22|0.0|1.28|82.3|
|VXX/37/33|\-24.22|$2.52|$3.82|1.32|1.44|0.0|\-2.14|90.4|
|ATVI/85/70|\-4.3|$1.02|$1.66|1.44|1.24|63.0|0.32|74.9|
|AI/35/30|50.93|$5.6|$6.1|1.4|1.27|1.0|2.37|96.6|
|USB/35/25|\-17.75|$0.82|$0.62|1.61|1.05|51.0|0.83|93.0|
|HRL/40/36|\-7.16|$0.55|$0.73|1.43|1.21|0.0|0.25|80.6|
|AVGO/860/770|34.73|$32.45|$33.7|1.27|1.24|3.0|1.27|92.9|
|CAG/36/32|\-10.33|$0.35|$0.75|1.42|1.05|44.0|0.33|79.0|
|KSS/25/15|\-14.18|$0.32|$0.31|1.36|1.06|0.0|1.36|77.8|
|WBA/35/25|\-16.35|$0.24|$0.2|1.32|1.09|30.0|0.74|82.1|
## Most Efficient
These stocks have the best liquidity in ATM options. This means that they offer the least slippage, tightest spreads and the cheapest cost of a round trip trade. Best for short term trades.
|Stock/C/P|Direction|Put $|Call $|Put Premium|Call Premium|E.R.|Beta|Efficiency|
|:-|:-|:-|:-|:-|:-|:-|:-|:-|
|IWM/185/167|\-2.65|$2.72|$2.04|1.03|0.74|0.0|1.12|99.1|
|QQQ/365/331|11.42|$4.75|$4.48|0.94|0.7|0.0|1.3|98.9|
|NKE/115/100|\-16.48|$2.84|$2.76|1.01|0.85|28.0|1.14|98.6|
|UAL/49/45|7.25|$1.98|$2.42|1.05|1.0|50.0|1.42|98.6|
|AAPL/185/165|7.49|$2.32|$2.18|0.8|0.64|0.0|1.31|98.5|
|ZS/140/120|23.8|$6.1|$7.3|0.9|0.81|0.0|2.14|98.5|
|PYPL/65/55|\-22.3|$1.33|$1.65|0.9|0.81|0.0|1.59|98.4|
|BABA/85/75|\-10.18|$2.52|$3.98|0.77|0.77|0.0|1.26|98.4|
|AMZN/130/110|17.98|$2.13|$2.3|0.85|0.69|58.0|1.56|98.4|
|AMD/135/120|41.36|$5.82|$6.62|0.9|0.86|63.0|2.03|98.4|
## Upcoming Earnings
These stocks have earnings comning up and their premiums are usuallly elevated as a result. These are high risk high reward option plays where you can buy (long options) or sell (short options) the expected move.
|Stock/C/P|Direction|Put $|Call $|Put Premium|Call Premium|E.R.|Beta|Efficiency|
|:-|:-|:-|:-|:-|:-|:-|:-|:-|
|CRM/230/200|13.21|$5.95|$6.8|1.02|0.89|0.5|1.46|96.8|
|HPQ/33/29|6.88|$0.7|$0.76|1.14|0.91|0.5|1.12|95.2|
|AI/35/30|50.93|$5.6|$6.1|1.4|1.27|1.0|2.37|96.6|
|CHWY/35/25|\-18.56|$0.86|$1.34|1.12|0.96|1.0|2.33|93.7|
|MDB/300/260|25.83|$16.18|$20.95|0.91|0.84|1.0|2.35|98.2|
|OKTA/95/80|13.18|$4.18|$5.15|1.04|0.94|2.0|1.99|96.3|
|NTAP/75/65|11.01|$1.48|$1.2|1.13|0.96|2.0|1.06|82.4|
|RH/260/230|\-3.1|$8.25|$10.25|0.9|0.84|2.0|1.66|94.5|
|CRWD/165/145|19.88|$7.55|$7.85|1.03|0.88|2.0|1.91|97.4|
|LULU/360/320|\-3.38|$11.25|$12.2|1.02|0.87|2.0|1.49|97.0|
* **Historical Move v Implied Move:** We determine the historical volatility (log variance of daily gains) of the underlying asset and compare that to the current implied volatitlity (IV) of the option price. This is used to determine the Call or Put Premium associated with the pricing of options (implied volatility).
* **Directional Bias:** Ranges from -100 (bearish) to +100 (bullish) and accounts for RSI, price trend, moving averages, and put/call skew over the past 6 weeks.
* **Priced Move:** given the current option prices, how much in dollar amounts will the underlying have to move to make the call/put break even. This is how much vol the option is pricing in. The expected move.
* **Expiration:** 2023-07-21.
* **Call/Put Premium:** How much extra you are paying for the implied move relative to the historic move. Low numbers mean options are "cheaper." High numbers mean options are "expensive."
* **Efficiency:** This factor represents the bid/ask spreads and the depth of the order book relative to the price of the option. It represents how much traders will pay in slippage with a round trip trade. Lower numbers are less efficient than higher numbers.
* **E.R.:** Days unitl the next Earnings Release. This feature is still in beta as we work on a more complete list of earnings dates.
* **Why isn't my stock on this list?** It doesn't have "weeklies", the underlying is "too cheap", or the options markets are too illiquid (open interest) to qualify for this strategy. 480 underlyings are used in this report and only the top results end up passing the criteria for each filter.