Bullish and Bearish Option Order Flow Sentiment for 10/11/18


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Bullish Option Order Flow Sentiment

 

Details Today's Bullish vs Bearish Trades
Symbol Investor Sentiment Bullish $ Bearish $
TVPT Shift from Bearish to Bullish 95% 60 K 5% 3 K
SIL Increasing Bullishness 99% 77 K 1% 840.0
UA Increasing Bullishness 64% 60 K 36% 34 K
TLT Shift from Bearish to Bullish 81% 1.8 M 19% 432 K
PYPL Bullish 63% 3.1 M 37% 1.8 M
PBR Bullish 77% 3.7 M 23% 1.1 M
DAL Increasing Bullishness 72% 754 K 28% 290 K
FB Bullish 51% 16.5 M 49% 16.1 M
GOOG Bullish 52% 5.3 M 48% 5.0 M
TBT Shift from Bearish to Bullish 54% 272 K 46% 234 K


Click here to view the Full Option Order Flow Report 

Bearish Option Order Flow Sentiment

 

Details Today's Bullish vs Bearish Trades
Symbol Investor Sentiment Bullish $ Bearish $
INDA Increasing Bearishness 0%   100% 116 K
EXTR Bearish 0%   100% 100 K
VGR Increasing Bearishness 0%   100% 91 K
SNAP Bearish 33% 939 K 67% 1.9 M
DIA Shift from Bullish to Bearish 39% 4.0 M 61% 6.4 M
KWEB Shift from Bullish to Bearish 41% 194 K 59% 278 K
APTV Shift from Bullish to Bearish 47% 131 K 53% 146 K
HEAR Bearish 6% 86 K 94% 1.4 M
NIO Shift from Bullish to Bearish 18% 231 K 82% 1.0 M
M Shift from Bullish to Bearish 34% 230 K 66% 447 K


Click here to view the Full Option Order Flow Report 


 

The option order flow sentitment report provides a list of stocks exhibiting high Bullish/Bearish indicators based on actual trade call/put volume, dollars traded, implied volatility and ATM/OTM volumes.

 

Order flow sentiment is a unique technical indicator of market momentum based on analysis of actual investor trading data. The theory is based on the belief that investors "bet" on stock or market direction given their willingness to purchase puts or calls at the high end of the bid/ask price spread. By calculating overall market sentiment based on actual trades, investors obtain valuable forward-looking insight on trending market direction when considering investment decisions for specific equities.

 

Bullish/Bearish order flow sentiment is calculated using five key metrics: bullish/Bearish call/put volume, bullish/bearish call/put dollar amount traded, the IV level of the options, bullish/bearish orders and ATM/OTM call/put volume. Trade data is filtered to isolate executions where traders seek immediate execution, are willing to pay the full bid/ask spread, and where there does not appear to be an additional related trade action to hedge risk. Top Bullish/Bearish Signals are listed for stocks having the highest Overall Strength, an average of the four key factors, generally at least 50%.


Click here to learn more about Options Order Flow Sentiment 


Stock and option trading involves risk may not be suitable for all investors. Examples contained within this newsletter are simulated and may have limitations. Average returns and occurrences are calculated from snapshots of market mid-point prices and were not actually executed, so they do not reflect actual trades, fees, or execution costs. This newsletter is for informational purposes only, and is not intended to be a recommendation to buy or sell any security. Neither MarketChameleon nor any other party makes warranties regarding results from its usage. Past performance does not guarantee future results. Please consult a financial advisor before executing any trades.
Note: selling options can result in losses of greater than 100%. Average returns from selling options is calculated based on net change in value against the initial theoretical option value. Prior to buying or selling an option, you should read the Options Clearing Corporation's Characteristics and Risks of Options.

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