Option Order Flow Sentiment Report April 12

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April 12 Option Order Flow Sentiment Report. The option order flow sentiment is measured by comparing the bullish call options traded vs bearish put options.

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Bullish Option Order Flow Sentiment


Details Today's Bullish vs Bearish Trades
Symbol Investor Sentiment Bullish $ Bearish $
BEN Increasing Bullishness 100% 393 K 0%  
JBLU Shift from Bearish to Bullish 99% 94 K 1% 1 K
CHKP Increasing Bullishness 71% 464 K 29% 194 K
CL Increasing Bullishness 98% 310 K 2% 6 K
GS Increasing Bullishness 77% 4.7 M 23% 1.4 M
TECK Increasing Bullishness 88% 201 K 12% 26 K
BHC Bullish 60% 469 K 40% 314 K
WFC Bullish 56% 2.6 M 44% 2.0 M
NFLX Bullish 57% 20.1 M 43% 15.1 M
VKTX Bullish 75% 140 K 25% 46 K

Click here to view the Full Option Order Flow Report 

The option order flow sentiment 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.