Option Order Flow Sentiment Report July 16


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The following stocks indicate a bullish option order flow sentiment when comparing bullish call options purchased 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 $
MXIM Increasing Bullishness 99% 80 K 1% 510.0
LCI Increasing Bullishness 99% 132 K 1% 760.0
CXW Shift from Bearish to Bullish 96% 75 K 4% 3 K
SKX Increasing Bullishness 89% 1.0 M 11% 127 K
PAAS Increasing Bullishness 85% 365 K 15% 64 K
JNPR Increasing Bullishness 95% 68 K 5% 4 K
CI Increasing Bullishness 76% 658 K 24% 202 K
ROKU Increasing Bullishness 77% 9.7 M 23% 3.0 M
EBAY Bullish 67% 227 K 33% 113 K
QQQ Shift from Bearish to Bullish 73% 31.6 M 27% 11.8 M

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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%.


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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.