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Stocks with Top Bearish Sentiment Based on Option Order Flow

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What is the Top Bearish Signals Page?

Stocks showing high bearish signals based on actual trade put volume, dollars traded, implied volatility, put trade count and ATM/OTM volumes are presented in this report.


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 puts 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.


Bearish order flow sentiment is measured using five key metrics: Bearish put volume, Bearish put dollar amount traded, the IV level of the options, bearish orders and ATM/OTM put volume. We filter data to isolate trades where investors seek immediate execution, are willing to pay the full bid/ask spread, and where an additional related trade action to hedge risk is not apparent. Top Bearish Signals are listed for stocks having the highest Overall Strength.


Sort the table columns by clicking on column headings. For example, click on the Signal column to rank symbols based on various bearish sentiment signals. Click on the icons in the Symbols column to view more information on the specific stock. Use the Search box to filter the table by keyword or symbol.


Click here to learn more about Options Order Flow Sentiment
Stock Signal Supplemental Data
Bullish Bearish Total Trading
Symbol Name Price Chg% Signal Overall Strength
Average of 5 key factors used in determining signal strength: Bearish Trade Count, Bearish Put Volume, ATM+OTM Put Percent, IV Rank, and Percent Dollar Notional Bearish Calls. See individual notes on column headings for more details of each factor.
*Bearish Put order sentiment are non-complex put option orders executed on the NBBO Ask or higher
ATM+OTM Puts
% At-the-money and Out-of-the-money: Measure of a trader’s propensity to "pay a premium for time" in executing put transactions. Higher concentrations of trades at or above the market (ATM+OTM) are considered a bearish indicator, as investors buy puts with the expectation that the underling stock will move lower to cover the cost of the premium.
IV Rank
% IV Rank: Measures strength of anticipated underlying price movement against one-year implied volatility (IV) norms. Higher percentage ranks indicate expected price movement will be more volatile than historical norms. High bearish put purchases and High IV Rank is considered a strong bearish indication.
Bearish Puts $Notional
% Bearish Sentiment: Percent of Total Trading Dollar Notional Value for the current trading day which are Bearish puts.
Bearish Put Volume
% Bearish Put Volume: Percent of Total Contracts for the current trading day which are Bearish puts.
Bearish Trade Count
Bearish Trade Count: Percent of total trade count that are considered Bearish trades, without adjusting for contract size of each trade. Provides an indication of how many traders are bearish as a percent of all trades.
Notional
Bullish Notional: The total dollar amount of the contracts traded that are considered bullish, for the current trading day. Contract Value (Per Trade) = Trade Price x Contract Multiplier (typically 100 per contract)
% Notional
% Bullish Notional: The Bullish Notional Amount as a percentage of the combined Bullish + Bearish Notional Amount
Notional
Bearish Notional: The total dollar amount of the contracts traded that are considered Bearish, for the current trading day. Contract Value (Per Trade) = Trade Price x Contract Multiplier (typically 100 per contract)
% Notional
% Bearish Notional: The Bearish Notional Amount as a percentage of the combined Bullish + Bearish Notional Amount
Notional
Total Trading Notional: The total dollar amount of ALL the contracts traded for this underlying symbol, for the current trading day. Contract Value (Per Trade) = Trade Price x Contract Multiplier (typically 100 per contract)
Contracts
Total Trading Contracts: The total number of contracts traded for this underlying symbol for the current trading day
Increasing Bearishness 74% 95.4% 48.2% 76.1% 81% 71% $1,235 1% 118,325 99% $155,530 1,340
Increasing Bearishness 71% 97.3% 9.1% 95.6% 96% 59% $1,325 1% 235,025 99% $245,736 1,866
Increasing Bearishness 68% 88.5% 63.2% 74.7% 81% 31% $19,990 3% 681,770 97% $912,113 5,227
Increasing Bearishness 67% 96.0% 25.7% 84.8% 81% 50% $ 0% 189,200 100% $223,205 860
Increasing Bearishness 67% 70.7% 56.5% 85.3% 70% 53% $5,780 4% 145,530 96% $170,653 643
Increasing Bearishness 63% 79.6% 80.6% 54.2% 52% 47% $10,420 13% 70,430 87% $129,932 1,408
Bearish 53% 21.5% 100.0% 66.3% 51% 27% $3,016 1% 440,626 99% $664,321 6,683
Increasing Bearishness 51% 85.4% 25.7% 44.6% 59% 42% $11,455 15% 66,015 85% $147,979 1,679
Increasing Bearishness 50% 87.1% 88.9% 19.0% 24% 31% $965 1% 113,765 99% $600,271 1,204
Shift from Bullish to Bearish 49% 70.0% 54.5% 38.3% 61% 22% $247,280 21% 945,170 79% $2,465,480 6,977
Increasing Bearishness 49% 56.6% 97.2% 48.3% 37% 7% $40,501 6% 670,013 94% $1,387,900 7,929
Shift from Bullish to Bearish 49% 58.7% 64.0% 43.7% 49% 28% $26,878 19% 111,165 81% $254,328 1,082
Bearish 47% 87.3% 15.0% 45.6% 43% 46% $6,895 2% 349,500 98% $766,634 1,027
Increasing Bearishness 46% 94.2% 98.8% 8.4% 6% 24% $ 0% 80,730 100% $961,812 751
Shift from Bullish to Bearish 46% 75.7% 8.3% 63.2% 49% 32% $24,855 2% 1,471,420 98% $2,327,100 3,411
Shift from Bullish to Bearish 44% 44.6% 93.7% 27.3% 39% 17% $29,209 31% 66,402 69% $243,144 2,287
Bearish 44% 71.2% 100.0% 7.4% 16% 25% $160,665 49% 167,385 51% $2,273,440 1,334
Shift from Bullish to Bearish 43% 44.4% 88.1% 33.4% 28% 21% $50,635 23% 165,890 77% $496,456 896
Increasing Bearishness 42% 73.7% 78.3% 16.3% 20% 22% $276,415 30% 655,884 70% $4,023,430 13,703
Shift from Bullish to Bearish 42% 70.6% 66.8% 27.6% 29% 16% $41,855 23% 143,300 77% $519,602 1,501

Note:

Increasing Bearishness: Signal that the order flow in the last 30 days has been bearish and that the bearish order flow is currently increasing relative to the average
Conditions

  • Total Notional value of bearish puts traded exceeds its 30 day average
  • % Bearish put executions is greater than bullish call executions in notional value on the day
  • % Bearish put trades is greater than bullish call trades for 30-day average

Shift Bullish to Bearish: Signal that order flow has been bullish on average in the last 30 days and the current order flow has shifted to bearish
Conditions

  • % Bullish calls traded is greater than bearish puts for the 30 day average in notional value
  • % Bearish puts traded exceeds bullish calls on the day

Bearish: Signal that the order flow on the day is bearish
Conditions

  • Bearish puts traded is above the 30 day average
  • Bearish puts exceeds the bullish calls (in volume and notional)

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