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Top Bearish Signals

Stock Signal Supplemental Data
Bullish Bearish Total Trading
Symbol Name Price Chg% Signal Overall Strength
This represents the overall strength of the signal based on the average of 3 factors:
% Bearish Sentiment: This measures the Directional bias by comparing %Bearish Puts* vs Total Option Volume
% IV Rank: This measures strength of the anticipated move. A high implied volatility rank means the expected move to be more volatile than historical norms (High bearish put buying + High IV Rank consider a stronger bearish measure)
% At-the-money and Out-of-the-money: This measures traders desire for put time premium. A higher percentage of trades that are concentrated around put premium for OTM and ATM puts is considered more bearish because the stock must move more to cover the cost of the premium.
*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: This measures traders desire for put time premium. A higher percentage of trades that are concentrated around put premium for OTM and ATM puts is considered more bearish because the stock must move more to cover the cost of the premium.
IV Rank
% IV Rank: This measures strength of the anticipated move. A high implied volatility rank means the expected move to be more volatile than historical norms (High bearish put buying + High IV Rank consider a stronger bearish measure)
Bearish Puts
% Bearish Sentiment: This measures the Directional bias by comparing %Bearish Puts vs Total Option Volume that traded in notional value
Notional % Notional Notional % Notional Notional Contracts
Bearish 88% 91.7% 96.0% 75.7% $200 0% 69,675 100% $92,059 797
Shift from Bullishness to Bearish 79% 90.9% 74.2% 72.2% $9,620 3% 351,910 97% $487,545 2,373
Shift from Bullishness to Bearish 71% 81.4% 96.4% 35.8% $17,870 5% 331,390 95% $926,052 893
Shift from Bullishness to Bearish 70% 81.5% 96.4% 33.6% $9,883 5% 191,244 95% $569,098 1,246
Shift from Bullishness to Bearish 69% 48.1% 87.7% 70.6% $1,110 0% 275,775 100% $390,358 3,477
Increasing Bearishness 62% 31.7% 96.8% 57.0% $3,001 1% 547,037 99% $959,134 1,107
Shift from Bullishness to Bearish 62% 67.9% 98.0% 18.9% $33,054 9% 351,923 91% $1,865,160 3,893
Bearish 59% 58.3% 95.6% 22.0% $20,935 18% 97,770 82% $444,084 782
Increasing Bearishness 58% 52.0% 100.0% 21.0% $165,790 17% 810,322 83% $3,849,770 5,591
Increasing Bearishness 57% 56.7% 95.2% 18.0% $470,872 42% 663,590 58% $3,680,570 2,748
Bearish 56% 48.0% 80.2% 40.4% $105,124 24% 326,636 76% $808,740 1,140
Increasing Bearishness 56% 68.6% 83.7% 15.9% $52,560 26% 146,415 74% $922,360 1,462
Bearish 56% 69.8% 78.6% 19.6% $39,800 24% 123,870 76% $633,086 1,228
Shift from Bullishness to Bearish 56% 77.3% 66.3% 24.1% $73,796 38% 120,492 62% $500,035 953
Shift from Bullishness to Bearish 54% 61.0% 69.0% 32.6% $84,477 7% 1,054,040 93% $3,232,580 1,020
Bearish 54% 52.8% 88.4% 20.7% $100,680 42% 136,255 58% $658,437 835
Shift from Bullishness to Bearish 52% 71.8% 75.0% 8.3% $60,955 40% 92,630 60% $1,120,970 1,214
Shift from Bullishness to Bearish 50% 36.8% 98.8% 14.8% $1,855,630 42% 2,525,780 58% $17,118,400 23,540
Bearish 47% 36.6% 83.7% 21.9% $750,036 35% 1,421,810 65% $6,495,710 11,442
Shift from Bullishness to Bearish 47% 94.9% 27.0% 19.0% $31,715 18% 149,420 82% $785,277 2,505

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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