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.
| 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.
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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.
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Bearish Puts $Notional
% Bearish Sentiment: Percent of Total Trading Dollar Notional Value for the current trading day which are Bearish puts.
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Bearish Put Volume
% Bearish Put Volume: Percent of Total Contracts for the current trading day which are Bearish puts.
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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.
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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)
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% Notional
% Bullish Notional: The Bullish Notional Amount as a percentage of the combined Bullish + Bearish Notional Amount
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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)
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% Notional
% Bearish Notional: The Bearish Notional Amount as a percentage of the combined Bullish + Bearish Notional Amount
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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)
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Contracts
Total Trading Contracts: The total number of contracts traded for this underlying symbol for the current trading day
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| Increasing Bearishness | 66% | 88.0% | 90.1% | 53.5% | 63% | 35% | $ | 0% | 214,095 | 100% | $400,409 | 1,741 | ||||
| Increasing Bearishness | 64% | 97.1% | 59.9% | 47.5% | 53% | 63% | $30,420 | 21% | 114,605 | 79% | $241,057 | 571 | ||||
| Shift from Bullish to Bearish | 60% | 77.8% | 59.9% | 65.5% | 63% | 33% | $18,610 | 13% | 129,885 | 87% | $198,159 | 1,242 | ||||
| Increasing Bearishness | 51% | 97.4% | 90.9% | 20.8% | 21% | 27% | $9,885 | 2% | 538,035 | 98% | $2,581,070 | 5,221 | ||||
| Bearish | 51% | 74.6% | 94.8% | 34.2% | 31% | 22% | $65,290 | 26% | 181,165 | 74% | $529,050 | 914 | ||||
| Bearish | 51% | 29.3% | 98.0% | 54.0% | 38% | 35% | $13,445 | 2% | 801,600 | 98% | $1,483,900 | 3,279 | ||||
| Shift from Bullish to Bearish | 51% | 72.6% | 46.4% | 58.1% | 46% | 31% | $5,761 | 7% | 80,746 | 93% | $138,931 | 1,072 | ||||
| Increasing Bearishness | 51% | 72.1% | 76.6% | 44.1% | 46% | 14% | $158,865 | 32% | 335,235 | 68% | $760,724 | 2,458 | ||||
| Increasing Bearishness | 49% | 38.7% | 69.0% | 47.8% | 24% | 65% | $4,680 | 2% | 220,115 | 98% | $460,826 | 1,652 | ||||
| Bearish | 47% | 62.4% | 85.7% | 23.2% | 20% | 42% | $79,750 | 17% | 388,925 | 83% | $1,676,030 | 978 | ||||
| Shift from Bullish to Bearish | 45% | 68.2% | 86.9% | 24.3% | 24% | 20% | $23,515 | 7% | 310,695 | 93% | $1,276,280 | 1,754 | ||||
| Shift from Bullish to Bearish | 44% | 39.5% | 100.0% | 33.5% | 27% | 21% | $39,054 | 19% | 170,661 | 81% | $508,877 | 4,693 | ||||
| Shift from Bullish to Bearish | 43% | 44.9% | 97.2% | 28.3% | 24% | 20% | $32,680 | 25% | 96,640 | 75% | $341,612 | 765 | ||||
| Bearish | 42% | 56.7% | 77.4% | 25.5% | 19% | 34% | $188,745 | 28% | 488,815 | 72% | $1,913,740 | 3,218 | ||||
| Increasing Bearishness | 41% | 53.0% | 28.6% | 56.6% | 38% | 30% | $2,862 | 1% | 333,905 | 99% | $589,732 | 975 | ||||
| Shift from Bullish to Bearish | 40% | 59.5% | 68.7% | 30.7% | 33% | 9% | $32,120 | 17% | 160,148 | 83% | $522,344 | 4,859 | ||||
| Shift from Bullish to Bearish | 38% | 60.7% | 98.8% | 7.9% | 13% | 11% | $22,122,400 | 42% | 30,488,300 | 58% | $386,784,992 | 65,647 | ||||
| Shift from Bullish to Bearish | 38% | 56.3% | 98.0% | 8.0% | 18% | 11% | $538,311 | 37% | 910,397 | 63% | $11,382,100 | 21,440 | ||||
| Bearish | 36% | 53.8% | 93.3% | 10.2% | 14% | 11% | $119,630 | 45% | 144,020 | 55% | $1,412,230 | 1,502 | ||||
| Shift from Bullish to Bearish | 36% | 80.7% | 37.7% | 19.4% | 22% | 18% | $81,346 | 19% | 350,143 | 81% | $1,809,300 | 3,257 | ||||
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
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
Bearish:
Signal that the order flow on the day is bearish
Conditions
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