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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 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

  • 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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