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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 % Notional Notional % Notional Notional Contracts
Shift from Bullish to Bearish 79% 91.8% 79.1% 85.2% 89% 50% $1,775 2% 93,740 98% $110,015 968
Shift from Bullish to Bearish 71% 89.7% 92.5% 65.8% 83% 22% $135 0% 129,064 100% $196,026 2,493
Increasing Bearishness 67% 91.7% 90.9% 53.9% 56% 41% $30,830 7% 401,965 93% $746,412 4,598
Increasing Bearishness 66% 70.2% 96.8% 62.9% 56% 43% $37,940 4% 944,470 96% $1,501,180 7,666
Increasing Bearishness 65% 84.6% 98.4% 61.2% 59% 23% $2,340 1% 416,350 99% $680,490 1,678
Increasing Bearishness 64% 89.1% 52.6% 77.5% 88% 11% $5,780 5% 103,420 95% $133,457 2,601
Shift from Bullish to Bearish 63% 76.8% 88.5% 58.0% 57% 32% $6,275 2% 284,525 98% $490,481 704
Shift from Bullish to Bearish 61% 70.3% 88.5% 44.0% 54% 49% $4,065 3% 113,140 97% $257,176 742
Shift from Bullish to Bearish 60% 73.6% 90.9% 53.2% 46% 37% $102,540 32% 215,025 68% $403,850 798
Shift from Bullish to Bearish 57% 77.2% 92.1% 39.5% 38% 39% $25,250 7% 321,090 93% $812,899 817
Increasing Bearishness 56% 95.9% 32.0% 69.6% 61% 22% $985 0% 350,680 100% $503,538 769
Increasing Bearishness 56% 76.1% 70.0% 43.8% 46% 42% $11,010 5% 195,745 95% $447,012 1,806
Shift from Bullish to Bearish 53% 89.8% 90.9% 26.5% 30% 28% $14,955 7% 213,000 93% $805,155 583
Shift from Bullish to Bearish 53% 69.7% 87.4% 51.9% 29% 25% $30,185 18% 137,831 82% $265,621 787
Increasing Bearishness 52% 62.6% 98.0% 42.6% 33% 25% $38,820 6% 601,075 94% $1,409,830 1,542
Shift from Bullish to Bearish 47% 63.5% 86.6% 28.3% 35% 22% $3,255 4% 77,370 96% $273,761 544
Increasing Bearishness 46% 70.6% 77.9% 29.2% 29% 25% $86,315 20% 347,821 80% $1,191,650 2,707
Shift from Bullish to Bearish 46% 61.2% 80.6% 24.0% 39% 25% $42,221 26% 120,695 74% $502,126 1,871
Shift from Bullish to Bearish 46% 68.1% 30.0% 59.0% 48% 23% $54,172 17% 255,854 83% $433,716 1,398
Increasing Bearishness 45% 36.5% 82.2% 22.1% 34% 51% $13,085 16% 67,820 84% $306,684 1,158

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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