Full data set is available for Premium Subscribers

Login or try

Stocks with Top Bullish Sentiment Based on Option Order Flow

?

What is the Top Bullish Signals Page?

Provides a list of stocks exhibiting high Bullish indicators based on actual trade call volume, dollars traded, implied volatility and ATM/OTM volumes.


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 calls 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.


Bullish order flow sentiment is calculated using five key metrics: bullish call volume, bullish call dollar amount traded, the IV level of the options, bullish orders and ATM/OTM call volume. Trade data is filtered to isolate executions where traders seek immediate execution, are willing to pay the full bid/ask spread, and where there does not appear to be an additional related trade action to hedge risk. Top Bullish Signals are listed for stocks having the highest Overall Strength, an average of the four key factors, generally at least 50%.


Sort the table columns by clicking on column headings. For example, click on Overall Strength column to rank symbols from high to low, and evaluate possible 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: Bullish Trade Count, Bullish Call Volume, ATM+OTM Call Percent, IV Rank, and Percent Dollar Notional Bullish Calls. See individual notes on column headings for more details of each factor.
*Bullish Call order sentiment are non-complex call option orders executed on the NBBO Ask or higher
ATM+OTM Calls
% At-the-money and Out-of-the-money: Measure of a trader’s propensity to "pay a premium for time" in executing call transactions. Higher concentrations of trades at or above the market (ATM+OTM) are considered a bullish indicator, as investors buy calls with the expectation that the underling stock will move higher 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 bullish call purchases and High IV Rank is considered a strong bullish indication.
Bullish Calls $Notional
% Bullish Sentiment: Percent of Total Trading Dollar Notional Value for the current trading day which are Bullish calls.
Bullish Call Volume
Bullish Call Volume: Percent of Total Contracts for the current trading day which are Bullish calls.
Bullish Trade Count
Bullish Trade Count: Percent of total trade count that are considered Bullish trades, without adjusting for contract size of each trade. Provides an indication of how many traders are bullish 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 Bullishness 70% 97.9% 23.0% 79.4% 87% 64% $92,365 98% 2,010 2% $116,297 1,142
Shift from Bearish to Bullish 61% 93.1% 55.2% 64.3% 62% 29% $93,990 99% 585 1% $146,177 525
Increasing Bullishness 60% 96.7% 96.0% 38.1% 31% 39% $80,880 99% 550 1% $212,470 515
Increasing Bullishness 60% 92.3% 80.6% 45.6% 49% 31% $231,430 90% 25,365 10% $507,150 3,508
Shift from Bearish to Bullish 60% 80.2% 93.3% 52.9% 55% 16% $62,540 96% 2,390 4% $118,306 844
Increasing Bullishness 59% 96.3% 92.0% 34.4% 37% 37% $109,690 84% 21,035 16% $319,323 1,342
Increasing Bullishness 59% 97.6% 31.3% 50.6% 47% 67% $63,075 100% 150 0% $124,697 636
Increasing Bullishness 56% 78.8% 97.2% 33.1% 34% 35% $233,740 92% 21,510 8% $705,396 2,045
Bullish 55% 81.2% 28.2% 70.6% 62% 31% $313,140 95% 18,115 5% $443,478 2,624
Increasing Bullishness 54% 69.3% 93.3% 41.8% 33% 32% $217,675 100% 320 0% $520,756 539
Increasing Bullishness 53% 48.5% 100.0% 46.4% 39% 33% $588,175 91% 60,310 9% $1,267,770 1,328
Increasing Bullishness 53% 90.3% 78.6% 39.3% 35% 23% $134,465 95% 7,625 5% $342,238 852
Shift from Bearish to Bullish 52% 93.5% 76.9% 34.7% 33% 21% $72,405 96% 2,824 4% $208,486 2,454
Increasing Bullishness 52% 82.0% 2.4% 66.6% 52% 56% $162,190 100% 0% $243,459 1,407
Increasing Bullishness 51% 97.7% 79.0% 33.7% 23% 22% $135,625 100% 110 0% $402,847 1,318
Increasing Bullishness 50% 93.0% 48.8% 41.5% 39% 29% $930,560 98% 19,980 2% $2,241,140 3,022
Increasing Bullishness 49% 88.9% 74.2% 31.9% 22% 30% $187,091 99% 2,686 1% $586,859 1,423
Increasing Bullishness 49% 81.6% 86.1% 28.4% 22% 28% $1,177,300 91% 121,700 9% $4,152,410 7,390
Increasing Bullishness 49% 43.6% 51.0% 57.4% 49% 44% $219,695 96% 9,950 4% $382,690 2,018
Increasing Bullishness 49% 82.1% 96.4% 26.4% 22% 16% $284,165 90% 30,950 10% $1,077,040 1,730

Note:

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

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

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

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

Bullish: Signal that the order flow on the day is bullish
Conditions

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

Wait, Before You Leave...