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Stocks with Top Bullish Sentiment Based on Option Order Flow

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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 % Notional Notional % Notional Notional Contracts
Increasing Bullishness 88% 100.0% 58.5% 97.0% 96% 88% $62,600 100% 0% $64,565 1,291
Increasing Bullishness 81% 92.8% 87.4% 84.9% 83% 59% $314,770 97% 9,985 3% $370,749 2,104
Increasing Bullishness 78% 99.6% 86.6% 71.2% 71% 62% $198,680 100% 0% $278,948 878
Increasing Bullishness 73% 91.4% 95.3% 57.6% 68% 52% $167,745 97% 4,530 3% $291,320 1,383
Shift from Bearish to Bullish 71% 98.7% 86.6% 61.0% 63% 44% $60,410 99% 900 1% $99,079 873
Increasing Bullishness 68% 87.2% 85.3% 63.7% 63% 41% $89,531 92% 8,105 8% $140,573 2,115
Increasing Bullishness 66% 86.0% 95.6% 59.0% 59% 29% $122,525 100% 500 0% $207,524 821
Increasing Bullishness 66% 94.3% 90.5% 48.4% 59% 36% $63,605 82% 13,910 18% $131,415 947
Shift from Bearish to Bullish 63% 88.6% 65.6% 58.9% 59% 41% $270,685 86% 45,680 14% $459,813 740
Increasing Bullishness 62% 89.2% 70.0% 59.5% 57% 36% $321,052 97% 11,006 3% $539,232 12,618
Increasing Bullishness 60% 98.2% 10.3% 68.1% 68% 57% $208,080 99% 1,380 1% $305,389 1,246
Increasing Bullishness 60% 96.8% 70.8% 48.9% 48% 37% $110,105 99% 1,015 1% $225,344 3,250
Increasing Bullishness 59% 74.0% 85.0% 54.8% 53% 31% $164,270 89% 21,340 11% $299,576 617
Shift from Bearish to Bullish 57% 78.0% 96.0% 29.8% 33% 46% $241,410 88% 33,900 12% $810,658 1,353
Increasing Bullishness 56% 90.1% 94.9% 44.6% 44% 9% $84,665 96% 3,465 4% $189,891 671
Bullish 56% 82.3% 93.3% 44.9% 35% 25% $390,635 96% 16,455 4% $870,067 1,343
Increasing Bullishness 56% 92.3% 60.5% 51.4% 46% 30% $545,205 95% 27,100 5% $1,060,430 6,752
Increasing Bullishness 55% 99.3% 36.4% 49.7% 49% 42% $312,945 100% 0% $629,954 1,057
Increasing Bullishness 54% 80.0% 81.0% 53.2% 42% 16% $81,225 96% 2,995 4% $152,574 811
Increasing Bullishness 54% 39.2% 45.1% 63.8% 58% 66% $158,630 100% 0% $248,790 973

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)

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