Options/SOFI

SOFISoFi Technologies, Inc. Common Stock

Options Analysis Report•FINANCE SERVICES

Market Cap $22.4B|NASDAQ

● 2026-09-14$17.32

BULLISH

Analysis: 2026-09-11 EOD data

1Y -37.4%YTD -36.9%7D -4.9%

Options Vol

255,274

30D

Implied Move

±12.9%

IV Rank

SOFI Options Overview

IV is elevated with bullish flow and unusual activity. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for premium sellers

Learn

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SOFI Gamma Walls

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Value

Is IV priced right?

6.4

ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks6/9 checks passed

IV Rank

≤35%

IV Rank 72.2% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 0.91x — IV ≤ HV

Sector Relative≤50%

Sector percentile 81% — above sector median

Term Structure

<1.1x

Front/Back 0.77x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 48.2% — normal range

Spread-Adjusted Value

<80%

Effective IV 54.2% (ATM 48.2% + spread 3.0% + bias) — good value

Execution Efficiency

<3.0%

Total drag 7.55% (spread 3.02% + slippage 4.53%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 5.48 (vega 1.656 / spread 3.02%) — acceptable

Sentiment

Bullish or bearish?

6.5

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +0%, Raw: +0%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +0% (neutral) — Raw: +0%

OI Skew Magnitude

≥15%

|OI skew| 33.7% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +42.6%, OI skew +33.7% — aligned

Conviction Quality

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: -16%, ATM: +2%, OTM: +1% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 18% — very bullish vs sector

Activity

Unusual activity?

4.3

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed

Volume Surge

≥1.5x

Volume 0.8x avg — normal

Turnover Rate

≥15%

Vol/OI 6.2% — normal turnover

Multi-Day Persistence

≥2 days

1 day(s) elevated — may be one-day event

OI Build

≥5%

OI change +0.6% (5d) — stable

Sector Relative≥60%

Sector activity percentile 77% — active vs sector

Trade Quality

≥30%

Large trade volume 31% — institutional presence

Execution Urgency

≥60%

Aggressive execution 72% — urgent

Flow Conviction

≥30

Conviction +0 (bullish) — mixed

Liquidity

Can I trade efficiently?

7.1

IlliquidLiquid

Evaluates

bid-ask spreads

, volume depth, and open interest for trade execution quality.

Risk Checks5/8 checks passed

Tradeable Spread

≤5.0%

Spread 3.0% — acceptable

Adequate OI

≥10,000

OI 4,102,443 — deep

Active Volume

≥500

Volume 255,274/day — active

Reasonable Cost

≤$0.50

$0.15 to cross — cheap

Strike Coverage

≥5 strikes

4 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 86% — much wider than sector

Order Book Depth

≥100 contracts

Depth 1,666.4 contracts (bid:804.5 ask:861.9) — deep

Execution Quality

<1.0%

Avg slippage 4.53% — poor

Timing

Is now a good time?

6.9

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -23.3% — contango

IV Percentile Clarity

<30 or >70

IV percentile 72% — seller opportunity

Event Detection

≥10pts kink

IV kink -8.2pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 90.49 — favors income trades

Expiration Distribution

≥3 expirations

5 liquid expirations — flexible

Event Risk

≥60% (safe)

HIGH RISK: FOMC in 2d (HIGH)

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow +0% @ 50% consistency — unclear

Smart Money Timing

≥40 composite score

Score 61 (ITM 20% + inst 31%) — HIGH institutional

Directional Strategy Fit

Option Buyers

Long Calls6.9

bullishIV cheap, bullish flow

Long Puts5.5

bearishIV cheap, bullish flow

Premium Sellers

Cash-Secured Put5.8

bullishIV too cheap, bullish flow

Covered Call4.8

bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Sep 14, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on SOFI

SOFI gamma walls SOFI option chain SOFI max pain SOFI expected move SOFI IV rank SOFI put/call ratio SOFI options flow