SOFISoFi Technologies, Inc. Common Stock
Options Analysis Report•FINANCE SERVICES
Market Cap $19.6B|NASDAQ
● 2026-07-30$15.25
BULLISH
Analysis: 2026-07-29 EOD data
1Y -30.3%YTD -44.5%7D -8.4%
Options Vol
802,674
30D
Implied Move
±27.3%
IV Rank
100%
SOFI Options Overview
IV is elevated with bullish flow and unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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SOFI Gamma Walls
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Value
Is IV priced right?
0.7
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks1/9 checks passed
IV Rank
≤35%IV Rank 84.2% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.78x — IV premium over HV
Sector Relative≤50%
Sector percentile 91% — above sector median
Term Structure
<1.1xFront/Back 3.91x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 95.3% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 105.9% (ATM 95.3% + spread 5.3% + bias) — expensive
Execution Efficiency
<3.0%Total drag 10.08% (spread 5.28% + slippage 4.80%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.00 (vega 0.000 / spread 5.28%) — spread drag
Sentiment
Bullish or bearish?
6.4
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: -3%, Raw: -2%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -3% (neutral) — Raw: -2%
OI Skew Magnitude
≥15%|OI skew| 36.8% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +43.8%, OI skew +36.8% — aligned
Conviction Quality
≥2/3 conditions0-DTE 36%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -2%, ATM: -8%, OTM: -1% — neutral (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 18% — very bullish vs sector
Activity
Unusual activity?
6.5
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks4/9 checks passed
Volume Surge
≥1.5xVolume 2.1x avg — hot
Turnover Rate
≥15%Vol/OI 19.5% — high turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +1.4% (5d) — stable
Sector Relative≥60%
Sector activity percentile 91% — very active vs sector
Trade Quality
≥30%Large trade volume 28% — mixed
Execution Urgency
≥60%Aggressive execution 66% — urgent
Flow Conviction
≥30Conviction -3 (bearish) — mixed
Liquidity
Can I trade efficiently?
6.6
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 5.3% — wide
Adequate OI
≥10,000OI 4,123,187 — deep
Active Volume
≥500Volume 802,674/day — active
Reasonable Cost
≤$0.50$0.26 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 93% — much wider than sector
Order Book Depth
≥100 contractsDepth 1,184.2 contracts (bid:547.5 ask:636.7) — deep
Execution Quality
<1.0%Avg slippage 4.80% — poor
Timing
Is now a good time?
6.9
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +290.9% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 84% — seller opportunity
Event Detection
≥10pts kinkIV kink 164.9pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1.00 — favors mixed
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -3% @ 52% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 58 (ITM 20% + inst 28%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls4.5
bullishIV expensive, bullish flow
Long Puts3.5
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put8.0
bullishIV rich premium, bullish flow
Covered Call6.4
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.