thetaOwl

SOFI

SoFi Technologies, Inc.Close $18.22EOD only
Max Pain
$16.00
Next expiry Jun 5, 2026
Expected Move
±$1.14
6.3% from close
Price Gap
-2.22
Distance to max pain
IV Rank
86
High premium
P/C OI
0.49
Slightly call-heavy
Consensus
8.5/10
Bullish tilt
Published snapshot: May 29, 2026 close
End-of-day snapshot

This page reflects SOFI options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
May 29, 2026 close
SOFI Directional Report
Analysis based on market close April 13, 2026

Historical consensus-supported lens with full content, report chain context, and metric rail.

You are viewing an older report from April 13, 2026. A newer directional report is available for May 26, 2026.

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Outlook

Neutral-to-bullish with a short-term magnet to $17 driven by strong positive GEX pinning and concentrated call flow; Confidence: 9.0/10 (base). Top supports: GEX +$80.5M concentrated at $17.00–$17.50, heavy call premium at $17 and $19, and Max Pain anchored at $17 across near expirations; conflict: very high ATM IV (Avg IV 72.5%) which widens tails and favors defined-risk structures over naked directional longs.

Confidence:
9 / 10
Base 9.0/10 per pre-computed: +80.5M GEX pinning, net premium +$9.7M bullish, spot 0.3% from MP; no overriding catalyst beyond scheduled earnings 4/28-29 which is outside the immediate pin window.
Supports: GEX concentrations at $17.00 (+$15.0M) and $17.50 (+$16.4M), put OI floor $15-$16 creating dealer buying below $15 (gamma flip ~$15).
Conflicts: Very high Avg IV 72.5% and elevated short-dated IV curve kink 52.7% (4d) -> 70.9% (18d) increases option costs; SPY/QQQ strength could pull SOFI higher but also compress vol.
📌GEX pin concentrated at $17.00 and $17.50 (combined +$31.4M) — strong short-term mean reversion pressure
💨Avg IV 72.5% with a mid-term ATM spike to 70.9% at 18d — selling premium captures rich term structure
🧭Max Pain flat at ~$17 across expirations — structural magnet over multi-week horizon

Regime Classification

Vol Regime
High
High: Avg IV 72.5% well above market VIX 19.12 — favors defined-risk credit strategies and protection for directional trades.
Gamma Regime
Pinning
Pinning: large positive GEX +$80.5M concentrated at $17.00-$19.00 forces dealer delta hedging that pins spot near $17; gamma flip at ~$15 creates a lower bound.
Flow Regime
Bullish
Bullish: Net premium +$9.7M, heavy call premium at $17/$17.50/$18/$19 indicates institutional buy-side leaning; P/C vol 0.42 supports call-heavy skew.
Spot vs Max Pain
At
At MP: spot $17.05 ≈ Max Pain $17 (4/17) and $16.50 (4/24) — increases probability of pin-through near-term expiries.
Thesis duration: Multi-week — MP remains ~ $17 across multiple expirations and GEX sign + pinning persists across near-term expirations (concentrations at $17/$17.5/$19 and consistent call flow), so prefer 30–45 DTE for core positions with weeklies for overlays.

Price Range Forecast

Next 2 weeks
$14.85$19.24
GEX concentration at $17.00/$17.50 and 4d EM [$16.21-$17.89] center action; breach <$16.21 would shift dealer hedging down.

Key Levels

Max pain pins: $17 (2026-04-17); $16 (2026-04-24); $17 (2026-05-01)
EM guardrails:
Support: $16.50 · $16.00 · $15.00
Resistance: $17.50 · $18.00 · $19.00
Gamma flip: ~$15.00Approx — based on put OI concentration of 71,305 (12.0% below spot)
Structural: Call OI wall $18-$25 will cap rallies; put floor $15-$16 forms structural downside support and marks gamma flip ~ $15 where dealer buying accelerates.

Dealer Positioning (GEX/DEX)

GEX: $+80.5M

DEX: +112.8M shares

Gamma flip: ~$15 (Approx — based on put OI concentration of 71,305 (12.0% below spot))

NTM gamma: Large positive near-the-money gamma centered at $17.00 (+$15.0M) and $17.50 (+$16.4M) means dealers will buy dips and sell rallies inside ~$15–$19; if spot drops ~2% to ~$16.70 dealers increase put-side hedges converting to stronger buying near $16.00–$15.00; if spot rises +2% to ~$17.40 hedges will require selling shares gradually, which mutes sharp rallies until $18+ where selling pressure from OI walls increases.

IV Analysis

IV vs VIX: Avg IV 72.5% >> VIX 19.12 — equity-specific vol rich; short-dated IV (4d ATM 52.7%) is lower than 18d ATM 70.9% indicating event/term spike mid-month.

Term structure: Inverted/humped: 4d 52.7% -> 11d 53.6% -> 18d 70.9% then slowly falls to ~62% at 66d — big mid-term kink (likely reflecting earnings/uncertainty around late April/May).

Skew: Skew: calls concentrated and put OI concentrated at $15-$16; mispriced opportunity: sell-later calendar/diagonal (sell 18d high-IV, buy longer-dated lower-IV) captures ~+17 vol-pt differential between 18d (70.9%) and 66d (62.1%) for select strikes.

Flow Analysis

Net premium: + $9.7M (bullish); P/C vol 0.42 indicates call-dominant execution.

Directional prints: 52.7 call 17 ATM/OTM 2026-04-17 — Heavy premium at $17 (Net $3,136,889 call vs $707,237 put) — could be buys (opening) or sellers (close); in context of net premium and rising OI, more consistent with call buys supporting bullish flow. 49.6 call 19 OTM 2026-04-24 — Large OI 91,807 at $19 with sizable volume suggests institutional positioning for upside hedge/levered calls; bought-call interpretation aligns with bullish flow.

Unusual: 55.7 put 16.5 OTM 2026-04-17 — SOFI260417P00016500: Vol=10,422 vs OI=4,100 (2.5x) — tactical protection or cheap long volatility across pin; could be bought protection (more likely given GEX pin and downside hedging).

Risks & Catalysts

!Gamma flip near ~$15 — a drop through $15 would flip dealer behavior and accelerate downside liquidity demand.
!Upcoming earnings 2026-04-28/29 outside immediate expiry but mid-term IV kink could repriced into May expirations.
!High Avg IV (72.5%) raises cost for buying directional exposure and increases risk of vol crush if market calm persists.
!Large concentrated call OI at $19 and $22 — sudden directional buying into those strikes could remove pinning and create gap risk.

Strategy Viability

StrategyEdgeBest SetupPrimary Risk
Long stockModerate-Weak
Buy SOFI stock $17.05
High IV/volatility risk; gap down through $15 gamma flip accelerant.
Short stockWeak
Not recommended — GEX pinning and dealer buy-the-dip hedge behavior
Dealer gamma buys near support will make shorting expensive.
Covered callModerate
Buy stock + sell 2026-05-01 $19.00 call
Loss above $19; IV crush reduces collected premium value.
Cash-secured put / put spreadModerate-Strong
Sell 2026-05-01 $16.00/$15.00 put spread
Break <$15 triggers gamma flip; max loss if assigned to $15.
Long call (directional)Moderate-Weak
Buy 2026-05-01 $19.00 call
High premium (IV 70.9%) — vol crush and time decay hurt if no move.
Long put / bear put spreadModerate-Weak
Buy 2026-05-01 $16.00/$15.00 bear put spread
Expensive protection due to high IV; limited if quick gap down exceeds breakeven.
Iron condorModerate-Strong
Sell 2026-05-01 $16.50/$15.00 put x $19.00/$20.50 call (defined-risk)
Tail breach beyond wings (spill through $15 or break $20.50) — IV can spike making adjustments pricey.
Calendar / diagonal (sell high-IV near leg)Strong
Sell 2026-05-01 $17.00 call (IV ~70.9%) buy 2026-06-18 $17.00 call (IV ~62.1%) — sell higher-IV near-term, buy lower-IV farther (+8.8 vol-pt edge)
Directional gap moves will hurt; requires theta decay on near leg and mean reversion into $17 pin.
PMCC / LEAPS diagonalModerate-Strong
Buy 2026-06-18 $15.00 call LEAP-like lot, sell 2026-05-01 $17.00 call (collect higher IV)
Assignment risk if sold call ITM; requires roll management and carries carrying cost.
Protective collarModerate
Long stock + buy 2026-05-01 $15.00 put + sell 2026-05-01 $19.00 call
Cap upside at $19; cost depends on put premium (high IV).

Top Plays

#1
Sell May 01 $16.00/$15.00 put spread
Sell 2026-05-01 $16.00/$15.00 put spread
Takes advantage of positive GEX pinning near $17, concentrated put floor at $15-$16, and elevated IV for decent credit; defined risk beneath gamma flip.
Credit: $0.35-$0.55
Max loss: $0.65
BE: $15.65
Mgmt: Take profit at 50–70% of credit; cut if spot < $15.25 or VIX spikes >+6 pts.
Defined-risk premium collectors who accept assignment.
#2
Sell May 01 $17 calendar (sell 18d, buy 66d)
Sell 2026-05-01 $17.00 call (IV ~70.9%) buy 2026-06-18 $17.00 call (IV ~62.1%)
Exploit 8.8 vol-pt differential and pinning at $17; near-term decay on sold leg with longer-term exposure limits directional gamma risk.
Credit: $0.30-$0.60
Max loss: Variable (long leg retains value)
BE: Neutral relative to spot; monitor carry
Mgmt: Close sold leg at 60%/roll out if spot > $18.00; cut if spot < $15.50.
Traders wanting income with limited directional bias; good for rollable income.
#3
Iron Condor May 01 — short premium around the pin
Sell 2026-05-01 $16.50/$15.00 put and $19.00/$20.50 call iron condor
Collects rich mid-term IV while using structural put floor $15 and call wall $19 as natural wings; benefits from GEX pinning to $17.
Credit: $0.90-$1.40
Max loss: $3.60
BE: Lower wing: 16.50 - credit; Upper wing: 20.50 + credit
Mgmt: Take 50–70% profit; adjust/roll if spot < $15.50 or > $20.00.
Accounts wanting defined-risk income with mid-term DTE.

Watchlist Triggers

Entry Triggers
IFIf spot trades and holds $17.00 for 30 minutesSell 2026-05-01 $16.00/$15.00 put spread
IFIf 18d ATM IV (2026-05-01) > 68% and 66d IV (2026-06-18) < 64%Sell 2026-05-01 $17.00 call and buy 2026-06-18 $17.00 call (calendar)
IFIf spot rallies to $18.00 and rejects within 2 sessionsSell 2026-05-01 $19.00/$20.50 call spread as part of iron condor
Exit Triggers
EXITIf VIX spikes to >25 (from 19.12) and spot < $16.50Exit all short premium (close put spreads and calendars)
EXITIf spot > $19.25 (upper 2-week EM)Take profits on iron condors and covered call positions

Tactical Summary

Primary thesis: multi-week mean reversion toward $17 supported by large positive GEX and persistent Max Pain; invalidation: sustained break below $15 (gamma flip) or sustained break above $19 (removal of pin). Regime favors short premium/defined-risk credit structures (put spreads, iron condors, calendars); top plays: sell May $16/$15 put spread (defined risk), sell $17 calendar (capture vol term kink), May iron condor for balanced income.
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This directional reflects the market close on April 13, 2026.
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