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SOFI

SoFi Technologies, Inc.Close $19.43EOD only

Max Pain

$17.00

Next expiry Apr 24, 2026

Expected Move

±$1.18

6.1% from close

Price Gap

-2.43

Distance to max pain

IV Rank

100

High premium

P/C OI

0.53

Slightly call-heavy

Consensus

6.0/10

Bullish tilt

Published snapshot: Apr 17, 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

Apr 17, 2026 close

SOFI Flow Report

Analysis based on market close April 20, 2026

Directional Theta Gang Flow Earnings Consensus

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

Flow Verdict

Confidence:

7.5 / 10

base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 11.4% from MP; +0.5 VIX 19

Watch next session: Monitor 2026-04-24 short-dated put expiries and volume; Track GEX shift and MP vs spot moves; Watch unusual high-IV long-dated call prints for flow reversal

Flow Summary

Net premium: +$12.7M bullish

P/C volume ratio: 0.66

P/C OI ratio: 0.52

Flow is net bullish: strong positive GEX and dex buying create pinning pressure despite elevated VIX and concentrated short-dated puts; risk remains if puts repriced or GEX erodes near expiries.

Notable Prints

SOFI 2026-04-24 $19.00 Put

Vol: 24,055

OI: 3,756

Vol/OI: 6.4x

IV: 55.1%

Notional: ~$674K

Intent: near-dated downside hedge/short position

Dual read: buyer-initiated protection vs dealer sell-to-open

Read-through: pressure ~19 strike, increases pinning

SOFI 2026-05-01 $24.50 Call

Vol: 324

OI: 100

Vol/OI: 3.2x

IV: 82.4%

Notional: ~$3K

Intent: speculative long call

Dual read: directional buy vs low-liquidity sweep

Read-through: limited flow, noisy

SOFI 2026-04-24 $17.50 Put

Vol: 5,192

OI: 2,607

Vol/OI: 2.0x

IV: 66.8%

Notional: ~$26K

Intent: near-dated downside hedge

Dual read: protective buy vs dealer sell

Read-through: adds pinning below 18

SOFI 2026-08-21 $2.00 Call

Vol: 804

OI: 398

Vol/OI: 2.0x

IV: 635.2%

Notional: ~$1.4M

Intent: deep-speculative long

Dual read: lottery buy vs complex leg

Read-through: tiny strike, tail exposure

SOFI 2026-05-01 $20.00 Put

Vol: 4,664

OI: 2,464

Vol/OI: 1.9x

IV: 84.0%

Notional: ~$662K

Intent: short-term downside hedge

Dual read: buyer protection vs directional bet

Read-through: adds weight ~20

Institutional Positioning

Call additions: Concentrated call buying near 20–24.5 strikes (near-term expiries); some deep OTM calls for directional/synthetic exposure.

Put additions: Heavy put flow at 17.5–20 strikes, large short‑dated put prints (4/24, 5/01) suggesting downside protection or directional bearish hedges.

GEX/DEX consistency: GEX +$140M and DEX +123M shares are consistent with recent call-heavy flow but alignment is probabilistic and sensitive to short‑dated expiry prints and dealer hedging actions.

OI clusters: Largest OI cluster ~23% below spot (~70.7k puts) at 17.5–20; call OI concentrated ~20–24.5.

Hedging evidence: Collar-like structure: short-dated puts + call selling/rolls; elevated IV on puts supports hedging demand.

Max pain context: Max Pain below spot (~11%); short-dated pinning pressure is possible but not certain and depends on expiry flow and dealer rebalancing.

Signal vs Noise

~Signal: large short‑dated put prints (4/24, 5/01) and OI cluster imply meaningful hedging/pinning potential, conditional on follow‑through.

~Signal: GEX/DEX positive values support call-side liquidity but effect is probabilistic and expiry‑sensitive.

~Noise: small volume deep‑OTM long calls with extreme IV likely flow/noise or illiquid directional bets.

~Noise: isolated low‑OI call prints vs concentrated put blocks.

Key Conclusions

📌Dealers may delta‑hedge short‑dated put blocks and could contribute to pinning near lower strikes depending on expiry flow.

⚖️Net flow skews bullish but institutional hedges keep downside risk elevated until short‑dated expiries resolve.

How to Use These Reports

This flow reflects the market close on April 20, 2026.

What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.