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 Theta Report
Analysis based on market close April 8, 2026

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

You are viewing an older report from April 8, 2026. A newer theta report is available for May 26, 2026.

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Theta Verdict

Attractiveness8 / 10
Sizing: Moderate
Primary: Defined-risk put spreads (sell put spreads near $16/$15 short-dated expirations)
Invalidation: Close below $15.00 (gamma flip ~$15) — price action and dealer behavior change below this level
Confidence:
7.5 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -0.5 spot 3.1% from MP (pre-computed)

IV Environment

IV Regime
High
IV vs VIX
Avg IV 72.9% vs VIX (not provided) — IV is elevated (Avg IV 72.9%)
Favorable?
Yes

Term structure: Front-week IV is elevated (2d ATM 68.2%; 9d/16d ~59-60%) with a lift into the 3-6 week window (23d ATM 74.5%). This creates rich short-week and 30D premium pockets; weekly defined-risk spreads are appropriate.

💰Avg IV 72.9% — rich premium for sellers; use defined-risk spreads and wings to collect theta.
📈IV term shows a bump into ~23d (ATM 74.5%) — good 30-45 DTE opportunities as well as aggressive weekly defined-risk trades.

Pin Risk Assessment

Spot vs MP: Above (spot $16.49 vs max pain $16.00 on 2026-04-10; MP trend rising to $17 on later expirations)

GEX regime: Pinning (GEX +$95.6M concentrated at nearby strikes: +$29.7M at $17.00, +$26.2M at $16.50)

Gamma flip: ~$15.00Gamma flip near ~$15 — below $15 dealers switch to negative gamma behavior and downside acceleration risk increases.

OI concentrations: Call walls at $22 (89,153 OI) and $19 (88,847 OI); put floor concentrated at $15.00 (71,340 OI) and $16.00 (56,875 OI). Strong pin magnets at $16.50 and $17.00.

Verdict: Favorable — strong pinning (positive GEX) creates magnetic effect toward $16.5-$17 which supports short-dated credit positions, provided price stays above the ~$15 gamma flip.

Premium Opportunities

#1
put spread
Sell $16 / Buy $15 put spread 2026-04-17 (9 DTE)
High IV + pinning (GEX concentrations at $16.50/$17) — short-dated defined-risk put spread captures rich front-week premium while staying inside the dealer pin range. Uses weekly defined-risk spread which is appropriate in this high-IV environment.
Credit: $0.22-$0.24
Max loss: $0.78
BE: $15.78
Mgmt: Take profit at 65% of max credit collected (~$0.08 residual or better); roll down and out if price closes below $16 to the next weekly with reduced risk; close/flip if price < $15.50 intraday or below gamma flip ~$15.
#2
iron condor (defined-risk)
Sell $17C / Buy $18C and Sell $15P / Buy $14.50P 2026-04-17 (9 DTE)
Front-week iron condor collects both elevated call and put premium while benefiting from the pinning regime (GEX + at 16.50/17.00). Short strikes sit near max pain and OI clusters, improving probability of decay inside the wings.
Credit: $0.30-$0.36
Max loss: $0.64
BE: 15.70 / 17.36
Mgmt: Take profit at 50-65% of max available; tighten or close if spot tests either short strike (close the side being tested); if spot falls below $15.00 (gamma flip) close both sides.
#3
covered call
Buy stock $16.49 and Sell $17.50 call 2026-04-24 (16 DTE)
Pinning toward $17 and rising max pain (next week expirations centered at $17) make selling near-the-money short-dated calls attractive for income while owning the stock. Call OI cluster at $17 and GEX magnets create higher chance of assignment near $17 short-dates.
Credit: $0.22-$0.28
Max loss: Stock downside minus collected premium (unlimited down to zero)
BE: $16.21
Mgmt: Close for 50-75% of max profit if stock rallies toward $17.50; if stock falls below $15.50 consider buyback of calls to avoid assignment or roll down to a lower strike same or later expiry; avoid holding through a close below gamma flip ~$15.
#4
put spread (slightly wider, multi-week)
Sell $15 / Buy $14 put spread 2026-04-24 (16 DTE)
Provides a lower-put floor trade to collect premium further down the put-side while staying inside the expected 2-week range ($14.86 - $18.12). Good as a lower-probability, higher-protection alternative to selling naked puts.
Credit: $0.12-$0.18
Max loss: $0.88
BE: $14.88
Mgmt: Take profit at 60% of max credit; roll out/widthen if price grinds toward $15; cut losses or close if price closes below $15.00 (gamma flip/put floor).

Risk Alerts

!Gamma flip at ~$15.00 — below this point dealer behavior flips and downside can accelerate; exit or reduce short-dated credit below this level.
!Max pain and GEX magnets concentrated at $16.50-$17.00 — positions betting on pin should be managed if price moves away quickly (fast rallies can test call strikes).
!Earnings scheduled 2026-04-28 and 2026-04-29 (within 3 weeks) — avoid naked short options across earnings; favor defined-risk or close before the event.
!IV is elevated (Avg IV 72.9%) but term bump into ~23d (ATM 74.5%) — weekly defined-risk trades are acceptable; be cautious selling naked beyond 30-45 DTE without hedges.
!Unusual activity: concentrated May 01 $17 puts (OI 1,554, Vol 10,290) — watch for institutional directional positioning into early May which could skew flows.
How to Use These Reports
This theta reflects the market close on April 8, 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.

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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.