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SOFI

SoFi Technologies, Inc.Close $17.98EOD only
Max Pain
$17.50
Next expiry Aug 14, 2026
Expected Move
±$0.67
3.7% from close
Price Gap
-0.48
Distance to max pain
IV Rank
1
Low premium
P/C OI
0.49
Slightly call-heavy
Consensus
8.0/10
Bullish tilt
Published snapshot: Aug 11, 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
Aug 11, 2026 close
SOFI Theta Report
Analysis based on market close May 14, 2026
DirectionalTheta GangFlowEarningsConsensus

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

You are viewing an older report from May 14, 2026. A newer theta report is available for June 26, 2026.

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Theta Verdict

Attractiveness8 / 10
Sizing: Moderate
Primary: Put credit spread
Invalidation: SOFI breaks below $15 support
Confidence:
9 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); +1 VIX 17

IV Environment

IV Regime
High
IV vs VIX
IV significantly elevated vs VIX (79% vs 17.3)
Favorable?
Yes

Term structure: Upward sloping; near-term skew extreme due to event risk

📈GEX +$34.8M positive, flow bullish
📌Max pain $16 across multiple expirations, pinning likely
⚠️IV skew high near expiration, event risk

Pin Risk Assessment

Spot vs MP: Below

GEX regime: Pinning ($+34.8M)

Gamma flip: ~$15.00 — Approx — based on put OI concentration of 79,189 (6.4% below spot)

OI concentrations: Put OI 79k at $15, Call wall $17-$24, Max pain $16

Verdict: Moderate pin risk; spot below max pain, dealer gamma positive supports drift up, but put floor at $15 if broken

Premium Opportunities

#1
Put credit spread
Sell 2026-06-12 $15.00/$14.00 put spread
Sell 2026-06-12 $15.00/$14.00 put spread to capture elevated premium with limited downside.
Credit: $0.22-$0.26
Max loss: $0.74
BE: $14.74
Mgmt: Close at 50% max gain or if SOFI breaks below $15 support; monitor earnings and gamma flip risk.

Risk Alerts

!Vol regime High: expect sharp moves
!Spot below max pain but bullish flow; watch for pinning to $16
!Gamma flip at $15; breakdown below invalidates thesis
How to Use These Reports
This theta reflects the market close on May 14, 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.