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SOFI

SoFi Technologies, Inc.Close $17.84EOD only
Max Pain
$18.00
Next expiry Sep 4, 2026
Expected Move
±$0.57
3.2% from close
Price Gap
+0.16
Distance to max pain
IV Rank
3
Low premium
P/C OI
0.50
Slightly call-heavy
Consensus
8.0/10
Bullish tilt
Published snapshot: Sep 2, 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
Sep 2, 2026 close
SOFI Theta Report
Analysis based on market close June 4, 2026
DirectionalTheta GangFlowEarningsConsensus

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

You are viewing an older report from June 4, 2026. A newer theta report is available for June 26, 2026.

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Theta Verdict

Attractiveness8 / 10
Sizing: Aggressive
Primary: Short puts near $16 support
Invalidation: Break below $15 gamma flip
Confidence:
9 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); +1 spot 0.9% from MP; +1 VIX 15

IV Environment

IV Regime
High
IV vs VIX
Avg IV 79.6% vs VIX 15.4, 5.2x premium
Favorable?
Yes

Term structure: Upward sloping; OTM call IV spikes to 186% in 2W expiry

📈IV 5.2x VIX, extreme premium selling opportunity
🛡️Positive dealer GEX $103.8M, bullish flow
🎯Max pain $17/16/15 for 1d/1w/2w

Pin Risk Assessment

Spot vs MP: At

GEX regime: Pinning ($+103.8M)

Gamma flip: ~$15.00 — Approx — based on put OI concentration of 77,622 (12.5% below spot)

OI concentrations: Put OI heavy at $15 (77,622, 12.5% below); call wall $20-$25

Verdict: Moderate pin risk; max pain $17 (1d) and $16 (1w) above spot, put concentration at $15 acts as floor

Premium Opportunities

#1
Put credit spread
Sell 2026-07-17 $16.00/$15.00 put spread
Sell $16/$15 put spread to capture high IV premium with limited downside.
Credit: $0.28-$0.35
Max loss: $0.65
BE: $15.65
Mgmt: Close at 50% profit or if SOFI breaks below $16.
#2
Cash-secured put
Sell 2026-07-17 $16.00 cash-secured put
Sell $16 cash-secured put to earn premium and potentially buy shares at discount.
Credit: $0.70-$0.86
Max loss: $15.14
BE: $15.14
Mgmt: Monitor for assignment; if price drops below $15, consider rolling down.

Risk Alerts

!High IV may attract sellers; crowding risk.
!Gamma flip at $15; violation triggers dealer hedging.
!OTM call IV spike suggests potential short squeeze risk.
How to Use These Reports
This theta reflects the market close on June 4, 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.