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SOFI

SoFi Technologies, Inc.Close $16.77EOD only
Max Pain
$16.00
Next expiry Nov 6, 2026
Expected Move
±$0.83
5.0% from close
Price Gap
-0.77
Distance to max pain
IV Rank
2
Low premium
P/C OI
0.51
Slightly call-heavy
Consensus
8.0/10
Bullish tilt
Published snapshot: Nov 3, 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
Nov 3, 2026 close
SOFI Theta Report
Analysis based on market close June 16, 2026
DirectionalTheta GangFlowEarningsConsensus

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

You are viewing an older report from June 16, 2026. A newer theta report is available for June 26, 2026.

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Theta Verdict

Attractiveness8 / 10
Sizing: Moderate
Primary: Short Put Spread
Invalidation: Spot breaks below $15
Confidence:
8 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 18.1% from MP; +1 VIX 16

IV Environment

IV Regime
High
IV vs VIX
Avg IV 83% vs VIX 16.4; ratio ~5, extremely high.
Favorable?
Yes

Term structure: Front-end 2d IV 58.6% skewed, 10-16d ~55%, longer-term ~64%; event-driven spike.

📈Rich IV (83%) vs VIX 16.4; premium selling attractive with bullish flow.

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+162.3M)

Gamma flip: ~$15.00 — Approx — based on put OI concentration of 77,594 (15.3% below spot)

OI concentrations: Put OI dense $15-$16; Call wall $20-$25. Max pain: $15 (2d), $17 (10d, 16d).

Verdict: Spot above max pain; pin risk near $17, but 2d expiry pin at $15. GEX +$162M supports.

Premium Opportunities

#1
Put credit spread
Sell 2026-07-17 $16.00/$14.00 put spread
Expresses bearish-to-neutral theta edge via short put spread.
Credit: $0.30-$0.36
Max loss: $1.64
BE: $15.64
Mgmt: Manage if spot approaches $16; roll or close.
#2
Cash-secured put
Sell 2026-07-24 $16.00 cash-secured put
Expresses bullish theta edge via cash-secured put.
Credit: $0.50-$0.61
Max loss: $15.39
BE: $15.39
Mgmt: Manage if spot drops below $16; consider assignment.

Risk Alerts

!Short-dated (2d) IV extreme (call/put IV >270%); avoid naked premium.
!Spot 18.1% above max pain $15 for 2d expiry; mean reversion risk.
How to Use These Reports
This theta reflects the market close on June 16, 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.