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SOFI

SoFi Technologies, Inc.Close $16.55EOD only
Max Pain
$17.00
Next expiry Sep 25, 2026
Expected Move
±$0.48
2.9% from close
Price Gap
+0.45
Distance to max pain
IV Rank
1
Low premium
P/C OI
0.53
Slightly call-heavy
Consensus
8.0/10
Bullish tilt
Published snapshot: Sep 23, 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 23, 2026 close
SOFI Theta Report
Analysis based on market close June 25, 2026
DirectionalTheta GangFlowEarningsConsensus

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

You are viewing an older report from June 25, 2026. A newer theta report is available for June 26, 2026.

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Theta Verdict

Attractiveness9 / 10
Sizing: Moderate
Primary: Short Put
Invalidation: Spot breaks below $15 gamma flip or post-expiration volatility crush.
Confidence:
9 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); +0.5 spot 1.1% from MP; +0.5 VIX 19

IV Environment

IV Regime
High
IV vs VIX
Avg IV 70% vs VIX 18.9; premium elevated.
Favorable?
Yes

Term structure: 1d iv 49%, contango to 7d 56%; put skew pronounced (1d put 86% vs call 79%).

📈High IV (avg 70%) offers rich premium for sellers.
⚠️Put skew elevated near term; watch for volatility expansion.

Pin Risk Assessment

Spot vs MP: Below

GEX regime: Pinning ($+91.7M)

Gamma flip: ~$15.00 — Approx — based on put OI concentration of 71,043 (13.3% below spot)

OI concentrations: Call wall $19-$25; put floor $10-$15; max pain $18.

Verdict: High put OI below spot and proximity to max pain elevate pin risk.

Premium Opportunities

#1
Put credit spread
Sell 2026-07-17 $16.00/$15.00 put spread
Sell $16/$15 put spread for ⅓ width credit.
Credit: $0.21-$0.25
Max loss: $0.75
BE: $15.75
Mgmt: Exit before expiry or on price drop below $16.
#2
Cash-secured put
Sell 2026-07-31 $15.00 cash-secured put
Sell $15 put for elevated IV premium.
Credit: $0.45-$0.54
Max loss: $14.46
BE: $14.46
Mgmt: Roll down if spot holds; avoid assignment risk near earnings.

Risk Alerts

!Short-dated IV crash risk post-expiration; use defined-risk structure or exit before expiry.
!Gamma flip at $15; breakdown below invalidates bullish thesis and increases risk.
How to Use These Reports
This theta reflects the market close on June 25, 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.