Submitted by mytendies t3_11ed3ul in wallstreetbets
Most Bearish
These stocks and put options are the most directionaly bearish. Directional bias ranges from -100 (bearish) to +100 (bullish). It accounts for RSI, trend, moving averages and put/call skew over the past 4 weeks. Fade the recent bearish action by selling high premium puts or get long with puts with low put premiums.
stock | put_iv | directional_bias | historical_move | priced_down_move | price_effeciency | put_premium |
---|---|---|---|---|---|---|
PXD | 39.0 | -56.0 | 23.61 | 22.95 | 69.31 | -0.66 |
U | 81.0 | -44.0 | 68.37 | 47.67 | 8.54 | -20.70 |
W | 88.0 | -42.0 | 80.14 | 51.79 | 12.13 | -28.35 |
DVN | 41.0 | -36.0 | 31.29 | 24.13 | 7.36 | -7.16 |
STX | 40.0 | -32.0 | 20.07 | 23.54 | 18.63 | 3.47 |
HD | 27.0 | -30.0 | 20.66 | 15.89 | 8.07 | -4.77 |
KO | 18.0 | -29.0 | 8.14 | 10.59 | 14.99 | 2.45 |
BABA | 46.0 | -29.0 | 22.13 | 27.07 | 8.25 | 4.94 |
MO | 25.0 | -25.0 | 14.96 | 14.71 | 20.31 | -0.25 |
XLE | 31.0 | -24.0 | 16.37 | 18.24 | 10.00 | 1.87 |
XLE | 31.0 | -24.0 | 16.37 | 18.24 | 9.62 | 1.87 |
NEM | 35.0 | -24.0 | 18.80 | 20.60 | 14.53 | 1.80 |
QCOM | 36.0 | -20.0 | 18.33 | 21.19 | 6.88 | 2.86 |
PEP | 18.0 | -20.0 | 8.09 | 10.59 | 21.75 | 2.50 |
Cheap Puts
These put options offer the lowest ratio of bearish premium paid (IV) relative to historical volatility (HV). These options are priced expecting the underlying to move down significantly less than it has moved down in the past. Buy these puts.
stock | put_iv | directional_bias | historical_move | priced_down_move | price_effeciency | put_premium |
---|---|---|---|---|---|---|
TTD | 56.0 | 15.0 | 72.30 | 32.95 | 12.52 | -39.35 |
W | 88.0 | -42.0 | 80.14 | 51.79 | 12.13 | -28.35 |
RBLX | 67.0 | 2.0 | 62.47 | 39.43 | 10.60 | -23.04 |
U | 81.0 | -44.0 | 68.37 | 47.67 | 8.54 | -20.70 |
COIN | 109.0 | 4.0 | 82.38 | 64.14 | 6.72 | -18.24 |
BAX | 26.0 | 12.0 | 30.94 | 15.30 | 40.40 | -15.64 |
ROKU | 68.0 | 11.0 | 53.87 | 40.02 | 7.26 | -13.85 |
ABNB | 45.0 | 1.0 | 39.79 | 26.48 | 10.46 | -13.31 |
GOOGL | 32.0 | -7.0 | 30.19 | 18.83 | 4.54 | -11.36 |
GOOG | 32.0 | -10.0 | 29.93 | 18.83 | 15.36 | -11.10 |
NVDA | 52.0 | 11.0 | 41.20 | 30.60 | 2.48 | -10.60 |
EA | 21.0 | 2.0 | 22.49 | 12.36 | 18.33 | -10.13 |
DASH | 62.0 | -19.0 | 46.28 | 36.49 | 10.04 | -9.79 |
TWLO | 60.0 | 12.0 | 44.52 | 35.31 | 8.77 | -9.21 |
Kenz0Cree t1_jadbkfc wrote
Wow I havent seen a post like this in a long time. Good stuff thanks