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

Comments

Kenz0Cree t1_jadbkfc wrote on February 28, 2023 at 4:52 PM

#2,111,951

Wow I havent seen a post like this in a long time. Good stuff thanks

mytendies OP t1_jadbpaa wrote on February 28, 2023 at 4:53 PM

#2,112,000

Replying to Kenz0Cree (#2,111,951)

np. it often gets downvoted lol

[deleted] t1_jadd0ro wrote on February 28, 2023 at 5:01 PM

#2,112,439

[removed]

ItsNotYourFault t1_jadkqrv wrote on February 28, 2023 at 5:50 PM

#2,114,860

Post reinstated. Thanks for being a good sport.

mytendies OP t1_jadl31a wrote on February 28, 2023 at 5:52 PM

#2,114,959

Replying to ItsNotYourFault (#2,114,860)

coo coo thanks. Should I use different flair for this? Other users told me it is not considered DD

ItsNotYourFault t1_jadlebq wrote on February 28, 2023 at 5:54 PM

#2,115,058

Replying to mytendies (#2,114,959)

I’ll reflair it to discussion. There’s a lot more flexibility

mytendies OP t1_jadlmad wrote on February 28, 2023 at 5:55 PM

#2,115,117

Replying to ItsNotYourFault (#2,115,058)

ok gracias!

BadWoodworking t1_jaduus4 wrote on February 28, 2023 at 6:53 PM

#2,118,053

What am I looking at lol

mytendies OP t1_jae05uf wrote on February 28, 2023 at 7:27 PM

#2,119,816

Replying to BadWoodworking (#2,118,053)

not trying to be an ass, but I get so confused by people's reaction to it. Can you honestly just read the sentences above each table and see if your confusion is resolved?
If you are still confused, let me know and I will explain it in a different way.

In short: the most bearish stocks (table one) and the cheapest puts (second table)

B3stAuD1t0rofA11tiME t1_jae1g2g wrote on February 28, 2023 at 7:35 PM

#2,120,221

Can you do the same with calls? That would be great.

BadWoodworking t1_jae1iad wrote on February 28, 2023 at 7:35 PM

#2,120,242

Replying to mytendies (#2,119,816)

I tried but don’t understand the column headers.

Cheapest puts but how far out are you looking at.

DiamondDustVIII t1_jae3sxg wrote on February 28, 2023 at 7:50 PM

#2,120,981

Good stuff, been waiting to see more of these.

mytendies OP t1_jae5msu wrote on February 28, 2023 at 8:01 PM

#2,121,602

Replying to DiamondDustVIII (#2,120,981)

I am trying... been stuck doing boring things past 30-40 days, but back on the grind now. Will keep posting if helpful! LMK if there is anything else that would make these more useful