Top Option Order Flow Bearish Sentiment Report

Based on actual option trade volume, this feature produces a list of stocks with high Bearish indicators. The trade volume was converted to delta volume in order to approximate the amount of sell side imbalance in stock shares.

Order flow sentiment is a unique technical indicator of market momentum based on the analysis of actual investor options trading data. The theory is based on the belief that investors "bet" on market direction given their willingness to purchase puts at the high end of the bid/ask dealer spread. By breaking down the overall market sentiment (based on actual options trades), investors obtain valuable forward-looking insight on trending opinions of the market direction.