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@senhsucht
SOFI
SOFI has had a huge multi-year rally but has pulled back recently. Realized volatility spiked, yet the options market is not pricing in extreme fear (IV is only modestly elevated and historically cheap). The price is below its statistical fair value. However, the system has just detected a potential regime shift (BOCPD 98.5%), even though order flow remains clean and the overall regime is still classified as MEDIUM. No automatic trade signals are firing right now the system is in "observe" mode.
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May 08, 2026 · 09:31 PM · 63 views
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@jheinrich06
jheinrich06
@jheinrich06 Options Monastery · May 21, 2026 · 03:07 PM
SOFI
This is an interesting analysis. My read of their fundamentals is that they're pretty overpriced still compared to their competitors in terms of P/E and P/Book values. An interesting approach I'd like to explore would be incorporating ratios relative to peers into a Markov state model. Not sure where to start though. May throw something at the wall and see what happens.
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