NEW Tour v246
EXC
EXELON CORP
$46.62 -1.12%
$46.88 (+0.56%)🌙
as of 06/30 06:25 PM
6/30 18:25

Option Volume

Detail
Current (06/30) 549
Calls: 530 (97%)
Puts: 19 (3%)
Prior (06/29) 948
Calls: 885 (93%)
Puts: 63 (7%)
Current vs Prior -42.09%
Calls: -40.11% (Calls)
Puts: -69.84% (Puts)
Prior 7-Day Total 17,121
Calls: 15,554 (91%)
Puts: 1,567 (9%)
Prior 7-Day Average 2,445
Calls: 2,222 (91%)
Puts: 223 (9%)
Current vs Prior 7-Day Avg -77.55%
Calls: -76.15%
Puts: -91.51%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/30) $76.7K
Calls: $75.1K (98%)
Puts: $1.5K (2%)
Prior (06/29) $56.2K
Calls: $52.6K (93%)
Puts: $3.7K (7%)
Current vs Prior +36.35%
Calls: +42.92%
Puts: -58.02%
Prior 7-Day Total $961.6K
Calls: $818.0K (85%)
Puts: $143.6K (15%)
Prior 7-Day Average $137.4K
Calls: $116.9K (85%)
Puts: $20.5K (15%)
Current vs Prior 7-Day Avg -44.18%
Calls: -35.70%
Puts: -92.51%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/30) 0.04
Prior (06/29) 0.07
Current vs Prior -49.64%
Prior 7-Day Average 0.11
Current vs Prior 7-Day Avg -68.45%
Sentiment BULLISH

Open Interest

Detail
Current (06/30) 15,758
Calls: 13,588 (86%)
Puts: 2,170 (14%)
Prior (06/29) 6,092
Calls: 3,754 (62%)
Puts: 2,338 (38%)
Current vs Prior +158.67%
Prior 7-Day Total 117,292
Calls: 81,007 (69%)
Puts: 36,285 (31%)
Prior 7-Day Average 16,756
Calls: 11,572 (69%)
Puts: 5,183 (31%)
Current vs Prior 7-Day Avg -5.96%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 4.57% | 7.57%
Prior 4.92% | 8.02%
Current vs Prior -7.15% | -5.55%
Prior 7-Day Avg 5.18% | 7.97%
Current vs 7-Day Avg -11.80% | -5.02%
Prior 7-Day Eod 4.92% | 8.02%
Current vs 7-Day Eod -7.15% | -5.55%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 25.01% | 19.51%
Calls: 25.51% | 19.35%
Puts: 24.51% | 19.66%
Prior 25.01% | 19.51%
Calls: 25.51% | 19.35%
Puts: 24.51% | 19.66%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 27.92% | 45.93%
Calls: 23.47% | 34.81%
Puts: 32.36% | 57.05%
Current vs 7-Day Avg -10.42% | -57.52%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 98% of dollar volume in calls ($75.1K) vs puts ($1.5K). Below-average activity with volume down 42% vs prior. Extreme bullish P/C ratio of 0.04 - heavy call buying (530 calls vs 19 puts). P/C ratio dropping 50% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 9.0%, best 9.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.00Jul 172.652.90$2.789.0%70.8997
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.32, cheapest $0.32)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Jul 170.300.35$0.3215.6%50.27--
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 4 found (avg delta 0.72, highest 0.89)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.00Jul 172.652.90$2.789.0%70.8997
$45.00Jul 171.602.05$1.8324.6%320.80204
$46.00Jul 171.151.30$1.2312.2%20.641.8K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Jul 170.801.00$0.9022.2%30.5646

Most actively traded options today. High liquidity = easy entry/exit. 9 active (total vol 84, top 32)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 171.602.05$1.8324.6%320.80204
$47.00Jul 170.550.70$0.6323.8%230.441.1K
$44.00Jul 172.652.90$2.789.0%70.8997
$49.00Jul 170.100.15$0.1338.5%60.137.1K
$48.00Jul 170.300.35$0.3215.6%50.27--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 170.150.30$0.2268.2%50.202.1K
$47.00Jul 170.801.00$0.9022.2%30.5646
$46.00Jul 170.350.60$0.4852.1%10.36--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. -- strikes (avg --%, max --%)

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 6 found (best R:R 4.26, avg 2.01)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$48.00$49.00Jul 17$0.19$0.81$0.194.26$48.19
$47.00$48.00Jul 17$0.31$0.69$0.312.23$47.31
$45.00$46.00Jul 17$0.60$0.40$0.600.67$45.60
$46.00$47.00Jul 17$0.60$0.40$0.600.67$46.60
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$46.00$45.00Jul 17$0.26$0.74$0.262.85$45.74
$47.00$46.00Jul 17$0.42$0.58$0.421.38$46.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 1.50, avg 0.79)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$46.00Jul 17$0.60$0.60$0.401.50$45.60
$46.00$47.00Jul 17$0.60$0.60$0.401.50$46.60
$47.00$48.00Jul 17$0.31$0.31$0.690.45$47.31
$48.00$49.00Jul 17$0.19$0.19$0.810.23$48.19
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$47.00$46.00Jul 17$0.42$0.42$0.580.72$46.58
$46.00$45.00Jul 17$0.26$0.26$0.740.35$45.74

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. -- found (avg debit $--, cheapest $--)

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 3.28% of stock, avg 3.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$47.00Jul 17$0.63$0.90$1.53$45.47$48.533.28%
$46.00Jul 17$1.23$0.48$1.71$44.29$47.713.67%
$45.00Jul 17$1.83$0.22$2.05$42.95$47.054.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 0.75% of stock, avg 1.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$49.00$45.00Jul 17$0.13$0.22$0.35$44.65$49.35
$48.00$45.00Jul 17$0.32$0.22$0.54$44.46$48.54
$49.00$46.00Jul 17$0.13$0.48$0.61$45.39$49.61
$48.00$46.00Jul 17$0.32$0.48$0.80$45.20$48.80
$47.00$45.00Jul 17$0.63$0.22$0.85$44.15$47.85
$47.00$46.00Jul 17$0.63$0.48$1.11$44.89$48.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 1.56, avg credit $0.54)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
46/4748/49Jul 17$0.61$0.391.56$46.39$48.61
45/4647/48Jul 17$0.57$0.431.33$45.43$47.57
45/4648/49Jul 17$0.45$0.550.82$45.55$48.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 7.33, cheapest $0.12)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$47.00$48.00$49.00Jul 17$0.12$0.887.33
$46.00$47.00$48.00Jul 17$0.29$0.712.45
$44.00$45.00$46.00Jul 17$0.35$0.651.86
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$45.00$46.00$47.00Jul 17$0.16$0.845.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 4 found (best net $-0.06, 3 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$45.00$46.001:2Jul 17-$0.63$0.37
$44.00$45.001:2Jul 17-$0.88$0.12
$48.00$49.001:2Jul 17$0.06$0.94
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$47.00$46.001:2Jul 17-$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.18%, avg 0.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$47.00Jul 17$0.550.440.8%1.18%1.99%231.1K
$48.00Jul 17$0.300.273.0%0.64%3.60%5--
$49.00Jul 17$0.100.135.1%0.21%5.32%67.1K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 530
Total Puts 19
Put/Call Ratio 0.04
Net Difference 511

Prior's Put/Call Breakdown

Total Calls 885
Total Puts 63
Put/Call Ratio 0.07
Net Difference 822

Prior 7-Day Put/Call Summary

Total Calls 15,554
Total Puts 1,567
Average Put/Call Ratio 0.11
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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