Tour v297
EXC
EXELON CORP
$47.57 +1.11%
$47.49 (-0.17%)🌙
as of 07/07 06:27 PM
7/7 18:27

Option Volume

Detail
Current (07/07) 771
Calls: 557 (72%)
Puts: 214 (28%)
Prior (07/06) 396
Calls: 311 (79%)
Puts: 85 (21%)
Current vs Prior +94.70%
Calls: +79.10% (Calls)
Puts: +151.76% (Puts)
Prior 7-Day Total 4,883
Calls: 3,782 (77%)
Puts: 1,101 (23%)
Prior 7-Day Average 697
Calls: 540 (77%)
Puts: 157 (23%)
Current vs Prior 7-Day Avg +10.53%
Calls: +3.09%
Puts: +36.06%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $107.9K
Calls: $77.7K (72%)
Puts: $30.2K (28%)
Prior (07/06) $47.4K
Calls: $42.6K (90%)
Puts: $4.7K (10%)
Current vs Prior +127.79%
Calls: +82.27%
Puts: +536.82%
Prior 7-Day Total $428.5K
Calls: $361.7K (84%)
Puts: $66.8K (16%)
Prior 7-Day Average $61.2K
Calls: $51.7K (84%)
Puts: $9.5K (16%)
Current vs Prior 7-Day Avg +76.21%
Calls: +50.32%
Puts: +216.27%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.38
Prior (07/06) 0.27
Current vs Prior +40.57%
Prior 7-Day Average 0.31
Current vs Prior 7-Day Avg +22.42%
Sentiment BULLISH

Open Interest

Detail
Current (07/07) 19,168
Calls: 16,511 (86%)
Puts: 2,657 (14%)
Prior (07/06) 10,769
Calls: 8,073 (75%)
Puts: 2,696 (25%)
Current vs Prior +77.99%
Prior 7-Day Total 94,415
Calls: 68,214 (72%)
Puts: 26,201 (28%)
Prior 7-Day Average 13,487
Calls: 9,744 (72%)
Puts: 3,743 (28%)
Current vs Prior 7-Day Avg +42.11%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 3.99% | 7.25%3.99% | 7.25%
Prior 4.21% | 7.35%4.21% | 7.35%
Current vs Prior -5.09% | -1.38%-5.09% | -1.38%
Prior 7-Day Avg 4.55% | 7.64%4.21% | 7.35%
Current vs 7-Day Avg -12.20% | -5.13%-5.09% | -1.38%
Prior 7-Day Eod 4.21% | 7.35%-- | --
Current vs 7-Day Eod -5.09% | -1.38%-- | --
Sentiment BULLISHBULLISH

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 27.04% | 35.69%
Calls: 25.95% | 29.41%
Puts: 28.13% | 41.97%
Current vs 7-Day Avg -7.51% | -45.34%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($77.7K). Massive premium surge with dollar volume up 128% vs prior. Dollar volume significantly above 7-day average (76% higher). Above-average activity with volume up 95% vs prior.

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 -- of results (avg --%, best --%)

No options available for this category

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 9 found (avg delta 0.70, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 217.208.70$7.9518.9%10.92--
$43.00Aug 214.805.70$5.2517.1%50.876
$46.00Jul 171.702.30$2.0030.0%70.811.8K
$46.00Aug 212.353.10$2.7327.5%20.7033
$47.00Jul 170.751.50$1.1366.4%80.681.1K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$49.00Aug 211.702.45$2.0836.1%490.6274
$48.00Jul 170.600.95$0.7745.5%220.5718
$48.00Aug 211.201.80$1.5040.0%540.5262

Most actively traded options today. High liquidity = easy entry/exit. 18 active (total vol 389, top 85)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$49.00Aug 210.651.35$1.0070.0%850.3839
$48.00Aug 211.151.60$1.3832.6%570.48262
$48.00Jul 170.400.65$0.5347.2%200.44409
$49.00Jul 170.100.30$0.20100.0%200.227.3K
$50.00Jul 170.000.20$0.10200.0%170.12369
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Aug 211.201.80$1.5040.0%540.5262
$49.00Aug 211.702.45$2.0836.1%490.6274
$48.00Jul 170.600.95$0.7745.5%220.5718
$45.00Jul 170.050.20$0.13115.4%50.112.1K
$46.00Jul 170.050.40$0.23152.2%50.20367

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 18.8%, max 22.3%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 17Aug 2126.1%21.4%22.3%91.8K
$50.00Jul 17Aug 2123.3%20.9%11.8%31526
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 17Aug 2126.1%21.4%22.3%8388

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 10 found (best R:R 9.00, avg 2.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$49.00$50.00Jul 17$0.10$0.90$0.109.00$49.10
$48.00$49.00Jul 17$0.33$0.67$0.332.03$48.33
$48.00$49.00Aug 21$0.38$0.62$0.381.63$48.38
$49.00$50.00Aug 21$0.45$0.55$0.451.22$49.45
$47.00$48.00Aug 21$0.57$0.43$0.570.75$47.57
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$46.00$45.00Jul 17$0.10$0.90$0.109.00$45.90
$48.00$46.00Jul 17$0.54$1.46$0.542.70$47.46
$48.00$46.00Aug 21$0.77$1.23$0.771.60$47.23
$49.00$48.00Aug 21$0.58$0.42$0.580.72$48.42

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 9.00, avg 2.27)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$43.00Aug 21$2.70$2.70$0.309.00$42.70
$46.00$47.00Jul 17$0.87$0.87$0.136.69$46.87
$43.00$46.00Aug 21$2.52$2.52$0.485.25$45.52
$46.00$47.00Aug 21$0.78$0.78$0.223.55$46.78
$47.00$48.00Jul 17$0.60$0.60$0.401.50$47.60
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$49.00$48.00Aug 21$0.58$0.58$0.421.38$48.42
$48.00$46.00Aug 21$0.77$0.77$1.230.63$47.23
$48.00$46.00Jul 17$0.54$0.54$1.460.37$47.46
$46.00$45.00Jul 17$0.10$0.10$0.900.11$45.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.70, cheapest $0.45)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Jul 17Aug 21$0.4523.3%20.9%
$46.00Jul 17Aug 21$0.7326.1%21.4%
$49.00Jul 17Aug 21$0.8020.6%23.4%
$47.00Jul 17Aug 21$0.8220.5%22.4%
$48.00Jul 17Aug 21$0.8521.1%23.0%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$46.00Jul 17Aug 21$0.5026.1%21.4%
$48.00Jul 17Aug 21$0.7321.1%23.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 2.73% of stock, avg 5.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$48.00Jul 17$0.53$0.77$1.30$46.70$49.302.73%
$46.00Jul 17$2.00$0.23$2.23$43.77$48.234.69%
$48.00Aug 21$1.38$1.50$2.88$45.12$50.886.05%
$49.00Aug 21$1.00$2.08$3.08$45.92$52.086.47%
$46.00Aug 21$2.73$0.73$3.46$42.54$49.467.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 0.48% of stock, avg 1.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$45.00Jul 17$0.10$0.13$0.23$44.77$50.23
$49.00$45.00Jul 17$0.20$0.13$0.33$44.67$49.33
$50.00$46.00Jul 17$0.10$0.23$0.33$45.67$50.33
$49.00$46.00Jul 17$0.20$0.23$0.43$45.57$49.43
$48.00$45.00Jul 17$0.53$0.13$0.66$44.34$48.66
$48.00$46.00Jul 17$0.53$0.23$0.76$45.24$48.76
$50.00$46.00Aug 21$0.55$0.73$1.28$44.72$51.28
$49.00$46.00Aug 21$1.00$0.73$1.73$44.27$50.73
$48.00$46.00Aug 21$1.38$0.73$2.11$43.89$50.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 2.33, avg credit $0.64)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
45/4647/48Jul 17$0.70$0.302.33$45.30$47.70
46/4849/50Aug 21$1.22$0.781.56$46.78$50.22
45/4648/49Jul 17$0.43$0.570.75$45.57$48.43
46/4849/50Jul 17$0.64$1.360.47$47.36$49.64
45/4649/50Jul 17$0.20$0.800.25$45.80$49.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 15.67, cheapest $0.18)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$40.00$43.00$46.00Aug 21$0.18$2.8215.67
$47.00$48.00$49.00Aug 21$0.19$0.814.26
$46.00$47.00$48.00Aug 21$0.21$0.793.76
$48.00$49.00$50.00Jul 17$0.23$0.773.35
$46.00$47.00$48.00Jul 17$0.27$0.732.70
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.21, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$43.00$46.001:2Aug 21-$0.21$2.79
$49.00$50.001:2Jul 17$0.00$1.00
$49.00$50.001:2Aug 21-$0.10$0.90
$46.00$47.001:2Jul 17-$0.26$0.74
$40.00$43.001:2Aug 21-$2.55$0.45
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$49.00$48.001:2Aug 21-$0.92$0.08
$48.00$46.001:2Aug 21$0.04$1.96
$48.00$46.001:2Jul 17$0.31$1.69

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 2.42%, avg 1.16%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$48.00Aug 21$1.150.480.9%2.42%3.32%57262
$49.00Aug 21$0.650.383.0%1.37%4.37%8539
$50.00Aug 21$0.450.275.1%0.95%6.05%14157
$48.00Jul 17$0.400.440.9%0.84%1.74%20409
$49.00Jul 17$0.100.223.0%0.21%3.22%207.3K

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 557
Total Puts 214
Put/Call Ratio 0.38
Net Difference 343

Prior's Put/Call Breakdown

Total Calls 311
Total Puts 85
Put/Call Ratio 0.27
Net Difference 226

Prior 7-Day Put/Call Summary

Total Calls 3,782
Total Puts 1,101
Average Put/Call Ratio 0.31
Ratio Trend Rising

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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