Tour v309
EXC
EXELON CORP
$46.80 +0.91%
$46.76 (-0.09%)🌙
as of 07/10 06:28 PM
7/10 18:28

Option Volume

Detail
Current (07/10) 193
Calls: 127 (66%)
Puts: 66 (34%)
Prior (07/09) 261
Calls: 168 (64%)
Puts: 93 (36%)
Current vs Prior -26.05%
Calls: -24.40% (Calls)
Puts: -29.03% (Puts)
Prior 7-Day Total 3,913
Calls: 2,634 (67%)
Puts: 1,279 (33%)
Prior 7-Day Average 559
Calls: 376 (67%)
Puts: 182 (33%)
Current vs Prior 7-Day Avg -65.47%
Calls: -66.25%
Puts: -63.88%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $10.7K
Calls: $7.6K (71%)
Puts: $3.1K (29%)
Prior (07/09) $27.0K
Calls: $15.6K (58%)
Puts: $11.4K (42%)
Current vs Prior -60.33%
Calls: -51.16%
Puts: -72.96%
Prior 7-Day Total $468.0K
Calls: $359.8K (77%)
Puts: $108.3K (23%)
Prior 7-Day Average $66.9K
Calls: $51.4K (77%)
Puts: $15.5K (23%)
Current vs Prior 7-Day Avg -83.98%
Calls: -85.13%
Puts: -80.14%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 0.52
Prior (07/09) 0.55
Current vs Prior -6.12%
Prior 7-Day Average 0.46
Current vs Prior 7-Day Avg +13.71%
Sentiment BULLISH

Open Interest

Detail
Current (07/10) 12,971
Calls: 10,212 (79%)
Puts: 2,759 (21%)
Prior (07/09) 19,755
Calls: 17,174 (87%)
Puts: 2,581 (13%)
Current vs Prior -34.34%
Prior 7-Day Total 110,647
Calls: 86,497 (78%)
Puts: 24,150 (22%)
Prior 7-Day Average 15,806
Calls: 12,356 (78%)
Puts: 3,450 (22%)
Current vs Prior 7-Day Avg -17.94%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 2.95% | 7.48%2.95% | 7.48%
Prior 3.02% | 7.22%3.02% | 7.22%
Current vs Prior -2.31% | +3.54%-2.31% | +3.54%
Prior 7-Day Avg 4.12% | 7.45%3.91% | 7.31%
Current vs 7-Day Avg -28.37% | +0.45%-24.49% | +2.33%
Prior 7-Day Eod 3.02% | 7.22%-- | --
Current vs 7-Day Eod -2.31% | +3.54%-- | --
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 25.01% | 19.51%
Calls: 25.51% | 19.35%
Puts: 24.51% | 19.66%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($7.6K). Light premium activity with dollar volume down 60% vs prior. Bullish P/C ratio of 0.52. Call-heavy open interest (10,212 calls vs 2,759 puts) suggests bullish positioning.

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. 1 found (avg delta 0.58, highest 0.58)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Aug 211.602.10$1.8527.0%20.5833
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 160, top 44)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$49.00Jul 170.050.10$0.0862.5%440.107.3K
$47.00Jul 170.250.60$0.4381.4%230.491.1K
$48.00Jul 170.100.20$0.1566.7%140.21407
$48.00Aug 210.751.00$0.8828.4%90.35319
$50.00Aug 210.200.45$0.3375.8%90.17170
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 170.050.15$0.10100.0%280.122.1K
$43.00Jul 170.000.20$0.10200.0%100.07--
$45.00Aug 210.351.20$0.77110.4%50.3322
$46.00Jul 170.050.55$0.30166.7%30.28368
$44.00Aug 210.350.60$0.4852.1%20.23--

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 42.3%, max 79.7%)

CALLS (0)
No calls found
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$43.00Jul 17Aug 2145.4%25.3%79.7%11--
$46.00Jul 17Aug 2126.5%21.1%25.2%4422
$45.00Jul 17Aug 2126.6%21.8%21.9%332.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 7 found (best R:R 4.00, avg 2.28)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$48.00$50.00Aug 21$0.55$1.45$0.552.64$48.55
$47.00$48.00Jul 17$0.28$0.72$0.282.57$47.28
$47.00$48.00Aug 21$0.32$0.68$0.322.13$47.32
$46.00$47.00Aug 21$0.65$0.35$0.650.54$46.65
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$46.00$45.00Jul 17$0.20$0.80$0.204.00$45.80
$45.00$44.00Aug 21$0.29$0.71$0.292.45$44.71
$46.00$45.00Aug 21$0.38$0.62$0.381.63$45.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 1.86, avg 0.62)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$46.00$47.00Aug 21$0.65$0.65$0.351.86$46.65
$47.00$48.00Aug 21$0.32$0.32$0.680.47$47.32
$47.00$48.00Jul 17$0.28$0.28$0.720.39$47.28
$48.00$50.00Aug 21$0.55$0.55$1.450.38$48.55
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$46.00$45.00Aug 21$0.38$0.38$0.620.61$45.62
$45.00$44.00Aug 21$0.29$0.29$0.710.41$44.71
$46.00$45.00Jul 17$0.20$0.20$0.800.25$45.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.66, cheapest $0.30)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$48.00Jul 17Aug 21$0.7319.5%24.4%
$47.00Jul 17Aug 21$0.7717.1%23.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$43.00Jul 17Aug 21$0.3045.4%25.3%
$45.00Jul 17Aug 21$0.6726.6%21.8%
$46.00Jul 17Aug 21$0.8526.5%21.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 6.41% of stock, avg 6.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$46.00Aug 21$1.85$1.15$3.00$43.00$49.006.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 21 found (cheapest 0.38% of stock, avg 2.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$49.00$45.00Jul 17$0.08$0.10$0.18$44.82$49.18
$49.00$43.00Jul 17$0.08$0.10$0.18$42.82$49.18
$48.00$45.00Jul 17$0.15$0.10$0.25$44.75$48.25
$48.00$43.00Jul 17$0.15$0.10$0.25$42.75$48.25
$49.00$46.00Jul 17$0.08$0.30$0.38$45.62$49.38
$48.00$46.00Jul 17$0.15$0.30$0.45$45.55$48.45
$47.00$45.00Jul 17$0.43$0.10$0.53$44.47$47.53
$47.00$43.00Jul 17$0.43$0.10$0.53$42.47$47.53
$47.00$46.00Jul 17$0.43$0.30$0.73$45.27$47.73
$50.00$43.00Aug 21$0.33$0.40$0.73$42.27$50.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 2.33, avg credit $0.71)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
45/4647/48Aug 21$0.70$0.302.33$45.30$47.70
44/4547/48Aug 21$0.61$0.391.56$44.39$47.61
45/4647/48Jul 17$0.48$0.520.92$45.52$47.48
45/4648/50Aug 21$0.93$1.070.87$45.07$48.93
44/4548/50Aug 21$0.84$1.160.72$44.16$48.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 10.11, cheapest $0.09)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$47.00$48.00$49.00Jul 17$0.21$0.793.76
$46.00$47.00$48.00Aug 21$0.33$0.672.03
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$44.00$45.00$46.00Aug 21$0.09$0.9110.11
$43.00$44.00$45.00Aug 21$0.21$0.793.76

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-0.02, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$49.00$55.001:2Jul 17-$0.02$5.98
$46.00$47.001:2Aug 21-$0.55$0.45
$47.00$48.001:2Aug 21-$0.56$0.44
$48.00$50.001:2Aug 21$0.22$1.78
$47.00$48.001:2Jul 17$0.13$0.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$43.001:2Jul 17-$0.10$1.90
$45.00$44.001:2Aug 21-$0.19$0.81
$44.00$43.001:2Aug 21-$0.32$0.68
$46.00$45.001:2Aug 21-$0.39$0.61
$46.00$45.001:2Jul 17$0.10$0.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 2.35%, avg 1.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$47.00Aug 21$1.100.450.4%2.35%2.78%6--
$48.00Aug 21$0.750.352.6%1.60%4.17%9319
$47.00Jul 17$0.250.490.4%0.53%0.96%231.1K
$50.00Aug 21$0.200.176.8%0.43%7.26%9170
$48.00Jul 17$0.100.212.6%0.21%2.78%14407

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 127
Total Puts 66
Put/Call Ratio 0.52
Net Difference 61

Prior's Put/Call Breakdown

Total Calls 168
Total Puts 93
Put/Call Ratio 0.55
Net Difference 75

Prior 7-Day Put/Call Summary

Total Calls 2,634
Total Puts 1,279
Average Put/Call Ratio 0.46
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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