Tour v325
EXC
EXELON CORP
$47.09 +0.62%
7/13 18:27

Option Volume

Detail
Current (07/13) 534
Calls: 384 (72%)
Puts: 150 (28%)
Prior (07/10) 193
Calls: 127 (66%)
Puts: 66 (34%)
Current vs Prior +176.68%
Calls: +202.36% (Calls)
Puts: +127.27% (Puts)
Prior 7-Day Total 3,557
Calls: 2,231 (63%)
Puts: 1,326 (37%)
Prior 7-Day Average 508
Calls: 318 (63%)
Puts: 189 (37%)
Current vs Prior 7-Day Avg +5.09%
Calls: +20.48%
Puts: -20.81%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13) $81.4K
Calls: $59.5K (73%)
Puts: $21.9K (27%)
Prior (07/10) $10.7K
Calls: $7.6K (71%)
Puts: $3.1K (29%)
Current vs Prior +659.87%
Calls: +678.97%
Puts: +612.37%
Prior 7-Day Total $402.1K
Calls: $292.3K (73%)
Puts: $109.8K (27%)
Prior 7-Day Average $57.4K
Calls: $41.8K (73%)
Puts: $15.7K (27%)
Current vs Prior 7-Day Avg +41.70%
Calls: +42.54%
Puts: +39.47%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13) 0.39
Prior (07/10) 0.52
Current vs Prior -24.83%
Prior 7-Day Average 0.53
Current vs Prior 7-Day Avg -25.77%
Sentiment BULLISH

Open Interest

Detail
Current (07/13) 10,304
Calls: 9,490 (92%)
Puts: 814 (8%)
Prior (07/10) 12,971
Calls: 10,212 (79%)
Puts: 2,759 (21%)
Current vs Prior -20.56%
Prior 7-Day Total 107,860
Calls: 83,121 (77%)
Puts: 24,739 (23%)
Prior 7-Day Average 15,408
Calls: 11,874 (77%)
Puts: 3,534 (23%)
Current vs Prior 7-Day Avg -33.13%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 3.04% | 7.03%3.04% | 7.03%
Prior 2.95% | 7.48%2.95% | 7.48%
Current vs Prior +2.99% | -6.01%+2.98% | -6.01%
Prior 7-Day Avg 3.89% | 7.43%3.71% | 7.34%
Current vs 7-Day Avg -21.84% | -5.42%-18.23% | -4.26%
Prior 7-Day Eod 2.95% | 7.48%2.95% | 7.48%
Current vs 7-Day Eod +2.99% | -6.01%+2.98% | -6.01%
Sentiment BEARISHBEARISH

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 73% call dollar volume ($59.5K). Massive premium surge with dollar volume up 660% vs prior. Unusually high activity with volume up 177% vs prior - elevated interest. Extreme bullish P/C ratio of 0.39 - heavy call buying (384 calls vs 150 puts).

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 6.6%, best 6.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Aug 214.404.70$4.556.6%10.877
PUTS (0)
No puts meet the criteria

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. 6 found (avg delta 0.76, highest 0.91)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Aug 214.404.70$4.556.6%10.877
$46.00Jul 171.001.35$1.1829.7%1380.791.7K
$47.00Jul 170.300.60$0.4566.7%230.581.1K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 171.953.80$2.8864.2%20.91--
$50.00Aug 212.903.70$3.3024.2%20.81--
$48.00Aug 211.502.15$1.8335.5%1000.61109

Most actively traded options today. High liquidity = easy entry/exit. 19 active (total vol 325, top 138)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 171.001.35$1.1829.7%1380.791.7K
$47.00Jul 170.300.60$0.4566.7%230.581.1K
$48.00Aug 210.751.15$0.9542.1%110.39324
$49.00Aug 210.450.75$0.6050.0%80.28126
$50.00Aug 210.050.60$0.33166.7%70.19179
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Aug 211.502.15$1.8335.5%1000.61109
$43.00Jul 170.000.10$0.05200.0%130.05--
$42.00Jul 170.000.20$0.10200.0%80.06--
$50.00Jul 171.953.80$2.8864.2%20.91--
$50.00Aug 212.903.70$3.3024.2%20.81--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 58.3%, max 102.2%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$49.00Jul 17Aug 2129.7%22.9%29.8%10126
$48.00Jul 17Aug 2124.6%23.5%4.7%15743
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Jul 17Aug 2143.6%21.5%102.2%4--
$43.00Jul 17Aug 2153.6%27.1%98.2%14--
$45.00Jul 17Aug 2137.6%24.0%56.4%2--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 7 found (best R:R 17.18, avg 5.19)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$47.00$48.00Jul 17$0.27$0.73$0.272.70$47.27
$49.00$50.00Aug 21$0.27$0.73$0.272.70$49.27
$48.00$49.00Aug 21$0.35$0.65$0.351.86$48.35
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$43.00$39.00Aug 21$0.22$3.78$0.2217.18$42.78
$45.00$44.00Aug 21$0.13$0.87$0.136.69$44.87
$44.00$43.00Aug 21$0.22$0.78$0.223.55$43.78
$48.00$45.00Aug 21$1.13$1.87$1.131.65$46.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 2.77, avg 1.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$46.00$47.00Jul 17$0.73$0.73$0.272.70$46.73
$43.00$48.00Aug 21$3.60$3.60$1.402.57$46.60
$48.00$49.00Aug 21$0.35$0.35$0.650.54$48.35
$47.00$48.00Jul 17$0.27$0.27$0.730.37$47.27
$49.00$50.00Aug 21$0.27$0.27$0.730.37$49.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$48.00Aug 21$1.47$1.47$0.532.77$48.53
$50.00$46.00Jul 17$2.70$2.70$1.302.08$47.30
$48.00$45.00Aug 21$1.13$1.13$1.870.60$46.87
$44.00$43.00Aug 21$0.22$0.22$0.780.28$43.78
$45.00$44.00Aug 21$0.13$0.13$0.870.15$44.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.52, cheapest $0.30)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$49.00Jul 17Aug 21$0.5229.7%22.9%
$48.00Jul 17Aug 21$0.7724.6%23.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$43.00Jul 17Aug 21$0.3053.6%27.1%
$50.00Jul 17Aug 21$0.4243.6%21.5%
$45.00Jul 17Aug 21$0.6037.6%24.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 2.89% of stock, avg 6.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$46.00Jul 17$1.18$0.18$1.36$44.64$47.362.89%
$48.00Aug 21$0.95$1.83$2.78$45.22$50.785.90%
$50.00Aug 21$0.33$3.30$3.63$46.37$53.637.71%
$43.00Aug 21$4.55$0.35$4.90$38.10$47.9010.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 18 found (cheapest 0.38% of stock, avg 1.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$49.00$45.00Jul 17$0.08$0.10$0.18$44.82$49.18
$49.00$42.00Jul 17$0.08$0.10$0.18$41.82$49.18
$49.00$46.00Jul 17$0.08$0.18$0.26$45.74$49.26
$48.00$45.00Jul 17$0.18$0.10$0.28$44.72$48.28
$48.00$42.00Jul 17$0.18$0.10$0.28$41.72$48.28
$48.00$46.00Jul 17$0.18$0.18$0.36$45.64$48.36
$50.00$39.00Aug 21$0.33$0.13$0.46$38.54$50.46
$50.00$43.00Aug 21$0.33$0.35$0.68$42.32$50.68
$49.00$39.00Aug 21$0.60$0.13$0.73$38.27$49.73
$50.00$44.00Aug 21$0.33$0.57$0.90$43.10$50.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 1.33, avg credit $0.63)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
43/4448/49Aug 21$0.57$0.431.33$43.43$48.57
43/4449/50Aug 21$0.49$0.510.96$43.51$49.49
44/4548/49Aug 21$0.48$0.520.92$44.52$48.48
45/4849/50Aug 21$1.40$1.600.88$46.60$50.40
44/4549/50Aug 21$0.40$0.600.67$44.60$49.40
39/4348/49Aug 21$0.57$3.430.17$42.43$48.57
39/4349/50Aug 21$0.49$3.510.14$42.51$49.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 11.50, cheapest $0.08)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$48.00$49.00$50.00Aug 21$0.08$0.9211.50
$47.00$48.00$49.00Jul 17$0.17$0.834.88
$46.00$47.00$48.00Jul 17$0.46$0.541.17
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. 13 found (best net $--, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$49.00$50.001:2Aug 21-$0.06$0.94
$48.00$49.001:2Aug 21-$0.25$0.75
$43.00$48.001:2Aug 21$2.65$2.35
$47.00$48.001:2Jul 17$0.09$0.91
$46.00$47.001:2Jul 17$0.28$0.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$43.001:2Jul 17$0.00$2.00
$50.00$48.001:2Aug 21-$0.36$1.64
$44.00$43.001:2Aug 21-$0.13$0.87
$43.00$42.001:2Jul 17-$0.15$0.85
$45.00$44.001:2Aug 21-$0.44$0.56

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.59%, avg 0.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$48.00Aug 21$0.750.391.9%1.59%3.53%11324
$49.00Aug 21$0.450.284.1%0.96%5.01%8126
$48.00Jul 17$0.100.251.9%0.21%2.14%4419

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 384
Total Puts 150
Put/Call Ratio 0.39
Net Difference 234

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,231
Total Puts 1,326
Average Put/Call Ratio 0.53
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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