Tour v344
EXC
EXELON CORP
$46.79 +2.30%
7/16 18:27

Option Volume

Detail
Current (07/16) 5,715
Calls: 5,693 (100%)
Puts: 22 (0%)
Prior (07/15) 367
Calls: 241 (66%)
Puts: 126 (34%)
Current vs Prior +1457.22%
Calls: +2262.24% (Calls)
Puts: -82.54% (Puts)
Prior 7-Day Total 2,698
Calls: 1,830 (68%)
Puts: 868 (32%)
Prior 7-Day Average 385
Calls: 261 (68%)
Puts: 124 (32%)
Current vs Prior 7-Day Avg +1382.77%
Calls: +2077.65%
Puts: -82.26%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $295.6K
Calls: $293.1K (99%)
Puts: $2.5K (1%)
Prior (07/15) $22.4K
Calls: $14.8K (66%)
Puts: $7.6K (34%)
Current vs Prior +1219.62%
Calls: +1875.48%
Puts: -66.69%
Prior 7-Day Total $311.2K
Calls: $220.2K (71%)
Puts: $91.0K (29%)
Prior 7-Day Average $44.5K
Calls: $31.5K (71%)
Puts: $13.0K (29%)
Current vs Prior 7-Day Avg +564.97%
Calls: +831.85%
Puts: -80.62%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.00
Prior (07/15) 0.52
Current vs Prior -99.26%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg -99.28%
Sentiment BULLISH

Open Interest

Detail
Current (07/16) 5,718
Calls: 5,664 (99%)
Puts: 54 (1%)
Prior (07/15) 13,920
Calls: 9,790 (70%)
Puts: 4,130 (30%)
Current vs Prior -58.92%
Prior 7-Day Total 105,863
Calls: 87,814 (83%)
Puts: 18,049 (17%)
Prior 7-Day Average 15,123
Calls: 12,544 (83%)
Puts: 2,578 (17%)
Current vs Prior 7-Day Avg -62.19%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 2.69% | 7.61%2.69% | 7.61%
Prior 3.39% | 7.61%3.39% | 7.61%
Current vs Prior -20.53% | +0.00%-20.53% | +0.00%
Prior 7-Day Avg 3.34% | 7.25%3.34% | 7.25%
Current vs 7-Day Avg -19.32% | +4.90%-19.32% | +4.90%
Prior 7-Day Eod 3.39% | 7.61%3.39% | 7.61%
Current vs 7-Day Eod -20.53% | +0.00%-20.53% | +0.00%
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

Strong bullish conviction with 99% of dollar volume in calls ($293.1K) vs puts ($2.5K). Massive premium surge with dollar volume up 1220% vs prior. Dollar volume significantly above 7-day average (565% higher). Unusually high activity with volume up 1457% vs prior - elevated interest.

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. 5 found (avg delta 0.79, highest 1.00)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 171.002.15$1.5872.8%51.00--
$46.00Jul 170.151.20$0.68154.4%11.00--
$45.00Aug 211.852.80$2.3340.8%50.70--
$46.00Aug 211.352.30$1.8351.9%110.5840
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Aug 211.452.75$2.1061.9%50.65--

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 110, top 31)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Jul 170.000.45$0.23195.7%310.351.1K
$47.00Aug 211.001.45$1.2336.6%120.45157
$46.00Aug 211.352.30$1.8351.9%110.5840
$48.00Aug 210.401.20$0.80100.0%90.34343
$48.00Jul 170.000.15$0.08187.5%70.12393
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Aug 210.701.40$1.0566.7%120.4454
$48.00Aug 211.452.75$2.1061.9%50.65--
$46.00Jul 170.000.30$0.15200.0%30.28--
$40.00Jul 170.000.45$0.23195.7%10.09--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 119.0%, max 195.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 17Aug 2169.2%23.4%195.7%10--
$49.00Jul 17Aug 2160.9%21.6%181.6%5142
$48.00Jul 17Aug 2153.9%25.1%115.2%16736
$46.00Jul 17Aug 2136.5%20.9%74.5%1240
$47.00Jul 17Aug 2145.0%26.0%72.8%431.3K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 17Aug 2136.5%20.9%74.5%1554

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 8 found (best R:R 5.67, avg 2.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$47.00$48.00Jul 17$0.15$0.85$0.155.67$47.15
$49.00$50.00Aug 21$0.18$0.82$0.184.56$49.18
$48.00$49.00Aug 21$0.42$0.58$0.421.38$48.42
$47.00$48.00Aug 21$0.43$0.57$0.431.33$47.43
$46.00$47.00Jul 17$0.45$0.55$0.451.22$46.45
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$48.00$46.00Aug 21$1.05$0.95$1.050.90$46.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 1.50, avg 0.79)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$46.00$47.00Aug 21$0.60$0.60$0.401.50$46.60
$45.00$46.00Aug 21$0.50$0.50$0.501.00$45.50
$46.00$47.00Jul 17$0.45$0.45$0.550.82$46.45
$47.00$48.00Aug 21$0.43$0.43$0.570.75$47.43
$48.00$49.00Aug 21$0.42$0.42$0.580.72$48.42
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$48.00$46.00Aug 21$1.05$1.05$0.951.11$46.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.81, cheapest $0.35)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$49.00Jul 17Aug 21$0.3560.9%21.6%
$48.00Jul 17Aug 21$0.7253.9%25.1%
$45.00Jul 17Aug 21$0.7569.2%23.4%
$47.00Jul 17Aug 21$1.0045.0%26.0%
$46.00Jul 17Aug 21$1.1536.5%20.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$46.00Jul 17Aug 21$0.9036.5%20.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 1.77% of stock, avg 4.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$46.00Jul 17$0.68$0.15$0.83$45.17$46.831.77%
$46.00Aug 21$1.83$1.05$2.88$43.12$48.886.16%
$48.00Aug 21$0.80$2.10$2.90$45.10$50.906.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 8 found (cheapest 0.49% of stock, avg 2.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$48.00$46.00Jul 17$0.08$0.15$0.23$45.77$48.23
$48.00$40.00Jul 17$0.08$0.23$0.31$39.69$48.31
$47.00$46.00Jul 17$0.23$0.15$0.38$45.62$47.38
$47.00$40.00Jul 17$0.23$0.23$0.46$39.54$47.46
$50.00$46.00Aug 21$0.20$1.05$1.25$44.75$51.25
$49.00$46.00Aug 21$0.38$1.05$1.43$44.57$50.43
$48.00$46.00Aug 21$0.80$1.05$1.85$44.15$49.85
$47.00$46.00Aug 21$1.23$1.05$2.28$43.72$49.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.60, avg credit $1.23)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
46/4849/50Aug 21$1.23$0.771.60$46.77$50.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 9.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$47.00$48.00$49.00Jul 17$0.10$0.909.00
$46.00$47.00$48.00Aug 21$0.17$0.834.88
$48.00$49.00$50.00Aug 21$0.24$0.763.17
$46.00$47.00$48.00Jul 17$0.30$0.702.33
$45.00$46.00$47.00Jul 17$0.45$0.551.22
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. 7 found (best net $-0.31, 4 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$47.00$48.001:2Aug 21-$0.37$0.63
$46.00$47.001:2Aug 21-$0.63$0.37
$47.00$48.001:2Jul 17$0.07$0.93
$45.00$46.001:2Jul 17$0.22$0.78
$46.00$47.001:2Jul 17$0.22$0.78
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$46.00$40.001:2Jul 17-$0.31$5.69
$48.00$46.001:2Aug 21$0.00$2.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.14%, avg 0.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$47.00Aug 21$1.000.450.5%2.14%2.59%12157
$48.00Aug 21$0.400.342.6%0.85%3.44%9343
$50.00Aug 21$0.150.136.9%0.32%7.18%3--
$49.00Aug 21$0.100.224.7%0.21%4.94%4142

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 5,693
Total Puts 22
Put/Call Ratio 0.00
Net Difference 5,671

Prior's Put/Call Breakdown

Total Calls 241
Total Puts 126
Put/Call Ratio 0.52
Net Difference 115

Prior 7-Day Put/Call Summary

Total Calls 1,830
Total Puts 868
Average Put/Call Ratio 0.54
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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