Tour v346
EXC
EXELON CORP
$46.26 -1.13%
$46.86 (+1.30%)🌙
as of 07/17 06:30 PM
7/17 18:30

Option Volume

Detail
Current (07/17) 2,835
Calls: 2,773 (98%)
Puts: 62 (2%)
Prior (07/16) 5,715
Calls: 5,693 (100%)
Puts: 22 (0%)
Current vs Prior -50.39%
Calls: -51.29% (Calls)
Puts: +181.82% (Puts)
Prior 7-Day Total 7,642
Calls: 6,966 (91%)
Puts: 676 (9%)
Prior 7-Day Average 1,091
Calls: 995 (91%)
Puts: 96 (9%)
Current vs Prior 7-Day Avg +159.68%
Calls: +178.65%
Puts: -35.80%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $99.0K
Calls: $94.6K (96%)
Puts: $4.3K (4%)
Prior (07/16) $295.6K
Calls: $293.1K (99%)
Puts: $2.5K (1%)
Current vs Prior -66.53%
Calls: -67.71%
Puts: +71.31%
Prior 7-Day Total $499.0K
Calls: $435.6K (87%)
Puts: $63.3K (13%)
Prior 7-Day Average $71.3K
Calls: $62.2K (87%)
Puts: $9.0K (13%)
Current vs Prior 7-Day Avg +38.83%
Calls: +52.08%
Puts: -52.29%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.02
Prior (07/16) 0.00
Current vs Prior +478.58%
Prior 7-Day Average 0.49
Current vs Prior 7-Day Avg -95.40%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 23,110
Calls: 19,461 (84%)
Puts: 3,649 (16%)
Prior (07/16) 5,718
Calls: 5,664 (99%)
Puts: 54 (1%)
Current vs Prior +304.16%
Prior 7-Day Total 92,413
Calls: 76,967 (83%)
Puts: 15,446 (17%)
Prior 7-Day Average 13,201
Calls: 10,995 (83%)
Puts: 2,206 (17%)
Current vs Prior 7-Day Avg +75.05%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 2.88% | 6.66%2.88% | 6.66%
Prior 2.69% | 7.61%2.69% | 7.61%
Current vs Prior +147.25% | +17.06%+6.77% | -12.49%
Prior 7-Day Avg 3.15% | 7.30%3.15% | 7.30%
Current vs 7-Day Avg +111.23% | +21.94%-8.78% | -8.84%
Prior 7-Day Eod 2.69% | 7.61%2.69% | 7.61%
Current vs 7-Day Eod +147.25% | +17.06%+6.77% | -12.49%
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

Strong bullish conviction with 96% of dollar volume in calls ($94.6K) vs puts ($4.3K). Light premium activity with dollar volume down 67% vs prior. Below-average activity with volume down 50% vs prior. Volume explosion - 160% above 7-day average (2,835 vs avg 1,091).

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. 7 found (avg delta 0.76, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Jul 172.304.20$3.2558.5%20.97--
$40.00Jul 175.307.20$6.2530.4%20.912
$45.00Jul 170.801.60$1.2066.7%120.87180
$45.00Aug 211.552.60$2.0850.5%10.66--
$46.00Jul 170.101.30$0.70171.4%130.641.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Jul 170.151.10$0.63150.8%10.71--

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 2.8K, top 2.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.100.35$0.22113.6%2.3K0.14218
$47.00Aug 210.851.35$1.1045.5%1760.43169
$47.00Jul 170.000.45$0.23195.7%630.291.1K
$48.00Jul 170.000.40$0.20200.0%320.19386
$48.00Aug 210.400.70$0.5554.5%280.29348
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Aug 210.801.40$1.1054.5%130.4664
$46.00Jul 170.000.40$0.20200.0%120.36417
$45.00Jul 170.000.15$0.08187.5%100.132.1K
$45.00Aug 210.501.05$0.7870.5%90.3483
$44.00Aug 210.400.75$0.5761.4%30.2596

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 1582.5%, max 2436.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 17Aug 21547.1%21.6%2436.1%60734
$50.00Jul 17Aug 21554.0%22.9%2317.1%2.3K591
$49.00Jul 17Aug 21433.7%20.2%2044.4%197.5K
$45.00Jul 17Aug 21329.7%22.8%1345.3%13180
$47.00Jul 17Aug 21362.0%25.6%1315.3%2391.3K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$44.00Jul 17Aug 21394.8%25.3%1459.9%496
$45.00Jul 17Aug 21329.7%22.8%1345.3%192.2K
$46.00Jul 17Aug 21228.4%21.0%989.4%25481

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 11 found (best R:R 7.33, avg 2.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$48.00$49.00Jul 17$0.17$0.83$0.174.88$48.17
$48.00$49.00Aug 21$0.27$0.73$0.272.70$48.27
$46.00$47.00Aug 21$0.35$0.65$0.351.86$46.35
$46.00$47.00Jul 17$0.47$0.53$0.471.13$46.47
$45.00$46.00Jul 17$0.50$0.50$0.501.00$45.50
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$46.00$45.00Jul 17$0.12$0.88$0.127.33$45.88
$45.00$44.00Aug 21$0.21$0.79$0.213.76$44.79
$46.00$45.00Aug 21$0.32$0.68$0.322.12$45.68
$47.00$46.00Jul 17$0.43$0.57$0.431.33$46.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 1.70, avg 0.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$46.00Aug 21$0.63$0.63$0.371.70$45.63
$47.00$48.00Aug 21$0.55$0.55$0.451.22$47.55
$45.00$46.00Jul 17$0.50$0.50$0.501.00$45.50
$46.00$47.00Jul 17$0.47$0.47$0.530.89$46.47
$46.00$47.00Aug 21$0.35$0.35$0.650.54$46.35
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$47.00$46.00Jul 17$0.43$0.43$0.570.75$46.57
$46.00$45.00Aug 21$0.32$0.32$0.680.47$45.68
$45.00$44.00Aug 21$0.21$0.21$0.790.27$44.79
$46.00$45.00Jul 17$0.12$0.12$0.880.14$45.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.60, cheapest $0.19)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Jul 17Aug 21$0.19554.0%22.9%
$49.00Jul 17Aug 21$0.25433.7%20.2%
$48.00Jul 17Aug 21$0.35547.1%21.6%
$46.00Jul 17Aug 21$0.75228.4%21.0%
$47.00Jul 17Aug 21$0.87362.0%25.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$44.00Jul 17Aug 21$0.54394.8%25.3%
$45.00Jul 17Aug 21$0.70329.7%22.8%
$46.00Jul 17Aug 21$0.90228.4%21.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 1.86% of stock, avg 3.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$47.00Jul 17$0.23$0.63$0.86$46.14$47.861.86%
$46.00Jul 17$0.70$0.20$0.90$45.10$46.901.95%
$45.00Jul 17$1.20$0.08$1.28$43.72$46.282.77%
$46.00Aug 21$1.45$1.10$2.55$43.45$48.555.51%
$45.00Aug 21$2.08$0.78$2.86$42.14$47.866.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 0.61% of stock, avg 2.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$48.00$45.00Jul 17$0.20$0.08$0.28$44.72$48.28
$47.00$45.00Jul 17$0.23$0.08$0.31$44.69$47.31
$48.00$46.00Jul 17$0.20$0.20$0.40$45.60$48.40
$47.00$46.00Jul 17$0.23$0.20$0.43$45.57$47.43
$50.00$44.00Aug 21$0.22$0.57$0.79$43.21$50.79
$49.00$44.00Aug 21$0.28$0.57$0.85$43.15$49.85
$50.00$45.00Aug 21$0.22$0.78$1.00$44.00$51.00
$49.00$45.00Aug 21$0.28$0.78$1.06$43.94$50.06
$48.00$44.00Aug 21$0.55$0.57$1.12$42.88$49.12
$50.00$46.00Aug 21$0.22$1.10$1.32$44.68$51.32

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 6.69, avg credit $0.59)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
45/4647/48Aug 21$0.87$0.136.69$45.13$47.87
44/4547/48Aug 21$0.76$0.243.17$44.24$47.76
46/4748/49Jul 17$0.60$0.401.50$46.40$48.60
45/4648/49Aug 21$0.59$0.411.44$45.41$48.59
44/4546/47Aug 21$0.56$0.441.27$44.44$46.56
44/4548/49Aug 21$0.48$0.520.92$44.52$48.48
45/4648/49Jul 17$0.29$0.710.41$45.71$48.29

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 13.29, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$48.00$49.00$50.00Jul 17$0.17$0.834.88
$48.00$49.00$50.00Aug 21$0.21$0.793.76
$45.00$46.00$47.00Aug 21$0.28$0.722.57
$47.00$48.00$49.00Aug 21$0.28$0.722.57
$46.00$47.00$48.00Jul 17$0.44$0.561.27
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$44.00$45.00$46.00Jul 17$0.07$0.9313.29
$44.00$45.00$46.00Aug 21$0.11$0.898.09
$45.00$46.00$47.00Jul 17$0.31$0.692.23

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 $-0.25, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.00$43.001:2Jul 17-$0.25$2.75
$47.00$48.001:2Aug 21$0.00$1.00
$49.00$50.001:2Aug 21-$0.16$0.84
$47.00$48.001:2Jul 17-$0.17$0.83
$45.00$46.001:2Jul 17-$0.20$0.80
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$45.00$44.001:2Aug 21-$0.36$0.64
$46.00$45.001:2Aug 21-$0.46$0.54
$47.00$46.001:2Jul 17$0.23$0.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.84%, avg 0.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$47.00Aug 21$0.850.431.6%1.84%3.44%176169
$48.00Aug 21$0.400.293.8%0.86%4.63%28348
$49.00Aug 21$0.200.185.9%0.43%6.36%8146
$50.00Aug 21$0.100.148.1%0.22%8.30%2.3K218

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 2,773
Total Puts 62
Put/Call Ratio 0.02
Net Difference 2,711

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,966
Total Puts 676
Average Put/Call Ratio 0.49
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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