Tour v290
NRG
NRG ENERGY INC
$136.70 -2.91%
$137.70 (+0.73%)🌙
as of 07/02 06:47 PM
7/2 18:47

Option Volume

Detail
Current (07/02) 4,486
Calls: 1,244 (28%)
Puts: 3,242 (72%)
Prior (07/01) 25,291
Calls: 23,622 (93%)
Puts: 1,669 (7%)
Current vs Prior -82.26%
Calls: -94.73% (Calls)
Puts: +94.25% (Puts)
Prior 7-Day Total 69,104
Calls: 63,284 (92%)
Puts: 5,820 (8%)
Prior 7-Day Average 9,872
Calls: 9,040 (92%)
Puts: 831 (8%)
Current vs Prior 7-Day Avg -54.56%
Calls: -86.24%
Puts: +289.93%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/02) $3.17M
Calls: $766.7K (24%)
Puts: $2.41M (76%)
Prior (07/01) $9.23M
Calls: $7.89M (86%)
Puts: $1.34M (14%)
Current vs Prior -65.62%
Calls: -90.28%
Puts: +79.84%
Prior 7-Day Total $41.82M
Calls: $38.31M (92%)
Puts: $3.51M (8%)
Prior 7-Day Average $5.97M
Calls: $5.47M (92%)
Puts: $501.0K (8%)
Current vs Prior 7-Day Avg -46.90%
Calls: -85.99%
Puts: +380.16%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/02) 2.61
Prior (07/01) 0.07
Current vs Prior +3588.53%
Prior 7-Day Average 0.32
Current vs Prior 7-Day Avg +702.60%
Sentiment BEARISH

Open Interest

Detail
Current (07/02) 40,724
Calls: 35,198 (86%)
Puts: 5,526 (14%)
Prior (07/01) 30,581
Calls: 26,094 (85%)
Puts: 4,487 (15%)
Current vs Prior +33.17%
Prior 7-Day Total 161,100
Calls: 169,109 (89%)
Puts: 20,489 (11%)
Prior 7-Day Average 23,014
Calls: 24,158 (89%)
Puts: 2,927 (11%)
Current vs Prior 7-Day Avg +76.95%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 1.72% | 6.14%8.16% | 17.19%
Prior 2.76% | 6.64%-- | --
Current vs Prior +122.99% | +22.83%-- | --
Prior 7-Day Avg 3.88% | 6.57%-- | --
Current vs 7-Day Avg +58.37% | +24.18%-- | --
Prior 7-Day Eod 2.76% | 6.64%-- | --
Current vs 7-Day Eod +122.99% | +22.83%-- | --
Sentiment BEARISH--

Relative Spread

Detail
Expiry | Next
Current 71.57% | 18.48%
Calls: 66.57% | 16.95%
Puts: 76.58% | 20.00%
Prior 71.57% | 18.48%
Calls: 66.57% | 16.95%
Puts: 76.58% | 20.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 78.00% | 25.66%
Calls: 90.35% | 27.08%
Puts: 67.79% | 26.62%
Current vs 7-Day Avg -8.24% | -27.97%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 76% of dollar volume in puts ($2.41M) vs calls ($766.7K). Light premium activity with dollar volume down 66% vs prior. Below-average activity with volume down 82% vs prior. Extreme bearish P/C ratio of 2.61 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 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. 20 found (avg delta 0.75, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 224.9027.60$26.2510.3%30.9110
$111.00Jul 223.8026.60$25.2011.1%30.9110
$112.00Jul 222.8025.60$24.2011.6%10.91--
$119.00Jul 215.8018.60$17.2016.3%20.88--
$120.00Jul 215.0017.60$16.3016.0%20.88--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 22.454.90$3.6866.6%160.9333
$139.00Jul 21.453.90$2.6891.4%30.8630
$155.00Jul 1718.0020.40$19.2012.5%20.865
$145.00Jul 27.509.90$8.7027.6%40.80--
$142.00Jul 24.507.20$5.8546.2%20.75145

Most actively traded options today. High liquidity = easy entry/exit. 89 active (total vol 3.1K, top 1.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$143.00Jul 243.404.40$3.9025.6%5010.391
$150.00Jul 171.201.60$1.4028.6%680.195.0K
$131.00Jul 106.208.30$7.2529.0%540.74--
$138.00Jul 174.305.40$4.8522.7%440.488
$140.00Jul 101.852.55$2.2031.8%200.3716
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 176.707.50$7.1011.3%1.8K0.58141
$120.00Jul 170.251.00$0.63119.0%2590.0991
$135.00Jul 174.105.00$4.5519.8%320.43630
$115.00Jul 240.251.15$0.70128.6%200.08--
$116.00Jul 240.301.30$0.80125.0%200.09--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 1076.3%, max 2759.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$150.00Jul 2Jul 241201.0%42.0%2759.5%1252
$155.00Jul 2Jul 311470.0%53.0%2673.6%6--
$145.00Jul 2Jul 31901.0%46.0%1858.7%16167
$143.00Jul 2Jul 24769.0%45.0%1608.9%51627
$142.00Jul 2Jul 17698.0%48.0%1354.2%267
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$145.00Jul 2Jul 31901.0%46.0%1858.7%6--
$125.00Jul 2Jul 31602.0%53.0%1035.8%21.0K
$135.00Jul 2Jul 31440.0%48.0%816.7%5--
$130.00Jul 2Jul 31336.0%49.0%585.7%223
$140.00Jul 2Jul 24258.0%42.0%514.3%1733

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 51 found (best R:R 75.92, avg 5.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$160.00Jul 10$0.13$9.87$0.1375.92$150.13
$157.50$160.00Jul 17$0.12$2.38$0.1219.83$157.62
$152.50$155.00Jul 24$0.17$2.33$0.1713.71$152.67
$150.00$157.50Jul 17$0.85$6.65$0.857.82$150.85
$145.00$147.00Jul 10$0.25$1.75$0.257.00$145.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$120.00$110.00Jul 17$0.48$9.52$0.4819.83$119.52
$125.00$123.00Jul 17$0.16$1.84$0.1611.50$124.84
$125.00$124.00Jul 10$0.10$0.90$0.109.00$124.90
$116.00$115.00Jul 24$0.10$0.90$0.109.00$115.90
$123.00$120.00Jul 17$0.39$2.61$0.396.69$122.61

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 59 found (best R:R 19.00, avg 1.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$136.00Jul 2$15.15$15.15$0.8517.82$135.15
$119.00$120.00Jul 2$0.90$0.90$0.109.00$119.90
$139.00$140.00Jul 24$0.75$0.75$0.253.00$139.75
$136.00$138.00Jul 10$1.35$1.35$0.652.08$137.35
$137.00$138.00Jul 2$0.65$0.65$0.351.86$137.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$145.00$142.00Jul 2$2.85$2.85$0.1519.00$142.15
$155.00$140.00Jul 17$12.10$12.10$2.904.17$142.90
$139.00$138.00Jul 2$0.75$0.75$0.253.00$138.25
$125.00$124.00Jul 31$0.72$0.72$0.282.57$124.28
$145.00$138.00Jul 31$4.25$4.25$2.751.55$140.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $2.26, cheapest $0.23)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$160.00Jul 10Jul 17$0.2360.0%51.0%
$155.00Jul 2Jul 24$0.551470.0%50.0%
$142.00Jul 2Jul 10$0.65698.0%47.0%
$141.00Jul 2Jul 10$0.97625.0%47.0%
$149.00Jul 17Jul 24$1.2050.0%50.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Jul 2Jul 10$0.40602.0%47.0%
$129.00Jul 17Jul 24$1.0349.0%52.0%
$128.00Jul 17Jul 31$2.0249.0%52.0%
$124.00Jul 10Jul 31$2.1847.0%49.0%
$132.00Jul 10Jul 24$2.3544.0%49.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 1.73% of stock, avg 5.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$138.00Jul 2$0.43$1.93$2.36$135.64$140.361.73%
$139.00Jul 2$0.25$2.68$2.93$136.07$141.932.14%
$140.00Jul 2$0.18$3.68$3.86$136.14$143.862.82%
$141.00Jul 2$1.08$4.80$5.88$135.12$146.884.30%
$142.00Jul 2$1.08$5.85$6.93$135.07$148.935.07%
$145.00Jul 2$1.08$8.70$9.78$135.22$154.787.15%
$140.00Jul 17$3.85$7.10$10.95$129.05$150.958.01%
$140.00Jul 24$4.65$8.25$12.90$127.10$152.909.44%
$145.00Jul 31$4.05$12.10$16.15$128.85$161.1511.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 90 found (cheapest 1.05% of stock, avg 5.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$138.00$135.00Jul 2$0.43$1.00$1.43$133.57$139.43
$145.00$124.00Jul 10$1.10$0.35$1.45$122.55$146.45
$145.00$125.00Jul 10$1.10$0.45$1.55$123.45$146.55
$137.00$135.00Jul 2$1.08$1.00$2.08$132.92$139.08
$141.00$135.00Jul 2$1.08$1.00$2.08$132.92$143.08
$142.00$135.00Jul 2$1.08$1.00$2.08$132.92$144.08
$143.00$135.00Jul 2$1.08$1.00$2.08$132.92$145.08
$142.00$124.00Jul 10$1.73$0.35$2.08$121.92$144.08
$142.00$125.00Jul 10$1.73$0.45$2.18$122.82$144.18
$141.00$124.00Jul 10$2.05$0.35$2.40$121.60$143.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 153 found (best R:R 9.00, avg credit $1.58)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
129/130138/139Jul 17$0.90$0.109.00$129.10$138.90
130/135140/145Jul 31$4.40$0.607.33$130.60$144.40
115/116139/140Jul 24$0.85$0.155.67$115.15$139.85
129/132136/139Jul 24$2.47$0.534.66$129.53$138.47
128/129138/139Jul 17$0.82$0.184.56$128.18$138.82
140/155158/160Jul 17$12.22$2.784.40$142.78$169.72
129/130139/140Jul 17$0.80$0.204.00$129.20$139.80
137/140142/144Jul 17$2.38$0.623.84$137.62$144.38
132/133136/139Jul 24$2.30$0.703.29$130.70$138.30
135/137142/144Jul 17$1.53$0.473.26$135.47$143.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$111.00$112.00Jul 2$0.05$0.9519.00
$140.00$141.00$142.00Jul 17$0.08$0.9211.50
$138.00$139.00$140.00Jul 17$0.10$0.909.00
$139.00$140.00$141.00Jul 17$0.10$0.909.00
$138.00$139.00$140.00Jul 2$0.11$0.898.09
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$128.00$129.00$130.00Jul 17$0.08$0.9211.50
$139.00$140.00$141.00Jul 2$0.12$0.887.33
$125.00$130.00$135.00Jul 2$0.99$4.014.05
$138.00$139.00$140.00Jul 2$0.25$0.753.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 44 found (best net $-0.07, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$160.001:2Jul 10-$0.07$9.93
$145.00$155.001:2Jul 31-$1.01$8.99
$143.00$149.001:2Jul 24-$1.76$4.24
$145.00$150.001:2Jul 2-$1.08$3.92
$150.00$155.001:2Jul 2-$1.08$3.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$133.001:2Jul 24-$0.95$6.05
$130.00$125.001:2Jul 2-$0.07$4.93
$135.00$130.001:2Jul 17-$0.75$4.25
$145.00$138.001:2Jul 31-$3.60$3.40
$129.00$125.001:2Jul 24-$1.01$2.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 3.88%, avg 1.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Jul 31$5.300.472.4%3.88%6.29%3--
$139.00Jul 24$4.900.491.7%3.58%5.27%33
$139.00Jul 31$4.500.481.7%3.29%4.97%2--
$138.00Jul 17$4.300.480.9%3.15%4.10%448
$141.00Jul 24$4.000.443.1%2.93%6.07%34
$139.00Jul 17$3.900.451.7%2.85%4.54%1--
$140.00Jul 24$3.800.462.4%2.78%5.19%1--
$145.00Jul 31$3.500.366.1%2.56%8.63%14
$143.00Jul 24$3.400.394.6%2.49%7.10%5011
$140.00Jul 17$3.300.422.4%2.41%4.83%3484

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 1,244
Total Puts 3,242
Put/Call Ratio 2.61
Net Difference -1,998

Prior's Put/Call Breakdown

Total Calls 23,622
Total Puts 1,669
Put/Call Ratio 0.07
Net Difference 21,953

Prior 7-Day Put/Call Summary

Total Calls 63,284
Total Puts 5,820
Average Put/Call Ratio 0.32
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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