Tour v294
NRG
NRG ENERGY INC
$141.01 +3.15%
$143.76 (+1.95%)πŸŒ™
as of 07/06 06:46 PM
7/6 18:46

Option Volume

Detail
β„Ή
Current (07/06) 11,346
Calls: 9,866 (87%)
Puts: 1,480 (13%)
Prior (07/02) 4,486
Calls: 1,244 (28%)
Puts: 3,242 (72%)
Current vs Prior +152.92%
Calls: +693.09% (Calls)
Puts: -54.35% (Puts)
Prior 7-Day Total 67,709
Calls: 60,172 (89%)
Puts: 7,537 (11%)
Prior 7-Day Average 11,284
Calls: 8,596 (89%)
Puts: 1,076 (11%)
Current vs Prior 7-Day Avg +0.54%
Calls: +14.77%
Puts: +37.46%
Sentiment BULLISH

Dollar Volume

Detail
β„Ή
Current (07/06) $7.58M
Calls: $6.52M (86%)
Puts: $1.06M (14%)
Prior (07/02) $3.17M
Calls: $766.7K (24%)
Puts: $2.41M (76%)
Current vs Prior +138.86%
Calls: +750.52%
Puts: -56.09%
Prior 7-Day Total $40.49M
Calls: $35.29M (87%)
Puts: $5.21M (13%)
Prior 7-Day Average $6.75M
Calls: $5.04M (87%)
Puts: $743.9K (13%)
Current vs Prior 7-Day Avg +12.27%
Calls: +29.36%
Puts: +41.99%
Sentiment BULLISH

Put/Call Ratio

Detail
β„Ή
Current (07/06) 0.15
Prior (07/02) 2.61
Current vs Prior -94.24%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg -78.18%
Sentiment BULLISH

Open Interest

Detail
β„Ή
Current (07/06) 53,985
Calls: 47,123 (87%)
Puts: 6,862 (13%)
Prior (07/02) 40,724
Calls: 35,198 (86%)
Puts: 5,526 (14%)
Current vs Prior +32.56%
Prior 7-Day Total 174,848
Calls: 156,027 (89%)
Puts: 18,821 (11%)
Prior 7-Day Average 29,141
Calls: 26,004 (89%)
Puts: 3,136 (11%)
Current vs Prior 7-Day Avg +85.25%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.93% | 7.62%7.62% | 17.13%
Prior 6.14% | 8.16%-- | --
Current vs Prior -19.79% | -6.53%-- | --
Prior 7-Day Avg 4.16% | 6.93%-- | --
Current vs 7-Day Avg +18.44% | +10.09%-- | --
Prior 7-Day Eod 6.14% | 8.16%-- | --
Current vs 7-Day Eod -19.79% | -6.53%-- | --
Sentiment BULLISH--

Relative Spread

Detail
β„Ή
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 81.74% | 24.86%
Calls: 88.94% | 23.92%
Puts: 74.54% | 25.79%
Current vs 7-Day Avg -12.44% | -25.65%
Liquidity Expensive
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πŸ€– AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($6.52M) vs puts ($1.06M). Massive premium surge with dollar volume up 139% vs prior. Unusually high activity with volume up 153% vs prior - elevated interest. Extreme bullish P/C ratio of 0.15 - heavy call buying (9,866 calls vs 1,480 puts).

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

πŸ“ˆ Options Analysis

🎯 Tightest Spreads
πŸ’° Best Value Under $1
πŸ“Š High Delta (ITM)
πŸ”₯ High Volume
⏰ Backwardation
πŸ“ˆ Debit Spreads
πŸ“‰ Credit Spreads
πŸ“… Calendar Spreads
⚑ Straddles
πŸ”€ Strangles
πŸ¦… Iron Condors
πŸ¦‹ Butterflies
βš–οΈ Ratio Spreads
πŸ›‘οΈ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 9.4%, best 9.4%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 177.107.80$7.459.4%30.61--

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. 21 found (avg delta 0.68, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$119.00Jul 1021.0023.50$22.2511.2%10.94--
$113.00Jul 1026.2029.70$27.9512.5%80.93--
$114.00Jul 1025.2028.70$26.9513.0%80.93--
$118.00Jul 1022.0024.50$23.2510.8%10.93--
$135.00Jul 106.308.20$7.2526.2%10.8234
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 105.306.00$5.6512.4%20.6818
$145.00Jul 177.107.80$7.459.4%30.61--
$143.00Jul 175.806.70$6.2514.4%10.556
$142.00Jul 103.504.10$3.8015.8%70.543

Most actively traded options today. High liquidity = easy entry/exit. 80 active (total vol 3.4K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$149.00Jul 100.051.00$0.53179.2%1.6K0.145
$145.00Jul 173.003.80$3.4023.5%3200.39391
$150.00Jul 100.450.90$0.6866.2%1790.16372
$157.50Jul 310.953.90$2.42121.9%1720.23--
$150.00Jul 171.652.35$2.0035.0%1590.265.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 172.303.10$2.7029.6%5360.31629
$133.00Jul 171.752.60$2.1739.2%160.26--
$134.00Jul 171.102.80$1.9587.2%140.2622
$134.00Jul 100.751.20$0.9845.9%120.2011
$129.00Jul 240.903.40$2.15116.3%90.217

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 14.8%, max 60.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$157.50Jul 10Jul 3173.1%52.9%38.0%173--
$152.50Jul 10Jul 1766.5%53.6%24.0%38424
$140.00Jul 10Jul 2455.4%48.8%13.6%4137
$139.00Jul 10Jul 2455.3%48.7%13.5%213
$148.00Jul 10Jul 1759.1%53.0%11.6%418
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$123.00Jul 10Jul 2493.9%58.4%60.9%2--
$129.00Jul 10Jul 3168.7%53.6%28.3%3--
$134.00Jul 10Jul 1758.9%48.4%21.9%2633
$120.00Jul 17Aug 763.2%57.3%10.2%5--
$140.00Jul 10Jul 1755.4%51.2%8.2%81.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 16.86, avg 3.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$152.50$157.50Jul 10$0.28$4.72$0.2816.86$152.78
$155.00$162.50Jul 24$0.65$6.85$0.6510.54$155.65
$157.50$160.00Jul 17$0.23$2.27$0.239.87$157.73
$157.50$162.50Jul 31$0.59$4.41$0.597.47$158.09
$147.00$148.00Jul 17$0.13$0.87$0.136.69$147.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$129.00$120.00Jul 17$0.80$8.20$0.8010.25$128.20
$123.00$120.00Jul 24$0.35$2.65$0.357.57$122.65
$129.00$123.00Jul 24$0.82$5.18$0.826.32$128.18
$132.00$131.00Jul 10$0.15$0.85$0.155.67$131.85
$131.00$130.00Jul 10$0.20$0.80$0.204.00$130.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 57 found (best R:R 15.00, avg 1.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$119.00$135.00Jul 10$15.00$15.00$1.0015.00$134.00
$114.00$118.00Jul 10$3.70$3.70$0.3012.33$117.70
$136.00$138.00Jul 10$1.65$1.65$0.354.71$137.65
$135.00$136.00Jul 17$0.80$0.80$0.204.00$135.80
$130.00$135.00Jul 17$3.85$3.85$1.153.35$133.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$135.00$134.00Jul 17$0.75$0.75$0.253.00$134.25
$145.00$142.00Jul 10$1.85$1.85$1.151.61$143.15
$145.00$143.00Jul 17$1.20$1.20$0.801.50$143.80
$142.00$141.00Jul 10$0.57$0.57$0.431.33$141.43
$143.00$140.00Jul 17$1.70$1.70$1.301.31$141.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $1.56, cheapest $0.53)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$162.50Jul 24Jul 31$0.5358.5%55.1%
$157.50Jul 10Jul 17$0.6373.1%57.6%
$152.50Jul 10Jul 17$0.8566.5%53.6%
$155.00Jul 17Jul 24$1.1548.8%52.8%
$150.00Jul 10Jul 17$1.3258.2%53.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Jul 17Jul 24$0.5363.2%59.9%
$129.00Jul 10Jul 17$0.7568.7%55.3%
$123.00Jul 10Jul 24$0.8593.9%58.4%
$134.00Jul 10Jul 17$0.9758.9%48.4%
$138.00Jul 17Jul 24$1.1052.5%49.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 4.52% of stock, avg 5.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$141.00Jul 10$3.15$3.23$6.38$134.62$147.384.52%
$140.00Jul 10$3.70$2.80$6.50$133.50$146.504.61%
$142.00Jul 10$2.70$3.80$6.50$135.50$148.504.61%
$139.00Jul 10$4.30$2.35$6.65$132.35$145.654.72%
$145.00Jul 10$1.65$5.65$7.30$137.70$152.305.18%
$135.00Jul 10$7.25$0.73$7.98$127.02$142.985.66%
$140.00Jul 17$5.70$4.55$10.25$129.75$150.257.27%
$143.00Jul 17$4.15$6.25$10.40$132.60$153.407.38%
$145.00Jul 17$3.40$7.45$10.85$134.15$155.857.69%
$135.00Jul 17$8.85$2.70$11.55$123.45$146.558.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 76 found (cheapest 1.62% of stock, avg 3.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$162.50$120.00Jul 24$1.30$0.98$2.28$117.72$164.78
$146.00$134.00Jul 10$1.35$0.98$2.33$131.67$148.33
$145.00$134.00Jul 10$1.65$0.98$2.63$131.37$147.63
$162.50$123.00Jul 24$1.30$1.33$2.63$120.37$165.13
$144.00$134.00Jul 10$1.95$0.98$2.93$131.07$146.93
$155.00$120.00Jul 24$1.95$0.98$2.93$117.07$157.93
$146.00$137.00Jul 10$1.35$1.65$3.00$134.00$149.00
$143.00$134.00Jul 10$2.30$0.98$3.28$130.72$146.28
$155.00$123.00Jul 24$1.95$1.33$3.28$119.72$158.28
$145.00$137.00Jul 10$1.65$1.65$3.30$133.70$148.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 81 found (best R:R 12.33, avg credit $1.66)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
130/131136/138Jul 10$1.85$0.1512.33$129.15$137.85
131/132136/138Jul 10$1.80$0.209.00$130.20$137.80
139/140141/142Jul 10$0.90$0.109.00$139.10$141.90
134/135147/148Jul 17$0.88$0.127.33$134.12$147.88
130/131135/136Jul 10$0.85$0.155.67$130.15$135.85
130/131138/139Jul 10$0.85$0.155.67$130.15$138.85
134/135140/142Jul 17$1.70$0.305.67$133.30$141.70
140/143145/147Jul 17$2.52$0.485.25$140.48$147.52
129/133136/140Jul 17$3.27$0.734.48$129.73$139.27
138/140145/147Jul 17$1.62$0.384.26$138.38$146.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$138.00$139.00$140.00Jul 10$0.05$0.9519.00
$142.00$143.00$144.00Jul 10$0.05$0.9519.00
$140.00$141.00$142.00Jul 10$0.10$0.909.00
$152.50$155.00$157.50Jul 17$0.86$1.641.91
$148.00$149.00$150.00Jul 10$0.67$0.330.49
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$140.00$141.00$142.00Jul 10$0.14$0.866.14
$129.00$130.00$131.00Jul 10$0.22$0.783.55
$132.00$133.00$134.00Jul 10$0.81$0.190.23
$133.00$134.00$135.00Jul 17$0.97$0.030.03

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $-0.64, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$157.501:2Jul 31-$0.64$6.86
$155.00$162.501:2Jul 24-$0.65$6.85
$152.50$157.501:2Jul 10-$0.07$4.93
$150.00$155.001:2Jul 24-$0.70$4.30
$157.50$162.501:2Jul 31-$1.24$3.76
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$129.00$123.001:2Jul 24-$0.51$5.49
$128.00$123.001:2Jul 10-$0.39$4.61
$133.00$129.001:2Jul 17-$0.33$3.67
$123.00$120.001:2Jul 24-$0.63$2.37
$138.00$135.001:2Jul 17-$1.65$1.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 4.11%, avg 1.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$145.00Aug 7$5.800.452.8%4.11%6.94%55
$146.00Jul 31$4.800.423.5%3.40%6.94%11
$142.00Jul 17$4.300.480.7%3.05%3.75%1428
$146.00Jul 24$4.000.403.5%2.84%6.38%1--
$143.00Jul 17$3.700.451.4%2.62%4.04%1429
$150.00Jul 31$3.500.356.4%2.48%8.86%1--
$145.00Jul 17$3.000.392.8%2.13%4.96%320391
$149.00Jul 24$3.000.355.7%2.13%7.79%1--
$150.00Jul 24$2.800.316.4%1.99%8.36%1351
$142.00Jul 10$2.450.460.7%1.74%2.44%19

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 9,866
Total Puts 1,480
Put/Call Ratio 0.15
Net Difference 8,386

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 60,172
Total Puts 7,537
Average Put/Call Ratio 0.69
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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