Tour v340
NRG
NRG ENERGY INC
$137.90 -0.33%
7/15 18:55

Option Volume

Detail
Current (07/15) 1,892
Calls: 1,604 (85%)
Puts: 288 (15%)
Prior (07/14) 6,918
Calls: 6,218 (90%)
Puts: 700 (10%)
Current vs Prior -72.65%
Calls: -74.20% (Calls)
Puts: -58.86% (Puts)
Prior 7-Day Total 52,570
Calls: 46,204 (88%)
Puts: 6,366 (12%)
Prior 7-Day Average 7,510
Calls: 6,600 (88%)
Puts: 909 (12%)
Current vs Prior 7-Day Avg -74.81%
Calls: -75.70%
Puts: -68.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $3.31M
Calls: $2.96M (89%)
Puts: $354.6K (11%)
Prior (07/14) $2.89M
Calls: $2.42M (84%)
Puts: $466.5K (16%)
Current vs Prior +14.64%
Calls: +22.07%
Puts: -23.98%
Prior 7-Day Total $31.07M
Calls: $27.21M (88%)
Puts: $3.86M (12%)
Prior 7-Day Average $4.44M
Calls: $3.89M (88%)
Puts: $551.4K (12%)
Current vs Prior 7-Day Avg -25.40%
Calls: -23.94%
Puts: -35.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.18
Prior (07/14) 0.11
Current vs Prior +59.49%
Prior 7-Day Average 0.33
Current vs Prior 7-Day Avg -45.19%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 12,362
Calls: 8,092 (65%)
Puts: 4,270 (35%)
Prior (07/14) 47,349
Calls: 44,828 (95%)
Puts: 2,521 (5%)
Current vs Prior -73.89%
Prior 7-Day Total 266,749
Calls: 235,619 (88%)
Puts: 31,130 (12%)
Prior 7-Day Average 38,107
Calls: 33,659 (88%)
Puts: 4,447 (12%)
Current vs Prior 7-Day Avg -67.56%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.48% | 6.42%4.48% | 15.45%
Prior 6.22% | 7.52%6.22% | 15.90%
Current vs Prior -27.90% | -14.62%-27.90% | -2.86%
Prior 7-Day Avg 4.72% | 7.55%6.60% | 16.60%
Current vs 7-Day Avg -5.04% | -15.02%-32.10% | -6.93%
Prior 7-Day Eod 6.22% | 7.52%6.22% | 15.90%
Current vs 7-Day Eod -27.90% | -14.62%-27.90% | -2.86%
Sentiment BULLISHBULLISH

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 71.57% | 18.48%
Calls: 66.57% | 16.95%
Puts: 76.58% | 20.00%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($2.96M) vs puts ($354.6K). Below-average activity with volume down 73% vs prior. Extreme bullish P/C ratio of 0.18 - heavy call buying (1,604 calls vs 288 puts). P/C ratio rising 59% - increased hedging/bearish positioning.

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 3 of results (avg 6.5%, best 5.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 216.306.80$6.557.6%1100.41298
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 2110.3010.90$10.605.7%30.51550
$135.00Aug 217.708.20$7.956.3%220.4224

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. 19 found (avg delta 0.75, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 1716.5018.90$17.7013.6%10.94--
$117.00Jul 1719.6021.80$20.7010.6%60.93--
$118.00Jul 1718.5020.90$19.7012.2%60.93--
$119.00Jul 1717.8020.00$18.9011.6%10.93--
$121.00Jul 1715.4018.00$16.7015.6%10.922
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 176.509.10$7.8033.3%10.81--
$145.00Jul 247.6010.60$9.1033.0%10.69--
$140.00Jul 173.304.90$4.1039.0%150.611.8K
$140.00Jul 244.605.70$5.1521.4%10.57--
$140.00Aug 2110.3010.90$10.605.7%30.51550

Most actively traded options today. High liquidity = easy entry/exit. 63 active (total vol 1.2K, top 503)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 171.352.20$1.7847.8%5030.39990
$150.00Jul 240.701.45$1.0869.4%1340.1770
$145.00Aug 216.306.80$6.557.6%1100.41298
$145.00Jul 170.251.30$0.78134.6%960.19785
$145.00Jul 312.504.40$3.4555.1%500.3534
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 170.101.00$0.55163.6%250.14--
$138.00Jul 172.353.80$3.0847.1%240.5020
$135.00Aug 217.708.20$7.956.3%220.4224
$128.00Jul 311.303.40$2.3589.4%190.2411
$140.00Jul 173.304.90$4.1039.0%150.611.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 53.1%, max 156.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Jul 17Aug 21141.6%55.2%156.6%2257
$155.00Jul 17Jul 31112.3%53.8%108.8%3198
$150.00Jul 17Aug 2897.3%55.8%74.5%443.9K
$144.00Jul 17Aug 778.4%55.0%42.5%52
$145.00Jul 17Aug 2176.5%55.2%38.6%2061.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$130.00Jul 17Aug 2176.5%53.7%42.5%28568
$128.00Jul 17Aug 779.1%58.1%36.1%45
$129.00Jul 17Jul 3172.9%53.8%35.6%235
$135.00Jul 17Aug 2169.0%52.8%30.7%2424
$145.00Jul 17Jul 2476.5%60.2%27.2%2--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 32 found (best R:R 56.69, avg 6.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$157.50$165.00Jul 17$0.13$7.37$0.1356.69$157.63
$150.00$155.00Jul 17$0.17$4.83$0.1728.41$150.17
$155.00$160.00Jul 31$0.43$4.57$0.4310.63$155.43
$147.00$150.00Jul 31$0.28$2.72$0.289.71$147.28
$140.00$144.00Jul 17$0.76$3.24$0.764.26$140.76
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$128.00$120.00Jul 17$0.22$7.78$0.2235.36$127.78
$129.00$128.00Jul 31$0.10$0.90$0.109.00$128.90
$130.00$129.00Jul 17$0.20$0.80$0.204.00$129.80
$130.00$129.00Jul 31$0.20$0.80$0.204.00$129.80
$133.00$132.00Jul 17$0.30$0.70$0.302.33$132.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 38 found (best R:R 5.67, avg 1.11)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$123.00$124.00Jul 17$0.85$0.85$0.155.67$123.85
$124.00$137.00Jul 17$10.85$10.85$2.155.05$134.85
$118.00$119.00Jul 17$0.80$0.80$0.204.00$118.80
$148.00$149.00Jul 17$0.68$0.68$0.322.13$148.68
$130.00$135.00Jul 31$3.25$3.25$1.751.86$133.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$145.00$140.00Jul 24$3.95$3.95$1.053.76$141.05
$145.00$140.00Jul 17$3.70$3.70$1.302.85$141.30
$136.00$135.00Jul 17$0.60$0.60$0.401.50$135.40
$140.00$135.00Aug 21$2.65$2.65$2.351.13$137.35
$140.00$138.00Jul 17$1.02$1.02$0.981.04$138.98

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $1.73, cheapest $0.51)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$150.00Jul 17Jul 24$0.5197.3%55.0%
$155.00Jul 17Jul 31$0.93112.3%53.8%
$140.00Jul 17Jul 24$1.2267.3%45.6%
$145.00Jul 17Jul 24$1.7276.5%60.2%
$165.00Jul 17Aug 21$1.78141.6%55.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$140.00Jul 17Jul 24$1.0567.3%45.6%
$145.00Jul 17Jul 24$1.3076.5%60.2%
$135.00Jul 17Jul 24$1.5269.0%51.2%
$128.00Jul 17Jul 31$2.0079.1%55.7%
$129.00Jul 17Jul 31$2.1072.9%53.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 3.77% of stock, avg 7.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$137.00Jul 17$3.10$2.10$5.20$131.80$142.203.77%
$140.00Jul 17$1.78$4.10$5.88$134.12$145.884.26%
$140.00Jul 24$3.00$5.15$8.15$131.85$148.155.91%
$145.00Jul 17$0.78$7.80$8.58$136.42$153.586.22%
$145.00Jul 24$2.50$9.10$11.60$133.40$156.608.41%
$130.00Jul 31$10.70$2.65$13.35$116.65$143.359.68%
$120.00Jul 17$17.70$0.13$17.83$102.17$137.8312.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 57 found (cheapest 1.09% of stock, avg 3.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$149.00$133.00Jul 17$0.65$0.85$1.50$131.50$150.50
$145.00$133.00Jul 17$0.78$0.85$1.63$131.37$146.63
$144.00$133.00Jul 17$1.02$0.85$1.87$131.13$145.87
$148.00$133.00Jul 17$1.33$0.85$2.18$130.82$150.18
$149.00$135.00Jul 17$0.65$1.53$2.18$132.82$151.18
$145.00$135.00Jul 17$0.78$1.53$2.31$132.69$147.31
$144.00$135.00Jul 17$1.02$1.53$2.55$132.45$146.55
$140.00$133.00Jul 17$1.78$0.85$2.63$130.37$142.63
$149.00$137.00Jul 17$0.65$2.10$2.75$134.25$151.75
$149.00$136.00Jul 17$0.65$2.13$2.78$133.22$151.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 40 found (best R:R 4.26, avg credit $1.83)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
135/140145/150Aug 21$4.05$0.954.26$135.95$149.05
127/128130/135Jul 31$3.75$1.253.00$124.25$133.75
127/128138/140Jul 31$1.45$0.552.64$126.55$139.45
135/140145/150Jul 24$3.52$1.482.38$136.48$148.52
130/135145/150Aug 21$3.50$1.502.33$131.50$148.50
127/128145/147Jul 31$1.37$0.632.17$126.63$146.37
128/129130/135Jul 31$3.35$1.652.03$125.65$133.35
133/135137/140Jul 17$2.00$1.002.00$133.00$139.00
135/136137/140Jul 17$1.92$1.081.78$134.08$138.92
129/130138/140Jul 31$1.15$0.851.35$128.85$139.15

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
$120.00$121.00$122.00Jul 17$0.05$0.9519.00
$122.00$123.00$124.00Jul 17$0.10$0.909.00
$150.00$155.00$160.00Jul 31$0.54$4.468.26
$117.00$118.00$119.00Jul 17$0.20$0.804.00
$119.00$120.00$121.00Jul 17$0.20$0.804.00
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$128.00$129.00$130.00Jul 31$0.10$0.909.00
$130.00$135.00$140.00Aug 21$0.55$4.458.09
$128.00$129.00$130.00Jul 17$0.20$0.804.00
$135.00$140.00$145.00Jul 24$1.85$3.151.70

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 32 found (best net $-0.85, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$144.001:2Aug 7-$0.85$8.15
$157.50$165.001:2Jul 17-$0.12$7.38
$142.00$150.001:2Aug 28-$2.90$5.10
$150.00$155.001:2Jul 17-$0.23$4.77
$150.00$155.001:2Jul 31-$0.36$4.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$145.00$140.001:2Jul 17-$0.40$4.60
$140.00$135.001:2Jul 24-$0.95$4.05
$145.00$140.001:2Jul 24-$1.20$3.80
$135.00$133.001:2Jul 17-$0.17$1.83
$132.00$130.001:2Jul 17-$0.55$1.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 4.93%, avg 1.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$142.00Aug 28$6.800.473.0%4.93%7.90%14
$145.00Aug 21$6.300.415.2%4.57%9.72%110298
$138.00Jul 31$5.000.530.1%3.63%3.70%1--
$150.00Aug 28$4.900.358.8%3.55%12.33%1--
$144.00Aug 7$4.600.414.4%3.34%7.76%12
$150.00Aug 21$4.400.348.8%3.19%11.97%17570
$140.00Jul 31$4.100.481.5%2.97%4.50%1--
$139.00Jul 24$3.500.480.8%2.54%3.34%9--
$145.00Jul 31$2.500.355.2%1.81%6.96%5034
$140.00Jul 24$2.100.431.5%1.52%3.05%227

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 1,604
Total Puts 288
Put/Call Ratio 0.18
Net Difference 1,316

Prior's Put/Call Breakdown

Total Calls 6,218
Total Puts 700
Put/Call Ratio 0.11
Net Difference 5,518

Prior 7-Day Put/Call Summary

Total Calls 46,204
Total Puts 6,366
Average Put/Call Ratio 0.33
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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