Tour v344
NRG
NRG ENERGY INC
$132.75 -3.73%
7/16 18:48

Option Volume

Detail
Current (07/16) 1,543
Calls: 1,188 (77%)
Puts: 355 (23%)
Prior (07/15) 1,892
Calls: 1,604 (85%)
Puts: 288 (15%)
Current vs Prior -18.45%
Calls: -25.94% (Calls)
Puts: +23.26% (Puts)
Prior 7-Day Total 43,116
Calls: 37,942 (88%)
Puts: 5,174 (12%)
Prior 7-Day Average 6,159
Calls: 5,420 (88%)
Puts: 739 (12%)
Current vs Prior 7-Day Avg -74.95%
Calls: -78.08%
Puts: -51.97%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $1.62M
Calls: $1.17M (72%)
Puts: $451.3K (28%)
Prior (07/15) $3.31M
Calls: $2.96M (89%)
Puts: $354.6K (11%)
Current vs Prior -51.17%
Calls: -60.58%
Puts: +27.27%
Prior 7-Day Total $26.80M
Calls: $23.65M (88%)
Puts: $3.16M (12%)
Prior 7-Day Average $3.83M
Calls: $3.38M (88%)
Puts: $451.1K (12%)
Current vs Prior 7-Day Avg -57.77%
Calls: -65.49%
Puts: +0.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.30
Prior (07/15) 0.18
Current vs Prior +66.43%
Prior 7-Day Average 0.33
Current vs Prior 7-Day Avg -9.97%
Sentiment BULLISH

Open Interest

Detail
Current (07/16) 45,369
Calls: 43,385 (96%)
Puts: 1,984 (4%)
Prior (07/15) 12,362
Calls: 8,092 (65%)
Puts: 4,270 (35%)
Current vs Prior +267.00%
Prior 7-Day Total 225,126
Calls: 196,588 (87%)
Puts: 28,538 (13%)
Prior 7-Day Average 32,160
Calls: 28,084 (87%)
Puts: 4,076 (13%)
Current vs Prior 7-Day Avg +41.07%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.34% | 6.33%3.34% | 15.78%
Prior 4.48% | 6.42%4.48% | 15.45%
Current vs Prior -25.54% | -1.40%-25.54% | +2.17%
Prior 7-Day Avg 4.66% | 7.38%6.15% | 16.36%
Current vs 7-Day Avg -28.32% | -14.25%-45.75% | -3.51%
Prior 7-Day Eod 4.48% | 6.42%4.48% | 15.45%
Current vs 7-Day Eod -25.54% | -1.40%-25.54% | +2.17%
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

Moderately bullish flow with 72% call dollar volume ($1.17M). Light premium activity with dollar volume down 51% vs prior. Extreme bullish P/C ratio of 0.30 - heavy call buying (1,188 calls vs 355 puts). P/C ratio rising 66% - 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 7.7%, best 5.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$129.00Jul 245.906.50$6.209.7%10.67--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 215.305.60$5.455.5%1000.348
$135.00Aug 219.9010.70$10.307.8%60.5146

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. 27 found (avg delta 0.75, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 1711.5014.70$13.1024.4%110.99--
$110.00Jul 1721.5024.80$23.1514.3%370.9526
$115.00Jul 1716.5018.90$17.7013.6%260.946
$116.00Jul 1715.5018.40$16.9517.1%20.94--
$117.00Jul 1714.5017.40$15.9518.2%30.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 1716.0018.60$17.3015.0%10.97--
$138.00Jul 174.506.30$5.4033.3%30.90--
$140.00Jul 176.208.10$7.1526.6%40.90--
$137.00Jul 172.705.50$4.1068.3%20.8422
$136.00Jul 172.904.80$3.8549.4%10.77--

Most actively traded options today. High liquidity = easy entry/exit. 100 active (total vol 944, top 224)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$137.00Jul 170.300.90$0.60100.0%2240.236
$140.00Jul 170.051.00$0.53179.2%530.16961
$110.00Jul 1721.5024.80$23.1514.3%370.9526
$140.00Jul 241.251.75$1.5033.3%310.26--
$115.00Jul 1716.5018.90$17.7013.6%260.946
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 215.305.60$5.455.5%1000.348
$133.00Jul 314.705.90$5.3022.6%350.492
$112.00Jul 310.000.90$0.45200.0%180.065
$135.00Jul 172.304.20$3.2558.5%170.67593
$115.00Jul 310.301.20$0.75120.0%150.105

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 77.9%, max 338.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$155.00Jul 17Aug 21250.8%57.2%338.1%1727
$150.00Jul 17Aug 28156.2%52.2%199.4%133.9K
$143.00Jul 17Aug 7129.6%58.9%120.1%2--
$145.00Jul 17Aug 28101.7%48.6%109.1%20781
$142.00Jul 17Aug 793.8%53.1%76.7%23
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$150.00Jul 17Aug 28156.2%52.2%199.4%2--
$140.00Jul 17Jul 2495.1%51.3%85.2%7--
$128.00Jul 17Jul 3185.0%46.1%84.4%434
$125.00Jul 17Aug 2184.4%53.7%57.0%1018
$120.00Jul 17Aug 793.4%61.2%52.8%8109

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 57 found (best R:R 40.67, avg 4.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$145.00$150.00Jul 24$0.15$4.85$0.1532.33$145.15
$150.00$155.00Jul 24$0.30$4.70$0.3015.67$150.30
$145.00$155.00Jul 31$0.70$9.30$0.7013.29$145.70
$141.00$145.00Jul 24$0.48$3.52$0.487.33$141.48
$145.00$150.00Aug 28$0.70$4.30$0.706.14$145.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$120.00Jul 17$0.12$4.88$0.1240.67$124.88
$126.00$119.00Jul 24$0.52$6.48$0.5212.46$125.48
$115.00$112.00Jul 31$0.30$2.70$0.309.00$114.70
$120.00$115.00Jul 31$0.52$4.48$0.528.62$119.48
$128.00$125.00Jul 17$0.35$2.65$0.357.57$127.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 64 found (best R:R 9.00, avg 0.94)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$117.00$118.00Jul 17$0.90$0.90$0.109.00$117.90
$121.00$135.00Jul 17$11.00$11.00$3.003.67$132.00
$115.00$116.00Jul 17$0.75$0.75$0.253.00$115.75
$140.00$142.00Aug 7$1.40$1.40$0.602.33$141.40
$129.00$132.00Jul 24$1.75$1.75$1.251.40$130.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$140.00$138.00Jul 17$1.75$1.75$0.257.00$138.25
$140.00$139.00Jul 24$0.75$0.75$0.253.00$139.25
$135.00$133.00Jul 17$1.42$1.42$0.582.45$133.58
$139.00$135.00Jul 24$2.45$2.45$1.551.58$136.55
$136.00$135.00Jul 17$0.60$0.60$0.401.50$135.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $2.10, cheapest $0.37)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$150.00Jul 17Jul 24$0.37156.2%66.0%
$130.00Aug 7Aug 14$0.5555.3%54.2%
$145.00Jul 17Jul 24$0.70101.7%55.9%
$140.00Jul 17Jul 24$0.9795.1%51.3%
$141.00Jul 17Jul 24$1.0883.9%52.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$140.00Jul 17Jul 24$1.0595.1%51.3%
$120.00Jul 17Jul 31$1.2493.4%53.2%
$135.00Jul 17Jul 24$1.7567.1%52.3%
$130.00Jul 17Jul 24$1.7880.2%50.5%
$124.00Jul 31Aug 7$1.8050.1%60.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 3.28% of stock, avg 8.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$135.00Jul 17$1.10$3.25$4.35$130.65$139.353.28%
$136.00Jul 17$0.78$3.85$4.63$131.37$140.633.49%
$137.00Jul 17$0.60$4.10$4.70$132.30$141.703.54%
$138.00Jul 17$0.45$5.40$5.85$132.15$143.854.41%
$140.00Jul 17$0.53$7.15$7.68$132.32$147.685.79%
$132.00Jul 24$4.45$3.50$7.95$124.05$139.955.99%
$139.00Jul 24$1.70$7.45$9.15$129.85$148.156.89%
$140.00Jul 24$1.50$8.20$9.70$130.30$149.707.31%
$133.00Jul 31$5.20$5.30$10.50$122.50$143.507.91%
$135.00Jul 31$4.65$6.15$10.80$124.20$145.808.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 105 found (cheapest 0.45% of stock, avg 4.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$138.00$125.00Jul 17$0.45$0.15$0.60$124.40$138.60
$139.00$125.00Jul 17$0.58$0.15$0.73$124.27$139.73
$137.00$125.00Jul 17$0.60$0.15$0.75$124.25$137.75
$136.00$125.00Jul 17$0.78$0.15$0.93$124.07$136.93
$138.00$128.00Jul 17$0.45$0.50$0.95$127.05$138.95
$139.00$128.00Jul 17$0.58$0.50$1.08$126.92$140.08
$137.00$128.00Jul 17$0.60$0.50$1.10$126.90$138.10
$135.00$125.00Jul 17$1.10$0.15$1.25$123.75$136.25
$136.00$128.00Jul 17$0.78$0.50$1.28$126.72$137.28
$138.00$130.00Jul 17$0.45$0.85$1.30$128.70$139.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 115 found (best R:R 12.33, avg credit $1.79)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
130/132138/139Jul 24$1.85$0.1512.33$130.15$139.85
125/130135/140Aug 21$4.35$0.656.69$125.65$139.35
132/133135/136Jul 17$0.82$0.184.56$132.18$135.82
133/135136/137Jul 17$1.60$0.404.00$133.40$137.60
130/135140/145Aug 21$3.95$1.053.76$131.05$143.95
133/135137/138Jul 17$1.57$0.433.65$133.43$138.57
130/135145/150Aug 21$3.80$1.203.17$131.20$148.80
135/136137/138Jul 17$0.75$0.253.00$135.25$137.75
128/130133/135Jul 31$1.50$0.503.00$128.50$134.50
125/130140/145Aug 21$3.70$1.302.85$126.30$143.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 32.33, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$140.00$145.00$150.00Aug 21$0.15$4.8532.33
$145.00$150.00$155.00Aug 21$0.48$4.529.42
$116.00$117.00$118.00Jul 17$0.10$0.909.00
$135.00$140.00$145.00Aug 21$0.65$4.356.69
$135.00$136.00$137.00Jul 17$0.14$0.866.14
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$125.00$130.00$135.00Aug 21$0.25$4.7519.00
$128.00$130.00$132.00Jul 17$0.13$1.8714.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 53 found (best net $-0.35, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$145.00$155.001:2Jul 31-$0.35$9.65
$147.00$155.001:2Aug 7-$0.37$7.63
$132.00$138.001:2Jul 24-$0.91$5.09
$150.00$155.001:2Jul 24-$0.10$4.90
$140.00$145.001:2Jul 31-$0.35$4.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$126.00$119.001:2Jul 24-$0.46$6.54
$120.00$115.001:2Jul 31-$0.23$4.77
$115.00$112.001:2Jul 31-$0.15$2.85
$130.00$127.001:2Jul 24-$0.47$2.53
$124.00$120.001:2Aug 7-$1.61$2.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 5.57%, avg 2.05%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$135.00Aug 21$7.400.491.7%5.57%7.27%5--
$135.00Aug 7$5.900.501.7%4.44%6.14%9--
$135.00Aug 14$5.900.491.7%4.44%6.14%12--
$140.00Aug 21$5.300.415.5%3.99%9.45%141.7K
$136.00Aug 7$5.000.472.5%3.77%6.21%1--
$133.00Jul 31$4.600.510.2%3.47%3.65%1--
$138.00Aug 7$4.500.444.0%3.39%7.34%5--
$145.00Aug 21$4.300.339.2%3.24%12.47%12289
$139.00Aug 7$4.100.414.7%3.09%7.80%5--
$135.00Jul 31$3.900.461.7%2.94%4.63%3--

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 1,188
Total Puts 355
Put/Call Ratio 0.30
Net Difference 833

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 37,942
Total Puts 5,174
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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