Tour v528
NRG
NRG ENERGY INC
$97.85 -2.85%
$99.00 (+1.18%)🌙
as of 09/24 06:53 PM
◀ 9/24 18:53 ▶

Option Volume

Detail
ℹ
Current (09/24) 3,799
Calls: 2,320 (61%)
Puts: 1,479 (39%)
Prior (09/21) 8,966
Calls: 6,529 (73%)
Puts: 2,437 (27%)
Current vs Prior -57.63%
Calls: -64.47% (Calls)
Puts: -39.31% (Puts)
Prior 7-Day Total 61,622
Calls: 50,173 (81%)
Puts: 11,449 (19%)
Prior 7-Day Average 8,803
Calls: 7,167 (81%)
Puts: 1,635 (19%)
Current vs Prior 7-Day Avg -56.84%
Calls: -67.63%
Puts: -9.57%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24) $2.62M
Calls: $1.07M (41%)
Puts: $1.55M (59%)
Prior (09/21) $2.75M
Calls: $1.67M (61%)
Puts: $1.08M (39%)
Current vs Prior -4.81%
Calls: -36.31%
Puts: +44.24%
Prior 7-Day Total $20.50M
Calls: $13.69M (67%)
Puts: $6.80M (33%)
Prior 7-Day Average $2.93M
Calls: $1.96M (67%)
Puts: $971.8K (33%)
Current vs Prior 7-Day Avg -10.58%
Calls: -45.48%
Puts: +59.67%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 0.64
Prior (09/21) 0.37
Current vs Prior +70.79%
Prior 7-Day Average 0.28
Current vs Prior 7-Day Avg +125.65%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24) 64,541
Calls: 52,362 (81%)
Puts: 12,179 (19%)
Prior (09/21) 63,957
Calls: 57,730 (90%)
Puts: 6,227 (10%)
Current vs Prior +0.91%
Prior 7-Day Total 553,559
Calls: 478,574 (86%)
Puts: 74,985 (14%)
Prior 7-Day Average 79,079
Calls: 68,367 (86%)
Puts: 10,712 (14%)
Current vs Prior 7-Day Avg -18.39%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 3.15% | 6.39%9.71% | 16.20%
Prior 4.68% | 6.81%10.41% | 18.30%
Current vs Prior -32.69% | -6.16%-6.72% | -11.48%
Prior 7-Day Avg 4.69% | 7.24%5.99% | 14.75%
Current vs 7-Day Avg -32.82% | -11.83%+62.06% | +9.79%
Prior 7-Day Eod 4.68% | 6.81%10.41% | 18.30%
Current vs 7-Day Eod -32.69% | -6.16%-6.72% | -11.48%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 52.71% | 22.80%
Calls: 37.97% | 28.57%
Puts: 67.46% | 17.02%
Prior 52.71% | 22.80%
Calls: 37.97% | 28.57%
Puts: 67.46% | 17.02%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 52.71% | 22.80%
Calls: 37.97% | 28.57%
Puts: 67.46% | 17.02%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Below-average activity with volume down 58% vs prior. Bullish P/C ratio of 0.64. P/C ratio rising 71% - increased hedging/bearish positioning. Call-heavy open interest (52,362 calls vs 12,179 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 2 of results (avg 9.0%, best 8.7%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Oct 162.753.00$2.888.7%30.36341
$99.00Oct 23.103.40$3.259.2%10.55--

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. 50 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Sep 257.509.20$8.3520.4%30.981
$94.00Sep 253.705.00$4.3529.9%10.8845
$95.00Sep 252.604.40$3.5051.4%700.856
$96.00Sep 251.603.70$2.6579.2%390.807
$93.00Oct 25.407.20$6.3028.6%20.77--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 2510.9012.50$11.7013.7%471.00--
$112.00Sep 2512.4014.80$13.6017.6%721.00--
$115.00Sep 2515.4017.90$16.6515.0%281.00--
$115.00Oct 215.3017.90$16.6015.7%50.9559
$109.00Sep 259.9011.50$10.7015.0%490.95--

Most actively traded options today. High liquidity = easy entry/exit. 120 active (total vol 1.9K, top 204)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 250.300.55$0.4358.1%2040.2552
$102.00Sep 250.050.50$0.28160.7%1250.15105
$107.00Oct 90.801.10$0.9531.6%1000.19--
$105.00Oct 20.001.30$0.65200.0%940.1729
$97.00Sep 251.402.65$2.0361.6%850.66--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Sep 2512.4014.80$13.6017.6%721.00--
$95.00Sep 250.000.45$0.23195.7%650.1564
$96.00Sep 250.100.45$0.28125.0%620.2082
$108.00Sep 258.9010.80$9.8519.3%510.88--
$109.00Sep 259.9011.50$10.7015.0%490.95--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 23.7%, max 57.0%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Sep 25Oct 1660.0%49.0%22.4%225100
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$101.00Sep 25Oct 986.4%55.1%57.0%1343
$100.00Sep 25Oct 3060.0%49.3%21.6%30215
$98.00Sep 25Oct 3051.9%46.6%11.4%586
$96.00Sep 25Oct 1648.3%45.5%6.2%6582

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 66 found (best R:R 3.00, avg 4.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$101.00$108.00Oct 30$1.75$5.25$1.7547%3.00$102.75
$105.00$110.00Oct 23$0.70$4.30$0.7033%6.14$105.70
$101.00$103.00Oct 16$0.42$1.58$0.4243%3.76$101.42
$106.00$110.00Oct 2$0.15$3.85$0.1513%25.67$106.15
$107.00$115.00Oct 9$0.55$7.45$0.5519%13.55$107.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$104.00$103.00Oct 2$0.20$0.80$0.2076%4.00$103.80
$107.00$106.00Oct 2$0.40$0.60$0.4086%1.50$106.60
$109.00$108.00Oct 2$0.60$0.40$0.6089%0.67$108.40
$102.00$101.00Oct 9$0.35$0.65$0.3562%1.86$101.65
$103.00$102.00Sep 25$0.65$0.35$0.6587%0.54$102.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 44 found (best R:R 0.61, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$100.00$102.00Oct 2$1.07$1.07$0.9360%1.15$101.07
$108.00$110.00Sep 25$0.42$0.42$1.5888%0.27$108.42
$108.00$110.00Oct 30$0.90$0.90$1.1068%0.82$108.90
$98.00$101.00Oct 30$1.90$1.90$1.1044%1.73$99.90
$103.00$105.00Oct 16$0.93$0.93$1.0762%0.87$103.93
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$97.00$90.00Oct 23$2.65$2.65$4.3556%0.61$94.35
$90.00$85.00Oct 16$0.92$0.92$4.0879%0.23$89.08
$93.00$92.00Oct 16$0.55$0.55$0.4570%1.22$92.45
$95.00$94.00Oct 9$0.57$0.57$0.4363%1.33$94.43
$94.00$93.00Oct 16$0.52$0.52$0.4866%1.08$93.48

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $2.34, cheapest $1.60)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$98.00Sep 25Oct 30$5.5751.9%46.6%
$99.00Oct 2Oct 16$1.9050.1%48.1%
$101.00Oct 16Oct 30$1.3047.4%45.5%
$97.00Sep 25Oct 9$2.3248.0%46.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$99.00Sep 25Oct 2$1.6080.4%50.1%
$98.00Sep 25Oct 2$1.9051.9%51.4%
$97.00Sep 25Oct 2$1.7848.0%47.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 2.07% of stock, avg 7.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$98.00Sep 25$0.98$1.05$2.03$95.97$100.032.07%
$97.00Sep 25$2.03$0.55$2.58$94.42$99.582.64%
$100.00Sep 25$0.43$2.40$2.83$97.17$102.832.89%
$96.00Sep 25$2.65$0.28$2.93$93.07$98.932.99%
$95.00Sep 25$3.50$0.23$3.73$91.27$98.733.81%
$102.00Sep 25$0.28$4.05$4.33$97.67$106.334.43%
$103.00Sep 25$0.28$4.70$4.98$98.02$107.985.09%
$99.00Oct 2$2.35$3.25$5.60$93.40$104.605.72%
$100.00Oct 2$1.95$3.73$5.68$94.32$105.685.80%
$104.00Sep 25$0.20$5.80$6.00$98.00$110.006.13%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 100 found (cheapest 0.52% of stock, avg 4.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$102.00$95.00Sep 25$0.28$0.23$0.51$94.49$102.51
$103.00$95.00Sep 25$0.28$0.23$0.51$94.49$103.51
$105.00$95.00Sep 25$0.33$0.23$0.56$94.44$105.56
$102.00$96.00Sep 25$0.28$0.28$0.56$95.44$102.56
$103.00$96.00Sep 25$0.28$0.28$0.56$95.44$103.56
$105.00$96.00Sep 25$0.33$0.28$0.61$95.39$105.61
$100.00$95.00Sep 25$0.43$0.23$0.66$94.34$100.66
$100.00$96.00Sep 25$0.43$0.28$0.71$95.29$100.71
$102.00$97.00Sep 25$0.28$0.55$0.83$96.17$102.83
$103.00$97.00Sep 25$0.28$0.55$0.83$96.17$103.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 36 found (best R:R 2.03, avg credit $0.71)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
92/93109/110Oct 16$0.67$0.3350%2.03$92.33$109.67
93/94109/110Oct 16$0.64$0.3646%1.78$93.36$109.64
92/93105/106Oct 2$0.50$0.5060%1.00$92.50$105.50
96/97105/106Sep 25$0.47$0.5354%0.89$96.53$105.47
94/95105/106Oct 2$0.39$0.6152%0.64$94.61$105.39
93/94105/106Oct 2$0.33$0.6756%0.49$93.67$105.33
90/91109/110Oct 16$0.22$0.7857%0.28$90.78$109.22
90/92103/105Oct 2$0.63$1.3757%0.46$91.37$103.63
92/93103/105Oct 2$0.73$1.2752%0.57$92.27$103.73
96/97108/110Sep 25$0.69$1.3154%0.53$96.31$108.69

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$98.00$100.00$102.00Sep 25$0.40$1.6035%4.00
$95.00$96.00$97.00Sep 25$0.23$0.7720%3.35
$105.00$106.00$107.00Sep 25$0.22$0.786%3.55
$103.00$104.00$105.00Sep 25$0.21$0.791%3.76
$106.00$107.00$108.00Sep 25$0.28$0.726%2.57
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$97.00$98.00$99.00Sep 25$0.10$0.9026%9.00
$98.00$99.00$100.00Sep 25$0.15$0.8525%5.67
$96.00$97.00$98.00Oct 2$0.07$0.9312%13.29
$93.00$94.00$95.00Oct 2$0.06$0.948%15.67
$104.00$105.00$106.00Sep 25$0.05$0.953%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-0.35, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$94.001:2Sep 25-$0.35$3.65
$101.00$108.001:2Oct 30-$1.15$5.85
$105.00$109.001:2Oct 16-$0.40$3.60
$110.00$115.001:2Oct 16-$0.22$4.78
$106.00$110.001:2Oct 2-$0.15$3.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$107.00$102.001:2Oct 9-$2.55$2.45
$105.00$100.001:2Oct 16-$2.25$2.75
$115.00$109.001:2Oct 2-$5.10$0.90
$98.00$97.001:2Sep 25-$0.05$0.95
$99.00$98.001:2Sep 25-$0.45$0.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 5.62%, avg 1.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$98.00Oct 30$5.500.560.1%5.62%5.77%2--
$101.00Oct 30$4.100.473.2%4.19%7.41%12--
$108.00Oct 30$1.900.3210.4%1.94%12.31%11
$105.00Oct 23$2.250.337.3%2.30%9.61%5--
$100.00Oct 16$3.500.472.2%3.58%5.77%2148
$99.00Oct 16$3.900.501.2%3.99%5.16%1--
$101.00Oct 16$3.100.433.2%3.17%6.39%2--
$103.00Oct 16$2.450.385.3%2.50%7.77%8--
$110.00Oct 23$1.300.2512.4%1.33%13.75%1--
$110.00Oct 30$1.300.2512.4%1.33%13.75%12

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 2,320
Total Puts 1,479
Put/Call Ratio 0.64
Net Difference 841

Prior's Put/Call Breakdown

Total Calls 6,529
Total Puts 2,437
Put/Call Ratio 0.37
Net Difference 4,092

Prior 7-Day Put/Call Summary

Total Calls 50,173
Total Puts 11,449
Average Put/Call Ratio 0.28
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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