Tour v531
NRG
NRG ENERGY INC
$106.37 -1.48%
$106.50 (+0.12%)🌙
as of 10/12 06:35 PM
◀ 10/12 18:35 ▶

Option Volume

Detail
ℹ
Current (10/12) 5,938
Calls: 3,218 (54%)
Puts: 2,720 (46%)
Prior (10/08) 26,193
Calls: 24,744 (94%)
Puts: 1,449 (6%)
Current vs Prior -77.33%
Calls: -86.99% (Calls)
Puts: +87.72% (Puts)
Prior 7-Day Total 126,683
Calls: 111,079 (88%)
Puts: 15,604 (12%)
Prior 7-Day Average 18,097
Calls: 15,868 (88%)
Puts: 2,229 (12%)
Current vs Prior 7-Day Avg -67.19%
Calls: -79.72%
Puts: +22.02%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/12) $1.83M
Calls: $918.4K (50%)
Puts: $914.0K (50%)
Prior (10/08) $13.15M
Calls: $12.09M (92%)
Puts: $1.06M (8%)
Current vs Prior -86.06%
Calls: -92.40%
Puts: -13.40%
Prior 7-Day Total $52.14M
Calls: $43.98M (84%)
Puts: $8.15M (16%)
Prior 7-Day Average $7.45M
Calls: $6.28M (84%)
Puts: $1.16M (16%)
Current vs Prior 7-Day Avg -75.40%
Calls: -85.38%
Puts: -21.53%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12) 0.85
Prior (10/08) 0.06
Current vs Prior +1343.39%
Prior 7-Day Average 0.28
Current vs Prior 7-Day Avg +200.08%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/12) 102,620
Calls: 92,496 (90%)
Puts: 10,124 (10%)
Prior (10/08) 96,700
Calls: 84,325 (87%)
Puts: 12,375 (13%)
Current vs Prior +6.12%
Prior 7-Day Total 507,402
Calls: 418,961 (83%)
Puts: 88,441 (17%)
Prior 7-Day Average 72,486
Calls: 59,851 (83%)
Puts: 12,634 (17%)
Current vs Prior 7-Day Avg +41.57%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 5.78% | 8.04%5.78% | 16.78%
Prior 2.96% | 6.63%6.63% | 17.64%
Current vs Prior +95.15% | +21.22%-12.81% | -4.84%
Prior 7-Day Avg 3.96% | 7.14%7.61% | 16.14%
Current vs 7-Day Avg +46.02% | +12.57%-24.00% | +3.99%
Prior 7-Day Eod 2.96% | 6.63%6.63% | 17.64%
Current vs 7-Day Eod +95.15% | +21.22%-12.81% | -4.84%
Sentiment BEARISHBULLISH

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

Light premium activity with dollar volume down 86% vs prior. Below-average activity with volume down 77% vs prior. P/C ratio rising 1343% - increased hedging/bearish positioning. Call-heavy open interest (92,496 calls vs 10,124 puts) suggests bullish 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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 8.1%, best 7.3%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 209.209.90$9.557.3%40.54--
$105.00Nov 206.507.10$6.808.8%240.44167

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. 25 found (avg delta 0.67, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Oct 1615.8017.60$16.7010.8%10.92--
$95.00Oct 1610.9012.80$11.8516.0%150.91--
$101.00Oct 165.106.90$6.0030.0%30.85--
$100.00Oct 237.008.80$7.9022.8%10.7910
$102.00Oct 164.506.40$5.4534.9%80.76215
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Oct 1612.4014.40$13.4014.9%20.9584
$115.00Oct 309.3011.50$10.4021.2%20.74--
$109.00Oct 163.604.80$4.2028.6%10.63--
$110.00Oct 305.607.50$6.5529.0%10.58--
$110.00Nov 209.209.90$9.557.3%40.54--

Most actively traded options today. High liquidity = easy entry/exit. 101 active (total vol 4.7K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Oct 160.050.60$0.33166.7%1.6K0.1072
$114.00Oct 160.250.55$0.4075.0%2030.13308
$120.00Nov 202.653.70$3.1833.0%410.2810.9K
$120.00Oct 230.000.80$0.40200.0%310.10--
$120.00Oct 160.050.25$0.15133.3%300.051.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Nov 202.703.00$2.8510.5%2.1K0.24211
$100.00Oct 160.250.65$0.4588.9%300.14426
$100.00Nov 204.304.90$4.6013.0%240.34289
$105.00Nov 206.507.10$6.808.8%240.44167
$95.00Oct 160.050.65$0.35171.4%230.08448

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 6.4%, max 18.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$107.00Oct 16Oct 3056.9%48.0%18.5%7130
$112.00Oct 16Oct 2358.9%50.7%16.2%25282
$108.00Oct 16Oct 3055.4%51.2%8.4%221.1K
$106.00Oct 23Oct 3052.5%49.1%7.0%927
$111.00Oct 16Nov 1357.2%55.0%4.0%1718
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Oct 16Nov 2054.9%53.3%3.0%28822
$102.00Oct 16Oct 2358.4%57.5%1.5%31156
$103.00Oct 16Oct 2356.2%55.6%1.0%2852

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 66 found (best R:R 2.15, avg 3.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$105.00$115.00Nov 6$3.17$6.83$3.1755%2.15$108.17
$103.00$106.00Oct 23$1.15$1.85$1.1567%1.61$104.15
$100.00$105.00Nov 20$2.60$2.40$2.6066%0.92$102.60
$111.00$115.00Nov 13$1.07$2.93$1.0743%2.74$112.07
$100.00$102.00Oct 23$1.10$0.90$1.1079%0.82$101.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$110.00$105.00Oct 30$2.35$2.65$2.3558%1.13$107.65
$105.00$104.00Oct 16$0.22$0.78$0.2240%3.55$104.78
$105.00$103.00Oct 23$0.60$1.40$0.6041%2.33$104.40
$103.00$102.00Oct 23$0.22$0.78$0.2233%3.55$102.78
$101.00$100.00Oct 30$0.20$0.80$0.2030%4.00$100.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 53 found (best R:R 0.52, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$109.00$110.00Oct 16$0.83$0.83$0.1763%4.88$109.83
$110.00$115.00Oct 30$1.95$1.95$3.0558%0.64$111.95
$119.00$120.00Nov 13$0.50$0.50$0.5071%1.00$119.50
$123.00$125.00Oct 16$0.22$0.22$1.7893%0.12$123.22
$110.00$111.00Nov 13$0.60$0.60$0.4054%1.50$110.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$105.00$92.00Nov 6$4.47$4.47$8.5355%0.52$100.53
$105.00$101.00Oct 30$1.85$1.85$2.1557%0.86$103.15
$102.00$100.00Oct 23$0.93$0.93$1.0770%0.87$101.07
$100.00$95.00Nov 20$1.75$1.75$3.2566%0.54$98.25
$95.00$90.00Nov 20$1.25$1.25$3.7576%0.33$93.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.67, cheapest $1.45)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$108.00Oct 16Oct 23$1.4555.4%49.1%
$106.00Oct 23Oct 30$0.6552.5%49.1%
$107.00Oct 16Oct 23$1.2656.9%54.5%
$105.00Oct 16Oct 30$2.5054.9%53.2%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Oct 16Oct 23$1.1554.9%52.7%
$110.00Oct 30Nov 20$3.0054.4%55.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 4.70% of stock, avg 9.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$105.00Oct 16$3.20$1.80$5.00$100.00$110.004.70%
$109.00Oct 16$1.78$4.20$5.98$103.02$114.985.62%
$102.00Oct 16$5.45$0.93$6.38$95.62$108.386.00%
$101.00Oct 16$6.00$0.43$6.43$94.57$107.436.04%
$108.00Oct 23$3.15$4.65$7.80$100.20$115.807.33%
$106.00Oct 23$4.50$3.40$7.90$98.10$113.907.43%
$103.00Oct 23$5.65$2.35$8.00$95.00$111.007.52%
$102.00Oct 23$6.80$2.13$8.93$93.07$110.938.40%
$100.00Oct 23$7.90$1.20$9.10$90.90$109.108.56%
$105.00Oct 30$5.70$4.20$9.90$95.10$114.909.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 100 found (cheapest 1.23% of stock, avg 4.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$111.00$101.00Oct 16$0.88$0.43$1.31$99.69$112.31
$110.00$101.00Oct 16$0.95$0.43$1.38$99.62$111.38
$120.00$95.00Oct 30$0.93$0.78$1.71$93.29$121.71
$111.00$102.00Oct 16$0.88$0.93$1.81$100.19$112.81
$110.00$102.00Oct 16$0.95$0.93$1.88$100.12$111.88
$111.00$103.00Oct 16$0.88$1.13$2.01$100.99$113.01
$110.00$103.00Oct 16$0.95$1.13$2.08$100.92$112.08
$118.00$95.00Oct 30$1.35$0.78$2.13$92.87$120.13
$114.00$100.00Oct 23$1.27$1.20$2.47$97.53$116.47
$125.00$92.00Nov 6$1.48$1.08$2.56$89.44$127.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 66 found (best R:R 4.00, avg credit $0.69)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
101/102112/113Oct 16$0.80$0.2056%4.00$101.20$112.80
100/102118/120Oct 23$1.21$0.7955%1.53$100.79$119.21
101/102114/115Oct 16$0.62$0.3863%1.63$101.38$114.62
103/104112/113Oct 16$0.75$0.2545%3.00$103.25$112.75
101/102111/112Oct 16$0.65$0.3552%1.86$101.35$111.65
100/102117/118Oct 23$1.08$0.9253%1.17$100.92$118.08
98/99112/113Oct 16$0.45$0.5568%0.82$98.55$112.45
100/102115/116Oct 23$1.15$0.8548%1.35$100.85$116.15
101/102123/125Oct 16$0.72$1.2869%0.56$101.28$123.72
103/104114/115Oct 16$0.57$0.4352%1.33$103.43$114.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 8.35, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$115.00$125.00Nov 6$1.07$8.9338%8.35
$100.00$105.00$110.00Nov 20$0.30$4.7021%15.67
$115.00$120.00$125.00Nov 20$0.24$4.7615%19.83
$111.00$115.00$119.00Nov 13$0.24$3.7614%15.67
$110.00$115.00$120.00Nov 20$0.48$4.5217%9.42
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$95.00$100.00$105.00Nov 20$0.45$4.5520%10.11
$100.00$105.00$110.00Nov 20$0.55$4.4521%8.09
$90.00$95.00$100.00Nov 20$0.50$4.5018%9.00
$98.00$99.00$100.00Oct 23$0.10$0.906%9.00
$102.00$103.00$104.00Oct 16$0.25$0.7511%3.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 63 found (best net $-0.15, 54 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$101.001:2Oct 16-$0.15$5.85
$105.00$115.001:2Nov 6-$0.41$9.59
$102.00$105.001:2Oct 16-$0.95$2.05
$120.00$125.001:2Nov 13-$0.74$4.26
$109.00$110.001:2Oct 16-$0.12$0.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$101.001:2Oct 30-$0.50$3.50
$115.00$110.001:2Oct 30-$2.70$2.30
$110.00$105.001:2Oct 30-$1.85$3.15
$95.00$90.001:2Nov 20-$0.35$4.65
$100.00$95.001:2Nov 20-$1.10$3.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 39 found (best yield 5.17%, avg 1.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Nov 20$5.500.463.4%5.17%8.58%81.0K
$115.00Nov 20$3.800.368.1%3.57%11.69%13259
$120.00Nov 20$2.650.2812.8%2.49%15.31%4110.9K
$111.00Nov 13$4.200.434.3%3.95%8.30%1--
$125.00Nov 20$2.000.2217.5%1.88%19.39%2177
$110.00Nov 13$4.400.463.4%4.14%7.55%5--
$119.00Nov 13$2.100.2911.9%1.97%13.85%2--
$115.00Nov 13$2.650.358.1%2.49%10.60%3--
$115.00Nov 6$2.650.348.1%2.49%10.60%2--
$120.00Nov 13$2.000.2612.8%1.88%14.69%24

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 3,218
Total Puts 2,720
Put/Call Ratio 0.85
Net Difference 498

Prior's Put/Call Breakdown

Total Calls 24,744
Total Puts 1,449
Put/Call Ratio 0.06
Net Difference 23,295

Prior 7-Day Put/Call Summary

Total Calls 111,079
Total Puts 15,604
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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