Tour v346
NRG
NRG ENERGY INC
$129.11 -2.74%
$130.45 (+1.04%)🌙
as of 07/17 07:05 PM
7/17 19:05

Option Volume

Detail
Current (07/17) 2,036
Calls: 1,126 (55%)
Puts: 910 (45%)
Prior (07/16) 1,543
Calls: 1,188 (77%)
Puts: 355 (23%)
Current vs Prior +31.95%
Calls: -5.22% (Calls)
Puts: +156.34% (Puts)
Prior 7-Day Total 43,487
Calls: 38,567 (89%)
Puts: 4,920 (11%)
Prior 7-Day Average 6,212
Calls: 5,509 (89%)
Puts: 702 (11%)
Current vs Prior 7-Day Avg -67.23%
Calls: -79.56%
Puts: +29.47%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $1.16M
Calls: $686.5K (59%)
Puts: $473.7K (41%)
Prior (07/16) $1.62M
Calls: $1.17M (72%)
Puts: $451.3K (28%)
Current vs Prior -28.25%
Calls: -41.10%
Puts: +4.97%
Prior 7-Day Total $27.40M
Calls: $24.57M (90%)
Puts: $2.83M (10%)
Prior 7-Day Average $3.91M
Calls: $3.51M (90%)
Puts: $404.6K (10%)
Current vs Prior 7-Day Avg -70.36%
Calls: -80.44%
Puts: +17.08%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.81
Prior (07/16) 0.30
Current vs Prior +170.45%
Prior 7-Day Average 0.22
Current vs Prior 7-Day Avg +267.27%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/17) 30,944
Calls: 27,840 (90%)
Puts: 3,104 (10%)
Prior (07/16) 45,369
Calls: 43,385 (96%)
Puts: 1,984 (4%)
Current vs Prior -31.79%
Prior 7-Day Total 238,780
Calls: 213,182 (89%)
Puts: 25,598 (11%)
Prior 7-Day Average 34,111
Calls: 30,454 (89%)
Puts: 3,656 (11%)
Current vs Prior 7-Day Avg -9.29%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.02% | 5.81%2.02% | 15.57%
Prior 3.34% | 6.33%3.34% | 15.78%
Current vs Prior +74.07% | +27.30%-39.42% | -1.35%
Prior 7-Day Avg 4.54% | 7.19%5.54% | 16.19%
Current vs 7-Day Avg +28.04% | +12.01%-63.48% | -3.86%
Prior 7-Day Eod 3.34% | 6.33%3.34% | 15.78%
Current vs 7-Day Eod +74.07% | +27.30%-39.42% | -1.35%
Sentiment BEARISHBULLISH

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

P/C ratio rising 170% - increased hedging/bearish positioning. Call-heavy open interest (27,840 calls vs 3,104 puts) suggests bullish positioning. Declining open interest (down 32%) indicates positions being closed.

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 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 3 of results (avg 7.2%, best 3.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2113.3014.60$13.959.3%20.70--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 2115.3015.90$15.603.8%10.66--
$135.00Jul 246.907.50$7.208.3%20.7222

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. 30 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 178.6011.10$9.8525.4%100.92178
$110.00Jul 3118.7021.80$20.2515.3%30.901
$110.00Jul 1718.0021.10$19.5515.9%10.89--
$115.00Jul 1713.4016.10$14.7518.3%10.86--
$122.00Jul 246.609.60$8.1037.0%140.84--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 179.6011.90$10.7521.4%71.00--
$140.00Jul 2410.1012.30$11.2019.6%20.843
$141.00Jul 1710.2012.90$11.5523.4%20.8230
$141.00Jul 3111.6014.70$13.1523.6%30.82--
$137.00Jul 175.909.20$7.5543.7%140.79--

Most actively traded options today. High liquidity = easy entry/exit. 94 active (total vol 1.3K, top 545)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 216.106.90$6.5012.3%5450.43563
$140.00Jul 170.000.05$0.03166.7%400.01941
$150.00Aug 211.952.90$2.4239.3%310.21568
$131.00Jul 242.452.95$2.7018.5%270.431
$132.00Jul 242.052.65$2.3525.5%250.393
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 170.000.50$0.25200.0%440.08--
$135.00Jul 174.906.40$5.6526.5%420.76590
$124.00Jul 241.151.80$1.4843.9%320.261
$128.00Jul 170.000.20$0.10200.0%290.159
$130.00Jul 170.402.45$1.43143.4%260.57189

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 1140.8%, max 2976.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$150.00Jul 17Aug 211691.3%55.0%2976.0%33568
$110.00Jul 17Jul 311880.0%65.3%2778.9%41
$138.00Jul 17Jul 24997.0%50.4%1877.9%710
$137.00Jul 17Aug 7938.4%53.0%1671.5%141
$136.00Jul 17Jul 24868.5%49.4%1658.4%7222
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$141.00Jul 17Jul 311187.7%47.0%2429.1%530
$135.00Jul 17Aug 21812.3%56.5%1336.9%53636
$125.00Jul 17Jul 31703.6%56.9%1137.5%1432
$120.00Jul 17Aug 7710.2%58.5%1114.9%46--
$132.00Jul 17Jul 24585.6%49.8%1075.2%618

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 45 found (best R:R 28.41, avg 3.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$143.00$148.00Jul 24$0.17$4.83$0.1728.41$143.17
$146.00$152.50Jul 31$0.42$6.08$0.4214.48$146.42
$148.00$150.00Jul 24$0.13$1.87$0.1314.38$148.13
$140.00$146.00Jul 31$0.53$5.47$0.5310.32$140.53
$140.00$143.00Jul 24$0.38$2.62$0.386.89$140.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$120.00Jul 17$0.83$4.17$0.835.02$124.17
$115.00$110.00Aug 21$1.08$3.92$1.083.63$113.92
$123.00$117.00Jul 24$1.47$4.53$1.473.08$121.53
$120.00$115.00Aug 7$1.23$3.77$1.233.07$118.77
$131.00$130.00Jul 17$0.25$0.75$0.253.00$130.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 58 found (best R:R 24.00, avg 1.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$110.00$115.00Jul 17$4.80$4.80$0.2024.00$114.80
$120.00$130.00Jul 17$8.70$8.70$1.306.69$128.70
$110.00$132.00Jul 31$16.65$16.65$5.353.11$126.65
$122.00$126.00Jul 24$2.75$2.75$1.252.20$124.75
$126.00$130.00Jul 24$2.25$2.25$1.751.29$128.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$141.00$140.00Jul 31$0.85$0.85$0.155.67$140.15
$141.00$140.00Jul 17$0.80$0.80$0.204.00$140.20
$140.00$135.00Jul 24$4.00$4.00$1.004.00$136.00
$129.00$127.00Aug 7$1.55$1.55$0.453.44$127.45
$133.00$132.00Jul 24$0.75$0.75$0.253.00$132.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $1.86, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$136.00Jul 17Jul 24$0.08868.5%49.4%
$110.00Jul 17Jul 31$0.701880.0%65.3%
$140.00Jul 17Jul 24$0.75482.1%55.4%
$137.00Jul 17Jul 24$0.85938.4%66.9%
$132.00Jul 24Jul 31$1.2549.8%49.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$140.00Jul 17Jul 24$0.45482.1%55.4%
$125.00Jul 17Jul 24$0.75703.6%50.7%
$115.00Aug 7Aug 21$1.0860.6%56.6%
$133.00Jul 24Jul 31$1.3549.7%49.3%
$123.00Jul 24Jul 31$1.3859.7%57.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 2.00% of stock, avg 8.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$130.00Jul 17$1.15$1.43$2.58$127.42$132.582.00%
$135.00Jul 17$1.15$5.65$6.80$128.20$141.805.27%
$130.00Jul 24$3.10$3.90$7.00$123.00$137.005.42%
$136.00Jul 17$1.10$6.15$7.25$128.75$143.255.62%
$132.00Jul 24$2.35$5.05$7.40$124.60$139.405.73%
$126.00Jul 24$5.35$2.13$7.48$118.52$133.485.79%
$137.00Jul 17$1.10$7.55$8.65$128.35$145.656.70%
$120.00Jul 17$9.85$0.25$10.10$109.90$130.107.82%
$140.00Jul 17$0.03$10.75$10.78$129.22$150.788.35%
$140.00Jul 24$0.78$11.20$11.98$128.02$151.989.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 97 found (cheapest 0.91% of stock, avg 4.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$138.00$128.00Jul 17$1.08$0.10$1.18$126.82$139.18
$136.00$128.00Jul 17$1.10$0.10$1.20$126.80$137.20
$137.00$128.00Jul 17$1.10$0.10$1.20$126.80$138.20
$130.00$128.00Jul 17$1.15$0.10$1.25$126.75$131.25
$135.00$128.00Jul 17$1.15$0.10$1.25$126.75$136.25
$138.00$120.00Jul 17$1.08$0.25$1.33$118.67$139.33
$136.00$120.00Jul 17$1.10$0.25$1.35$118.65$137.35
$137.00$120.00Jul 17$1.10$0.25$1.35$118.65$138.35
$130.00$120.00Jul 17$1.15$0.25$1.40$118.60$131.40
$135.00$120.00Jul 17$1.15$0.25$1.40$118.60$136.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 107 found (best R:R 22.08, avg credit $1.96)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
127/129134/137Aug 7$2.87$0.1322.08$126.13$136.87
135/140145/150Aug 21$4.48$0.528.62$135.52$149.48
121/123132/134Jul 31$1.77$0.237.70$121.23$133.77
127/130137/138Jul 24$2.60$0.406.50$127.40$139.60
125/128137/140Jul 31$2.57$0.435.98$125.43$139.57
130/135140/145Aug 21$4.20$0.805.25$130.80$144.20
135/140143/148Jul 24$4.17$0.835.02$135.83$147.17
135/140148/150Jul 24$4.13$0.874.75$135.87$152.13
124/127134/137Aug 7$2.42$0.584.17$124.58$136.42
133/140146/152Jul 31$5.57$1.433.90$134.43$151.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 99.00, cheapest $0.05)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 21$0.05$4.9599.00
$140.00$145.00$150.00Aug 21$0.37$4.6312.51
$122.00$126.00$130.00Jul 24$0.50$3.507.00
$135.00$140.00$145.00Aug 21$0.70$4.306.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 21$0.65$4.356.69
$130.00$131.00$132.00Jul 17$0.20$0.804.00
$123.00$124.00$125.00Jul 31$0.61$0.390.64
$123.00$124.00$125.00Jul 24$0.62$0.380.61
$119.00$120.00$121.00Jul 31$0.86$0.140.16

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 42 found (best net $-0.72, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$137.00$145.001:2Aug 7-$0.72$7.28
$120.00$130.001:2Aug 21-$3.05$6.95
$146.00$152.501:2Jul 31-$0.06$6.44
$140.00$146.001:2Jul 31-$0.37$5.63
$143.00$148.001:2Jul 24-$0.06$4.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$133.001:2Jul 31-$2.00$5.00
$120.00$115.001:2Aug 7-$0.97$4.03
$115.00$110.001:2Aug 21-$1.12$3.88
$130.00$127.001:2Jul 24-$0.90$2.10
$124.00$120.001:2Aug 7-$2.11$1.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 6.20%, avg 2.05%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$130.00Aug 21$8.000.520.7%6.20%6.89%165
$130.00Aug 14$6.300.510.7%4.88%5.57%3--
$135.00Aug 21$6.100.434.6%4.72%9.29%545563
$132.00Aug 14$5.400.472.2%4.18%6.42%3--
$140.00Aug 21$3.900.348.4%3.02%11.46%21.7K
$134.00Aug 7$3.800.413.8%2.94%6.73%1--
$130.00Jul 24$2.800.480.7%2.17%2.86%38
$132.00Jul 31$2.700.422.2%2.09%4.33%1--
$145.00Aug 21$2.700.2712.3%2.09%14.40%8289
$135.00Jul 31$2.500.354.6%1.94%6.50%2411

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 1,126
Total Puts 910
Put/Call Ratio 0.81
Net Difference 216

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 38,567
Total Puts 4,920
Average Put/Call Ratio 0.22
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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