Tour v290
TLN
TALEN ENERGY CORP NE
$364.67 +1.08%
$367.00 (+0.64%)πŸŒ™
as of 07/02 07:04 PM
7/2 19:04

Option Volume

Detail
β„Ή
Current (07/02) 3,456
Calls: 1,256 (36%)
Puts: 2,200 (64%)
Prior (07/01) 5,571
Calls: 2,766 (50%)
Puts: 2,805 (50%)
Current vs Prior -37.96%
Calls: -54.59% (Calls)
Puts: -21.57% (Puts)
Prior 7-Day Total 32,574
Calls: 16,087 (49%)
Puts: 16,487 (51%)
Prior 7-Day Average 4,653
Calls: 2,298 (49%)
Puts: 2,355 (51%)
Current vs Prior 7-Day Avg -25.73%
Calls: -45.35%
Puts: -6.59%
Sentiment BEARISH

Dollar Volume

Detail
β„Ή
Current (07/02) $7.90M
Calls: $2.44M (31%)
Puts: $5.47M (69%)
Prior (07/01) $12.01M
Calls: $3.07M (26%)
Puts: $8.95M (74%)
Current vs Prior -34.20%
Calls: -20.57%
Puts: -38.87%
Prior 7-Day Total $95.88M
Calls: $42.37M (44%)
Puts: $53.51M (56%)
Prior 7-Day Average $13.70M
Calls: $6.05M (44%)
Puts: $7.64M (56%)
Current vs Prior 7-Day Avg -42.29%
Calls: -59.76%
Puts: -28.45%
Sentiment BEARISH

Put/Call Ratio

Detail
β„Ή
Current (07/02) 1.75
Prior (07/01) 1.01
Current vs Prior +72.72%
Prior 7-Day Average 1.01
Current vs Prior 7-Day Avg +73.79%
Sentiment BEARISH

Open Interest

Detail
β„Ή
Current (07/02) 14,411
Calls: 7,521 (52%)
Puts: 6,890 (48%)
Prior (07/01) 41,676
Calls: 20,741 (50%)
Puts: 20,935 (50%)
Current vs Prior -65.42%
Prior 7-Day Total 149,406
Calls: 88,928 (62%)
Puts: 55,502 (38%)
Prior 7-Day Average 21,343
Calls: 12,704 (62%)
Puts: 7,928 (38%)
Current vs Prior 7-Day Avg -32.48%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 2.15% | 7.53%10.74% | 20.36%
Prior 3.93% | 8.34%-- | --
Current vs Prior +91.52% | +28.68%-- | --
Prior 7-Day Avg 5.13% | 8.38%-- | --
Current vs 7-Day Avg +46.79% | +28.18%-- | --
Prior 7-Day Eod 3.93% | 8.34%-- | --
Current vs 7-Day Eod +91.52% | +28.68%-- | --
Sentiment BEARISH--

Relative Spread

Detail
β„Ή
Expiry | Next
Current 11.06% | 16.77%
Calls: 12.01% | 16.08%
Puts: 10.12% | 17.46%
Prior 11.06% | 16.77%
Calls: 12.01% | 16.08%
Puts: 10.12% | 17.46%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 25.80% | 21.82%
Calls: 27.07% | 23.31%
Puts: 29.44% | 22.00%
Current vs 7-Day Avg -57.13% | -23.13%
Liquidity Expensive
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πŸ€– AI Insights

Moderately bearish flow with 69% put dollar volume ($5.47M). Extreme bearish P/C ratio of 1.75 - heavy put buying. P/C ratio rising 73% - increased hedging/bearish positioning. Declining open interest (down 65%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

πŸ“ˆ Options Analysis

🎯 Tightest Spreads
πŸ’° Best Value Under $1
πŸ“Š High Delta (ITM)
πŸ”₯ High Volume
⏰ Backwardation
πŸ“ˆ Debit Spreads
πŸ“‰ Credit Spreads
πŸ“… Calendar Spreads
⚑ Straddles
πŸ”€ Strangles
πŸ¦… Iron Condors
πŸ¦‹ Butterflies
βš–οΈ Ratio Spreads
πŸ›‘οΈ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 9.3%, best 9.3%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$437.50Jul 1069.6076.40$73.009.3%20.90--

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. 49 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 21.709.20$5.45137.6%131.008
$300.00Jul 3167.3075.00$71.1510.8%10.86--
$337.50Jul 223.7031.20$27.4527.3%20.86--
$340.00Jul 221.2028.70$24.9530.1%10.853
$310.00Jul 3159.0067.00$63.0012.7%10.83--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Jul 221.3028.70$25.0029.6%10.98--
$425.00Jul 1057.0064.30$60.6512.0%20.92--
$437.50Jul 1069.6076.40$73.009.3%20.90--
$435.00Jul 1066.7074.40$70.5510.9%20.90--
$427.50Jul 1060.0066.70$63.3510.6%20.90--

Most actively traded options today. High liquidity = easy entry/exit. 131 active (total vol 1.9K, top 210)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Jul 20.003.30$1.65200.0%2050.2717
$380.00Jul 2415.2019.60$17.4025.3%2010.4415
$360.00Jul 1720.7023.90$22.3014.3%1910.59155
$355.00Jul 1014.1022.30$18.2045.1%940.651
$370.00Jul 106.8012.70$9.7560.5%820.4622
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 100.052.50$1.27192.9%2100.0613
$347.50Jul 177.5013.50$10.5057.1%810.32--
$340.00Jul 175.0010.90$7.9574.2%800.26934
$370.00Jul 2422.8026.90$24.8516.5%550.501
$365.00Jul 1715.4021.10$18.2531.2%470.4663

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 554.2%, max 2279.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$420.00Jul 2Jul 241499.0%63.0%2279.4%23
$340.00Jul 2Jul 10921.0%61.0%1409.8%25
$387.50Jul 2Jul 10861.0%59.0%1359.3%215
$377.50Jul 2Jul 10623.0%61.0%921.3%314
$375.00Jul 2Aug 7552.0%64.0%762.5%65
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Jul 2Jul 17921.0%64.0%1339.1%81934
$380.00Jul 2Aug 7685.0%64.0%970.3%1656
$375.00Jul 2Aug 14552.0%64.0%762.5%4--
$372.50Jul 2Jul 17489.0%63.0%676.2%48
$370.00Jul 2Jul 31362.0%66.0%448.5%2231

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 78 found (best R:R 57.82, avg 4.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$370.00$372.50Jul 10$0.15$2.35$0.1515.67$370.15
$400.00$402.50Jul 10$0.17$2.33$0.1713.71$400.17
$400.00$405.00Jul 17$0.40$4.60$0.4011.50$400.40
$387.50$390.00Jul 10$0.25$2.25$0.259.00$387.75
$380.00$385.00Jul 24$0.50$4.50$0.509.00$380.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$300.00Jul 17$0.17$9.83$0.1757.82$309.83
$315.00$310.00Jul 24$0.18$4.82$0.1826.78$314.82
$300.00$295.00Aug 7$0.20$4.80$0.2024.00$299.80
$330.00$320.00Jul 17$0.67$9.33$0.6713.93$329.33
$315.00$300.00Jul 10$1.61$13.39$1.618.32$313.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 94 found (best R:R 24.00, avg 1.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$387.50$390.00Jul 2$2.10$2.10$0.405.25$389.60
$300.00$310.00Jul 31$8.15$8.15$1.854.41$308.15
$357.50$360.00Jul 2$1.90$1.90$0.603.17$359.40
$375.00$377.50Jul 10$1.90$1.90$0.603.17$376.90
$340.00$355.00Jul 10$11.05$11.05$3.952.80$351.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$435.00$427.50Jul 10$7.20$7.20$0.3024.00$427.80
$402.50$400.00Jul 17$2.25$2.25$0.259.00$400.25
$385.00$380.00Jul 17$4.35$4.35$0.656.69$380.65
$425.00$380.00Jul 10$38.65$38.65$6.356.09$386.35
$407.50$402.50Jul 17$4.00$4.00$1.004.00$403.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 31 found (avg debit $7.47, cheapest $1.68)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$330.00Jul 17Jul 24$2.7065.0%61.0%
$387.50Jul 2Jul 10$2.95861.0%59.0%
$410.00Jul 24Jul 31$3.4562.0%65.0%
$400.00Jul 10Jul 17$3.8065.0%63.0%
$340.00Jul 2Jul 10$4.30921.0%61.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Jul 2Jul 10$1.68921.0%61.0%
$310.00Jul 17Jul 24$1.9575.0%71.0%
$300.00Jul 10Jul 17$2.1189.0%84.0%
$295.00Jul 31Aug 7$2.4071.0%73.0%
$315.00Jul 10Jul 24$2.8089.0%67.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 1.37% of stock, avg 10.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$365.00Jul 2$2.58$2.40$4.98$360.02$369.981.37%
$370.00Jul 2$1.65$4.75$6.40$363.60$376.401.76%
$375.00Jul 2$2.10$9.10$11.20$363.80$386.203.07%
$390.00Jul 2$0.05$25.00$25.05$364.95$415.056.87%
$355.00Jul 10$18.20$8.70$26.90$328.10$381.907.38%
$340.00Jul 2$24.95$2.15$27.10$312.90$367.107.43%
$360.00Jul 10$16.05$11.65$27.70$332.30$387.707.60%
$380.00Jul 10$7.25$22.00$29.25$350.75$409.258.02%
$340.00Jul 10$29.25$3.83$33.08$306.92$373.089.07%
$360.00Jul 17$22.30$15.00$37.30$322.70$397.3010.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 111 found (cheapest 1.04% of stock, avg 6.59%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$340.00Jul 2$1.65$2.15$3.80$336.20$373.80
$375.00$340.00Jul 2$2.10$2.15$4.25$335.75$379.25
$377.50$340.00Jul 2$2.15$2.15$4.30$335.70$381.80
$367.50$340.00Jul 2$2.20$2.15$4.35$335.65$371.85
$365.00$340.00Jul 2$2.58$2.15$4.73$335.27$369.73
$380.00$340.00Jul 10$7.25$3.83$11.08$328.92$391.08
$420.00$300.00Jul 24$6.35$4.90$11.25$288.75$431.25
$420.00$310.00Jul 24$6.35$5.50$11.85$298.15$431.85
$430.00$295.00Jul 31$7.10$4.85$11.95$283.05$441.95
$420.00$315.00Jul 24$6.35$5.68$12.03$302.97$432.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 171 found (best R:R 32.33, avg credit $6.23)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
355/360375/378Jul 10$4.85$0.1532.33$355.15$379.85
340/350360/370Jul 10$9.42$0.5816.24$340.58$369.42
365/370388/390Jul 2$4.45$0.558.09$365.55$391.95
335/345370/380Aug 14$8.45$1.555.45$336.55$378.45
300/315340/355Jul 10$12.66$2.345.41$302.34$352.66
355/360378/380Jul 10$4.20$0.805.25$355.80$381.70
355/358370/372Jul 17$2.10$0.405.25$355.40$372.10
330/340360/370Jul 10$8.05$1.954.13$331.95$368.05
350/355360/370Jul 10$8.05$1.954.13$346.95$368.05
305/310385/390Jul 24$3.97$1.033.85$306.03$388.97

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 35.36, cheapest $0.18)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$390.00$410.00$430.00Jul 31$0.55$19.4535.36
$375.00$385.00$395.00Aug 7$0.35$9.6527.57
$360.00$375.00$390.00Jul 31$1.00$14.0014.00
$397.50$400.00$402.50Jul 10$0.18$2.3212.89
$380.00$390.00$400.00Jul 17$0.85$9.1510.76
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$300.00$310.00$320.00Jul 17$1.06$8.948.43
$330.00$340.00$350.00Jul 10$1.37$8.636.30
$320.00$330.00$340.00Jul 17$1.83$8.174.46
$350.00$355.00$360.00Jul 10$1.20$3.803.17
$300.00$305.00$310.00Jul 24$1.84$3.161.72

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-0.70, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$360.001:2Jul 17-$2.30$27.70
$390.00$420.001:2Jul 2-$4.25$25.75
$325.00$360.001:2Aug 7-$10.40$24.60
$330.00$360.001:2Jul 24-$9.70$20.30
$390.00$410.001:2Jul 24-$1.85$18.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$405.00$370.001:2Jul 24-$0.70$34.30
$400.00$370.001:2Jul 31-$9.90$20.10
$320.00$300.001:2Jul 31-$2.10$17.90
$375.00$350.001:2Aug 14-$11.00$14.00
$330.00$315.001:2Jul 10-$3.68$11.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 7.21%, avg 2.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$370.00Aug 14$26.300.521.5%7.21%8.67%1--
$365.00Aug 7$26.000.540.1%7.13%7.22%2--
$380.00Aug 14$22.100.474.2%6.06%10.26%1--
$375.00Aug 7$21.100.492.8%5.79%8.62%2--
$375.00Jul 31$19.600.482.8%5.37%8.21%11
$370.00Jul 24$19.100.511.5%5.24%6.70%1--
$385.00Aug 7$17.200.445.6%4.72%10.29%2--
$370.00Jul 17$15.800.501.5%4.33%5.79%2--
$380.00Jul 24$15.200.444.2%4.17%8.37%20115
$385.00Jul 24$14.100.425.6%3.87%9.44%23

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 1,256
Total Puts 2,200
Put/Call Ratio 1.75
Net Difference -944

Prior's Put/Call Breakdown

Total Calls 2,766
Total Puts 2,805
Put/Call Ratio 1.01
Net Difference -39

Prior 7-Day Put/Call Summary

Total Calls 16,087
Total Puts 16,487
Average Put/Call Ratio 1.01
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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