Tour v309
TLN
TALEN ENERGY CORP NE
$385.80 +0.35%
$387.00 (+0.31%)🌙
as of 07/10 07:09 PM
7/10 19:09

Option Volume

Detail
Current (07/10) 1,607
Calls: 861 (54%)
Puts: 746 (46%)
Prior (07/09) 4,297
Calls: 3,364 (78%)
Puts: 933 (22%)
Current vs Prior -62.60%
Calls: -74.41% (Calls)
Puts: -20.04% (Puts)
Prior 7-Day Total 31,514
Calls: 17,063 (54%)
Puts: 14,451 (46%)
Prior 7-Day Average 4,502
Calls: 2,437 (54%)
Puts: 2,064 (46%)
Current vs Prior 7-Day Avg -64.30%
Calls: -64.68%
Puts: -63.86%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $1.39M
Calls: $681.3K (49%)
Puts: $710.8K (51%)
Prior (07/09) $9.61M
Calls: $8.28M (86%)
Puts: $1.32M (14%)
Current vs Prior -85.51%
Calls: -91.78%
Puts: -46.24%
Prior 7-Day Total $79.21M
Calls: $31.66M (40%)
Puts: $47.54M (60%)
Prior 7-Day Average $11.32M
Calls: $4.52M (40%)
Puts: $6.79M (60%)
Current vs Prior 7-Day Avg -87.70%
Calls: -84.94%
Puts: -89.53%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/10) 0.87
Prior (07/09) 0.28
Current vs Prior +212.40%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg +5.17%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/10) 11,639
Calls: 7,047 (61%)
Puts: 4,592 (39%)
Prior (07/09) 22,649
Calls: 13,720 (61%)
Puts: 8,929 (39%)
Current vs Prior -48.61%
Prior 7-Day Total 172,654
Calls: 96,340 (56%)
Puts: 76,314 (44%)
Prior 7-Day Average 24,664
Calls: 13,762 (56%)
Puts: 10,902 (44%)
Current vs Prior 7-Day Avg -52.81%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.33% | 8.44%8.44% | 18.93%
Prior 2.40% | 9.33%9.33% | 19.37%
Current vs Prior +251.41% | +15.35%-9.53% | -2.23%
Prior 7-Day Avg 5.05% | 9.60%9.85% | 19.63%
Current vs 7-Day Avg +67.05% | +12.10%-14.38% | -3.54%
Prior 7-Day Eod 2.40% | 9.33%-- | --
Current vs 7-Day Eod +251.41% | +15.35%-- | --
Sentiment BEARISHBULLISH

Relative Spread

Detail
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 11.06% | 16.77%
Calls: 12.01% | 16.08%
Puts: 10.12% | 17.46%
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 63% vs prior. P/C ratio rising 212% - increased hedging/bearish positioning. Call-heavy open interest (7,047 calls vs 4,592 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 BEARISH
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 3 of results (avg 9.3%, best 8.5%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 2137.0040.30$38.658.5%120.5851
$390.00Jul 3121.5023.70$22.609.7%10.5312
$390.00Aug 2132.2035.50$33.859.7%100.54--
PUTS (0)
No puts meet the criteria

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. 20 found (avg delta 0.70, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Jul 1047.5055.10$51.3014.8%10.902
$340.00Jul 1745.4052.50$48.9514.5%10.90--
$340.00Jul 1043.0049.90$46.4514.9%10.90--
$330.00Aug 762.5070.00$66.2511.3%20.84--
$380.00Jul 104.009.90$6.9584.9%30.74--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$392.50Jul 102.558.50$5.53107.6%20.892
$402.50Jul 1012.6018.50$15.5537.9%20.8310
$395.00Jul 106.2011.40$8.8059.1%310.78--
$390.00Jul 100.507.70$4.10175.6%20.73--
$415.00Jul 2434.0040.50$37.2517.4%20.7112

Most actively traded options today. High liquidity = easy entry/exit. 89 active (total vol 671, top 72)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2125.8029.80$27.8014.4%200.49684
$417.50Jul 172.605.70$4.1574.7%190.2143
$390.00Jul 1711.7017.10$14.4037.5%180.49138
$410.00Jul 175.907.40$6.6522.6%120.29159
$380.00Aug 2137.0040.30$38.658.5%120.5851
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$342.50Jul 171.803.60$2.7066.7%720.12--
$360.00Jul 174.906.10$5.5021.8%630.23168
$310.00Aug 71.559.30$5.43142.7%460.127
$360.00Jul 100.004.80$2.40200.0%350.1548
$395.00Jul 106.2011.40$8.8059.1%310.78--

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 327.2%, max 2353.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Jul 10Jul 171488.0%76.5%1844.1%2--
$380.00Jul 10Aug 21445.8%64.3%593.7%1551
$390.00Jul 10Aug 21259.6%66.6%289.7%11--
$387.50Jul 10Jul 24199.0%66.1%201.1%528
$460.00Jul 17Jul 3193.8%68.0%37.9%19566
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Jul 10Aug 211728.2%70.5%2353.0%14401
$360.00Jul 10Aug 211002.9%66.0%1420.2%49200
$395.00Jul 10Jul 17435.6%73.2%494.8%61--
$385.00Jul 10Jul 17283.0%71.8%294.0%410
$390.00Jul 10Jul 31259.6%67.5%284.5%3--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 55 found (best R:R 74.00, avg 6.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$430.00$440.00Jul 17$0.57$9.43$0.5716.54$430.57
$455.00$460.00Jul 31$0.53$4.47$0.538.43$455.53
$410.00$415.00Jul 17$0.55$4.45$0.558.09$410.55
$430.00$455.00Jul 24$2.92$22.08$2.927.56$432.92
$450.00$455.00Jul 17$0.65$4.35$0.656.69$450.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$325.00$310.00Aug 14$0.20$14.80$0.2074.00$324.80
$330.00$320.00Jul 17$0.25$9.75$0.2539.00$329.75
$330.00$315.00Aug 7$0.45$14.55$0.4532.33$329.55
$350.00$342.50Jul 17$0.30$7.20$0.3024.00$349.70
$325.00$315.00Jul 24$0.45$9.55$0.4521.22$324.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 63 found (best R:R 79.00, avg 2.74)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$340.00$380.00Jul 10$39.50$39.50$0.5079.00$379.50
$335.00$340.00Jul 10$4.85$4.85$0.1532.33$339.85
$395.00$397.50Jul 17$2.35$2.35$0.1515.67$397.35
$415.00$417.50Jul 17$1.95$1.95$0.553.55$416.95
$340.00$390.00Jul 17$34.55$34.55$15.452.24$374.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$402.50$395.00Jul 10$6.75$6.75$0.759.00$395.75
$387.50$385.00Jul 17$1.80$1.80$0.702.57$385.70
$390.00$387.50Jul 10$1.70$1.70$0.802.12$388.30
$392.50$390.00Jul 10$1.43$1.43$1.071.34$391.07
$415.00$367.50Jul 24$25.40$25.40$22.101.15$389.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $8.46, cheapest $2.32)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$455.00Jul 17Jul 24$2.4384.0%74.3%
$340.00Jul 10Jul 17$2.501488.0%76.5%
$450.00Jul 17Jul 31$3.1086.6%62.4%
$460.00Jul 17Jul 31$3.2093.8%68.0%
$400.00Jul 17Jul 24$3.8575.0%64.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Aug 7Aug 14$2.3276.8%76.5%
$340.00Jul 17Jul 24$2.8576.5%72.6%
$360.00Jul 10Jul 17$3.101002.9%74.6%
$320.00Jul 17Jul 31$3.3787.9%75.2%
$335.00Jul 17Jul 31$4.4073.1%68.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 1.18% of stock, avg 8.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$387.50Jul 10$2.15$2.40$4.55$382.95$392.051.18%
$390.00Jul 10$2.17$4.10$6.27$383.73$396.271.63%
$392.50Jul 10$1.50$5.53$7.03$385.47$399.531.82%
$380.00Jul 10$6.95$2.13$9.08$370.92$389.082.35%
$395.00Jul 17$11.90$18.65$30.55$364.45$425.557.92%
$390.00Jul 17$14.40$16.85$31.25$358.75$421.258.10%
$367.50Jul 24$31.15$11.85$43.00$324.50$410.5011.15%
$390.00Jul 31$22.60$25.55$48.15$341.85$438.1512.48%
$340.00Jul 17$48.95$2.05$51.00$289.00$391.0013.22%
$330.00Aug 7$66.25$7.15$73.40$256.60$403.4019.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 95 found (cheapest 0.93% of stock, avg 5.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$392.50$385.00Jul 10$1.50$2.10$3.60$381.40$396.10
$392.50$380.00Jul 10$1.50$2.13$3.63$376.37$396.13
$392.50$382.50Jul 10$1.50$2.15$3.65$378.85$396.15
$392.50$360.00Jul 10$1.50$2.40$3.90$356.10$396.40
$392.50$330.00Jul 10$1.50$2.40$3.90$326.10$396.40
$390.00$385.00Jul 10$2.17$2.10$4.27$380.73$394.27
$390.00$380.00Jul 10$2.17$2.13$4.30$375.70$394.30
$390.00$382.50Jul 10$2.17$2.15$4.32$378.18$394.32
$390.00$360.00Jul 10$2.17$2.40$4.57$355.43$394.57
$390.00$330.00Jul 10$2.17$2.40$4.57$325.43$394.57

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 150 found (best R:R 21.22, avg credit $5.95)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
360/370390/400Aug 21$9.55$0.4521.22$360.45$399.55
340/350390/400Aug 21$9.20$0.8011.50$340.80$399.20
350/360380/390Aug 21$8.80$1.207.33$351.20$388.80
385/388390/395Jul 17$4.30$0.706.14$383.20$394.30
360/370380/390Aug 21$8.30$1.704.88$361.70$388.30
340/360368/388Jul 24$16.25$3.754.33$343.75$383.75
340/350380/390Aug 21$7.95$2.053.88$342.05$387.95
370/375390/395Jul 17$3.85$1.153.35$371.15$393.85
310/330350/380Aug 21$22.50$7.503.00$307.50$372.50
330/340390/400Aug 21$7.45$2.552.92$332.55$397.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$400.00$405.00$410.00Jul 17$0.05$4.9599.00
$430.00$440.00$450.00Aug 21$0.65$9.3514.38
$410.00$430.00$450.00Jul 31$1.50$18.5012.33
$420.00$430.00$440.00Jul 17$1.93$8.074.18
$450.00$455.00$460.00Jul 17$1.15$3.853.35
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$350.00$360.00$370.00Jul 17$0.60$9.4015.67
$340.00$350.00$360.00Aug 21$0.85$9.1510.76
$320.00$335.00$350.00Jul 31$1.35$13.6510.11
$382.50$385.00$387.50Jul 10$0.35$2.156.14
$330.00$340.00$350.00Aug 21$1.75$8.254.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 52 found (best net $-2.40, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$430.00$455.001:2Jul 24-$1.26$23.74
$430.00$450.001:2Jul 31-$0.60$19.40
$400.00$430.001:2Aug 21-$11.30$18.70
$410.00$430.001:2Jul 31-$4.00$16.00
$367.50$387.501:2Jul 24-$8.25$11.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$330.001:2Jul 10-$2.40$27.60
$360.00$340.001:2Jul 24-$0.10$19.90
$380.00$360.001:2Jul 10-$2.67$17.33
$330.00$310.001:2Aug 21-$3.75$16.25
$350.00$335.001:2Jul 31-$3.10$11.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 8.35%, avg 2.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$390.00Aug 21$32.200.541.1%8.35%9.43%10--
$400.00Aug 21$25.800.493.7%6.69%10.37%20684
$390.00Jul 31$21.500.531.1%5.57%6.66%112
$430.00Aug 21$18.000.3711.5%4.67%16.12%2--
$400.00Jul 31$17.900.473.7%4.64%8.32%211
$387.50Jul 24$17.400.530.4%4.51%4.95%22
$440.00Aug 21$15.400.3314.1%3.99%18.04%1--
$410.00Jul 31$14.300.416.3%3.71%9.98%1411
$400.00Jul 24$13.400.433.7%3.47%7.15%27
$450.00Aug 21$13.200.3016.6%3.42%20.06%1--

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 861
Total Puts 746
Put/Call Ratio 0.87
Net Difference 115

Prior's Put/Call Breakdown

Total Calls 3,364
Total Puts 933
Put/Call Ratio 0.28
Net Difference 2,431

Prior 7-Day Put/Call Summary

Total Calls 17,063
Total Puts 14,451
Average Put/Call Ratio 0.82
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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