Tour v422
CEG
CONSTELLATION ENERGY
$270.00 -1.59%
$269.97 (-0.01%)🌙
as of 07/27 06:19 PM
7/27 18:19

Option Volume

Detail
Current (07/27) 5,514
Calls: 3,269 (59%)
Puts: 2,245 (41%)
Prior (07/24) 7,994
Calls: 4,529 (57%)
Puts: 3,465 (43%)
Current vs Prior -31.02%
Calls: -27.82% (Calls)
Puts: -35.21% (Puts)
Prior 7-Day Total 67,944
Calls: 35,679 (53%)
Puts: 32,265 (47%)
Prior 7-Day Average 9,706
Calls: 5,097 (53%)
Puts: 4,609 (47%)
Current vs Prior 7-Day Avg -43.19%
Calls: -35.86%
Puts: -51.29%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $4.15M
Calls: $2.09M (50%)
Puts: $2.06M (50%)
Prior (07/24) $9.10M
Calls: $5.28M (58%)
Puts: $3.82M (42%)
Current vs Prior -54.41%
Calls: -60.47%
Puts: -46.03%
Prior 7-Day Total $65.71M
Calls: $39.18M (60%)
Puts: $26.53M (40%)
Prior 7-Day Average $9.39M
Calls: $5.60M (60%)
Puts: $3.79M (40%)
Current vs Prior 7-Day Avg -55.78%
Calls: -62.68%
Puts: -45.60%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.69
Prior (07/24) 0.77
Current vs Prior -10.24%
Prior 7-Day Average 0.98
Current vs Prior 7-Day Avg -30.26%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 92,646
Calls: 41,135 (44%)
Puts: 51,511 (56%)
Prior (07/24) 113,474
Calls: 55,665 (49%)
Puts: 57,809 (51%)
Current vs Prior -18.35%
Prior 7-Day Total 826,996
Calls: 378,050 (46%)
Puts: 448,946 (54%)
Prior 7-Day Average 118,142
Calls: 54,007 (46%)
Puts: 64,135 (54%)
Current vs Prior 7-Day Avg -21.58%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 4.67% | 9.09%11.26% | 15.17%
Prior 5.43% | 9.57%11.79% | 16.71%
Current vs Prior -14.07% | -4.97%-4.51% | -9.25%
Prior 7-Day Avg 4.27% | 7.46%9.60% | 16.58%
Current vs 7-Day Avg +9.33% | +21.95%+17.28% | -8.52%
Prior 7-Day Eod 5.43% | 9.57%11.79% | 16.71%
Current vs 7-Day Eod -14.07% | -4.97%-4.51% | -9.25%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 96.70% | 19.35%
Calls: 62.37% | 20.38%
Puts: 131.03% | 18.33%
Prior 96.70% | 19.35%
Calls: 62.37% | 20.38%
Puts: 131.03% | 18.33%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 96.70% | 19.35%
Calls: 62.37% | 20.38%
Puts: 131.03% | 18.33%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 54% vs prior. Bullish P/C ratio of 0.69. Declining open interest (down 18%) 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 BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 5 of results (avg 8.0%, best 6.5%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Aug 744.4047.40$45.906.5%10.91--
$230.00Aug 2141.5044.40$42.956.8%110.8796
$250.00Aug 2125.9028.00$26.957.8%10.72--
$260.00Jul 3112.2013.40$12.809.4%110.74150
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 3111.8013.00$12.409.7%160.7264

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. 40 found (avg delta 0.65, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Aug 744.4047.40$45.906.5%10.91--
$230.00Aug 2141.5044.40$42.956.8%110.8796
$240.00Aug 1431.6035.70$33.6512.2%20.83--
$255.00Jul 3115.3017.50$16.4013.4%50.8335
$245.00Aug 726.6030.50$28.5513.7%10.81116
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$282.50Jul 3113.8016.40$15.1017.2%100.80--
$300.00Aug 1432.4036.00$34.2010.5%10.783
$280.00Jul 3111.8013.00$12.409.7%160.7264
$290.00Aug 1424.8028.30$26.5513.2%20.69--
$290.00Aug 2125.7029.20$27.4512.8%40.68721

Most actively traded options today. High liquidity = easy entry/exit. 163 active (total vol 3.7K, top 983)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 310.200.50$0.3585.7%9830.05883
$295.00Jul 310.301.00$0.65107.7%2630.0980
$272.50Jul 314.606.00$5.3026.4%1140.45162
$315.00Jul 310.000.90$0.45200.0%1110.0578
$285.00Jul 311.152.15$1.6560.6%670.19267
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 711.4013.10$12.2513.9%1640.4879
$220.00Aug 211.002.05$1.5368.6%1070.081.8K
$265.00Jul 313.604.70$4.1526.5%820.37114
$270.00Aug 2114.3016.50$15.4014.3%800.481.9K
$240.00Aug 214.005.10$4.5524.2%570.202.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 42 strikes (avg 19.9%, max 111.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$315.00Jul 31Sep 486.5%52.2%65.6%11278
$320.00Jul 31Sep 476.0%52.1%45.8%525
$310.00Aug 7Aug 2168.5%54.6%25.4%28945
$295.00Jul 31Aug 2861.2%53.2%14.9%30888
$305.00Jul 31Aug 2860.6%52.8%14.8%4--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$237.50Jul 31Aug 21110.1%52.0%111.8%2--
$220.00Jul 31Sep 499.7%54.9%81.5%331.4K
$225.00Jul 31Sep 488.5%54.0%63.8%17174
$230.00Jul 31Sep 477.6%50.4%54.0%18169
$232.50Jul 31Aug 2182.5%56.2%46.8%18--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 118 found (best R:R 24.00, avg 4.21)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$297.50$300.00Jul 31$0.10$2.40$0.1024.00$297.60
$310.00$315.00Aug 7$0.28$4.72$0.2816.86$310.28
$292.50$295.00Aug 7$0.15$2.35$0.1515.67$292.65
$315.00$320.00Jul 31$0.32$4.68$0.3214.62$315.32
$315.00$320.00Aug 21$0.38$4.62$0.3812.16$315.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$225.00Sep 4$0.20$4.80$0.2024.00$229.80
$240.00$230.00Aug 14$0.43$9.57$0.4322.26$239.57
$232.50$230.00Aug 21$0.12$2.38$0.1219.83$232.38
$237.50$232.50Aug 21$0.25$4.75$0.2519.00$237.25
$240.00$235.00Aug 7$0.30$4.70$0.3015.67$239.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 131 found (best R:R 6.55, avg 0.89)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$225.00$245.00Aug 7$17.35$17.35$2.656.55$242.35
$260.00$262.50Jul 31$2.05$2.05$0.454.56$262.05
$260.00$262.50Aug 7$2.05$2.05$0.454.56$262.05
$230.00$250.00Aug 21$16.00$16.00$4.004.00$246.00
$255.00$257.50Jul 31$1.95$1.95$0.553.55$256.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$290.00Aug 14$7.65$7.65$2.353.26$292.35
$280.00$275.00Aug 21$3.50$3.50$1.502.33$276.50
$237.50$235.00Jul 31$1.72$1.72$0.782.21$235.78
$285.00$280.00Aug 7$3.35$3.35$1.652.03$281.65
$280.00$275.00Jul 31$3.30$3.30$1.701.94$276.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $4.16, cheapest $0.40)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Jul 31Aug 7$0.9576.0%67.3%
$310.00Aug 7Aug 14$1.0068.5%61.1%
$315.00Jul 31Aug 7$1.3086.5%70.9%
$302.50Jul 31Aug 7$1.8560.8%60.8%
$305.00Jul 31Aug 7$2.2460.6%66.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Jul 31Aug 7$0.4099.7%71.6%
$290.00Aug 14Aug 21$0.9057.7%54.1%
$230.00Jul 31Aug 7$1.2077.6%70.7%
$237.50Jul 31Aug 21$1.45110.1%52.0%
$235.00Jul 31Aug 7$1.9068.6%71.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 4.67% of stock, avg 9.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Jul 31$6.30$6.30$12.60$257.40$282.604.67%
$267.50Jul 31$7.70$5.10$12.80$254.70$280.304.74%
$272.50Jul 31$5.30$7.55$12.85$259.65$285.354.76%
$275.00Jul 31$4.15$9.10$13.25$261.75$288.254.91%
$265.00Jul 31$9.25$4.15$13.40$251.60$278.404.96%
$262.50Jul 31$10.75$3.35$14.10$248.40$276.605.22%
$280.00Jul 31$2.70$12.40$15.10$264.90$295.105.59%
$260.00Jul 31$12.80$2.65$15.45$244.55$275.455.72%
$282.50Jul 31$1.55$15.10$16.65$265.85$299.156.17%
$257.50Jul 31$14.45$2.93$17.38$240.12$274.886.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 1.56% of stock, avg 5.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$282.50$260.00Jul 31$1.55$2.65$4.20$255.80$286.70
$282.50$262.50Jul 31$1.55$3.35$4.90$257.60$287.40
$280.00$260.00Jul 31$2.70$2.65$5.35$254.65$285.35
$282.50$265.00Jul 31$1.55$4.15$5.70$259.30$288.20
$277.50$260.00Jul 31$3.38$2.65$6.03$253.97$283.53
$280.00$262.50Jul 31$2.70$3.35$6.05$256.45$286.05
$295.00$220.00Aug 14$4.55$1.70$6.25$213.75$301.25
$282.50$267.50Jul 31$1.55$5.10$6.65$260.85$289.15
$277.50$262.50Jul 31$3.38$3.35$6.73$255.77$284.23
$275.00$260.00Jul 31$4.15$2.65$6.80$253.20$281.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 260 found (best R:R 24.00, avg credit $3.42)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
235/238278/280Jul 31$2.40$0.1024.00$235.10$279.90
245/248260/262Jul 31$2.38$0.1219.83$245.12$262.38
268/270272/275Jul 31$2.35$0.1515.67$267.65$274.85
238/240265/270Aug 21$4.60$0.4011.50$235.40$269.60
245/248255/258Jul 31$2.28$0.2210.36$245.22$257.28
252/255260/262Jul 31$2.25$0.259.00$252.75$262.25
260/262265/268Jul 31$2.25$0.259.00$260.25$267.25
265/268272/275Aug 7$2.25$0.259.00$265.25$274.75
250/252258/260Jul 31$2.23$0.278.26$250.27$259.73
230/232260/262Jul 31$2.22$0.287.93$230.28$262.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 45 found (best R:R 61.50, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$305.00$310.00$315.00Aug 21$0.08$4.9261.50
$305.00$310.00$315.00Aug 7$0.11$4.8944.45
$270.00$275.00$280.00Aug 28$0.15$4.8532.33
$275.00$277.50$280.00Jul 31$0.09$2.4126.78
$295.00$297.50$300.00Jul 31$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$275.00$280.00Aug 7$0.10$4.9049.00
$260.00$262.50$265.00Jul 31$0.10$2.4024.00
$262.50$265.00$267.50Jul 31$0.15$2.3515.67
$267.50$270.00$272.50Aug 21$0.20$2.3011.50
$280.00$285.00$290.00Aug 21$0.40$4.6011.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 66 found (best net $-0.95, 58 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$295.001:2Aug 28-$2.95$12.05
$305.00$315.001:2Jul 31-$0.72$9.28
$230.00$250.001:2Aug 21-$10.95$9.05
$225.00$245.001:2Aug 7-$11.20$8.80
$287.50$295.001:2Aug 14-$2.20$5.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$270.001:2Aug 14-$0.95$19.05
$230.00$220.001:2Aug 14-$0.55$9.45
$240.00$230.001:2Sep 4-$0.90$9.10
$235.00$225.001:2Aug 28-$1.05$8.95
$260.00$250.001:2Aug 7-$1.15$8.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 6.33%, avg 2.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Sep 4$17.100.530.0%6.33%6.33%2--
$270.00Aug 28$15.600.520.0%5.78%5.78%1--
$270.00Aug 21$14.200.520.0%5.26%5.26%25728
$275.00Sep 4$14.000.491.9%5.19%7.04%19
$275.00Aug 28$13.100.481.9%4.85%6.70%66
$270.00Aug 14$12.800.520.0%4.74%4.74%6--
$272.50Aug 21$12.500.490.9%4.63%5.56%19--
$275.00Aug 21$11.600.471.9%4.30%6.15%857
$280.00Aug 28$11.300.433.7%4.19%7.89%426
$270.00Aug 7$11.000.520.0%4.07%4.07%3390

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 3,269
Total Puts 2,245
Put/Call Ratio 0.69
Net Difference 1,024

Prior's Put/Call Breakdown

Total Calls 4,529
Total Puts 3,465
Put/Call Ratio 0.77
Net Difference 1,064

Prior 7-Day Put/Call Summary

Total Calls 35,679
Total Puts 32,265
Average Put/Call Ratio 0.98
Ratio Trend Falling

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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