Tour v366
EXC
EXELON CORP
$45.96 -0.65%
$45.51 (-0.98%)🌙
as of 07/20 06:29 PM
7/20 18:29

Option Volume

Detail
Current (07/20) 2,429
Calls: 1,749 (72%)
Puts: 680 (28%)
Prior (07/17) 2,835
Calls: 2,773 (98%)
Puts: 62 (2%)
Current vs Prior -14.32%
Calls: -36.93% (Calls)
Puts: +996.77% (Puts)
Prior 7-Day Total 10,141
Calls: 9,505 (94%)
Puts: 636 (6%)
Prior 7-Day Average 1,448
Calls: 1,357 (94%)
Puts: 90 (6%)
Current vs Prior 7-Day Avg +67.67%
Calls: +28.81%
Puts: +648.43%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $195.2K
Calls: $114.7K (59%)
Puts: $80.5K (41%)
Prior (07/17) $99.0K
Calls: $94.6K (96%)
Puts: $4.3K (4%)
Current vs Prior +97.23%
Calls: +21.21%
Puts: +1763.77%
Prior 7-Day Total $549.0K
Calls: $492.9K (90%)
Puts: $56.1K (10%)
Prior 7-Day Average $78.4K
Calls: $70.4K (90%)
Puts: $8.0K (10%)
Current vs Prior 7-Day Avg +148.84%
Calls: +62.89%
Puts: +904.20%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.39
Prior (07/17) 0.02
Current vs Prior +1638.91%
Prior 7-Day Average 0.43
Current vs Prior 7-Day Avg -9.16%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 13,642
Calls: 13,334 (98%)
Puts: 308 (2%)
Prior (07/17) 23,110
Calls: 19,461 (84%)
Puts: 3,649 (16%)
Current vs Prior -40.97%
Prior 7-Day Total 101,107
Calls: 84,161 (83%)
Puts: 16,946 (17%)
Prior 7-Day Average 14,443
Calls: 12,023 (83%)
Puts: 2,420 (17%)
Current vs Prior 7-Day Avg -5.55%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.03% | 8.94%
Prior 6.66% | 8.91%
Current vs Prior +5.55% | +0.41%
Prior 7-Day Avg 3.47% | 7.52%
Current vs 7-Day Avg +102.26% | +18.94%
Prior 7-Day Eod 6.66% | 8.91%
Current vs 7-Day Eod +5.55% | +0.41%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 25.01% | 19.51%
Calls: 25.51% | 19.35%
Puts: 24.51% | 19.66%
Prior 25.01% | 19.51%
Calls: 25.51% | 19.35%
Puts: 24.51% | 19.66%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 25.01% | 19.51%
Calls: 25.51% | 19.35%
Puts: 24.51% | 19.66%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Elevated premium activity with dollar volume up 97% vs prior. Dollar volume significantly above 7-day average (149% higher). Extreme bullish P/C ratio of 0.39 - heavy call buying (1,749 calls vs 680 puts). P/C ratio rising 1639% - increased hedging/bearish 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 BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 -- of results (avg --%, best --%)

No options available for this category

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. 2 found (avg delta 0.66, highest 0.81)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Aug 212.753.60$3.1826.7%40.817
$46.00Aug 211.101.70$1.4042.9%1390.5139
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 13 active (total vol 1.7K, top 778)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Aug 210.601.00$0.8050.0%7780.38339
$50.00Aug 210.050.15$0.10100.0%4970.082.5K
$46.00Aug 211.101.70$1.4042.9%1390.5139
$48.00Aug 210.300.45$0.3839.5%890.24359
$49.00Aug 210.150.35$0.2580.0%430.17148
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 210.801.05$0.9326.9%950.3888
$43.00Aug 210.250.55$0.4075.0%110.19--
$46.00Aug 211.001.65$1.3348.9%90.4976
$42.00Aug 210.050.35$0.20150.0%70.11--
$40.00Aug 210.000.50$0.25200.0%50.10--

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 8 found (best R:R 6.69, avg 2.92)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$48.00$49.00Aug 21$0.13$0.87$0.136.69$48.13
$49.00$50.00Aug 21$0.15$0.85$0.155.67$49.15
$47.00$48.00Aug 21$0.42$0.58$0.421.38$47.42
$43.00$46.00Aug 21$1.78$1.22$1.780.69$44.78
$46.00$47.00Aug 21$0.60$0.40$0.600.67$46.60
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$43.00$42.00Aug 21$0.20$0.80$0.204.00$42.80
$45.00$43.00Aug 21$0.53$1.47$0.532.77$44.47
$46.00$45.00Aug 21$0.40$0.60$0.401.50$45.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 1.50, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$46.00$47.00Aug 21$0.60$0.60$0.401.50$46.60
$43.00$46.00Aug 21$1.78$1.78$1.221.46$44.78
$47.00$48.00Aug 21$0.42$0.42$0.580.72$47.42
$49.00$50.00Aug 21$0.15$0.15$0.850.18$49.15
$48.00$49.00Aug 21$0.13$0.13$0.870.15$48.13
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$46.00$45.00Aug 21$0.40$0.40$0.600.67$45.60
$45.00$43.00Aug 21$0.53$0.53$1.470.36$44.47
$43.00$42.00Aug 21$0.20$0.20$0.800.25$42.80

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 5.94% of stock, avg 6.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$46.00Aug 21$1.40$1.33$2.73$43.27$48.735.94%
$43.00Aug 21$3.18$0.40$3.58$39.42$46.587.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.65% of stock, avg 2.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$42.00Aug 21$0.10$0.20$0.30$41.70$50.30
$50.00$41.00Aug 21$0.10$0.25$0.35$40.65$50.35
$49.00$42.00Aug 21$0.25$0.20$0.45$41.55$49.45
$49.00$41.00Aug 21$0.25$0.25$0.50$40.50$49.50
$50.00$43.00Aug 21$0.10$0.40$0.50$42.50$50.50
$48.00$42.00Aug 21$0.38$0.20$0.58$41.42$48.58
$48.00$41.00Aug 21$0.38$0.25$0.63$40.37$48.63
$49.00$43.00Aug 21$0.25$0.40$0.65$42.35$49.65
$48.00$43.00Aug 21$0.38$0.40$0.78$42.22$48.78
$47.00$42.00Aug 21$0.80$0.20$1.00$41.00$48.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 11 found (best R:R 4.56, avg credit $0.67)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
45/4647/48Aug 21$0.82$0.184.56$45.18$47.82
42/4346/47Aug 21$0.80$0.204.00$42.20$46.80
42/4347/48Aug 21$0.62$0.381.63$42.38$47.62
43/4546/47Aug 21$1.13$0.871.30$43.87$47.13
45/4649/50Aug 21$0.55$0.451.22$45.45$49.55
45/4648/49Aug 21$0.53$0.471.13$45.47$48.53
43/4547/48Aug 21$0.95$1.050.90$44.05$47.95
42/4349/50Aug 21$0.35$0.650.54$42.65$49.35
43/4549/50Aug 21$0.68$1.320.52$44.32$49.68
42/4348/49Aug 21$0.33$0.670.49$42.67$48.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 4.56, cheapest $0.18)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$46.00$47.00$48.00Aug 21$0.18$0.824.56
$47.00$48.00$49.00Aug 21$0.29$0.712.45
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$41.00$42.00$43.00Aug 21$0.25$0.753.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $--, 7 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$48.00$49.001:2Aug 21-$0.12$0.88
$46.00$47.001:2Aug 21-$0.20$0.80
$43.00$46.001:2Aug 21$0.38$2.62
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$43.00$42.001:2Aug 21$0.00$1.00
$40.00$39.001:2Aug 21-$0.25$0.75
$41.00$40.001:2Aug 21-$0.25$0.75
$42.00$41.001:2Aug 21-$0.30$0.70
$46.00$45.001:2Aug 21-$0.53$0.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.39%, avg 1.17%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$46.00Aug 21$1.100.510.1%2.39%2.48%13939
$47.00Aug 21$0.600.382.3%1.31%3.57%778339
$48.00Aug 21$0.300.244.4%0.65%5.09%89359
$49.00Aug 21$0.150.176.6%0.33%6.94%43148

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 1,749
Total Puts 680
Put/Call Ratio 0.39
Net Difference 1,069

Prior's Put/Call Breakdown

Total Calls 2,773
Total Puts 62
Put/Call Ratio 0.02
Net Difference 2,711

Prior 7-Day Put/Call Summary

Total Calls 9,505
Total Puts 636
Average Put/Call Ratio 0.43
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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