Tour v381
EXC
EXELON CORP
$45.89 -0.15%
$45.82 (-0.15%)🌙
as of 07/21 06:30 PM
7/21 18:30

Option Volume

Detail
Current (07/21) 515
Calls: 264 (51%)
Puts: 251 (49%)
Prior (07/20) 2,429
Calls: 1,749 (72%)
Puts: 680 (28%)
Current vs Prior -78.80%
Calls: -84.91% (Calls)
Puts: -63.09% (Puts)
Prior 7-Day Total 12,309
Calls: 11,086 (90%)
Puts: 1,223 (10%)
Prior 7-Day Average 1,758
Calls: 1,583 (90%)
Puts: 174 (10%)
Current vs Prior 7-Day Avg -70.71%
Calls: -83.33%
Puts: +43.66%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $59.8K
Calls: $24.3K (41%)
Puts: $35.5K (59%)
Prior (07/20) $195.2K
Calls: $114.7K (59%)
Puts: $80.5K (41%)
Current vs Prior -69.35%
Calls: -78.78%
Puts: -55.89%
Prior 7-Day Total $717.2K
Calls: $592.0K (83%)
Puts: $125.2K (17%)
Prior 7-Day Average $102.5K
Calls: $84.6K (83%)
Puts: $17.9K (17%)
Current vs Prior 7-Day Avg -41.61%
Calls: -71.22%
Puts: +98.44%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21) 0.95
Prior (07/20) 0.39
Current vs Prior +144.54%
Prior 7-Day Average 0.40
Current vs Prior 7-Day Avg +135.06%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/21) 9,378
Calls: 8,924 (95%)
Puts: 454 (5%)
Prior (07/20) 13,642
Calls: 13,334 (98%)
Puts: 308 (2%)
Current vs Prior -31.26%
Prior 7-Day Total 94,994
Calls: 80,321 (85%)
Puts: 14,673 (15%)
Prior 7-Day Average 13,570
Calls: 11,474 (85%)
Puts: 2,096 (15%)
Current vs Prior 7-Day Avg -30.89%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.58% | 8.41%
Prior 7.03% | 8.94%
Current vs Prior +7.90% | -5.94%
Prior 7-Day Avg 4.05% | 7.76%
Current vs 7-Day Avg +87.36% | +8.33%
Prior 7-Day Eod 7.03% | 8.94%
Current vs 7-Day Eod +7.90% | -5.94%
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

Light premium activity with dollar volume down 69% vs prior. Below-average activity with volume down 79% vs prior. P/C ratio rising 145% - increased hedging/bearish positioning. Call-heavy open interest (8,924 calls vs 454 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
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 -- 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 0.57, highest 0.60)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 211.452.25$1.8543.2%90.608
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Aug 211.202.05$1.6352.1%1760.5482

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 367, top 176)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$49.00Aug 210.100.25$0.1883.3%490.12175
$48.00Aug 210.200.45$0.3375.8%340.20395
$46.00Aug 210.951.40$1.1738.5%170.46178
$47.00Aug 210.550.70$0.6323.8%150.321.1K
$45.00Aug 211.452.25$1.8543.2%90.608
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Aug 211.202.05$1.6352.1%1760.5482
$45.00Aug 210.801.10$0.9531.6%380.43179
$44.00Aug 210.350.85$0.6083.3%210.3098
$40.00Aug 210.000.50$0.25200.0%10.106
$43.00Aug 210.300.60$0.4566.7%10.22--

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. 6 found (best R:R 14.00, avg 5.06)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$48.00$49.00Aug 21$0.15$0.85$0.155.67$48.15
$47.00$48.00Aug 21$0.30$0.70$0.302.33$47.30
$46.00$47.00Aug 21$0.54$0.46$0.540.85$46.54
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$43.00$40.00Aug 21$0.20$2.80$0.2014.00$42.80
$44.00$43.00Aug 21$0.15$0.85$0.155.67$43.85
$45.00$44.00Aug 21$0.35$0.65$0.351.86$44.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 2.13, avg 0.85)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$46.00Aug 21$0.68$0.68$0.322.13$45.68
$46.00$47.00Aug 21$0.54$0.54$0.461.17$46.54
$47.00$48.00Aug 21$0.30$0.30$0.700.43$47.30
$48.00$49.00Aug 21$0.15$0.15$0.850.18$48.15
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$46.00$45.00Aug 21$0.68$0.68$0.322.12$45.32
$45.00$44.00Aug 21$0.35$0.35$0.650.54$44.65
$44.00$43.00Aug 21$0.15$0.15$0.850.18$43.85
$43.00$40.00Aug 21$0.20$0.20$2.800.07$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 6.10% of stock, avg 6.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Aug 21$1.85$0.95$2.80$42.20$47.806.10%
$46.00Aug 21$1.17$1.63$2.80$43.20$48.806.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.76% of stock, avg 2.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$40.00Aug 21$0.10$0.25$0.35$39.65$50.35
$49.00$40.00Aug 21$0.18$0.25$0.43$39.57$49.43
$50.00$43.00Aug 21$0.10$0.45$0.55$42.45$50.55
$48.00$40.00Aug 21$0.33$0.25$0.58$39.42$48.58
$49.00$43.00Aug 21$0.18$0.45$0.63$42.37$49.63
$50.00$44.00Aug 21$0.10$0.60$0.70$43.30$50.70
$48.00$43.00Aug 21$0.33$0.45$0.78$42.22$48.78
$49.00$44.00Aug 21$0.18$0.60$0.78$43.22$49.78
$47.00$40.00Aug 21$0.63$0.25$0.88$39.12$47.88
$48.00$44.00Aug 21$0.33$0.60$0.93$43.07$48.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 8.09, avg credit $0.63)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
44/4546/47Aug 21$0.89$0.118.09$44.11$46.89
43/4445/46Aug 21$0.83$0.174.88$43.17$45.83
45/4648/49Aug 21$0.83$0.174.88$45.17$48.83
43/4446/47Aug 21$0.69$0.312.23$43.31$46.69
44/4547/48Aug 21$0.65$0.351.86$44.35$47.65
44/4548/49Aug 21$0.50$0.501.00$44.50$48.50
43/4447/48Aug 21$0.45$0.550.82$43.55$47.45
43/4448/49Aug 21$0.30$0.700.43$43.70$48.30
40/4345/46Aug 21$0.88$2.120.42$42.12$45.88
40/4346/47Aug 21$0.74$2.260.33$42.26$46.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 13.29, cheapest $0.07)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$48.00$49.00$50.00Aug 21$0.07$0.9313.29
$45.00$46.00$47.00Aug 21$0.14$0.866.14
$47.00$48.00$49.00Aug 21$0.15$0.855.67
$46.00$47.00$48.00Aug 21$0.24$0.763.17
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$43.00$44.00$45.00Aug 21$0.20$0.804.00
$44.00$45.00$46.00Aug 21$0.33$0.672.03

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 6 found (best net $-0.05, 6 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$46.00$47.001:2Aug 21-$0.09$0.91
$45.00$46.001:2Aug 21-$0.49$0.51
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$43.00$40.001:2Aug 21-$0.05$2.95
$45.00$44.001:2Aug 21-$0.25$0.75
$46.00$45.001:2Aug 21-$0.27$0.73
$44.00$43.001:2Aug 21-$0.30$0.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.07%, avg 0.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$46.00Aug 21$0.950.460.2%2.07%2.31%17178
$47.00Aug 21$0.550.322.4%1.20%3.62%151.1K
$48.00Aug 21$0.200.204.6%0.44%5.03%34395
$49.00Aug 21$0.100.126.8%0.22%6.99%49175

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 264
Total Puts 251
Put/Call Ratio 0.95
Net Difference 13

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,086
Total Puts 1,223
Average Put/Call Ratio 0.40
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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