Tour v388
EXC
EXELON CORP
$46.70 +1.77%
$46.69 (-0.02%)🌙
as of 07/22 07:19 PM
7/22 19:19

Option Volume

Detail
Current (07/22) 1,343
Calls: 1,309 (97%)
Puts: 34 (3%)
Prior (07/21) 515
Calls: 264 (51%)
Puts: 251 (49%)
Current vs Prior +160.78%
Calls: +395.83% (Calls)
Puts: -86.45% (Puts)
Prior 7-Day Total 12,631
Calls: 11,223 (89%)
Puts: 1,408 (11%)
Prior 7-Day Average 1,804
Calls: 1,603 (89%)
Puts: 201 (11%)
Current vs Prior 7-Day Avg -25.57%
Calls: -18.36%
Puts: -83.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $66.2K
Calls: $61.1K (92%)
Puts: $5.1K (8%)
Prior (07/21) $59.8K
Calls: $24.3K (41%)
Puts: $35.5K (59%)
Current vs Prior +10.66%
Calls: +150.99%
Puts: -85.57%
Prior 7-Day Total $766.3K
Calls: $608.7K (79%)
Puts: $157.6K (21%)
Prior 7-Day Average $109.5K
Calls: $87.0K (79%)
Puts: $22.5K (21%)
Current vs Prior 7-Day Avg -39.53%
Calls: -29.76%
Puts: -77.26%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.03
Prior (07/21) 0.95
Current vs Prior -97.27%
Prior 7-Day Average 0.47
Current vs Prior 7-Day Avg -94.42%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 13,203
Calls: 12,747 (97%)
Puts: 456 (3%)
Prior (07/21) 9,378
Calls: 8,924 (95%)
Puts: 454 (5%)
Current vs Prior +40.79%
Prior 7-Day Total 91,401
Calls: 79,033 (86%)
Puts: 12,368 (14%)
Prior 7-Day Average 13,057
Calls: 11,290 (86%)
Puts: 1,766 (14%)
Current vs Prior 7-Day Avg +1.12%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.66% | 8.09%
Prior 7.58% | 8.41%
Current vs Prior -12.18% | -3.77%
Prior 7-Day Avg 4.71% | 7.90%
Current vs 7-Day Avg +41.41% | +2.49%
Prior 7-Day Eod 7.58% | 8.41%
Current vs 7-Day Eod -12.18% | -3.77%
Sentiment BULLISH

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

Strong bullish conviction with 92% of dollar volume in calls ($61.1K) vs puts ($5.1K). Unusually high activity with volume up 161% vs prior - elevated interest. Extreme bullish P/C ratio of 0.03 - heavy call buying (1,309 calls vs 34 puts). P/C ratio dropping 97% - sentiment shifting bullish.

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

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Aug 211.351.90$1.6333.7%80.57195
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Aug 211.101.85$1.4850.7%250.55445

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 1.3K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$49.00Aug 210.300.45$0.3839.5%1.2K0.22218
$48.00Aug 210.450.80$0.6355.6%410.32426
$47.00Aug 210.801.30$1.0547.6%170.451.1K
$50.00Aug 210.100.25$0.1883.3%150.123.0K
$46.00Aug 211.351.90$1.6333.7%80.57195
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Aug 211.101.85$1.4850.7%250.55445
$41.00Aug 210.000.30$0.15200.0%10.0811
$45.00Aug 210.550.85$0.7042.9%10.32--
$46.00Aug 210.701.60$1.1578.3%10.43--

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. 7 found (best R:R 6.27, avg 2.66)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$49.00$50.00Aug 21$0.20$0.80$0.204.00$49.20
$48.00$49.00Aug 21$0.25$0.75$0.253.00$48.25
$47.00$48.00Aug 21$0.42$0.58$0.421.38$47.42
$46.00$47.00Aug 21$0.58$0.42$0.580.72$46.58
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$41.00Aug 21$0.55$3.45$0.556.27$44.45
$47.00$46.00Aug 21$0.33$0.67$0.332.03$46.67
$46.00$45.00Aug 21$0.45$0.55$0.451.22$45.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 1.38, avg 0.59)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$46.00$47.00Aug 21$0.58$0.58$0.421.38$46.58
$47.00$48.00Aug 21$0.42$0.42$0.580.72$47.42
$48.00$49.00Aug 21$0.25$0.25$0.750.33$48.25
$49.00$50.00Aug 21$0.20$0.20$0.800.25$49.20
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$46.00$45.00Aug 21$0.45$0.45$0.550.82$45.55
$47.00$46.00Aug 21$0.33$0.33$0.670.49$46.67
$45.00$41.00Aug 21$0.55$0.55$3.450.16$44.45

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 5.42% of stock, avg 5.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$47.00Aug 21$1.05$1.48$2.53$44.47$49.535.42%
$46.00Aug 21$1.63$1.15$2.78$43.22$48.785.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 0.71% of stock, avg 2.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$41.00Aug 21$0.18$0.15$0.33$40.67$50.33
$55.00$41.00Aug 21$0.23$0.15$0.38$40.62$55.38
$49.00$41.00Aug 21$0.38$0.15$0.53$40.47$49.53
$48.00$41.00Aug 21$0.63$0.15$0.78$40.22$48.78
$50.00$45.00Aug 21$0.18$0.70$0.88$44.12$50.88
$55.00$45.00Aug 21$0.23$0.70$0.93$44.07$55.93
$49.00$45.00Aug 21$0.38$0.70$1.08$43.92$50.08
$47.00$41.00Aug 21$1.05$0.15$1.20$39.80$48.20
$48.00$45.00Aug 21$0.63$0.70$1.33$43.67$49.33
$50.00$46.00Aug 21$0.18$1.15$1.33$44.67$51.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 6.69, avg credit $0.78)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
45/4647/48Aug 21$0.87$0.136.69$45.13$47.87
45/4648/49Aug 21$0.70$0.302.33$45.30$48.70
45/4649/50Aug 21$0.65$0.351.86$45.35$49.65
46/4748/49Aug 21$0.58$0.421.38$46.42$48.58
46/4749/50Aug 21$0.53$0.471.13$46.47$49.53
41/4546/47Aug 21$1.13$2.870.39$43.87$47.13
41/4547/48Aug 21$0.97$3.030.32$44.03$47.97
41/4548/49Aug 21$0.80$3.200.25$44.20$48.80
41/4549/50Aug 21$0.75$3.250.23$44.25$49.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 19.00, cheapest $0.05)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$48.00$49.00$50.00Aug 21$0.05$0.9519.00
$46.00$47.00$48.00Aug 21$0.16$0.845.25
$47.00$48.00$49.00Aug 21$0.17$0.834.88
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 7 found (best net $-0.28, 6 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Aug 21-$0.28$4.72
$48.00$49.001:2Aug 21-$0.13$0.87
$47.00$48.001:2Aug 21-$0.21$0.79
$46.00$47.001:2Aug 21-$0.47$0.53
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$46.00$45.001:2Aug 21-$0.25$0.75
$47.00$46.001:2Aug 21-$0.82$0.18
$45.00$41.001:2Aug 21$0.40$3.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.71%, avg 0.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$47.00Aug 21$0.800.450.6%1.71%2.36%171.1K
$48.00Aug 21$0.450.322.8%0.96%3.75%41426
$49.00Aug 21$0.300.224.9%0.64%5.57%1.2K218
$50.00Aug 21$0.100.127.1%0.21%7.28%153.0K

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 1,309
Total Puts 34
Put/Call Ratio 0.03
Net Difference 1,275

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,223
Total Puts 1,408
Average Put/Call Ratio 0.47
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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