Tour v394
EXC
EXELON CORP
$47.28 +1.24%
$47.25 (-0.06%)🌙
as of 07/23 06:31 PM
7/23 18:31

Option Volume

Detail
Current (07/23) 834
Calls: 730 (88%)
Puts: 104 (12%)
Prior (07/22) 1,343
Calls: 1,309 (97%)
Puts: 34 (3%)
Current vs Prior -37.90%
Calls: -44.23% (Calls)
Puts: +205.88% (Puts)
Prior 7-Day Total 13,440
Calls: 12,148 (90%)
Puts: 1,292 (10%)
Prior 7-Day Average 1,920
Calls: 1,735 (90%)
Puts: 184 (10%)
Current vs Prior 7-Day Avg -56.56%
Calls: -57.94%
Puts: -43.65%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $71.7K
Calls: $58.0K (81%)
Puts: $13.8K (19%)
Prior (07/22) $66.2K
Calls: $61.1K (92%)
Puts: $5.1K (8%)
Current vs Prior +8.38%
Calls: -5.12%
Puts: +169.43%
Prior 7-Day Total $751.1K
Calls: $610.3K (81%)
Puts: $140.8K (19%)
Prior 7-Day Average $107.3K
Calls: $87.2K (81%)
Puts: $20.1K (19%)
Current vs Prior 7-Day Avg -33.14%
Calls: -33.53%
Puts: -31.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 0.14
Prior (07/22) 0.03
Current vs Prior +448.49%
Prior 7-Day Average 0.41
Current vs Prior 7-Day Avg -65.58%
Sentiment BULLISH

Open Interest

Detail
Current (07/23) 14,498
Calls: 13,582 (94%)
Puts: 916 (6%)
Prior (07/22) 13,203
Calls: 12,747 (97%)
Puts: 456 (3%)
Current vs Prior +9.81%
Prior 7-Day Total 94,300
Calls: 82,290 (87%)
Puts: 12,010 (13%)
Prior 7-Day Average 13,471
Calls: 11,755 (87%)
Puts: 1,715 (13%)
Current vs Prior 7-Day Avg +7.62%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.79% | 8.27%
Prior 6.66% | 8.09%
Current vs Prior +1.95% | +2.17%
Prior 7-Day Avg 5.23% | 8.05%
Current vs 7-Day Avg +29.89% | +2.73%
Prior 7-Day Eod 6.66% | 8.09%
Current vs 7-Day Eod +1.95% | +2.17%
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

Strong bullish conviction with 81% of dollar volume in calls ($58.0K) vs puts ($13.8K). Extreme bullish P/C ratio of 0.14 - heavy call buying (730 calls vs 104 puts). P/C ratio rising 448% - increased hedging/bearish positioning. Call-heavy open interest (13,582 calls vs 916 puts) suggests bullish 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. 4 found (avg delta 0.71, highest 0.91)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Aug 213.705.30$4.5035.6%40.91--
$46.00Aug 211.402.60$2.0060.0%100.65--
$47.00Aug 210.951.80$1.3861.6%610.521.1K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$49.00Aug 211.653.30$2.4766.8%140.77123

Most actively traded options today. High liquidity = easy entry/exit. 9 active (total vol 681, top 525)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.100.25$0.1883.3%5250.143.0K
$47.00Aug 210.951.80$1.3861.6%610.521.1K
$48.00Aug 210.450.85$0.6561.5%140.37441
$46.00Aug 211.402.60$2.0060.0%100.65--
$49.00Aug 210.200.45$0.3375.8%60.231.2K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 210.250.95$0.60116.7%460.27211
$49.00Aug 211.653.30$2.4766.8%140.77123
$41.00Aug 210.000.50$0.25200.0%10.1012

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. 5 found (best R:R 10.43, avg 3.99)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$49.00$50.00Aug 21$0.15$0.85$0.155.67$49.15
$48.00$49.00Aug 21$0.32$0.68$0.322.12$48.32
$46.00$47.00Aug 21$0.62$0.38$0.620.61$46.62
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$41.00Aug 21$0.35$3.65$0.3510.43$44.65
$49.00$45.00Aug 21$1.87$2.13$1.871.14$47.13

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 5.00, avg 1.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$43.00$46.00Aug 21$2.50$2.50$0.505.00$45.50
$47.00$48.00Aug 21$0.73$0.73$0.272.70$47.73
$46.00$47.00Aug 21$0.62$0.62$0.381.63$46.62
$48.00$49.00Aug 21$0.32$0.32$0.680.47$48.32
$49.00$50.00Aug 21$0.15$0.15$0.850.18$49.15
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$49.00$45.00Aug 21$1.87$1.87$2.130.88$47.13
$45.00$41.00Aug 21$0.35$0.35$3.650.10$44.65

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. 1 found (cheapest 5.92% of stock, avg 5.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$49.00Aug 21$0.33$2.47$2.80$46.20$51.805.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 0.91% of stock, avg 1.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$41.00Aug 21$0.18$0.25$0.43$40.57$50.43
$49.00$41.00Aug 21$0.33$0.25$0.58$40.42$49.58
$50.00$45.00Aug 21$0.18$0.60$0.78$44.22$50.78
$48.00$41.00Aug 21$0.65$0.25$0.90$40.10$48.90
$49.00$45.00Aug 21$0.33$0.60$0.93$44.07$49.93
$48.00$45.00Aug 21$0.65$0.60$1.25$43.75$49.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.37, avg credit $0.81)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
41/4547/48Aug 21$1.08$2.920.37$43.92$48.08
41/4546/47Aug 21$0.97$3.030.32$44.03$46.97
41/4548/49Aug 21$0.67$3.330.20$44.33$48.67
41/4549/50Aug 21$0.50$3.500.14$44.50$49.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 4.88, cheapest $0.17)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$48.00$49.00$50.00Aug 21$0.17$0.834.88
$47.00$48.00$49.00Aug 21$0.41$0.591.44
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$41.00$45.00$49.00Aug 21$1.52$2.481.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 5 found (best net $-0.76, 1 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$46.00$47.001:2Aug 21-$0.76$0.24
$43.00$46.001:2Aug 21$0.50$2.50
$47.00$48.001:2Aug 21$0.08$0.92
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$45.00$41.001:2Aug 21$0.10$3.90
$49.00$45.001:2Aug 21$1.27$2.73

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 0.95%, avg 0.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$48.00Aug 21$0.450.371.5%0.95%2.47%14441
$49.00Aug 21$0.200.233.6%0.42%4.06%61.2K
$50.00Aug 21$0.100.145.8%0.21%5.96%5253.0K

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 730
Total Puts 104
Put/Call Ratio 0.14
Net Difference 626

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 12,148
Total Puts 1,292
Average Put/Call Ratio 0.41
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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