Tour v422
EXC
EXELON CORP
$47.15 -0.80%
$47.29 (+0.30%)🌙
as of 07/27 06:30 PM
7/27 18:30

Option Volume

Detail
Current (07/27) 585
Calls: 415 (71%)
Puts: 170 (29%)
Prior (07/24) 153
Calls: 92 (60%)
Puts: 61 (40%)
Current vs Prior +282.35%
Calls: +351.09% (Calls)
Puts: +178.69% (Puts)
Prior 7-Day Total 13,824
Calls: 12,610 (91%)
Puts: 1,214 (9%)
Prior 7-Day Average 1,974
Calls: 1,801 (91%)
Puts: 173 (9%)
Current vs Prior 7-Day Avg -70.38%
Calls: -76.96%
Puts: -1.98%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $46.4K
Calls: $27.3K (59%)
Puts: $19.2K (41%)
Prior (07/24) $20.2K
Calls: $14.9K (74%)
Puts: $5.3K (26%)
Current vs Prior +130.08%
Calls: +83.01%
Puts: +262.84%
Prior 7-Day Total $807.7K
Calls: $660.7K (82%)
Puts: $147.0K (18%)
Prior 7-Day Average $115.4K
Calls: $94.4K (82%)
Puts: $21.0K (18%)
Current vs Prior 7-Day Avg -59.77%
Calls: -71.12%
Puts: -8.73%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.41
Prior (07/24) 0.66
Current vs Prior -38.22%
Prior 7-Day Average 0.31
Current vs Prior 7-Day Avg +30.48%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 8,058
Calls: 5,457 (68%)
Puts: 2,601 (32%)
Prior (07/24) 7,551
Calls: 7,006 (93%)
Puts: 545 (7%)
Current vs Prior +6.71%
Prior 7-Day Total 87,100
Calls: 80,718 (93%)
Puts: 6,382 (7%)
Prior 7-Day Average 12,442
Calls: 11,531 (93%)
Puts: 911 (7%)
Current vs Prior 7-Day Avg -35.24%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.89% | 7.87%
Prior 6.27% | 8.21%
Current vs Prior +9.94% | -4.11%
Prior 7-Day Avg 6.24% | 8.35%
Current vs 7-Day Avg +10.46% | -5.75%
Prior 7-Day Eod 6.27% | 8.21%
Current vs 7-Day Eod +9.94% | -4.11%
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

Massive premium surge with dollar volume up 130% vs prior. Unusually high activity with volume up 282% vs prior - elevated interest. Extreme bullish P/C ratio of 0.41 - heavy call buying (415 calls vs 170 puts). P/C ratio dropping 38% - 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 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 0.56, highest 0.61)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Aug 211.051.55$1.3038.5%20.511.1K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Aug 211.402.50$1.9556.4%60.61116

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 391, top 258)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.150.35$0.2580.0%2580.173.0K
$48.00Aug 210.651.00$0.8342.2%130.39457
$49.00Aug 210.200.65$0.43104.7%30.25--
$47.00Aug 211.051.55$1.3038.5%20.511.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Aug 210.501.20$0.8582.4%830.37--
$43.00Aug 210.100.30$0.20100.0%180.1154
$48.00Aug 211.402.50$1.9556.4%60.61116
$45.00Aug 210.250.65$0.4588.9%40.24191
$44.00Aug 210.150.45$0.30100.0%20.17--

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 5.67, avg 2.70)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$49.00$50.00Aug 21$0.18$0.82$0.184.56$49.18
$48.00$49.00Aug 21$0.40$0.60$0.401.50$48.40
$47.00$48.00Aug 21$0.47$0.53$0.471.13$47.47
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$44.00Aug 21$0.15$0.85$0.155.67$44.85
$47.00$46.00Aug 21$0.35$0.65$0.351.86$46.65
$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. 7 found (best R:R 3.00, avg 0.88)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$47.00$48.00Aug 21$0.47$0.47$0.530.89$47.47
$48.00$49.00Aug 21$0.40$0.40$0.600.67$48.40
$49.00$50.00Aug 21$0.18$0.18$0.820.22$49.18
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$48.00$47.00Aug 21$0.75$0.75$0.253.00$47.25
$46.00$45.00Aug 21$0.40$0.40$0.600.67$45.60
$47.00$46.00Aug 21$0.35$0.35$0.650.54$46.65
$45.00$44.00Aug 21$0.15$0.15$0.850.18$44.85

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 5.30% of stock, avg 5.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$47.00Aug 21$1.30$1.20$2.50$44.50$49.505.30%
$48.00Aug 21$0.83$1.95$2.78$45.22$50.785.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 0.95% of stock, avg 2.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$43.00Aug 21$0.25$0.20$0.45$42.55$50.45
$50.00$44.00Aug 21$0.25$0.30$0.55$43.45$50.55
$49.00$43.00Aug 21$0.43$0.20$0.63$42.37$49.63
$50.00$45.00Aug 21$0.25$0.45$0.70$44.30$50.70
$49.00$44.00Aug 21$0.43$0.30$0.73$43.27$49.73
$49.00$45.00Aug 21$0.43$0.45$0.88$44.12$49.88
$48.00$43.00Aug 21$0.83$0.20$1.03$41.97$49.03
$50.00$46.00Aug 21$0.25$0.85$1.10$44.90$51.10
$48.00$44.00Aug 21$0.83$0.30$1.13$42.87$49.13
$48.00$45.00Aug 21$0.83$0.45$1.28$43.72$49.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 6.69, avg credit $0.63)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
45/4647/48Aug 21$0.87$0.136.69$45.13$47.87
45/4648/49Aug 21$0.80$0.204.00$45.20$48.80
46/4748/49Aug 21$0.75$0.253.00$46.25$48.75
44/4547/48Aug 21$0.62$0.381.63$44.38$47.62
45/4649/50Aug 21$0.58$0.421.38$45.42$49.58
44/4548/49Aug 21$0.55$0.451.22$44.45$48.55
46/4749/50Aug 21$0.53$0.471.13$46.47$49.53
44/4549/50Aug 21$0.33$0.670.49$44.67$49.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 19.00, cheapest $0.05)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$47.00$48.00$49.00Aug 21$0.07$0.9313.29
$48.00$49.00$50.00Aug 21$0.22$0.783.55
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$43.00$44.00$45.00Aug 21$0.05$0.9519.00
$44.00$45.00$46.00Aug 21$0.25$0.753.00
$46.00$47.00$48.00Aug 21$0.40$0.601.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $-0.05, 8 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$49.00$50.001:2Aug 21-$0.07$0.93
$47.00$48.001:2Aug 21-$0.36$0.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$46.00$45.001:2Aug 21-$0.05$0.95
$43.00$42.001:2Aug 21-$0.10$0.90
$44.00$43.001:2Aug 21-$0.10$0.90
$45.00$44.001:2Aug 21-$0.15$0.85
$48.00$47.001:2Aug 21-$0.45$0.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.38%, avg 0.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$48.00Aug 21$0.650.391.8%1.38%3.18%13457
$49.00Aug 21$0.200.253.9%0.42%4.35%3--
$50.00Aug 21$0.150.176.0%0.32%6.36%2583.0K

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 415
Total Puts 170
Put/Call Ratio 0.41
Net Difference 245

Prior's Put/Call Breakdown

Total Calls 92
Total Puts 61
Put/Call Ratio 0.66
Net Difference 31

Prior 7-Day Put/Call Summary

Total Calls 12,610
Total Puts 1,214
Average Put/Call Ratio 0.31
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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