Tour v456
EXC
EXELON CORP
$47.03 -0.59%
$47.21 (+0.38%)🌙
as of 07/29 06:03 PM
7/29 18:03

Option Volume

Detail
Current (07/29) 5,448
Calls: 96 (2%)
Puts: 5,352 (98%)
Prior (07/28) 886
Calls: 856 (97%)
Puts: 30 (3%)
Current vs Prior +514.90%
Calls: -88.79% (Calls)
Puts: +17740.00% (Puts)
Prior 7-Day Total 6,745
Calls: 5,415 (80%)
Puts: 1,330 (20%)
Prior 7-Day Average 963
Calls: 773 (80%)
Puts: 190 (20%)
Current vs Prior 7-Day Avg +465.40%
Calls: -87.59%
Puts: +2716.84%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/29) $347.7K
Calls: $17.4K (5%)
Puts: $330.3K (95%)
Prior (07/28) $77.5K
Calls: $75.0K (97%)
Puts: $2.5K (3%)
Current vs Prior +348.62%
Calls: -76.79%
Puts: +13123.42%
Prior 7-Day Total $537.1K
Calls: $375.3K (70%)
Puts: $161.8K (30%)
Prior 7-Day Average $76.7K
Calls: $53.6K (70%)
Puts: $23.1K (30%)
Current vs Prior 7-Day Avg +353.23%
Calls: -67.53%
Puts: +1329.01%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/29) 55.75
Prior (07/28) 0.04
Current vs Prior +158973.33%
Prior 7-Day Average 0.37
Current vs Prior 7-Day Avg +14819.52%
Sentiment BEARISH

Open Interest

Detail
Current (07/29) 41,107
Calls: 29,392 (72%)
Puts: 11,715 (28%)
Prior (07/28) 18,399
Calls: 17,999 (98%)
Puts: 400 (2%)
Current vs Prior +123.42%
Prior 7-Day Total 84,729
Calls: 79,049 (93%)
Puts: 5,680 (7%)
Prior 7-Day Average 12,104
Calls: 11,292 (93%)
Puts: 811 (7%)
Current vs Prior 7-Day Avg +239.61%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.95% | 7.89%
Prior 6.51% | 8.14%
Current vs Prior -8.55% | -3.06%
Prior 7-Day Avg 6.82% | 8.28%
Current vs 7-Day Avg -12.69% | -4.68%
Prior 7-Day Eod 6.51% | 8.14%
Current vs 7-Day Eod -8.55% | -3.06%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 34.95% | 63.25%
Calls: 48.72% | 53.24%
Puts: 21.19% | 73.25%
Prior 25.01% | 19.51%
Calls: 25.51% | 19.35%
Puts: 24.51% | 19.66%
Current vs Prior +39.74% | +224.19%
Prior 7-Day Avg 25.01% | 19.51%
Calls: 25.51% | 19.35%
Puts: 24.51% | 19.66%
Current vs 7-Day Avg +39.74% | +224.19%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 95% of dollar volume in puts ($330.3K) vs calls ($17.4K). Massive premium surge with dollar volume up 349% vs prior. Dollar volume significantly above 7-day average (353% higher). Unusually high activity with volume up 515% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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. 6 found (avg delta 0.70, highest 0.88)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Aug 213.704.80$4.2525.9%--0.8811
$45.00Aug 211.952.95$2.4540.8%--0.7617
$46.00Aug 211.252.25$1.7557.1%40.66201
$47.00Aug 210.901.65$1.2759.1%50.531.1K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$49.00Aug 211.853.00$2.4247.5%--0.75124
$48.00Aug 211.151.90$1.5349.0%90.61122

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 186, top 83)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.100.40$0.25120.0%260.173.3K
$48.00Aug 210.600.90$0.7540.0%180.39682
$47.00Aug 210.901.65$1.2759.1%50.531.1K
$55.00Aug 210.000.10$0.05200.0%50.0321
$46.00Aug 211.252.25$1.7557.1%40.66201
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.00Aug 210.000.40$0.20200.0%830.102
$44.00Aug 210.250.40$0.3345.5%330.17117
$48.00Aug 211.151.90$1.5349.0%90.61122
$45.00Aug 210.450.55$0.5020.0%20.25193

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. 10 found (best R:R 24.00, avg 5.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$55.00Aug 21$0.20$4.80$0.2024.00$50.20
$49.00$50.00Aug 21$0.15$0.85$0.155.67$49.15
$48.00$49.00Aug 21$0.35$0.65$0.351.86$48.35
$46.00$47.00Aug 21$0.48$0.52$0.481.08$46.48
$47.00$48.00Aug 21$0.52$0.48$0.520.92$47.52
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$44.00$43.00Aug 21$0.10$0.90$0.109.00$43.90
$45.00$44.00Aug 21$0.17$0.83$0.174.88$44.83
$46.00$45.00Aug 21$0.23$0.77$0.233.35$45.77
$47.00$46.00Aug 21$0.32$0.68$0.322.12$46.68
$48.00$47.00Aug 21$0.48$0.52$0.481.08$47.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 9.00, avg 1.86)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$43.00$45.00Aug 21$1.80$1.80$0.209.00$44.80
$45.00$46.00Aug 21$0.70$0.70$0.302.33$45.70
$47.00$48.00Aug 21$0.52$0.52$0.481.08$47.52
$46.00$47.00Aug 21$0.48$0.48$0.520.92$46.48
$48.00$49.00Aug 21$0.35$0.35$0.650.54$48.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$49.00$48.00Aug 21$0.89$0.89$0.118.09$48.11
$48.00$47.00Aug 21$0.48$0.48$0.520.92$47.52
$47.00$46.00Aug 21$0.32$0.32$0.680.47$46.68
$46.00$45.00Aug 21$0.23$0.23$0.770.30$45.77
$45.00$44.00Aug 21$0.17$0.17$0.830.20$44.83

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. 6 found (cheapest 4.85% of stock, avg 6.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$48.00Aug 21$0.75$1.53$2.28$45.72$50.284.85%
$47.00Aug 21$1.27$1.05$2.32$44.68$49.324.93%
$46.00Aug 21$1.75$0.73$2.48$43.52$48.485.27%
$49.00Aug 21$0.40$2.42$2.82$46.18$51.826.00%
$45.00Aug 21$2.45$0.50$2.95$42.05$47.956.27%
$43.00Aug 21$4.25$0.23$4.48$38.52$47.489.53%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 1.02% of stock, avg 2.20%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$43.00Aug 21$0.25$0.23$0.48$42.52$50.48
$50.00$44.00Aug 21$0.25$0.33$0.58$43.42$50.58
$49.00$43.00Aug 21$0.40$0.23$0.63$42.37$49.63
$49.00$44.00Aug 21$0.40$0.33$0.73$43.27$49.73
$50.00$45.00Aug 21$0.25$0.50$0.75$44.25$50.75
$49.00$45.00Aug 21$0.40$0.50$0.90$44.10$49.90
$48.00$43.00Aug 21$0.75$0.23$0.98$42.02$48.98
$50.00$46.00Aug 21$0.25$0.73$0.98$45.02$50.98
$48.00$44.00Aug 21$0.75$0.33$1.08$42.92$49.08
$49.00$46.00Aug 21$0.40$0.73$1.13$44.87$50.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 4.00, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
43/4445/46Aug 21$0.80$0.204.00$43.20$45.80
45/4647/48Aug 21$0.75$0.253.00$45.25$47.75
44/4547/48Aug 21$0.69$0.312.23$44.31$47.69
46/4748/49Aug 21$0.67$0.332.03$46.33$48.67
44/4546/47Aug 21$0.65$0.351.86$44.35$46.65
47/4849/50Aug 21$0.63$0.371.70$47.37$49.63
43/4447/48Aug 21$0.62$0.381.63$43.38$47.62
43/4446/47Aug 21$0.58$0.421.38$43.42$46.58
45/4648/49Aug 21$0.58$0.421.38$45.42$48.58
44/4548/49Aug 21$0.52$0.481.08$44.48$48.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 15.67, cheapest $0.06)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$47.00$48.00$49.00Aug 21$0.17$0.834.88
$48.00$49.00$50.00Aug 21$0.20$0.804.00
$45.00$46.00$47.00Aug 21$0.22$0.783.55
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$41.00$42.00$43.00Aug 21$0.06$0.9415.67
$44.00$45.00$46.00Aug 21$0.06$0.9415.67
$42.00$43.00$44.00Aug 21$0.07$0.9313.29
$43.00$44.00$45.00Aug 21$0.07$0.9313.29
$45.00$46.00$47.00Aug 21$0.09$0.9110.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-0.65, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$43.00$45.001:2Aug 21-$0.65$1.35
$48.00$49.001:2Aug 21-$0.05$0.95
$49.00$50.001:2Aug 21-$0.10$0.90
$47.00$48.001:2Aug 21-$0.23$0.77
$46.00$47.001:2Aug 21-$0.79$0.21
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$44.00$43.001:2Aug 21-$0.13$0.87
$45.00$44.001:2Aug 21-$0.16$0.84
$43.00$42.001:2Aug 21-$0.17$0.83
$42.00$41.001:2Aug 21-$0.26$0.74
$46.00$45.001:2Aug 21-$0.27$0.73

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.28%, avg 0.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$48.00Aug 21$0.600.392.1%1.28%3.34%18682
$49.00Aug 21$0.200.264.2%0.43%4.61%11.3K
$50.00Aug 21$0.100.176.3%0.21%6.53%263.3K

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 96
Total Puts 5,352
Put/Call Ratio 55.75
Net Difference -5,256

Prior's Put/Call Breakdown

Total Calls 856
Total Puts 30
Put/Call Ratio 0.04
Net Difference 826

Prior 7-Day Put/Call Summary

Total Calls 5,415
Total Puts 1,330
Average Put/Call Ratio 0.37
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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