Tour v472
EXC
EXELON CORP
$45.58 -3.08%
7/30 18:02

Option Volume

Detail
Current (07/30) 1,143
Calls: 391 (34%)
Puts: 752 (66%)
Prior (07/29) 5,448
Calls: 96 (2%)
Puts: 5,352 (98%)
Current vs Prior -79.02%
Calls: +307.29% (Calls)
Puts: -85.95% (Puts)
Prior 7-Day Total 9,764
Calls: 3,762 (39%)
Puts: 6,002 (61%)
Prior 7-Day Average 1,394
Calls: 537 (39%)
Puts: 857 (61%)
Current vs Prior 7-Day Avg -18.06%
Calls: -27.25%
Puts: -12.30%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/30) $194.4K
Calls: $21.8K (11%)
Puts: $172.6K (89%)
Prior (07/29) $347.7K
Calls: $17.4K (5%)
Puts: $330.3K (95%)
Current vs Prior -44.10%
Calls: +25.03%
Puts: -47.75%
Prior 7-Day Total $689.6K
Calls: $277.9K (40%)
Puts: $411.7K (60%)
Prior 7-Day Average $98.5K
Calls: $39.7K (40%)
Puts: $58.8K (60%)
Current vs Prior 7-Day Avg +97.29%
Calls: -45.18%
Puts: +193.49%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/30) 1.92
Prior (07/29) 55.75
Current vs Prior -96.55%
Prior 7-Day Average 1.03
Current vs Prior 7-Day Avg +86.29%
Sentiment BEARISH

Open Interest

Detail
Current (07/30) 45,648
Calls: 29,177 (64%)
Puts: 16,471 (36%)
Prior (07/29) 41,107
Calls: 29,392 (72%)
Puts: 11,715 (28%)
Current vs Prior +11.05%
Prior 7-Day Total 112,194
Calls: 95,107 (85%)
Puts: 17,087 (15%)
Prior 7-Day Average 16,027
Calls: 13,586 (85%)
Puts: 2,441 (15%)
Current vs Prior 7-Day Avg +184.81%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.33% | 7.13%
Prior 5.95% | 7.89%
Current vs Prior -10.45% | -9.61%
Prior 7-Day Avg 6.67% | 8.13%
Current vs 7-Day Avg -20.02% | -12.24%
Prior 7-Day Eod 5.95% | 7.89%
Current vs 7-Day Eod -10.45% | -9.61%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 20.23% | 19.93%
Calls: 17.39% | 23.65%
Puts: 23.08% | 16.22%
Prior 34.95% | 63.25%
Calls: 48.72% | 53.24%
Puts: 21.19% | 73.25%
Current vs Prior -42.12% | -68.49%
Prior 7-Day Avg 26.43% | 25.76%
Calls: 28.83% | 24.19%
Puts: 24.04% | 27.32%
Current vs 7-Day Avg -23.46% | -22.63%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 89% of dollar volume in puts ($172.6K) vs calls ($21.8K). Dollar volume significantly above 7-day average (97% higher). Below-average activity with volume down 79% vs prior. Extreme bearish P/C ratio of 1.92 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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. 7 found (avg delta 0.77, highest 0.97)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Aug 212.203.30$2.7540.0%--0.8411
$45.00Aug 211.051.55$1.3038.5%70.6017
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 213.505.50$4.5044.4%80.972
$49.00Aug 213.204.30$3.7529.3%40.90124
$48.00Aug 212.303.20$2.7532.7%20.84116
$47.00Aug 211.352.35$1.8554.1%--0.71470
$46.00Aug 210.951.30$1.1331.0%--0.57335

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 463, top 165)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Aug 210.250.60$0.4381.4%1650.291.1K
$48.00Aug 210.050.35$0.20150.0%300.16683
$49.00Aug 210.050.20$0.13115.4%150.101.3K
$46.00Aug 210.550.95$0.7553.3%140.43197
$50.00Aug 210.000.05$0.03166.7%110.033.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 210.600.85$0.7334.2%1510.40193
$43.00Aug 210.100.40$0.25120.0%250.1761
$44.00Aug 210.150.45$0.30100.0%250.23137
$50.00Aug 213.505.50$4.5044.4%80.972
$40.00Aug 210.000.25$0.13192.3%40.077

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 9.00, avg 3.02)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$49.00$50.00Aug 21$0.10$0.90$0.109.00$49.10
$47.00$48.00Aug 21$0.23$0.77$0.233.35$47.23
$46.00$47.00Aug 21$0.32$0.68$0.322.12$46.32
$45.00$46.00Aug 21$0.55$0.45$0.550.82$45.55
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$46.00$45.00Aug 21$0.40$0.60$0.401.50$45.60
$45.00$44.00Aug 21$0.43$0.57$0.431.33$44.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 9.00, avg 2.07)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$43.00$45.00Aug 21$1.45$1.45$0.552.64$44.45
$45.00$46.00Aug 21$0.55$0.55$0.451.22$45.55
$46.00$47.00Aug 21$0.32$0.32$0.680.47$46.32
$47.00$48.00Aug 21$0.23$0.23$0.770.30$47.23
$49.00$50.00Aug 21$0.10$0.10$0.900.11$49.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$48.00$47.00Aug 21$0.90$0.90$0.109.00$47.10
$50.00$49.00Aug 21$0.75$0.75$0.253.00$49.25
$47.00$46.00Aug 21$0.72$0.72$0.282.57$46.28
$45.00$44.00Aug 21$0.43$0.43$0.570.75$44.57
$46.00$45.00Aug 21$0.40$0.40$0.600.67$45.60

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. 7 found (cheapest 4.12% of stock, avg 6.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$46.00Aug 21$0.75$1.13$1.88$44.12$47.884.12%
$45.00Aug 21$1.30$0.73$2.03$42.97$47.034.45%
$47.00Aug 21$0.43$1.85$2.28$44.72$49.285.00%
$48.00Aug 21$0.20$2.75$2.95$45.05$50.956.47%
$43.00Aug 21$2.75$0.25$3.00$40.00$46.006.58%
$49.00Aug 21$0.13$3.75$3.88$45.12$52.888.51%
$50.00Aug 21$0.03$4.50$4.53$45.47$54.539.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.68% of stock, avg 1.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$49.00$42.00Aug 21$0.13$0.18$0.31$41.69$49.31
$49.00$41.00Aug 21$0.13$0.20$0.33$40.67$49.33
$48.00$42.00Aug 21$0.20$0.18$0.38$41.62$48.38
$49.00$43.00Aug 21$0.13$0.25$0.38$42.62$49.38
$48.00$41.00Aug 21$0.20$0.20$0.40$40.60$48.40
$49.00$44.00Aug 21$0.13$0.30$0.43$43.57$49.43
$48.00$43.00Aug 21$0.20$0.25$0.45$42.55$48.45
$48.00$44.00Aug 21$0.20$0.30$0.50$43.50$48.50
$47.00$42.00Aug 21$0.43$0.18$0.61$41.39$47.61
$47.00$41.00Aug 21$0.43$0.20$0.63$40.37$47.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 4.56, avg credit $0.65)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
46/4749/50Aug 21$0.82$0.184.56$46.18$49.82
44/4546/47Aug 21$0.75$0.253.00$44.25$46.75
44/4547/48Aug 21$0.66$0.341.94$44.34$47.66
45/4647/48Aug 21$0.63$0.371.70$45.37$47.63
44/4549/50Aug 21$0.53$0.471.13$44.47$49.53
45/4649/50Aug 21$0.50$0.501.00$45.50$49.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 10.11, cheapest $0.09)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$46.00$47.00$48.00Aug 21$0.09$0.9110.11
$47.00$48.00$49.00Aug 21$0.16$0.845.25
$45.00$46.00$47.00Aug 21$0.23$0.773.35
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$41.00$42.00$43.00Aug 21$0.09$0.9110.11
$47.00$48.00$49.00Aug 21$0.10$0.909.00
$46.00$47.00$48.00Aug 21$0.18$0.824.56
$45.00$46.00$47.00Aug 21$0.32$0.682.12
$43.00$44.00$45.00Aug 21$0.38$0.621.63

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 $-0.07, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Aug 21-$0.07$4.93
$48.00$49.001:2Aug 21-$0.06$0.94
$46.00$47.001:2Aug 21-$0.11$0.89
$45.00$46.001:2Aug 21-$0.20$0.80
$43.00$45.001:2Aug 21$0.15$1.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$41.00$40.001:2Aug 21-$0.06$0.94
$43.00$42.001:2Aug 21-$0.11$0.89
$44.00$43.001:2Aug 21-$0.20$0.80
$42.00$41.001:2Aug 21-$0.22$0.78
$46.00$45.001:2Aug 21-$0.33$0.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.21%, avg 0.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$46.00Aug 21$0.550.430.9%1.21%2.13%14197
$47.00Aug 21$0.250.293.1%0.55%3.66%1651.1K

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 391
Total Puts 752
Put/Call Ratio 1.92
Net Difference -361

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,762
Total Puts 6,002
Average Put/Call Ratio 1.03
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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