Tour v477
EXC
EXELON CORP
$45.82 +0.53%
$45.62 (-0.44%)🌙
as of 07/31 06:32 PM
7/31 18:32

Option Volume

Detail
Current (07/31) 1,975
Calls: 1,909 (97%)
Puts: 66 (3%)
Prior (07/30) 1,143
Calls: 391 (34%)
Puts: 752 (66%)
Current vs Prior +72.79%
Calls: +388.24% (Calls)
Puts: -91.22% (Puts)
Prior 7-Day Total 10,392
Calls: 3,889 (37%)
Puts: 6,503 (63%)
Prior 7-Day Average 1,484
Calls: 555 (37%)
Puts: 929 (63%)
Current vs Prior 7-Day Avg +33.04%
Calls: +243.61%
Puts: -92.90%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $100.0K
Calls: $90.3K (90%)
Puts: $9.8K (10%)
Prior (07/30) $194.4K
Calls: $21.8K (11%)
Puts: $172.6K (89%)
Current vs Prior -48.54%
Calls: +314.66%
Puts: -94.34%
Prior 7-Day Total $824.2K
Calls: $275.4K (33%)
Puts: $548.8K (67%)
Prior 7-Day Average $117.7K
Calls: $39.3K (33%)
Puts: $78.4K (67%)
Current vs Prior 7-Day Avg -15.05%
Calls: +129.43%
Puts: -87.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.03
Prior (07/30) 1.92
Current vs Prior -98.20%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -97.05%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 16,354
Calls: 14,788 (90%)
Puts: 1,566 (10%)
Prior (07/30) 45,648
Calls: 29,177 (64%)
Puts: 16,471 (36%)
Current vs Prior -64.17%
Prior 7-Day Total 148,464
Calls: 115,360 (78%)
Puts: 33,104 (22%)
Prior 7-Day Average 21,209
Calls: 16,480 (78%)
Puts: 4,729 (22%)
Current vs Prior 7-Day Avg -22.89%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.30% | 7.27%
Prior 5.33% | 7.13%
Current vs Prior -0.52% | +1.92%
Prior 7-Day Avg 6.34% | 7.94%
Current vs 7-Day Avg -16.40% | -8.49%
Prior 7-Day Eod 5.33% | 7.13%
Current vs 7-Day Eod -0.52% | +1.92%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 20.23% | 19.93%
Calls: 17.39% | 23.65%
Puts: 23.08% | 16.22%
Prior 20.23% | 19.93%
Calls: 17.39% | 23.65%
Puts: 23.08% | 16.22%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 25.75% | 25.82%
Calls: 27.67% | 24.81%
Puts: 23.83% | 26.82%
Current vs 7-Day Avg -21.43% | -22.81%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($90.3K) vs puts ($9.8K). Above-average activity with volume up 73% vs prior. Extreme bullish P/C ratio of 0.03 - heavy call buying (1,909 calls vs 66 puts). P/C ratio dropping 98% - 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 BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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. 3 found (avg delta 0.56, highest 0.67)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 211.251.90$1.5841.1%10.6721
$46.00Aug 210.651.15$0.9055.6%60.50191
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Aug 210.501.20$0.8582.4%10.51335

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 1.4K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Aug 210.250.60$0.4381.4%1.3K0.321.2K
$46.00Aug 210.651.15$0.9055.6%60.50191
$48.00Aug 210.050.30$0.18138.9%40.17663
$49.00Aug 210.050.20$0.13115.4%40.111.2K
$45.00Aug 211.251.90$1.5841.1%10.6721
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.00Aug 210.200.40$0.3066.7%80.21160
$45.00Aug 210.400.70$0.5554.5%30.34338
$40.00Aug 210.000.15$0.08187.5%10.05--
$46.00Aug 210.501.20$0.8582.4%10.51335

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 17.18, avg 5.33)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$47.00$48.00Aug 21$0.25$0.75$0.253.00$47.25
$46.00$47.00Aug 21$0.47$0.53$0.471.13$46.47
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$44.00$40.00Aug 21$0.22$3.78$0.2217.18$43.78
$45.00$44.00Aug 21$0.25$0.75$0.253.00$44.75
$46.00$45.00Aug 21$0.30$0.70$0.302.33$45.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 2.13, avg 0.69)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$46.00Aug 21$0.68$0.68$0.322.13$45.68
$46.00$47.00Aug 21$0.47$0.47$0.530.89$46.47
$47.00$48.00Aug 21$0.25$0.25$0.750.33$47.25
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$46.00$45.00Aug 21$0.30$0.30$0.700.43$45.70
$45.00$44.00Aug 21$0.25$0.25$0.750.33$44.75
$44.00$40.00Aug 21$0.22$0.22$3.780.06$43.78

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 3.82% of stock, avg 4.24%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$46.00Aug 21$0.90$0.85$1.75$44.25$47.753.82%
$45.00Aug 21$1.58$0.55$2.13$42.87$47.134.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 8 found (cheapest 0.94% of stock, avg 1.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$49.00$44.00Aug 21$0.13$0.30$0.43$43.57$49.43
$50.00$44.00Aug 21$0.13$0.30$0.43$43.57$50.43
$48.00$44.00Aug 21$0.18$0.30$0.48$43.52$48.48
$49.00$45.00Aug 21$0.13$0.55$0.68$44.32$49.68
$50.00$45.00Aug 21$0.13$0.55$0.68$44.32$50.68
$47.00$44.00Aug 21$0.43$0.30$0.73$43.27$47.73
$48.00$45.00Aug 21$0.18$0.55$0.73$44.27$48.73
$47.00$45.00Aug 21$0.43$0.55$0.98$44.02$47.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 2.57, avg credit $0.64)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
44/4546/47Aug 21$0.72$0.282.57$44.28$46.72
45/4647/48Aug 21$0.55$0.451.22$45.45$47.55
44/4547/48Aug 21$0.50$0.501.00$44.50$47.50
40/4445/46Aug 21$0.90$3.100.29$43.10$45.90
40/4446/47Aug 21$0.69$3.310.21$43.31$46.69
40/4447/48Aug 21$0.47$3.530.13$43.53$47.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 4.00, cheapest $0.20)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$47.00$48.00$49.00Aug 21$0.20$0.804.00
$45.00$46.00$47.00Aug 21$0.21$0.793.76
$46.00$47.00$48.00Aug 21$0.22$0.783.55
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. 6 found (best net $-0.08, 4 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$48.00$49.001:2Aug 21-$0.08$0.92
$49.00$50.001:2Aug 21-$0.13$0.87
$45.00$46.001:2Aug 21-$0.22$0.78
$47.00$48.001:2Aug 21$0.07$0.93
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$46.00$45.001:2Aug 21-$0.25$0.75
$44.00$40.001:2Aug 21$0.14$3.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.42%, avg 0.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$46.00Aug 21$0.650.500.4%1.42%1.81%6191
$47.00Aug 21$0.250.322.6%0.55%3.12%1.3K1.2K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,909
Total Puts 66
Put/Call Ratio 0.03
Net Difference 1,843

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,889
Total Puts 6,503
Average Put/Call Ratio 1.17
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All