Tour v490
EXC
EXELON CORP
$45.84 +0.46%
$46.75 (+1.99%)🌙
as of 08/04 06:40 PM
8/4 18:40

Option Volume

Detail
Current (08/04) 3,408
Calls: 3,295 (97%)
Puts: 113 (3%)
Prior (08/03) 329
Calls: 249 (76%)
Puts: 80 (24%)
Current vs Prior +935.87%
Calls: +1223.29% (Calls)
Puts: +41.25% (Puts)
Prior 7-Day Total 10,519
Calls: 4,008 (38%)
Puts: 6,511 (62%)
Prior 7-Day Average 1,502
Calls: 572 (38%)
Puts: 930 (62%)
Current vs Prior 7-Day Avg +126.79%
Calls: +475.47%
Puts: -87.85%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/04) $162.3K
Calls: $152.1K (94%)
Puts: $10.2K (6%)
Prior (08/03) $29.1K
Calls: $21.3K (73%)
Puts: $7.7K (27%)
Current vs Prior +457.80%
Calls: +612.48%
Puts: +31.68%
Prior 7-Day Total $815.3K
Calls: $267.9K (33%)
Puts: $547.4K (67%)
Prior 7-Day Average $116.5K
Calls: $38.3K (33%)
Puts: $78.2K (67%)
Current vs Prior 7-Day Avg +39.35%
Calls: +297.36%
Puts: -86.95%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04) 0.03
Prior (08/03) 0.32
Current vs Prior -89.33%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg -97.14%
Sentiment BULLISH

Open Interest

Detail
Current (08/04) 6,809
Calls: 5,878 (86%)
Puts: 931 (14%)
Prior (08/03) 12,122
Calls: 6,455 (53%)
Puts: 5,667 (47%)
Current vs Prior -43.83%
Prior 7-Day Total 149,239
Calls: 110,274 (74%)
Puts: 38,965 (26%)
Prior 7-Day Average 21,319
Calls: 15,753 (74%)
Puts: 5,566 (26%)
Current vs Prior 7-Day Avg -68.06%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.19% | 7.53%
Prior 5.15% | 7.34%
Current vs Prior +0.81% | +2.51%
Prior 7-Day Avg 5.92% | 7.69%
Current vs 7-Day Avg -12.24% | -2.15%
Prior 7-Day Eod 5.15% | 7.34%
Current vs 7-Day Eod +0.81% | +2.51%
Sentiment BEARISH

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 24.38% | 25.94%
Calls: 25.35% | 26.03%
Puts: 23.42% | 25.84%
Current vs 7-Day Avg -17.03% | -23.16%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($152.1K) vs puts ($10.2K). Massive premium surge with dollar volume up 458% vs prior. Unusually high activity with volume up 936% vs prior - elevated interest. Volume explosion - 127% above 7-day average (3,408 vs avg 1,502).

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 BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 0.69, highest 0.87)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.00Sep 183.604.60$4.1024.4%80.87--
$45.00Aug 211.201.85$1.5342.5%20.6721
$45.00Sep 181.752.05$1.9015.8%10.59--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Sep 181.402.50$1.9556.4%310.64102

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 3.4K, top 3.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Aug 210.250.60$0.4381.4%3.2K0.312.1K
$46.00Sep 181.151.50$1.3326.3%260.4726
$50.00Sep 180.100.45$0.28125.0%120.14--
$46.00Aug 210.551.05$0.8062.5%110.49--
$42.00Sep 183.604.60$4.1024.4%80.87--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Sep 181.402.50$1.9556.4%310.64102
$43.00Aug 210.050.25$0.15133.3%210.12--
$42.00Sep 180.250.45$0.3557.1%130.16378
$44.00Aug 210.200.30$0.2540.0%100.19--
$45.00Aug 210.350.60$0.4852.1%100.33349

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 7.6%, max 20.1%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$49.00Aug 21Sep 1824.5%22.2%9.9%2--
$45.00Aug 21Sep 1821.5%21.1%1.8%321
$47.00Aug 21Sep 1822.0%21.6%1.8%3.2K2.5K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$43.00Aug 21Sep 1825.9%21.5%20.1%31--
$44.00Aug 21Sep 1823.1%21.0%10.1%11--
$45.00Aug 21Sep 1821.5%21.1%1.8%11349

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 25.67, avg 5.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$48.00$49.00Sep 18$0.13$0.87$0.136.69$48.13
$47.00$49.00Aug 21$0.30$1.70$0.305.67$47.30
$47.00$48.00Sep 18$0.32$0.68$0.322.12$47.32
$46.00$47.00Aug 21$0.37$0.63$0.371.70$46.37
$46.00$47.00Sep 18$0.53$0.47$0.530.89$46.53
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$42.00$38.00Sep 18$0.15$3.85$0.1525.67$41.85
$44.00$43.00Aug 21$0.10$0.90$0.109.00$43.90
$45.00$44.00Aug 21$0.23$0.77$0.233.35$44.77
$44.00$43.00Sep 18$0.25$0.75$0.253.00$43.75
$45.00$44.00Sep 18$0.40$0.60$0.401.50$44.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 2.75, avg 0.82)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$42.00$45.00Sep 18$2.20$2.20$0.802.75$44.20
$45.00$46.00Aug 21$0.73$0.73$0.272.70$45.73
$45.00$46.00Sep 18$0.57$0.57$0.431.33$45.57
$46.00$47.00Sep 18$0.53$0.53$0.471.13$46.53
$46.00$47.00Aug 21$0.37$0.37$0.630.59$46.37
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$47.00$45.00Sep 18$0.87$0.87$1.130.77$46.13
$45.00$44.00Sep 18$0.40$0.40$0.600.67$44.60
$44.00$43.00Sep 18$0.25$0.25$0.750.33$43.75
$45.00$44.00Aug 21$0.23$0.23$0.770.30$44.77
$44.00$43.00Aug 21$0.10$0.10$0.900.11$43.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.40, cheapest $0.22)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$49.00Aug 21Sep 18$0.2224.5%22.2%
$45.00Aug 21Sep 18$0.3721.5%21.1%
$47.00Aug 21Sep 18$0.3722.0%21.6%
$46.00Aug 21Sep 18$0.5321.9%23.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$43.00Aug 21Sep 18$0.2825.9%21.5%
$44.00Aug 21Sep 18$0.4323.1%21.0%
$45.00Aug 21Sep 18$0.6021.5%21.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 4.38% of stock, avg 6.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Aug 21$1.53$0.48$2.01$42.99$47.014.38%
$47.00Sep 18$0.80$1.95$2.75$44.25$49.756.00%
$45.00Sep 18$1.90$1.08$2.98$42.02$47.986.50%
$42.00Sep 18$4.10$0.35$4.45$37.55$46.459.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 34 found (cheapest 0.61% of stock, avg 2.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$49.00$43.00Aug 21$0.13$0.15$0.28$42.72$49.28
$49.00$44.00Aug 21$0.13$0.25$0.38$43.62$49.38
$50.00$38.00Sep 18$0.28$0.20$0.48$37.52$50.48
$49.00$38.00Sep 18$0.35$0.20$0.55$37.45$49.55
$47.00$43.00Aug 21$0.43$0.15$0.58$42.42$47.58
$49.00$45.00Aug 21$0.13$0.48$0.61$44.39$49.61
$50.00$42.00Sep 18$0.28$0.35$0.63$41.37$50.63
$47.00$44.00Aug 21$0.43$0.25$0.68$43.32$47.68
$48.00$38.00Sep 18$0.48$0.20$0.68$37.32$48.68
$49.00$42.00Sep 18$0.35$0.35$0.70$41.30$49.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 4.88, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
43/4445/46Aug 21$0.83$0.174.88$43.17$45.83
43/4445/46Sep 18$0.82$0.184.56$43.18$45.82
43/4446/47Sep 18$0.78$0.223.55$43.22$46.78
44/4547/48Sep 18$0.72$0.282.57$44.28$47.72
44/4546/47Aug 21$0.60$0.401.50$44.40$46.60
43/4447/48Sep 18$0.57$0.431.33$43.43$47.57
44/4548/49Sep 18$0.53$0.471.13$44.47$48.53
45/4748/49Sep 18$1.00$1.001.00$46.00$49.00
43/4446/47Aug 21$0.47$0.530.89$43.53$46.47
43/4448/49Sep 18$0.38$0.620.61$43.62$48.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 15.67, cheapest $0.06)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$48.00$49.00$50.00Sep 18$0.06$0.9415.67
$47.00$48.00$49.00Sep 18$0.19$0.814.26
$46.00$47.00$48.00Sep 18$0.21$0.793.76
$45.00$46.00$47.00Aug 21$0.36$0.641.78
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$43.00$44.00$45.00Aug 21$0.13$0.876.69
$43.00$44.00$45.00Sep 18$0.15$0.855.67
$42.00$43.00$44.00Sep 18$0.17$0.834.88

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 $-0.05, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$46.00$47.001:2Aug 21-$0.06$0.94
$45.00$46.001:2Aug 21-$0.07$0.93
$47.00$48.001:2Sep 18-$0.16$0.84
$49.00$50.001:2Sep 18-$0.21$0.79
$48.00$49.001:2Sep 18-$0.22$0.78
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$42.00$38.001:2Sep 18-$0.05$3.95
$47.00$45.001:2Sep 18-$0.21$1.79
$44.00$43.001:2Sep 18-$0.18$0.82
$43.00$42.001:2Sep 18-$0.27$0.73
$45.00$44.001:2Sep 18-$0.28$0.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 2.51%, avg 0.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$46.00Sep 18$1.150.470.3%2.51%2.86%2626
$47.00Sep 18$0.600.362.5%1.31%3.84%6397
$46.00Aug 21$0.550.490.3%1.20%1.55%11--
$47.00Aug 21$0.250.312.5%0.55%3.08%3.2K2.1K
$48.00Sep 18$0.250.254.7%0.55%5.26%3108
$49.00Sep 18$0.200.196.9%0.44%7.33%1--
$50.00Sep 18$0.100.149.1%0.22%9.29%12--

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 3,295
Total Puts 113
Put/Call Ratio 0.03
Net Difference 3,182

Prior's Put/Call Breakdown

Total Calls 249
Total Puts 80
Put/Call Ratio 0.32
Net Difference 169

Prior 7-Day Put/Call Summary

Total Calls 4,008
Total Puts 6,511
Average Put/Call Ratio 1.20
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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