Tour v492
EXC
EXELON CORP
$45.76 -0.17%
$46.19 (+0.93%)🌙
as of 08/05 06:43 PM
8/5 18:43

Option Volume

Detail
Current (08/05) 261
Calls: 201 (77%)
Puts: 60 (23%)
Prior (08/04) 3,408
Calls: 3,295 (97%)
Puts: 113 (3%)
Current vs Prior -92.34%
Calls: -93.90% (Calls)
Puts: -46.90% (Puts)
Prior 7-Day Total 13,774
Calls: 7,211 (52%)
Puts: 6,563 (48%)
Prior 7-Day Average 1,967
Calls: 1,030 (52%)
Puts: 937 (48%)
Current vs Prior 7-Day Avg -86.74%
Calls: -80.49%
Puts: -93.60%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05) $25.7K
Calls: $16.8K (65%)
Puts: $9.0K (35%)
Prior (08/04) $162.3K
Calls: $152.1K (94%)
Puts: $10.2K (6%)
Current vs Prior -84.16%
Calls: -88.99%
Puts: -12.28%
Prior 7-Day Total $957.4K
Calls: $405.1K (42%)
Puts: $552.3K (58%)
Prior 7-Day Average $136.8K
Calls: $57.9K (42%)
Puts: $78.9K (58%)
Current vs Prior 7-Day Avg -81.21%
Calls: -71.06%
Puts: -88.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 0.30
Prior (08/04) 0.03
Current vs Prior +770.43%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -73.07%
Sentiment BULLISH

Open Interest

Detail
Current (08/05) 6,388
Calls: 5,577 (87%)
Puts: 811 (13%)
Prior (08/04) 6,809
Calls: 5,878 (86%)
Puts: 931 (14%)
Current vs Prior -6.18%
Prior 7-Day Total 148,497
Calls: 109,146 (74%)
Puts: 39,351 (26%)
Prior 7-Day Average 21,213
Calls: 15,592 (74%)
Puts: 5,621 (26%)
Current vs Prior 7-Day Avg -69.89%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 4.61% | 6.84%
Prior 5.19% | 7.53%
Current vs Prior -11.19% | -9.12%
Prior 7-Day Avg 5.76% | 7.59%
Current vs 7-Day Avg -19.97% | -9.93%
Prior 7-Day Eod 5.19% | 7.53%
Current vs 7-Day Eod -11.19% | -9.12%
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 23.70% | 26.00%
Calls: 24.19% | 26.65%
Puts: 23.22% | 25.35%
Current vs 7-Day Avg -14.64% | -23.34%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($16.8K). Light premium activity with dollar volume down 84% vs prior. Below-average activity with volume down 92% vs prior. Extreme bullish P/C ratio of 0.30 - heavy call buying (201 calls vs 60 puts).

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 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. 1 found (avg delta 0.58, highest 0.58)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Sep 181.451.80$1.6321.5%240.58431
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 12 active (total vol 199, top 137)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Aug 210.550.80$0.6836.8%1370.46202
$45.00Sep 181.451.80$1.6321.5%240.58431
$48.00Aug 210.100.25$0.1883.3%70.16666
$46.00Sep 181.001.20$1.1018.2%50.4535
$47.00Aug 210.200.40$0.3066.7%10.263.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Sep 180.050.30$0.18138.9%110.0771
$43.00Sep 180.200.55$0.3892.1%40.2010
$44.00Aug 210.050.35$0.20150.0%30.18170
$45.00Aug 210.200.55$0.3892.1%30.33--
$42.00Sep 180.250.35$0.3033.3%20.15--

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. 7 found (best R:R 32.33, avg 7.19)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$47.00$48.00Aug 21$0.12$0.88$0.127.33$47.12
$46.00$47.00Aug 21$0.38$0.62$0.381.63$46.38
$46.00$47.00Sep 18$0.40$0.60$0.401.50$46.40
$45.00$46.00Sep 18$0.53$0.47$0.530.89$45.53
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$42.00$38.00Sep 18$0.12$3.88$0.1232.33$41.88
$45.00$44.00Aug 21$0.18$0.82$0.184.56$44.82
$45.00$43.00Sep 18$0.64$1.36$0.642.12$44.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 1.13, avg 0.47)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$46.00Sep 18$0.53$0.53$0.471.13$45.53
$46.00$47.00Sep 18$0.40$0.40$0.600.67$46.40
$46.00$47.00Aug 21$0.38$0.38$0.620.61$46.38
$47.00$48.00Aug 21$0.12$0.12$0.880.14$47.12
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$43.00Sep 18$0.64$0.64$1.360.47$44.36
$45.00$44.00Aug 21$0.18$0.18$0.820.22$44.82
$42.00$38.00Sep 18$0.12$0.12$3.880.03$41.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.49, cheapest $0.40)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.00Aug 21Sep 18$0.4020.1%21.1%
$46.00Aug 21Sep 18$0.4221.1%21.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Aug 21Sep 18$0.6417.9%19.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 5.79% of stock, avg 5.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Sep 18$1.63$1.02$2.65$42.35$47.655.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 14 found (cheapest 0.83% of stock, avg 2.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$48.00$44.00Aug 21$0.18$0.20$0.38$43.62$48.38
$47.00$44.00Aug 21$0.30$0.20$0.50$43.50$47.50
$48.00$45.00Aug 21$0.18$0.38$0.56$44.44$48.56
$47.00$45.00Aug 21$0.30$0.38$0.68$44.32$47.68
$46.00$44.00Aug 21$0.68$0.20$0.88$43.12$46.88
$47.00$38.00Sep 18$0.70$0.18$0.88$37.12$47.88
$47.00$42.00Sep 18$0.70$0.30$1.00$41.00$48.00
$46.00$45.00Aug 21$0.68$0.38$1.06$43.94$47.06
$47.00$43.00Sep 18$0.70$0.38$1.08$41.92$48.08
$46.00$38.00Sep 18$1.10$0.18$1.28$36.72$47.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 1.27, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
44/4546/47Aug 21$0.56$0.441.27$44.44$46.56
43/4546/47Sep 18$1.04$0.961.08$43.96$47.04
44/4547/48Aug 21$0.30$0.700.43$44.70$47.30
38/4245/46Sep 18$0.65$3.350.19$41.35$45.65
38/4246/47Sep 18$0.52$3.480.15$41.48$46.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 6.69, cheapest $0.13)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$45.00$46.00$47.00Sep 18$0.13$0.876.69
$46.00$47.00$48.00Aug 21$0.26$0.742.85
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. 7 found (best net $-0.06, 5 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$47.00$48.001:2Aug 21-$0.06$0.94
$46.00$47.001:2Sep 18-$0.30$0.70
$45.00$46.001:2Sep 18-$0.57$0.43
$46.00$47.001:2Aug 21$0.08$0.92
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$42.00$38.001:2Sep 18-$0.06$3.94
$43.00$42.001:2Sep 18-$0.22$0.78
$45.00$43.001:2Sep 18$0.26$1.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 2.19%, avg 1.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$46.00Sep 18$1.000.450.5%2.19%2.71%535
$47.00Sep 18$0.600.332.7%1.31%4.02%1--
$46.00Aug 21$0.550.460.5%1.20%1.73%137202
$47.00Aug 21$0.200.262.7%0.44%3.15%13.6K
$48.00Aug 21$0.100.164.9%0.22%5.11%7666

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 201
Total Puts 60
Put/Call Ratio 0.30
Net Difference 141

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,211
Total Puts 6,563
Average Put/Call Ratio 1.11
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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