Tour v492
EXC
EXELON CORP
$45.32 -0.96%
$45.31 (-0.02%)🌙
as of 08/06 06:38 PM
8/6 18:38

Option Volume

Detail
Current (08/06) 580
Calls: 493 (85%)
Puts: 87 (15%)
Prior (08/05) 261
Calls: 201 (77%)
Puts: 60 (23%)
Current vs Prior +122.22%
Calls: +145.27% (Calls)
Puts: +45.00% (Puts)
Prior 7-Day Total 13,450
Calls: 6,997 (52%)
Puts: 6,453 (48%)
Prior 7-Day Average 1,921
Calls: 999 (52%)
Puts: 921 (48%)
Current vs Prior 7-Day Avg -69.81%
Calls: -50.68%
Puts: -90.56%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06) $56.2K
Calls: $48.8K (87%)
Puts: $7.4K (13%)
Prior (08/05) $25.7K
Calls: $16.8K (65%)
Puts: $9.0K (35%)
Current vs Prior +118.72%
Calls: +191.39%
Puts: -17.26%
Prior 7-Day Total $936.7K
Calls: $394.6K (42%)
Puts: $542.1K (58%)
Prior 7-Day Average $133.8K
Calls: $56.4K (42%)
Puts: $77.4K (58%)
Current vs Prior 7-Day Avg -57.99%
Calls: -13.42%
Puts: -90.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06) 0.18
Prior (08/05) 0.30
Current vs Prior -40.88%
Prior 7-Day Average 1.09
Current vs Prior 7-Day Avg -83.84%
Sentiment BULLISH

Open Interest

Detail
Current (08/06) 16,891
Calls: 15,469 (92%)
Puts: 1,422 (8%)
Prior (08/05) 6,388
Calls: 5,577 (87%)
Puts: 811 (13%)
Current vs Prior +164.42%
Prior 7-Day Total 146,827
Calls: 109,266 (74%)
Puts: 37,561 (26%)
Prior 7-Day Average 20,975
Calls: 15,609 (74%)
Puts: 5,365 (26%)
Current vs Prior 7-Day Avg -19.47%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 4.41% | 6.73%
Prior 4.61% | 6.84%
Current vs Prior -4.29% | -1.61%
Prior 7-Day Avg 5.44% | 7.45%
Current vs 7-Day Avg -18.82% | -9.63%
Prior 7-Day Eod 4.61% | 6.84%
Current vs 7-Day Eod -4.29% | -1.61%
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 23.02% | 26.06%
Calls: 23.03% | 27.26%
Puts: 23.01% | 24.86%
Current vs 7-Day Avg -12.10% | -23.52%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($48.8K) vs puts ($7.4K). Massive premium surge with dollar volume up 119% vs prior. Unusually high activity with volume up 122% vs prior - elevated interest. Extreme bullish P/C ratio of 0.18 - heavy call buying (493 calls vs 87 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. 2 found (avg delta 0.68, highest 0.75)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 210.801.10$0.9531.6%170.6123
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Aug 211.002.80$1.9094.7%10.75--

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 214, top 37)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Aug 210.050.65$0.35171.4%370.263.6K
$49.00Sep 180.050.65$0.35171.4%250.1888
$50.00Aug 210.000.05$0.03166.7%220.03--
$45.00Aug 210.801.10$0.9531.6%170.6123
$48.00Aug 210.000.40$0.20200.0%130.16668
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.00Sep 180.300.40$0.3528.6%340.17383
$44.00Sep 180.651.25$0.9563.2%250.365
$45.00Aug 210.100.80$0.45155.6%100.39346
$38.00Sep 180.050.25$0.15133.3%30.0672
$44.00Aug 210.050.50$0.28160.7%10.23171

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 11.8%, max 23.9%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Aug 21Sep 1825.0%20.2%23.9%414.0K
$49.00Aug 21Sep 1827.2%24.7%10.1%261.3K
$46.00Aug 21Sep 1822.5%21.1%6.7%1840
$50.00Aug 21Sep 1824.7%23.2%6.7%256.7K
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 10 found (best R:R 19.00, avg 6.16)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$48.00$49.00Aug 21$0.10$0.90$0.109.00$48.10
$47.00$49.00Sep 18$0.20$1.80$0.209.00$47.20
$47.00$48.00Aug 21$0.15$0.85$0.155.67$47.15
$49.00$50.00Sep 18$0.17$0.83$0.174.88$49.17
$46.00$47.00Aug 21$0.22$0.78$0.223.55$46.22
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$42.00$38.00Sep 18$0.20$3.80$0.2019.00$41.80
$45.00$44.00Aug 21$0.17$0.83$0.174.88$44.83
$44.00$42.00Sep 18$0.60$1.40$0.602.33$43.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 2.64, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$46.00Aug 21$0.38$0.38$0.620.61$45.38
$46.00$47.00Sep 18$0.38$0.38$0.620.61$46.38
$46.00$47.00Aug 21$0.22$0.22$0.780.28$46.22
$49.00$50.00Sep 18$0.17$0.17$0.830.20$49.17
$47.00$48.00Aug 21$0.15$0.15$0.850.18$47.15
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$47.00$45.00Aug 21$1.45$1.45$0.552.64$45.55
$44.00$42.00Sep 18$0.60$0.60$1.400.43$43.40
$45.00$44.00Aug 21$0.17$0.17$0.830.20$44.83
$42.00$38.00Sep 18$0.20$0.20$3.800.05$41.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.33, cheapest $0.15)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Aug 21Sep 18$0.1524.7%23.2%
$47.00Aug 21Sep 18$0.2025.0%20.2%
$49.00Aug 21Sep 18$0.2527.2%24.7%
$46.00Aug 21Sep 18$0.3622.5%21.1%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$44.00Aug 21Sep 18$0.6722.0%23.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 3.09% of stock, avg 4.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Aug 21$0.95$0.45$1.40$43.60$46.403.09%
$47.00Aug 21$0.35$1.90$2.25$44.75$49.254.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.73% of stock, avg 1.90%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$38.00Sep 18$0.18$0.15$0.33$37.67$50.33
$49.00$44.00Aug 21$0.10$0.28$0.38$43.62$49.38
$48.00$44.00Aug 21$0.20$0.28$0.48$43.52$48.48
$49.00$38.00Sep 18$0.35$0.15$0.50$37.50$49.50
$50.00$42.00Sep 18$0.18$0.35$0.53$41.47$50.53
$49.00$45.00Aug 21$0.10$0.45$0.55$44.45$49.55
$47.00$44.00Aug 21$0.35$0.28$0.63$43.37$47.63
$48.00$45.00Aug 21$0.20$0.45$0.65$44.35$48.65
$47.00$38.00Sep 18$0.55$0.15$0.70$37.30$47.70
$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. 10 found (best R:R 3.44, avg credit $0.64)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
45/4748/49Aug 21$1.55$0.453.44$45.45$49.55
42/4446/47Sep 18$0.98$1.020.96$43.02$46.98
42/4447/49Sep 18$0.80$1.200.67$43.20$47.80
44/4546/47Aug 21$0.39$0.610.64$44.61$46.39
42/4449/50Sep 18$0.77$1.230.63$43.23$49.77
44/4547/48Aug 21$0.32$0.680.47$44.68$47.32
44/4548/49Aug 21$0.27$0.730.37$44.73$48.27
38/4246/47Sep 18$0.58$3.420.17$41.42$46.58
38/4247/49Sep 18$0.40$3.600.11$41.60$47.40
38/4249/50Sep 18$0.37$3.630.10$41.63$49.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 13.29, cheapest $0.07)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$46.00$47.00$48.00Aug 21$0.07$0.9313.29
$45.00$46.00$47.00Aug 21$0.16$0.845.25
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. 10 found (best net $-0.15, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$47.00$49.001:2Sep 18-$0.15$1.85
$48.00$49.001:2Aug 21$0.00$1.00
$47.00$48.001:2Aug 21-$0.05$0.95
$46.00$47.001:2Aug 21-$0.13$0.87
$46.00$47.001:2Sep 18-$0.17$0.83
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$45.00$44.001:2Aug 21-$0.11$0.89
$42.00$38.001:2Sep 18$0.05$3.95
$44.00$42.001:2Sep 18$0.25$1.75
$47.00$45.001:2Aug 21$1.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.10%, avg 0.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$46.00Sep 18$0.500.411.5%1.10%2.60%840
$46.00Aug 21$0.350.401.5%0.77%2.27%10--
$47.00Sep 18$0.350.293.7%0.77%4.48%4398

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 493
Total Puts 87
Put/Call Ratio 0.18
Net Difference 406

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,997
Total Puts 6,453
Average Put/Call Ratio 1.09
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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