Tour v472
EXC
EXELON CORP
$45.30 -3.69%
7/30 14:06

Option Volume

Detail
Current (07/30 2:05pm) 1,079
Calls: 341 (32%)
Puts: 738 (68%)
Prior --
Calls: 493 (93%)
Puts: 37 (7%)
Current vs Prior +0.00%
Calls: -30.83% (Calls)
Puts: +1894.59% (Puts)
Prior 7-Day Total 6,445
Calls: 887 (14%)
Puts: 5,558 (86%)
Prior 7-Day Average 2,148
Calls: 126 (14%)
Puts: 794 (86%)
Current vs Prior 7-Day Avg -49.78%
Calls: +169.11%
Puts: -7.05%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/30 2:05pm) $194.6K
Calls: $15.0K (8%)
Puts: $179.7K (92%)
Prior --
Calls: $30.9K (92%)
Puts: $2.8K (8%)
Current vs Prior +0.00%
Calls: -51.57%
Puts: +6307.42%
Prior 7-Day Total $424.5K
Calls: $68.2K (16%)
Puts: $356.3K (84%)
Prior 7-Day Average $141.5K
Calls: $9.7K (16%)
Puts: $50.9K (84%)
Current vs Prior 7-Day Avg +37.57%
Calls: +53.81%
Puts: +253.01%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/30 2:05pm) 2.16
Prior 1.00
Current vs Prior +116.42%
Prior 7-Day Average 2.18
Current vs Prior 7-Day Avg -0.59%
Sentiment BEARISH

Open Interest

Detail
Current (07/30 2:05pm) 45,648
Calls: 29,177 (64%)
Puts: 16,471 (36%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 169,962
Calls: 108,623 (64%)
Puts: 61,339 (36%)
Prior 7-Day Average 56,654
Calls: 36,207 (64%)
Puts: 20,446 (36%)
Current vs Prior 7-Day Avg -19.43%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.41% | 7.35%
Prior 4.41% | 7.33%
Current vs Prior +22.77% | +0.22%
Prior 7-Day Avg 5.32% | 7.75%
Current vs 7-Day Avg +1.61% | -5.20%
Prior 7-Day Eod 4.41% | 7.33%
Current vs 7-Day Eod +22.77% | +0.22%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 20.23% | 19.93%
Calls: 17.39% | 23.65%
Puts: 23.08% | 16.22%
Prior 25.01% | 19.51%
Calls: 25.51% | 19.35%
Puts: 24.51% | 19.66%
Current vs Prior -19.11% | +2.15%
Prior 7-Day Avg 20.86% | 18.09%
Calls: 20.76% | 18.25%
Puts: 20.95% | 17.94%
Current vs 7-Day Avg -3.00% | +10.14%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 92% of dollar volume in puts ($179.7K) vs calls ($15.0K). Extreme bearish P/C ratio of 2.16 - heavy put buying. P/C ratio rising 116% - increased hedging/bearish positioning. Call-heavy open interest (29,177 calls vs 16,471 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:20BEARISHBEARISHBEARISH
14:05BEARISHBEARISHBEARISH

📈 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 0.78, highest 0.92)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Aug 212.152.80$2.4726.3%--0.8311
$45.00Aug 211.051.25$1.1517.4%70.5617
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 214.405.50$4.9522.2%80.922
$49.00Aug 213.604.30$3.9517.7%40.89124
$48.00Aug 212.303.20$2.7532.7%20.87116
$47.00Aug 211.702.35$2.0332.0%--0.77470
$46.00Aug 211.151.45$1.3023.1%--0.62335

Most actively traded options today. High liquidity = easy entry/exit. 13 active (total vol 424, top 151)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Aug 210.200.40$0.3066.7%1450.231.1K
$48.00Aug 210.100.20$0.1566.7%290.13683
$49.00Aug 210.050.25$0.15133.3%140.111.3K
$50.00Aug 210.000.20$0.10200.0%100.073.1K
$45.00Aug 211.051.25$1.1517.4%70.5617
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 210.600.95$0.7745.5%1510.44193
$43.00Aug 210.100.40$0.25120.0%250.1761
$44.00Aug 210.400.60$0.5040.0%240.30137
$50.00Aug 214.405.50$4.9522.2%80.922
$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. 8 found (best R:R 9.00, avg 3.15)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$47.00$48.00Aug 21$0.15$0.85$0.155.67$47.15
$46.00$47.00Aug 21$0.27$0.73$0.272.70$46.27
$45.00$46.00Aug 21$0.58$0.42$0.580.72$45.58
$43.00$45.00Aug 21$1.32$0.68$1.320.52$44.32
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$41.00$40.00Aug 21$0.10$0.90$0.109.00$40.90
$44.00$43.00Aug 21$0.25$0.75$0.253.00$43.75
$45.00$44.00Aug 21$0.27$0.73$0.272.70$44.73
$46.00$45.00Aug 21$0.53$0.47$0.530.89$45.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 2.70, avg 1.11)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$43.00$45.00Aug 21$1.32$1.32$0.681.94$44.32
$45.00$46.00Aug 21$0.58$0.58$0.421.38$45.58
$46.00$47.00Aug 21$0.27$0.27$0.730.37$46.27
$47.00$48.00Aug 21$0.15$0.15$0.850.18$47.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$47.00$46.00Aug 21$0.73$0.73$0.272.70$46.27
$48.00$47.00Aug 21$0.72$0.72$0.282.57$47.28
$46.00$45.00Aug 21$0.53$0.53$0.471.13$45.47
$45.00$44.00Aug 21$0.27$0.27$0.730.37$44.73
$44.00$43.00Aug 21$0.25$0.25$0.750.33$43.75

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 4.13% of stock, avg 6.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$46.00Aug 21$0.57$1.30$1.87$44.13$47.874.13%
$45.00Aug 21$1.15$0.77$1.92$43.08$46.924.24%
$47.00Aug 21$0.30$2.03$2.33$44.67$49.335.14%
$43.00Aug 21$2.47$0.25$2.72$40.28$45.726.00%
$48.00Aug 21$0.15$2.75$2.90$45.10$50.906.40%
$49.00Aug 21$0.15$3.95$4.10$44.90$53.109.05%
$50.00Aug 21$0.10$4.95$5.05$44.95$55.0511.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.62% of stock, avg 1.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$42.00Aug 21$0.10$0.18$0.28$41.72$50.28
$48.00$42.00Aug 21$0.15$0.18$0.33$41.67$48.33
$49.00$42.00Aug 21$0.15$0.18$0.33$41.67$49.33
$50.00$41.00Aug 21$0.10$0.23$0.33$40.67$50.33
$50.00$43.00Aug 21$0.10$0.25$0.35$42.65$50.35
$48.00$41.00Aug 21$0.15$0.23$0.38$40.62$48.38
$49.00$41.00Aug 21$0.15$0.23$0.38$40.62$49.38
$48.00$43.00Aug 21$0.15$0.25$0.40$42.60$48.40
$49.00$43.00Aug 21$0.15$0.25$0.40$42.60$49.40
$47.00$42.00Aug 21$0.30$0.18$0.48$41.52$47.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 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
40/4143/45Aug 21$1.42$0.582.45$39.58$44.42
45/4647/48Aug 21$0.68$0.322.13$45.32$47.68
40/4145/46Aug 21$0.68$0.322.12$40.32$45.68
44/4546/47Aug 21$0.54$0.461.17$44.46$46.54
43/4446/47Aug 21$0.52$0.481.08$43.48$46.52
44/4547/48Aug 21$0.42$0.580.72$44.58$47.42
43/4447/48Aug 21$0.40$0.600.67$43.60$47.40
40/4146/47Aug 21$0.37$0.630.59$40.63$46.37
40/4147/48Aug 21$0.25$0.750.33$40.75$47.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 7.33, cheapest $0.12)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$46.00$47.00$48.00Aug 21$0.12$0.887.33
$47.00$48.00$49.00Aug 21$0.15$0.855.67
$45.00$46.00$47.00Aug 21$0.31$0.692.23
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$41.00$42.00$43.00Aug 21$0.12$0.887.33
$42.00$43.00$44.00Aug 21$0.18$0.824.56
$45.00$46.00$47.00Aug 21$0.20$0.804.00
$44.00$45.00$46.00Aug 21$0.26$0.742.85
$47.00$48.00$49.00Aug 21$0.48$0.521.08

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $--, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Aug 21$0.00$5.00
$47.00$48.001:2Aug 21$0.00$1.00
$49.00$50.001:2Aug 21-$0.05$0.95
$48.00$49.001:2Aug 21-$0.15$0.85
$43.00$45.001:2Aug 21$0.17$1.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$44.00$43.001:2Aug 21$0.00$1.00
$43.00$42.001:2Aug 21-$0.11$0.89
$45.00$44.001:2Aug 21-$0.23$0.77
$46.00$45.001:2Aug 21-$0.24$0.76
$42.00$41.001:2Aug 21-$0.28$0.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 0.99%, avg 0.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$46.00Aug 21$0.450.381.6%0.99%2.54%--197
$47.00Aug 21$0.200.233.8%0.44%4.19%1451.1K
$48.00Aug 21$0.100.136.0%0.22%6.18%29683

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 341
Total Puts 738
Put/Call Ratio 2.16
Net Difference -397

Prior's Put/Call Breakdown

Total Calls 493
Total Puts 37
Put/Call Ratio 1.00
Net Difference 456

Prior 7-Day Put/Call Summary

Total Calls 887
Total Puts 5,558
Average Put/Call Ratio 2.18
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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