Tour v366
NRG
NRG ENERGY INC
$130.58 +1.14%
$131.83 (+0.96%)🌙
as of 07/20 06:51 PM
7/20 18:51

Option Volume

Detail
Current (07/20) 6,002
Calls: 3,013 (50%)
Puts: 2,989 (50%)
Prior (07/17) 2,036
Calls: 1,126 (55%)
Puts: 910 (45%)
Current vs Prior +194.79%
Calls: +167.58% (Calls)
Puts: +228.46% (Puts)
Prior 7-Day Total 24,249
Calls: 19,084 (79%)
Puts: 5,165 (21%)
Prior 7-Day Average 3,464
Calls: 2,726 (79%)
Puts: 737 (21%)
Current vs Prior 7-Day Avg +73.26%
Calls: +10.52%
Puts: +305.09%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $1.87M
Calls: $720.5K (39%)
Puts: $1.15M (61%)
Prior (07/17) $1.16M
Calls: $686.5K (59%)
Puts: $473.7K (41%)
Current vs Prior +60.80%
Calls: +4.95%
Puts: +141.73%
Prior 7-Day Total $19.37M
Calls: $16.55M (85%)
Puts: $2.82M (15%)
Prior 7-Day Average $2.77M
Calls: $2.36M (85%)
Puts: $402.5K (15%)
Current vs Prior 7-Day Avg -32.57%
Calls: -69.53%
Puts: +184.48%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/20) 0.99
Prior (07/17) 0.81
Current vs Prior +22.75%
Prior 7-Day Average 0.33
Current vs Prior 7-Day Avg +199.79%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/20) 28,773
Calls: 23,497 (82%)
Puts: 5,276 (18%)
Prior (07/17) 30,944
Calls: 27,840 (90%)
Puts: 3,104 (10%)
Current vs Prior -7.02%
Prior 7-Day Total 228,352
Calls: 204,751 (90%)
Puts: 23,601 (10%)
Prior 7-Day Average 32,621
Calls: 29,250 (90%)
Puts: 3,371 (10%)
Current vs Prior 7-Day Avg -11.80%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 5.04% | 8.39%13.55% | 18.95%
Prior 5.81% | 8.06%2.02% | 15.57%
Current vs Prior -13.25% | +4.10%+570.54% | +21.75%
Prior 7-Day Avg 4.84% | 7.33%4.82% | 15.99%
Current vs 7-Day Avg +4.13% | +14.34%+181.43% | +18.57%
Prior 7-Day Eod 5.81% | 8.06%2.02% | 15.57%
Current vs 7-Day Eod -13.25% | +4.10%+570.54% | +21.75%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 71.57% | 18.48%
Calls: 66.57% | 16.95%
Puts: 76.58% | 20.00%
Prior 71.57% | 18.48%
Calls: 66.57% | 16.95%
Puts: 76.58% | 20.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 71.57% | 18.48%
Calls: 66.57% | 16.95%
Puts: 76.58% | 20.00%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($1.15M). Elevated premium activity with dollar volume up 61% vs prior. Unusually high activity with volume up 195% vs prior - elevated interest. Call-heavy open interest (23,497 calls vs 5,276 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 3 of results (avg 9.3%, best 8.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$131.00Jul 242.702.95$2.838.8%10.50--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$133.00Jul 244.004.40$4.209.5%40.6113
$136.00Jul 245.906.50$6.209.7%10.74--

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. 22 found (avg delta 0.78, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Jul 2421.8024.30$23.0510.8%20.99--
$110.00Jul 2419.7022.30$21.0012.4%60.99--
$111.00Jul 2418.7021.20$19.9512.5%90.99--
$113.00Jul 2416.7019.40$18.0515.0%30.98--
$112.00Jul 2418.3020.30$19.3010.4%30.98--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$139.00Jul 247.509.30$8.4021.4%10.88--
$137.00Jul 245.908.00$6.9530.2%20.78--
$150.00Aug 2120.3023.00$21.6512.5%20.77--
$136.00Jul 245.906.50$6.209.7%10.74--
$136.00Jul 316.708.60$7.6524.8%10.66--

Most actively traded options today. High liquidity = easy entry/exit. 90 active (total vol 2.8K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 240.300.45$0.3839.5%1.6K0.1139
$140.00Aug 213.605.50$4.5541.8%3690.361.7K
$150.00Jul 310.250.60$0.4381.4%1130.08187
$136.00Jul 240.951.50$1.2344.7%970.26--
$137.00Jul 240.651.25$0.9563.2%930.221
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 213.404.50$3.9527.8%230.2720
$125.00Jul 240.851.20$1.0234.3%200.22921
$105.00Aug 210.801.75$1.2774.8%90.105
$125.00Aug 215.506.20$5.8512.0%70.36103
$108.00Jul 310.000.70$0.35200.0%50.05--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 6.8%, max 23.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$142.00Jul 24Aug 2863.8%51.5%23.8%205
$150.00Jul 24Aug 2861.8%54.5%13.4%3--
$145.00Jul 24Aug 2854.4%50.1%8.6%2--
$136.00Jul 24Jul 3158.1%54.6%6.4%108--
$140.00Jul 24Aug 2153.0%52.7%0.6%2.0K1.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$124.00Jul 24Aug 2855.1%51.7%6.5%4--
$136.00Jul 24Jul 3158.1%54.6%6.4%2--
$129.00Jul 24Aug 2853.9%51.1%5.6%317
$130.00Jul 31Aug 2156.8%54.0%5.4%8588
$125.00Jul 24Aug 2158.1%55.7%4.3%271.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 53 found (best R:R 29.43, avg 3.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$143.00$145.00Jul 24$0.10$1.90$0.1019.00$143.10
$145.00$150.00Aug 28$0.45$4.55$0.4510.11$145.45
$145.00$150.00Jul 31$0.47$4.53$0.479.64$145.47
$144.00$145.00Jul 31$0.12$0.88$0.127.33$144.12
$152.50$155.00Aug 21$0.35$2.15$0.356.14$152.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$108.00Jul 31$0.23$6.77$0.2329.43$114.77
$118.00$105.00Aug 21$1.83$11.17$1.836.10$116.17
$121.00$119.00Jul 24$0.35$1.65$0.354.71$120.65
$126.00$125.00Jul 24$0.18$0.82$0.184.56$125.82
$123.00$115.00Jul 31$1.87$6.13$1.873.28$121.13

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 59 found (best R:R 4.83, avg 0.81)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$116.00$130.00Jul 24$11.60$11.60$2.404.83$127.60
$130.00$131.00Jul 24$0.67$0.67$0.332.03$130.67
$134.00$135.00Jul 31$0.67$0.67$0.332.03$134.67
$111.00$112.00Jul 24$0.65$0.65$0.351.86$111.65
$134.00$135.00Jul 24$0.60$0.60$0.401.50$134.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$137.00$136.00Jul 24$0.75$0.75$0.253.00$136.25
$139.00$137.00Jul 24$1.45$1.45$0.552.64$137.55
$150.00$130.00Aug 21$13.70$13.70$6.302.17$136.30
$136.00$133.00Jul 24$2.00$2.00$1.002.00$134.00
$133.00$130.00Aug 7$1.75$1.75$1.251.40$131.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 23 found (avg debit $2.38, cheapest $0.38)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$150.00Jul 24Jul 31$0.3861.8%55.5%
$145.00Jul 24Jul 31$0.8054.4%55.9%
$140.00Jul 24Jul 31$1.3753.0%56.1%
$142.00Jul 24Jul 31$1.4063.8%63.5%
$136.00Jul 24Jul 31$1.4558.1%54.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$136.00Jul 24Jul 31$1.4558.1%54.6%
$115.00Jul 31Aug 14$1.5256.7%57.5%
$123.00Jul 24Jul 31$1.8557.3%61.0%
$130.00Jul 31Aug 7$1.8556.8%62.7%
$125.00Jul 24Jul 31$1.9358.1%58.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 5.69% of stock, avg 9.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$136.00Jul 24$1.23$6.20$7.43$128.57$143.435.69%
$137.00Jul 24$0.95$6.95$7.90$129.10$144.906.05%
$139.00Jul 24$0.43$8.40$8.83$130.17$147.836.76%
$135.00Jul 31$3.08$7.25$10.33$124.67$145.337.91%
$136.00Jul 31$2.68$7.65$10.33$125.67$146.337.91%
$130.00Aug 7$6.80$6.80$13.60$116.40$143.6010.42%
$130.00Aug 21$9.10$7.95$17.05$112.95$147.0513.06%
$150.00Aug 21$2.63$21.65$24.28$125.72$174.2818.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 99 found (cheapest 1.23% of stock, avg 5.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$135.00$123.00Jul 24$1.00$0.60$1.60$121.40$136.60
$135.00$124.00Jul 24$1.00$0.70$1.70$122.30$136.70
$136.00$123.00Jul 24$1.23$0.60$1.83$121.17$137.83
$136.00$124.00Jul 24$1.23$0.70$1.93$122.07$137.93
$135.00$125.00Jul 24$1.00$1.02$2.02$122.98$137.02
$134.00$123.00Jul 24$1.60$0.60$2.20$120.80$136.20
$135.00$126.00Jul 24$1.00$1.20$2.20$123.80$137.20
$136.00$125.00Jul 24$1.23$1.02$2.25$122.75$138.25
$134.00$124.00Jul 24$1.60$0.70$2.30$121.70$136.30
$136.00$126.00Jul 24$1.23$1.20$2.43$123.57$138.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 97 found (best R:R 12.33, avg credit $2.27)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
118/120139/140Aug 21$1.85$0.1512.33$118.15$140.85
124/125143/144Aug 7$0.88$0.127.33$124.12$143.88
125/126130/131Jul 24$0.85$0.155.67$125.15$130.85
125/130131/135Aug 21$4.05$0.954.26$125.95$135.05
120/125131/135Aug 21$3.85$1.153.35$121.15$134.85
130/133144/145Aug 7$2.27$0.733.11$130.73$146.27
130/133143/144Aug 7$2.23$0.772.90$130.77$145.23
125/130137/143Aug 7$4.27$1.732.47$125.73$141.27
130/150152/155Aug 21$14.05$5.952.36$135.95$166.55
118/120131/135Aug 21$2.80$1.202.33$117.20$133.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 24.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$152.50$155.00Aug 21$0.15$2.3515.67
$138.00$139.00$140.00Jul 24$0.10$0.909.00
$114.00$115.00$116.00Jul 24$0.15$0.855.67
$140.00$141.00$142.00Jul 24$0.17$0.834.88
$137.00$138.00$139.00Jul 24$0.22$0.783.55
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 21$0.20$4.8024.00
$125.00$130.00$135.00Jul 31$0.30$4.7015.67
$117.00$119.00$121.00Jul 24$0.28$1.726.14
$123.00$124.00$125.00Jul 24$0.22$0.783.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 47 found (best net $-0.46, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$143.001:2Aug 14-$0.46$7.54
$145.00$150.001:2Jul 24$0.00$5.00
$145.00$150.001:2Aug 7-$0.27$4.73
$137.00$143.001:2Aug 7-$1.31$4.69
$130.00$137.001:2Aug 7-$3.10$3.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$108.001:2Jul 31-$0.12$6.88
$130.00$125.001:2Jul 31-$0.95$4.05
$133.00$129.001:2Jul 24-$0.06$3.94
$130.00$125.001:2Aug 7-$1.90$3.10
$125.00$120.001:2Aug 21-$2.05$2.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 6.13%, avg 1.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$131.00Aug 21$8.000.530.3%6.13%6.45%3--
$135.00Aug 21$6.100.463.4%4.67%8.06%2--
$135.00Aug 14$5.200.443.4%3.98%7.37%14--
$138.00Aug 21$5.100.405.7%3.91%9.59%1--
$139.00Aug 21$4.700.396.5%3.60%10.05%15--
$131.00Jul 31$4.100.500.3%3.14%3.46%1--
$137.00Aug 7$4.000.404.9%3.06%7.98%11
$140.00Aug 21$3.600.367.2%2.76%9.97%3691.7K
$142.00Aug 28$3.500.348.8%2.68%11.43%175
$145.00Aug 21$3.200.3011.0%2.45%13.49%8288

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 3,013
Total Puts 2,989
Put/Call Ratio 0.99
Net Difference 24

Prior's Put/Call Breakdown

Total Calls 1,126
Total Puts 910
Put/Call Ratio 0.81
Net Difference 216

Prior 7-Day Put/Call Summary

Total Calls 19,084
Total Puts 5,165
Average Put/Call Ratio 0.33
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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