Tour v381
NRG
NRG ENERGY INC
$131.60 +0.78%
7/21 18:51

Option Volume

Detail
Current (07/21) 2,145
Calls: 1,569 (73%)
Puts: 576 (27%)
Prior (07/20) 6,002
Calls: 3,013 (50%)
Puts: 2,989 (50%)
Current vs Prior -64.26%
Calls: -47.93% (Calls)
Puts: -80.73% (Puts)
Prior 7-Day Total 26,191
Calls: 19,443 (74%)
Puts: 6,748 (26%)
Prior 7-Day Average 3,741
Calls: 2,777 (74%)
Puts: 964 (26%)
Current vs Prior 7-Day Avg -42.67%
Calls: -43.51%
Puts: -40.25%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $1.28M
Calls: $623.4K (49%)
Puts: $660.9K (51%)
Prior (07/20) $1.87M
Calls: $720.5K (39%)
Puts: $1.15M (61%)
Current vs Prior -31.16%
Calls: -13.47%
Puts: -42.29%
Prior 7-Day Total $15.06M
Calls: $11.53M (77%)
Puts: $3.53M (23%)
Prior 7-Day Average $2.15M
Calls: $1.65M (77%)
Puts: $504.4K (23%)
Current vs Prior 7-Day Avg -40.31%
Calls: -62.15%
Puts: +31.03%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21) 0.37
Prior (07/20) 0.99
Current vs Prior -62.99%
Prior 7-Day Average 0.40
Current vs Prior 7-Day Avg -7.51%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 30,607
Calls: 29,896 (98%)
Puts: 711 (2%)
Prior (07/20) 28,773
Calls: 23,497 (82%)
Puts: 5,276 (18%)
Current vs Prior +6.37%
Prior 7-Day Total 221,571
Calls: 194,788 (88%)
Puts: 26,783 (12%)
Prior 7-Day Average 31,653
Calls: 27,826 (88%)
Puts: 3,826 (12%)
Current vs Prior 7-Day Avg -3.30%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.41% | 8.05%14.02% | 19.04%
Prior 5.04% | 8.39%13.55% | 18.95%
Current vs Prior -12.39% | -3.95%+3.43% | +0.43%
Prior 7-Day Avg 5.18% | 7.64%5.86% | 16.33%
Current vs 7-Day Avg -14.81% | +5.47%+139.32% | +16.53%
Prior 7-Day Eod 5.04% | 8.39%13.55% | 18.95%
Current vs 7-Day Eod -12.39% | -3.95%+3.43% | +0.43%
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

Below-average activity with volume down 64% vs prior. Extreme bullish P/C ratio of 0.37 - heavy call buying (1,569 calls vs 576 puts). P/C ratio dropping 63% - sentiment shifting bullish. Call-heavy open interest (29,896 calls vs 711 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 2 of results (avg 9.3%, best 9.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 215.005.50$5.259.5%10.38--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 215.205.70$5.459.2%50.35--

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. 24 found (avg delta 0.79, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$111.00Jul 2420.0022.60$21.3012.2%20.97--
$112.00Jul 2419.0021.50$20.2512.3%60.973
$113.00Jul 2418.2020.50$19.3511.9%80.973
$114.00Jul 2417.1019.50$18.3013.1%20.961
$116.00Jul 2415.4017.60$16.5013.3%10.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 2411.7014.90$13.3024.1%10.861
$145.00Jul 3112.4015.10$13.7519.6%10.812
$134.00Jul 315.806.90$6.3517.3%10.557
$134.00Aug 77.509.60$8.5524.6%200.53--
$133.00Aug 77.508.70$8.1014.8%200.505

Most actively traded options today. High liquidity = easy entry/exit. 88 active (total vol 1.2K, top 504)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 212.552.90$2.7212.9%5040.23598
$130.00Aug 76.809.20$8.0030.0%790.56--
$140.00Jul 240.050.50$0.28160.7%250.101.6K
$134.00Aug 75.606.50$6.0514.9%200.471
$135.00Aug 74.907.00$5.9535.3%200.465
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 75.006.90$5.9531.9%2290.44--
$128.00Jul 241.101.45$1.2727.6%610.29--
$133.00Aug 77.508.70$8.1014.8%200.505
$134.00Aug 77.509.60$8.5524.6%200.53--
$126.00Jul 240.500.95$0.7361.6%100.1986

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 35.5%, max 75.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$155.00Jul 24Aug 21100.4%57.1%75.7%347
$145.00Jul 24Aug 2195.0%57.2%66.1%4288
$150.00Jul 24Aug 2883.9%56.1%49.4%3202
$143.00Jul 24Aug 2881.8%57.2%43.0%16--
$144.00Aug 7Aug 2866.3%58.4%13.5%44
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$145.00Jul 24Jul 3195.0%64.4%47.6%23
$120.00Jul 31Aug 1470.4%59.1%19.2%3--
$125.00Jul 31Aug 2156.3%54.5%3.2%843

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 49.00, avg 5.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$155.00Aug 14$0.11$4.89$0.1144.45$150.11
$140.00$145.00Jul 31$0.30$4.70$0.3015.67$140.30
$145.00$148.00Aug 7$0.42$2.58$0.426.14$145.42
$145.00$149.00Jul 24$0.57$3.43$0.576.02$145.57
$138.00$140.00Jul 24$0.29$1.71$0.295.90$138.29
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$123.00$118.00Jul 24$0.10$4.90$0.1049.00$122.90
$124.00$120.00Jul 31$0.35$3.65$0.3510.43$123.65
$120.00$115.00Aug 7$0.50$4.50$0.509.00$119.50
$126.00$123.00Jul 24$0.45$2.55$0.455.67$125.55
$129.00$128.00Jul 24$0.21$0.79$0.213.76$128.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 52 found (best R:R 9.00, avg 1.13)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$112.00$113.00Jul 24$0.90$0.90$0.109.00$112.90
$121.00$129.00Jul 24$7.15$7.15$0.858.41$128.15
$115.00$116.00Jul 24$0.85$0.85$0.155.67$115.85
$119.00$120.00Jul 24$0.70$0.70$0.302.33$119.70
$130.00$135.00Jul 31$2.77$2.77$2.231.24$132.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$145.00$130.00Jul 24$11.40$11.40$3.603.17$133.60
$126.00$125.00Jul 31$0.75$0.75$0.253.00$125.25
$133.00$130.00Aug 7$2.15$2.15$0.852.53$130.85
$145.00$134.00Jul 31$7.40$7.40$3.602.06$137.60
$121.00$120.00Aug 7$0.50$0.50$0.501.00$120.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $1.94, cheapest $0.37)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$150.00Jul 24Jul 31$0.3783.9%58.1%
$145.00Jul 24Jul 31$0.7395.0%64.4%
$155.00Jul 24Aug 7$1.20100.4%67.9%
$140.00Jul 24Jul 31$1.5052.0%53.7%
$148.00Jul 31Aug 7$1.6154.3%64.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Jul 31Aug 7$0.3770.4%58.1%
$145.00Jul 24Jul 31$0.4595.0%64.4%
$124.00Jul 31Aug 7$1.4760.1%60.9%
$125.00Jul 31Aug 7$1.9556.3%62.3%
$126.00Jul 24Jul 31$2.1257.6%62.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 4.39% of stock, avg 10.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$129.00Jul 24$4.30$1.48$5.78$123.22$134.784.39%
$130.00Aug 7$8.00$5.95$13.95$116.05$143.9510.60%
$145.00Jul 24$0.75$13.30$14.05$130.95$159.0510.68%
$134.00Aug 7$6.05$8.55$14.60$119.40$148.6011.09%
$118.00Jul 24$14.50$0.18$14.68$103.32$132.6811.16%
$133.00Aug 7$6.60$8.10$14.70$118.30$147.7011.17%
$145.00Jul 31$1.48$13.75$15.23$129.77$160.2311.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 89 found (cheapest 0.65% of stock, avg 4.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$138.00$123.00Jul 24$0.57$0.28$0.85$122.15$138.85
$143.00$123.00Jul 24$0.65$0.28$0.93$122.07$143.93
$138.00$126.00Jul 24$0.57$0.73$1.30$124.70$139.30
$136.00$123.00Jul 24$1.08$0.28$1.36$121.64$137.36
$143.00$126.00Jul 24$0.65$0.73$1.38$124.62$144.38
$135.00$123.00Jul 24$1.33$0.28$1.61$121.39$136.61
$136.00$126.00Jul 24$1.08$0.73$1.81$124.19$137.81
$138.00$128.00Jul 24$0.57$1.27$1.84$126.16$139.84
$143.00$128.00Jul 24$0.65$1.27$1.92$126.08$144.92
$134.00$123.00Jul 24$1.73$0.28$2.01$120.99$136.01

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 64 found (best R:R 13.29, avg credit $2.05)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
121/122148/150Aug 7$1.86$0.1413.29$120.14$149.86
130/133144/145Aug 7$2.70$0.309.00$130.30$146.70
130/133145/148Aug 7$2.57$0.435.98$130.43$147.57
125/126138/140Jul 31$1.65$0.354.71$124.35$139.65
121/122130/133Aug 7$2.38$0.623.84$119.62$132.38
116/120130/135Jul 31$3.80$1.203.17$116.20$133.80
125/126136/138Jul 31$1.47$0.532.77$124.53$137.47
119/125135/140Aug 21$4.40$1.602.75$120.60$139.40
130/133140/144Aug 7$2.90$1.102.64$130.10$142.90
125/126130/135Jul 31$3.52$1.482.38$122.48$133.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 19.93, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$132.00$141.00$150.00Aug 14$0.43$8.5719.93
$109.00$110.00$111.00Jul 24$0.10$0.909.00
$113.00$114.00$115.00Jul 24$0.10$0.909.00
$114.00$115.00$116.00Jul 24$0.10$0.909.00
$136.00$138.00$140.00Jul 24$0.22$1.788.09
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$128.00$129.00$130.00Jul 24$0.21$0.793.76
$112.00$116.00$120.00Jul 31$1.06$2.942.77
$120.00$121.00$122.00Aug 7$0.48$0.521.08
$124.00$125.00$126.00Jul 31$0.73$0.270.37

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-1.85, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$132.00$141.001:2Aug 14-$1.85$7.15
$150.00$155.001:2Jul 24-$0.18$4.82
$144.00$150.001:2Aug 28-$1.61$4.39
$130.00$135.001:2Jul 31-$0.66$4.34
$150.00$155.001:2Aug 21-$1.14$3.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$119.001:2Aug 21-$0.95$5.05
$123.00$118.001:2Jul 24-$0.08$4.92
$120.00$115.001:2Aug 7-$1.10$3.90
$116.00$112.001:2Jul 31-$0.76$3.24
$130.00$125.001:2Aug 7-$2.15$2.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 5.40%, avg 2.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$132.00Aug 14$7.100.520.3%5.40%5.70%63
$135.00Aug 21$6.800.472.6%5.17%7.75%151.1K
$134.00Aug 7$5.600.471.8%4.26%6.08%201
$133.00Aug 7$5.200.501.1%3.95%5.02%1--
$140.00Aug 21$5.000.386.4%3.80%10.18%1--
$135.00Aug 7$4.900.462.6%3.72%6.31%205
$143.00Aug 21$4.100.338.7%3.12%11.78%1--
$144.00Aug 28$4.000.349.4%3.04%12.46%2--
$138.00Aug 7$3.800.404.9%2.89%7.75%2--
$145.00Aug 21$3.600.3010.2%2.74%12.92%3288

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 1,569
Total Puts 576
Put/Call Ratio 0.37
Net Difference 993

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 19,443
Total Puts 6,748
Average Put/Call Ratio 0.40
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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