Tour v389
NRG
NRG ENERGY INC
$139.98 +6.37%
$139.91 (-0.05%)🌙
as of 07/22 08:17 PM
7/22 20:17

Option Volume

Detail
Current (07/22) 3,093
Calls: 1,974 (64%)
Puts: 1,119 (36%)
Prior (07/21) 2,145
Calls: 1,569 (73%)
Puts: 576 (27%)
Current vs Prior +44.20%
Calls: +25.81% (Calls)
Puts: +94.27% (Puts)
Prior 7-Day Total 27,306
Calls: 20,100 (74%)
Puts: 7,206 (26%)
Prior 7-Day Average 3,900
Calls: 2,871 (74%)
Puts: 1,029 (26%)
Current vs Prior 7-Day Avg -20.71%
Calls: -31.25%
Puts: +8.70%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $2.96M
Calls: $2.44M (82%)
Puts: $520.0K (18%)
Prior (07/21) $1.28M
Calls: $623.4K (49%)
Puts: $660.9K (51%)
Current vs Prior +130.49%
Calls: +291.42%
Puts: -21.32%
Prior 7-Day Total $15.72M
Calls: $11.58M (74%)
Puts: $4.15M (26%)
Prior 7-Day Average $2.25M
Calls: $1.65M (74%)
Puts: $592.3K (26%)
Current vs Prior 7-Day Avg +31.77%
Calls: +47.52%
Puts: -12.21%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.57
Prior (07/21) 0.37
Current vs Prior +54.41%
Prior 7-Day Average 0.43
Current vs Prior 7-Day Avg +31.57%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 32,490
Calls: 28,381 (87%)
Puts: 4,109 (13%)
Prior (07/21) 30,607
Calls: 29,896 (98%)
Puts: 711 (2%)
Current vs Prior +6.15%
Prior 7-Day Total 237,723
Calls: 213,137 (90%)
Puts: 24,586 (10%)
Prior 7-Day Average 33,960
Calls: 30,448 (90%)
Puts: 3,512 (10%)
Current vs Prior 7-Day Avg -4.33%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.76% | 7.04%13.00% | 18.15%
Prior 4.41% | 8.05%14.02% | 19.04%
Current vs Prior -14.89% | -12.64%-7.26% | -4.67%
Prior 7-Day Avg 4.97% | 7.61%7.02% | 16.70%
Current vs 7-Day Avg -24.45% | -7.57%+85.17% | +8.67%
Prior 7-Day Eod 4.41% | 8.05%14.02% | 19.04%
Current vs 7-Day Eod -14.89% | -12.64%-7.26% | -4.67%
Sentiment BULLISHBULLISH

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

Strong bullish conviction with 82% of dollar volume in calls ($2.44M) vs puts ($520.0K). Massive premium surge with dollar volume up 130% vs prior. Bullish P/C ratio of 0.57. P/C ratio rising 54% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
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 4 of results (avg 8.1%, best 7.2%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$137.00Jul 244.004.30$4.157.2%20.70--
$114.00Jul 2425.0027.10$26.058.1%21.002
$136.00Jul 244.705.10$4.908.2%220.75117
$112.00Jul 2426.5029.00$27.759.0%1900.925
PUTS (0)
No puts meet the criteria

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. 37 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Jul 2425.0027.10$26.058.1%21.002
$128.00Jul 2411.1013.40$12.2518.8%140.94--
$126.00Jul 2412.5015.10$13.8018.8%140.94--
$122.00Jul 2416.5019.10$17.8014.6%140.93--
$112.00Jul 2426.5029.00$27.759.0%1900.925
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$157.50Jul 3116.7019.30$18.0014.4%10.90--
$150.00Aug 713.0014.50$13.7510.9%10.69--
$142.00Jul 243.303.70$3.5011.4%130.63--
$141.00Jul 242.703.20$2.9516.9%20.56--
$145.00Aug 2111.1013.00$12.0515.8%970.5631

Most actively traded options today. High liquidity = easy entry/exit. 118 active (total vol 2.6K, top 500)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 2110.5012.30$11.4015.8%3110.611.1K
$144.00Aug 216.408.50$7.4528.2%3020.46--
$138.00Jul 243.303.70$3.5011.4%2250.6415
$112.00Jul 2426.5029.00$27.759.0%1900.925
$140.00Aug 218.609.60$9.1011.0%1110.531.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 311.101.80$1.4548.3%5000.1918
$138.00Jul 241.351.65$1.5020.0%2120.3643
$145.00Aug 2111.1013.00$12.0515.8%970.5631
$135.00Aug 74.105.40$4.7527.4%450.36--
$132.00Jul 240.100.75$0.43151.2%260.126

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 29 strikes (avg 13.8%, max 52.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$152.50Jul 24Aug 1487.6%60.0%45.9%10--
$150.00Jul 24Aug 2867.6%54.4%24.2%3202
$126.00Jul 24Jul 3192.4%79.0%17.0%28--
$145.00Jul 24Aug 2160.2%54.1%11.2%15312
$143.00Jul 24Aug 2159.5%55.1%8.0%14523
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$129.00Jul 24Aug 2184.3%55.2%52.7%2415
$123.00Jul 24Jul 31106.6%70.2%51.8%29
$126.00Jul 24Aug 1492.4%62.6%47.6%694
$132.00Jul 24Aug 2169.8%57.0%22.4%316
$133.00Jul 24Aug 2166.7%57.3%16.4%4--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 73 found (best R:R 19.00, avg 3.05)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$147.00$150.00Jul 24$0.15$2.85$0.1519.00$147.15
$157.50$162.50Aug 14$0.45$4.55$0.4510.11$157.95
$157.50$160.00Jul 31$0.25$2.25$0.259.00$157.75
$160.00$165.00Aug 21$0.58$4.42$0.587.62$160.58
$155.00$157.50Aug 14$0.35$2.15$0.356.14$155.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$123.00$120.00Jul 31$0.27$2.73$0.2710.11$122.73
$130.00$125.00Jul 31$0.45$4.55$0.4510.11$129.55
$120.00$115.00Aug 7$0.63$4.37$0.636.94$119.37
$135.00$134.00Jul 24$0.15$0.85$0.155.67$134.85
$129.00$120.00Aug 21$1.73$7.27$1.734.20$127.27

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 88 found (best R:R 9.00, avg 1.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$112.00$113.00Jul 24$0.90$0.90$0.109.00$112.90
$126.00$129.00Jul 31$2.55$2.55$0.455.67$128.55
$129.00$130.00Jul 31$0.85$0.85$0.155.67$129.85
$113.00$114.00Jul 24$0.80$0.80$0.204.00$113.80
$135.00$136.00Jul 24$0.80$0.80$0.204.00$135.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$129.00Aug 21$0.85$0.85$0.155.67$129.15
$157.50$142.00Jul 31$12.15$12.15$3.353.63$145.35
$136.00$135.00Aug 7$0.75$0.75$0.253.00$135.25
$150.00$140.00Aug 7$6.70$6.70$3.302.03$143.30
$145.00$139.00Aug 21$3.50$3.50$2.501.40$141.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 35 found (avg debit $2.87, cheapest $0.60)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$126.00Jul 24Jul 31$0.8592.4%79.0%
$150.00Jul 24Jul 31$1.0267.6%50.4%
$155.00Jul 31Aug 7$1.6249.7%60.0%
$130.00Jul 31Aug 7$1.7059.6%66.5%
$145.00Jul 24Jul 31$1.9260.2%51.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$123.00Jul 24Jul 31$0.60106.6%70.2%
$120.00Jul 31Aug 7$1.0571.4%72.5%
$125.00Jul 31Aug 7$1.1368.4%66.3%
$130.00Jul 31Aug 7$2.0559.6%66.5%
$142.00Jul 24Jul 31$2.3558.8%51.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 3.36% of stock, avg 9.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$140.00Jul 24$2.33$2.38$4.71$135.29$144.713.36%
$141.00Jul 24$1.88$2.95$4.83$136.17$145.833.45%
$138.00Jul 24$3.50$1.50$5.00$133.00$143.003.57%
$142.00Jul 24$1.50$3.50$5.00$137.00$147.003.57%
$135.00Jul 24$5.70$0.70$6.40$128.60$141.404.57%
$134.00Jul 24$6.30$0.55$6.85$127.15$140.854.89%
$139.00Jul 31$5.35$4.35$9.70$129.30$148.706.93%
$138.00Jul 31$5.85$3.90$9.75$128.25$147.756.97%
$131.00Jul 31$10.45$1.70$12.15$118.85$143.158.68%
$128.00Jul 24$12.25$0.15$12.40$115.60$140.408.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 110 found (cheapest 0.88% of stock, avg 5.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$145.00$133.00Jul 24$0.73$0.50$1.23$131.77$146.23
$145.00$134.00Jul 24$0.73$0.55$1.28$132.72$146.28
$144.00$133.00Jul 24$0.88$0.50$1.38$131.62$145.38
$144.00$134.00Jul 24$0.88$0.55$1.43$132.57$145.43
$145.00$135.00Jul 24$0.73$0.70$1.43$133.57$146.43
$144.00$135.00Jul 24$0.88$0.70$1.58$133.42$145.58
$143.00$133.00Jul 24$1.20$0.50$1.70$131.30$144.70
$143.00$134.00Jul 24$1.20$0.55$1.75$132.25$144.75
$143.00$135.00Jul 24$1.20$0.70$1.90$133.10$144.90
$142.00$133.00Jul 24$1.50$0.50$2.00$131.00$144.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 136 found (best R:R 19.00, avg credit $1.77)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
129/130135/138Aug 21$2.85$0.1519.00$127.15$137.85
120/123126/129Jul 31$2.82$0.1815.67$120.18$128.82
131/134141/143Jul 31$2.75$0.2511.00$131.25$143.75
134/135136/137Jul 24$0.90$0.109.00$134.10$136.90
138/139140/141Jul 31$0.90$0.109.00$138.10$140.90
131/134136/138Jul 31$2.65$0.357.57$131.35$138.65
135/137144/145Aug 21$1.75$0.257.00$135.25$145.75
128/129137/138Jul 24$0.85$0.155.67$128.15$137.85
123/124139/140Jul 31$0.85$0.155.67$123.15$139.85
123/124141/143Jul 31$1.70$0.305.67$122.30$142.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$135.00$140.00$145.00Aug 7$0.05$4.9599.00
$135.00$136.00$137.00Jul 24$0.05$0.9519.00
$138.00$139.00$140.00Jul 24$0.07$0.9313.29
$140.00$141.00$142.00Jul 24$0.07$0.9313.29
$141.00$142.00$143.00Jul 24$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$131.00$132.00$133.00Aug 21$0.05$0.9519.00
$133.00$134.00$135.00Jul 24$0.10$0.909.00
$133.00$134.00$135.00Aug 21$0.10$0.909.00
$130.00$131.00$132.00Aug 21$0.30$0.702.33
$137.00$138.00$139.00Jul 31$0.38$0.621.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 49 found (best net $-0.01, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$160.001:2Aug 21-$0.01$9.99
$128.00$134.001:2Jul 24-$0.35$5.65
$160.00$165.001:2Aug 21-$1.37$3.63
$157.50$162.501:2Aug 14-$1.83$3.17
$147.00$150.001:2Jul 24-$0.10$2.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$140.001:2Aug 7-$0.35$9.65
$135.00$126.001:2Aug 14-$0.61$8.39
$129.00$120.001:2Aug 21-$0.69$8.31
$123.00$117.001:2Jul 24-$0.16$5.84
$120.00$115.001:2Aug 7-$0.32$4.68

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 6.14%, avg 2.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Aug 21$8.600.530.0%6.14%6.16%1111.8K
$141.00Aug 21$7.800.510.7%5.57%6.30%1--
$142.00Aug 21$6.900.491.4%4.93%6.37%1--
$140.00Aug 7$6.500.530.0%4.64%4.66%29
$143.00Aug 21$6.400.472.2%4.57%6.73%21
$144.00Aug 21$6.400.462.9%4.57%7.44%302--
$146.00Aug 21$5.600.424.3%4.00%8.30%1--
$145.00Aug 21$5.500.433.6%3.93%7.52%9288
$140.00Jul 31$4.300.530.0%3.07%3.09%260
$150.00Aug 21$4.300.367.2%3.07%10.23%191.1K

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 1,974
Total Puts 1,119
Put/Call Ratio 0.57
Net Difference 855

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 20,100
Total Puts 7,206
Average Put/Call Ratio 0.43
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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