Tour v422
NRG
NRG ENERGY INC
$136.50 -3.21%
$136.10 (-0.29%)🌙
as of 07/27 06:53 PM
7/27 18:53

Option Volume

Detail
Current (07/27) 15,949
Calls: 13,401 (84%)
Puts: 2,548 (16%)
Prior (07/24) 2,546
Calls: 1,563 (61%)
Puts: 983 (39%)
Current vs Prior +526.43%
Calls: +757.39% (Calls)
Puts: +159.21% (Puts)
Prior 7-Day Total 26,465
Calls: 16,933 (64%)
Puts: 9,532 (36%)
Prior 7-Day Average 3,780
Calls: 2,419 (64%)
Puts: 1,361 (36%)
Current vs Prior 7-Day Avg +321.85%
Calls: +453.99%
Puts: +87.12%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $6.29M
Calls: $4.92M (78%)
Puts: $1.38M (22%)
Prior (07/24) $2.09M
Calls: $1.10M (53%)
Puts: $988.6K (47%)
Current vs Prior +200.77%
Calls: +345.21%
Puts: +39.43%
Prior 7-Day Total $14.92M
Calls: $9.99M (67%)
Puts: $4.93M (33%)
Prior 7-Day Average $2.13M
Calls: $1.43M (67%)
Puts: $704.6K (33%)
Current vs Prior 7-Day Avg +195.25%
Calls: +244.43%
Puts: +95.63%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.19
Prior (07/24) 0.63
Current vs Prior -69.77%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg -67.24%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 36,665
Calls: 33,255 (91%)
Puts: 3,410 (9%)
Prior (07/24) 27,228
Calls: 23,629 (87%)
Puts: 3,599 (13%)
Current vs Prior +34.66%
Prior 7-Day Total 246,274
Calls: 221,776 (90%)
Puts: 24,498 (10%)
Prior 7-Day Average 35,182
Calls: 31,682 (90%)
Puts: 3,499 (10%)
Current vs Prior 7-Day Avg +4.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.31% | 9.74%12.45% | 17.51%
Prior 6.03% | 10.78%13.69% | 18.26%
Current vs Prior -11.88% | -9.60%-8.99% | -4.10%
Prior 7-Day Avg 4.42% | 7.87%10.53% | 17.66%
Current vs 7-Day Avg +20.09% | +23.85%+18.33% | -0.85%
Prior 7-Day Eod 6.03% | 10.78%13.69% | 18.26%
Current vs 7-Day Eod -11.88% | -9.60%-8.99% | -4.10%
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 78% of dollar volume in calls ($4.92M) vs puts ($1.38M). Massive premium surge with dollar volume up 201% vs prior. Dollar volume significantly above 7-day average (195% higher). Unusually high activity with volume up 526% vs prior - elevated interest.

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 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 9 of results (avg 8.3%, best 5.2%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 3125.1027.10$26.107.7%40.934
$125.00Aug 2114.2015.60$14.909.4%10.747
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2116.8017.70$17.255.2%10.7237
$145.00Aug 1412.3013.20$12.757.1%20.66--
$141.00Jul 315.806.30$6.058.3%70.704
$140.00Aug 2110.0010.90$10.458.6%60.55--
$143.00Aug 1411.1012.20$11.659.4%10.61--

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. 48 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 3119.4022.10$20.7513.0%310.99--
$113.00Jul 3121.6024.70$23.1513.4%5000.98--
$116.00Jul 3118.6021.70$20.1515.4%320.98--
$117.00Jul 3117.6020.70$19.1516.2%10.98--
$111.00Jul 3123.5026.60$25.0512.4%100.98--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$162.50Jul 3125.0028.10$26.5511.7%41.00--
$160.00Jul 3122.5024.80$23.659.7%20.93--
$146.00Jul 319.4010.80$10.1013.9%20.85--
$152.50Aug 2118.4020.70$19.5511.8%10.75--
$150.00Aug 2116.8017.70$17.255.2%10.7237

Most actively traded options today. High liquidity = easy entry/exit. 138 active (total vol 5.2K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Jul 310.000.50$0.25200.0%1.7K0.0686
$113.00Jul 3121.6024.70$23.1513.4%5000.98--
$114.00Jul 3120.6023.70$22.1514.0%4960.97--
$116.00Jul 3118.6021.70$20.1515.4%320.98--
$115.00Jul 3119.4022.10$20.7513.0%310.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 71.952.55$2.2526.7%1.2K0.2227
$138.00Aug 77.107.90$7.5010.7%2410.52--
$133.00Jul 311.652.05$1.8521.6%1350.32137
$134.00Jul 312.102.45$2.2815.4%440.378
$121.00Jul 310.000.65$0.33197.0%380.073

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 16.1%, max 34.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$155.00Jul 31Sep 475.3%60.0%25.5%1.7K86
$130.00Jul 31Aug 2171.1%56.7%25.3%19--
$125.00Aug 7Aug 2169.6%56.8%22.6%217
$152.50Jul 31Aug 2870.4%59.2%19.0%238
$133.00Aug 14Aug 2164.8%56.1%15.6%12--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Jul 31Aug 2878.7%58.6%34.3%10--
$130.00Jul 31Aug 2871.1%55.5%28.2%27518
$115.00Aug 14Sep 473.6%59.1%24.4%5--
$120.00Jul 31Aug 2168.8%59.0%16.4%2452
$124.00Jul 31Aug 1472.1%62.8%14.9%33

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 80 found (best R:R 19.83, avg 2.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$162.50Aug 14$0.60$11.90$0.6019.83$150.60
$147.00$149.00Jul 31$0.12$1.88$0.1215.67$147.12
$155.00$160.00Aug 7$0.65$4.35$0.656.69$155.65
$148.00$152.50Aug 7$0.65$3.85$0.655.92$148.65
$145.00$146.00Aug 7$0.16$0.84$0.165.25$145.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$124.00$122.00Jul 31$0.15$1.85$0.1512.33$123.85
$120.00$115.00Aug 21$0.50$4.50$0.509.00$119.50
$124.00$115.00Aug 14$1.07$7.93$1.077.41$122.93
$129.00$128.00Jul 31$0.12$0.88$0.127.33$128.88
$125.00$120.00Aug 7$0.70$4.30$0.706.14$124.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 92 found (best R:R 30.11, avg 1.67)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$117.00$128.00Jul 31$10.40$10.40$0.6017.33$127.40
$130.00$132.00Aug 14$1.85$1.85$0.1512.33$131.85
$130.00$134.00Jul 31$2.95$2.95$1.052.81$132.95
$125.00$130.00Aug 21$3.55$3.55$1.452.45$128.55
$148.00$150.00Aug 14$1.33$1.33$0.671.99$149.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$160.00$146.00Jul 31$13.55$13.55$0.4530.11$146.45
$152.50$150.00Aug 21$2.30$2.30$0.2011.50$150.20
$140.00$138.00Aug 14$1.75$1.75$0.257.00$138.25
$146.00$141.00Jul 31$4.05$4.05$0.954.26$141.95
$141.00$140.00Jul 31$0.80$0.80$0.204.00$140.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 38 found (avg debit $2.97, cheapest $0.52)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$133.00Aug 14Aug 21$1.0064.8%56.1%
$152.50Jul 31Aug 7$1.1070.4%66.8%
$155.00Jul 31Aug 7$1.1575.3%72.7%
$148.00Aug 7Aug 14$1.7864.7%66.2%
$125.00Aug 7Aug 21$2.0069.6%56.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$115.00Aug 14Aug 21$0.5273.6%65.8%
$120.00Jul 31Aug 7$1.4268.8%76.2%
$125.00Jul 31Aug 7$1.5078.7%69.6%
$124.00Jul 31Aug 14$2.1572.1%62.8%
$128.00Jul 31Aug 14$2.6265.8%59.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 4.89% of stock, avg 9.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$136.00Jul 31$3.65$3.03$6.68$129.32$142.684.89%
$137.00Jul 31$3.08$3.60$6.68$130.32$143.684.89%
$138.00Jul 31$2.65$4.15$6.80$131.20$144.804.98%
$135.00Jul 31$4.20$2.63$6.83$128.17$141.835.00%
$134.00Jul 31$4.80$2.28$7.08$126.92$141.085.19%
$140.00Jul 31$1.95$5.25$7.20$132.80$147.205.27%
$141.00Jul 31$1.45$6.05$7.50$133.50$148.505.49%
$130.00Jul 31$7.75$1.48$9.23$120.77$139.236.76%
$128.00Jul 31$8.75$0.83$9.58$118.42$137.587.02%
$146.00Jul 31$0.63$10.10$10.73$135.27$156.737.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 99 found (cheapest 1.94% of stock, avg 6.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$142.00$132.00Jul 31$1.27$1.38$2.65$129.35$144.65
$141.00$132.00Jul 31$1.45$1.38$2.83$129.17$143.83
$142.00$133.00Jul 31$1.27$1.85$3.12$129.88$145.12
$141.00$133.00Jul 31$1.45$1.85$3.30$129.70$144.30
$140.00$132.00Jul 31$1.95$1.38$3.33$128.67$143.33
$142.00$134.00Jul 31$1.27$2.28$3.55$130.45$145.55
$141.00$134.00Jul 31$1.45$2.28$3.73$130.27$144.73
$140.00$133.00Jul 31$1.95$1.85$3.80$129.20$143.80
$142.00$135.00Jul 31$1.27$2.63$3.90$131.10$145.90
$138.00$132.00Jul 31$2.65$1.38$4.03$127.97$142.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 149 found (best R:R 12.33, avg credit $1.82)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
125/127138/140Aug 14$1.85$0.1512.33$125.15$139.85
132/134136/138Aug 21$1.85$0.1512.33$132.15$137.85
132/133137/138Aug 14$0.90$0.109.00$132.10$137.90
125/127143/145Aug 14$1.77$0.237.70$125.23$144.77
135/137138/140Aug 7$1.75$0.257.00$135.25$139.75
137/138144/145Aug 7$0.87$0.136.69$137.13$144.87
110/115125/130Aug 21$4.27$0.735.85$110.73$129.27
125/127136/137Aug 14$1.70$0.305.67$125.30$137.70
136/137141/142Aug 14$0.85$0.155.67$136.15$141.85
125/129133/136Aug 21$3.40$0.605.67$125.60$136.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$111.00$112.00Jul 31$0.05$0.9519.00
$111.00$112.00$113.00Jul 31$0.10$0.909.00
$136.00$137.00$138.00Jul 31$0.14$0.866.14
$144.00$145.00$146.00Aug 7$0.21$0.793.76
$138.00$140.00$142.00Aug 7$0.60$1.402.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$138.00$139.00$140.00Jul 31$0.10$0.909.00
$115.00$120.00$125.00Aug 21$0.70$4.306.14
$135.00$136.00$137.00Jul 31$0.17$0.834.88
$139.00$140.00$141.00Jul 31$0.20$0.804.00
$119.00$120.00$121.00Jul 31$0.25$0.753.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-1.30, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$162.501:2Aug 14-$1.30$11.20
$125.00$135.001:2Aug 7-$1.00$9.00
$155.00$160.001:2Aug 7-$0.10$4.90
$148.00$152.501:2Aug 7-$0.75$3.75
$152.50$155.001:2Jul 31-$0.20$2.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$115.001:2Aug 28-$0.15$9.85
$140.00$130.001:2Aug 28-$1.25$8.75
$124.00$115.001:2Aug 14-$0.46$8.54
$150.00$140.001:2Aug 21-$3.65$6.35
$130.00$125.001:2Aug 7-$0.20$4.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 38 found (best yield 4.62%, avg 2.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Aug 21$6.300.442.6%4.62%7.18%1--
$138.00Aug 21$6.100.481.1%4.47%5.57%172
$138.00Aug 14$5.700.491.1%4.18%5.27%2--
$137.00Aug 7$5.500.500.4%4.03%4.40%2--
$137.00Aug 14$5.200.520.4%3.81%4.18%1--
$141.00Aug 14$5.200.443.3%3.81%7.11%11
$138.00Aug 7$4.700.471.1%3.44%4.54%26--
$145.00Aug 21$4.300.356.2%3.15%9.38%6298
$143.00Aug 14$4.200.394.8%3.08%7.84%16
$140.00Aug 14$4.100.452.6%3.00%5.57%2--

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 13,401
Total Puts 2,548
Put/Call Ratio 0.19
Net Difference 10,853

Prior's Put/Call Breakdown

Total Calls 1,563
Total Puts 983
Put/Call Ratio 0.63
Net Difference 580

Prior 7-Day Put/Call Summary

Total Calls 16,933
Total Puts 9,532
Average Put/Call Ratio 0.58
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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