Tour v456
NRG
NRG ENERGY INC
$124.23 -2.61%
$124.85 (+0.50%)🌙
as of 07/29 06:57 PM
7/29 18:57

Option Volume

Detail
Current (07/29) 24,678
Calls: 24,079 (98%)
Puts: 599 (2%)
Prior (07/28) 35,380
Calls: 34,466 (97%)
Puts: 914 (3%)
Current vs Prior -30.25%
Calls: -30.14% (Calls)
Puts: -34.46% (Puts)
Prior 7-Day Total 74,215
Calls: 62,486 (84%)
Puts: 11,729 (16%)
Prior 7-Day Average 10,602
Calls: 8,926 (84%)
Puts: 1,675 (16%)
Current vs Prior 7-Day Avg +132.76%
Calls: +169.75%
Puts: -64.25%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29) $7.52M
Calls: $7.03M (93%)
Puts: $490.7K (7%)
Prior (07/28) $8.35M
Calls: $7.70M (92%)
Puts: $650.5K (8%)
Current vs Prior -9.86%
Calls: -8.62%
Puts: -24.56%
Prior 7-Day Total $26.79M
Calls: $20.75M (77%)
Puts: $6.04M (23%)
Prior 7-Day Average $3.83M
Calls: $2.96M (77%)
Puts: $862.2K (23%)
Current vs Prior 7-Day Avg +96.63%
Calls: +137.26%
Puts: -43.09%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 0.02
Prior (07/28) 0.03
Current vs Prior -6.19%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg -94.50%
Sentiment BULLISH

Open Interest

Detail
Current (07/29) 32,546
Calls: 30,324 (93%)
Puts: 2,222 (7%)
Prior (07/28) 39,680
Calls: 34,532 (87%)
Puts: 5,148 (13%)
Current vs Prior -17.98%
Prior 7-Day Total 246,306
Calls: 218,338 (89%)
Puts: 27,968 (11%)
Prior 7-Day Average 35,186
Calls: 31,191 (89%)
Puts: 3,995 (11%)
Current vs Prior 7-Day Avg -7.50%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 4.55% | 10.14%12.80% | 17.99%
Prior 4.66% | 9.52%12.23% | 17.83%
Current vs Prior -2.50% | +6.48%+4.66% | +0.88%
Prior 7-Day Avg 4.54% | 8.57%13.29% | 18.23%
Current vs 7-Day Avg +0.15% | +18.41%-3.67% | -1.31%
Prior 7-Day Eod 4.66% | 9.52%12.23% | 17.83%
Current vs 7-Day Eod -2.50% | +6.48%+4.66% | +0.88%
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

Strong bullish conviction with 93% of dollar volume in calls ($7.03M) vs puts ($490.7K). Dollar volume significantly above 7-day average (97% higher). Volume explosion - 133% above 7-day average (24,678 vs avg 10,602). Extreme bullish P/C ratio of 0.02 - heavy call buying (24,079 calls vs 599 puts).

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 3 of results (avg 8.3%, best 7.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 287.408.10$7.759.0%70.51--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 74.004.30$4.157.2%900.3891
$128.00Aug 148.809.60$9.208.7%10.575

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. 29 found (avg delta 0.71, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 3123.1025.90$24.5011.4%20.912
$105.00Jul 3118.0020.90$19.4514.9%20.89--
$109.00Jul 3114.3016.30$15.3013.1%40.872
$110.00Jul 3113.2016.00$14.6019.2%40.865
$117.00Aug 79.0011.10$10.0520.9%10.71--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$139.00Jul 3113.1016.20$14.6521.2%10.894
$142.00Aug 717.3020.30$18.8016.0%30.87--
$138.00Jul 3112.1014.90$13.5020.7%10.8611
$135.00Jul 319.2011.80$10.5024.8%10.85--
$131.00Jul 316.108.20$7.1529.4%70.8013

Most actively traded options today. High liquidity = easy entry/exit. 89 active (total vol 11.1K, top 5.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 71.652.30$1.9832.8%5.0K0.24212
$145.00Aug 70.401.95$1.18131.4%5.0K0.1419
$130.00Jul 310.101.55$0.83174.7%2520.22265
$127.00Jul 310.853.30$2.07118.4%2500.383
$129.00Jul 310.301.40$0.85129.4%200.242
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 76.407.40$6.9014.5%1530.52--
$120.00Jul 310.651.25$0.9563.2%940.24119
$120.00Aug 74.004.30$4.157.2%900.3891
$125.00Jul 312.303.40$2.8538.6%310.5344
$110.00Aug 212.052.65$2.3525.5%210.2052

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 48.0%, max 202.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$145.00Jul 31Aug 28182.7%60.5%202.1%5226
$144.00Jul 31Aug 7177.1%81.6%117.1%244
$140.00Jul 31Aug 2199.8%60.5%65.0%411.7K
$139.00Jul 31Aug 7120.7%75.9%59.1%217
$135.00Jul 31Aug 21105.1%67.6%55.6%517
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$138.00Jul 31Aug 14125.9%66.5%89.5%211
$135.00Jul 31Aug 7105.1%76.0%38.4%2--
$131.00Jul 31Aug 1482.6%61.4%34.4%813
$125.00Jul 31Aug 2879.4%59.4%33.6%3444
$118.00Jul 31Aug 2179.6%62.2%28.0%43

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 46 found (best R:R 19.00, avg 3.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$141.00$144.00Aug 7$0.15$2.85$0.1519.00$141.15
$134.00$135.00Aug 7$0.10$0.90$0.109.00$134.10
$135.00$138.00Aug 14$0.30$2.70$0.309.00$135.30
$140.00$149.00Aug 21$0.95$8.05$0.958.47$140.95
$138.00$140.00Aug 14$0.30$1.70$0.305.67$138.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$119.00$118.00Jul 31$0.10$0.90$0.109.00$118.90
$120.00$119.00Jul 31$0.15$0.85$0.155.67$119.85
$110.00$105.00Aug 21$0.87$4.13$0.874.75$109.13
$121.00$120.00Aug 7$0.25$0.75$0.253.00$120.75
$120.00$118.00Aug 21$0.50$1.50$0.503.00$119.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 58 found (best R:R 7.33, avg 1.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$128.00$129.00Jul 31$0.88$0.88$0.127.33$128.88
$110.00$125.00Jul 31$12.07$12.07$2.934.12$122.07
$118.00$119.00Aug 7$0.80$0.80$0.204.00$118.80
$109.00$110.00Jul 31$0.70$0.70$0.302.33$109.70
$122.00$125.00Aug 7$1.70$1.70$1.301.31$123.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$122.00$121.00Aug 7$0.85$0.85$0.155.67$121.15
$135.00$131.00Jul 31$3.35$3.35$0.655.15$131.65
$142.00$135.00Aug 7$5.60$5.60$1.404.00$136.40
$135.00$131.00Aug 7$2.85$2.85$1.152.48$132.15
$131.00$130.00Jul 31$0.70$0.70$0.302.33$130.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $2.05, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$145.00Jul 31Aug 7$0.10182.7%90.2%
$141.00Aug 7Aug 14$0.2277.3%62.0%
$138.00Aug 7Aug 14$0.4779.7%66.5%
$139.00Jul 31Aug 7$0.72120.7%75.9%
$140.00Jul 31Aug 7$0.8599.8%73.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$115.00Aug 14Aug 21$0.9262.2%62.5%
$138.00Jul 31Aug 14$2.45125.9%66.5%
$118.00Jul 31Aug 7$2.5279.6%73.0%
$135.00Jul 31Aug 7$2.70105.1%76.0%
$121.00Jul 31Aug 7$2.7784.3%72.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 4.33% of stock, avg 9.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$125.00Jul 31$2.53$2.85$5.38$119.62$130.384.33%
$129.00Jul 31$0.85$5.55$6.40$122.60$135.405.15%
$130.00Jul 31$0.83$6.45$7.28$122.72$137.285.86%
$131.00Jul 31$0.80$7.15$7.95$123.05$138.956.40%
$135.00Jul 31$0.70$10.50$11.20$123.80$146.209.02%
$120.00Aug 7$7.85$4.15$12.00$108.00$132.009.66%
$125.00Aug 7$5.20$6.90$12.10$112.90$137.109.74%
$122.00Aug 7$6.90$5.25$12.15$109.85$134.159.78%
$118.00Aug 7$9.15$3.22$12.37$105.63$130.379.96%
$130.00Aug 14$3.95$10.25$14.20$115.80$144.2011.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 76 found (cheapest 1.31% of stock, avg 5.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$130.00$119.00Jul 31$0.83$0.80$1.63$117.37$131.63
$129.00$119.00Jul 31$0.85$0.80$1.65$117.35$130.65
$130.00$120.00Jul 31$0.83$0.95$1.78$118.22$131.78
$129.00$120.00Jul 31$0.85$0.95$1.80$118.20$130.80
$130.00$121.00Jul 31$0.83$1.63$2.46$118.54$132.46
$129.00$121.00Jul 31$0.85$1.63$2.48$118.52$131.48
$128.00$119.00Jul 31$1.73$0.80$2.53$116.47$130.53
$128.00$120.00Jul 31$1.73$0.95$2.68$117.32$130.68
$130.00$122.00Jul 31$0.83$1.90$2.73$119.27$132.73
$129.00$122.00Jul 31$0.85$1.90$2.75$119.25$131.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 95 found (best R:R 7.11, avg credit $2.01)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
126/129136/139Jul 31$2.63$0.377.11$126.37$138.63
118/120122/125Aug 7$2.63$0.377.11$117.37$124.63
131/132143/145Aug 14$1.72$0.286.14$130.28$144.72
118/120125/127Aug 7$1.68$0.325.25$118.32$126.68
118/120127/130Aug 7$2.48$0.524.77$117.52$129.48
126/129139/140Jul 31$2.43$0.574.26$126.57$141.43
121/122125/127Aug 7$1.60$0.404.00$120.40$126.60
121/122127/130Aug 7$2.40$0.604.00$119.60$129.40
131/135137/138Aug 7$3.20$0.804.00$131.80$140.20
118/120125/127Aug 21$1.60$0.404.00$118.40$126.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 9.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$117.00$118.00$119.00Aug 7$0.10$0.909.00
$138.00$139.00$140.00Aug 7$0.14$0.866.14
$139.00$140.00$141.00Aug 7$0.25$0.753.00
$118.00$119.00$120.00Aug 7$0.30$0.702.33
$134.00$135.00$136.00Jul 31$0.45$0.551.22
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$105.00$110.00$115.00Aug 21$0.63$4.376.94
$124.00$125.00$126.00Jul 31$0.25$0.753.00
$119.00$120.00$121.00Jul 31$0.53$0.470.89
$120.00$121.00$122.00Aug 7$0.60$0.400.67
$130.00$131.00$132.00Aug 14$0.85$0.150.18

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 39 found (best net $-0.45, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$149.001:2Aug 21-$0.45$8.55
$127.00$135.001:2Aug 21-$2.15$5.85
$135.00$140.001:2Aug 21-$0.45$4.55
$130.00$135.001:2Aug 14-$0.85$4.15
$136.00$139.001:2Jul 31$0.00$3.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$128.00$120.001:2Aug 14-$1.00$7.00
$110.00$105.001:2Aug 21-$0.61$4.39
$120.00$115.001:2Aug 14-$0.76$4.24
$115.00$110.001:2Aug 21-$0.85$4.15
$131.00$125.001:2Aug 7-$3.45$2.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 5.96%, avg 1.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$125.00Aug 28$7.400.510.6%5.96%6.58%7--
$125.00Aug 21$6.700.510.6%5.39%6.01%77
$127.00Aug 21$5.700.472.2%4.59%6.82%1--
$125.00Aug 7$4.500.480.6%3.62%4.24%6--
$127.00Aug 7$3.900.432.2%3.14%5.37%2--
$130.00Aug 14$3.300.374.6%2.66%7.30%179
$135.00Aug 21$2.900.338.7%2.33%11.00%1--
$140.00Aug 21$2.100.2312.7%1.69%14.38%211.7K
$130.00Aug 7$2.000.344.6%1.61%6.25%2--
$138.00Aug 14$1.750.2311.1%1.41%12.49%1--

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 24,079
Total Puts 599
Put/Call Ratio 0.02
Net Difference 23,480

Prior's Put/Call Breakdown

Total Calls 34,466
Total Puts 914
Put/Call Ratio 0.03
Net Difference 33,552

Prior 7-Day Put/Call Summary

Total Calls 62,486
Total Puts 11,729
Average Put/Call Ratio 0.45
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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