Tour v487
NRG
NRG ENERGY INC
$138.47 +3.48%
$135.76 (-1.96%)🌙
as of 08/03 06:03 PM
8/3 18:03

Option Volume

Detail
Current (08/03) 22,875
Calls: 20,492 (90%)
Puts: 2,383 (10%)
Prior (07/31) 1,842
Calls: 1,696 (92%)
Puts: 146 (8%)
Current vs Prior +1141.86%
Calls: +1108.25% (Calls)
Puts: +1532.19% (Puts)
Prior 7-Day Total 116,987
Calls: 108,814 (93%)
Puts: 8,173 (7%)
Prior 7-Day Average 16,712
Calls: 15,544 (93%)
Puts: 1,167 (7%)
Current vs Prior 7-Day Avg +36.87%
Calls: +31.82%
Puts: +104.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $12.83M
Calls: $11.94M (93%)
Puts: $890.3K (7%)
Prior (07/31) $2.47M
Calls: $2.42M (98%)
Puts: $44.7K (2%)
Current vs Prior +419.72%
Calls: +392.57%
Puts: +1892.39%
Prior 7-Day Total $39.78M
Calls: $35.24M (89%)
Puts: $4.54M (11%)
Prior 7-Day Average $5.68M
Calls: $5.03M (89%)
Puts: $649.1K (11%)
Current vs Prior 7-Day Avg +125.80%
Calls: +137.23%
Puts: +37.17%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.12
Prior (07/31) 0.09
Current vs Prior +35.09%
Prior 7-Day Average 0.20
Current vs Prior 7-Day Avg -40.60%
Sentiment BULLISH

Open Interest

Detail
Current (08/03) 134,079
Calls: 95,206 (71%)
Puts: 38,873 (29%)
Prior (07/31) 17,729
Calls: 15,874 (90%)
Puts: 1,855 (10%)
Current vs Prior +656.27%
Prior 7-Day Total 247,494
Calls: 224,422 (91%)
Puts: 23,072 (9%)
Prior 7-Day Average 35,356
Calls: 32,060 (91%)
Puts: 3,296 (9%)
Current vs Prior 7-Day Avg +279.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 8.23% | 9.93%11.01% | 16.75%
Prior 9.42% | 10.72%11.51% | 16.87%
Current vs Prior -12.60% | -7.40%-4.27% | -0.66%
Prior 7-Day Avg 5.20% | 9.53%12.66% | 17.68%
Current vs 7-Day Avg +58.37% | +4.19%-13.02% | -5.26%
Prior 7-Day Eod 9.42% | 10.72%11.51% | 16.87%
Current vs 7-Day Eod -12.60% | -7.40%-4.27% | -0.66%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 13.68% | 8.39%
Calls: 13.56% | 8.22%
Puts: 13.79% | 8.57%
Prior 71.57% | 18.48%
Calls: 66.57% | 16.95%
Puts: 76.58% | 20.00%
Current vs Prior -80.89% | -54.60%
Prior 7-Day Avg 71.57% | 18.48%
Calls: 66.57% | 16.95%
Puts: 76.58% | 20.00%
Current vs 7-Day Avg -80.89% | -54.60%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($11.94M) vs puts ($890.3K). Massive premium surge with dollar volume up 420% vs prior. Dollar volume significantly above 7-day average (126% higher). Unusually high activity with volume up 1142% 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 4 of results (avg 8.9%, best 8.4%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 1411.4012.40$11.908.4%20.7215
$131.00Aug 79.7010.60$10.158.9%--0.73266
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2114.1015.40$14.758.8%--0.6936
$140.00Aug 288.809.70$9.259.7%10.491

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. 39 found (avg delta 0.63, highest 0.83)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 713.9016.60$15.2517.7%--0.8312
$120.00Aug 2819.0023.30$21.1520.3%--0.8310
$127.00Aug 712.2014.80$13.5019.3%20.813
$130.00Aug 710.2012.40$11.3019.5%--0.7681
$127.00Aug 2113.8016.70$15.2519.0%--0.7526
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 711.8014.20$13.0018.5%10.802
$155.00Aug 2117.0019.90$18.4515.7%--0.7831
$148.00Aug 79.7012.40$11.0524.4%50.73--
$150.00Aug 1413.4014.90$14.1510.6%10.71--
$150.00Aug 2114.1015.40$14.758.8%--0.6936

Most actively traded options today. High liquidity = easy entry/exit. 123 active (total vol 14.3K, top 2.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 216.008.50$7.2534.5%2.8K0.509.6K
$155.00Aug 211.103.10$2.1095.2%2.5K0.217.8K
$145.00Aug 72.553.60$3.0834.1%2.1K0.356.3K
$150.00Aug 71.001.75$1.3854.3%1.7K0.20118
$155.00Aug 70.750.95$0.8523.5%1.1K0.135.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.00Aug 282.204.00$3.1058.1%5010.21--
$140.00Aug 75.606.80$6.2019.4%2440.5311
$137.00Aug 73.205.10$4.1545.8%1530.433
$125.00Aug 70.552.70$1.63131.9%1380.171.1K
$115.00Aug 140.002.85$1.43199.3%1050.12113

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 52.6%, max 119.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Aug 7Sep 11126.7%58.4%116.8%716
$138.00Aug 7Sep 496.1%55.3%73.6%1141
$139.00Aug 7Sep 496.7%59.9%61.4%463
$127.00Aug 7Aug 21101.8%64.7%57.4%229
$160.00Aug 7Aug 28104.7%67.7%54.6%258
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Aug 7Sep 4129.1%58.9%119.2%1617
$125.00Aug 7Aug 28113.7%59.3%91.6%1391.1K
$121.00Aug 7Sep 497.8%56.4%73.6%95
$138.00Aug 7Sep 496.1%55.3%73.6%38238
$130.00Aug 7Sep 493.3%54.2%72.0%8235

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 83 found (best R:R 32.33, avg 3.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$155.00$160.00Aug 28$0.15$4.85$0.1532.33$155.15
$162.50$165.00Aug 14$0.16$2.34$0.1614.62$162.66
$155.00$157.50Aug 7$0.25$2.25$0.259.00$155.25
$157.50$162.50Aug 14$0.52$4.48$0.528.62$158.02
$138.00$139.00Sep 4$0.15$0.85$0.155.67$138.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$119.00$115.00Aug 21$0.25$3.75$0.2515.00$118.75
$122.00$121.00Aug 21$0.13$0.87$0.136.69$121.87
$122.00$115.00Aug 28$0.97$6.03$0.976.22$121.03
$120.00$119.00Aug 21$0.15$0.85$0.155.67$119.85
$121.00$120.00Aug 21$0.15$0.85$0.155.67$120.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 95 found (best R:R 9.00, avg 1.11)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$145.00$146.00Aug 21$0.90$0.90$0.109.00$145.90
$125.00$127.00Aug 7$1.75$1.75$0.257.00$126.75
$145.00$146.00Aug 7$0.85$0.85$0.155.67$145.85
$143.00$144.00Aug 7$0.83$0.83$0.174.88$143.83
$131.00$134.00Aug 7$2.30$2.30$0.703.29$133.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$117.00$116.00Aug 14$0.82$0.82$0.184.56$116.18
$143.00$142.00Aug 21$0.80$0.80$0.204.00$142.20
$150.00$140.00Aug 14$7.45$7.45$2.552.92$142.55
$155.00$150.00Aug 21$3.70$3.70$1.302.85$151.30
$150.00$145.00Aug 21$3.60$3.60$1.402.57$146.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $1.24, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$162.50Aug 7Aug 14$0.25111.8%73.0%
$130.00Aug 7Aug 14$0.6093.3%69.4%
$145.00Aug 7Aug 14$0.6597.5%66.1%
$160.00Aug 7Aug 21$0.68104.7%59.7%
$157.50Aug 7Aug 14$0.8592.5%72.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$119.00Aug 7Aug 14$0.10109.3%68.0%
$127.00Aug 7Aug 14$0.10101.8%62.3%
$116.00Aug 7Aug 14$0.20113.6%74.3%
$125.00Aug 7Aug 14$0.37113.7%73.7%
$140.00Aug 7Aug 14$0.5082.8%71.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 7.19% of stock, avg 10.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$137.00Aug 7$5.80$4.15$9.95$127.05$146.957.19%
$140.00Aug 7$4.10$6.20$10.30$129.70$150.307.44%
$135.00Aug 7$7.50$3.10$10.60$124.40$145.607.66%
$139.00Aug 7$5.35$5.55$10.90$128.10$149.907.87%
$138.00Aug 7$5.85$5.20$11.05$126.95$149.057.98%
$136.00Aug 7$6.90$4.25$11.15$124.85$147.158.05%
$134.00Aug 7$7.85$3.45$11.30$122.70$145.308.16%
$143.00Aug 7$3.80$7.90$11.70$131.30$154.708.45%
$131.00Aug 7$10.15$2.48$12.63$118.37$143.639.12%
$140.00Aug 14$6.10$6.70$12.80$127.20$152.809.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 95 found (cheapest 3.74% of stock, avg 6.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$160.00$115.00Aug 28$3.05$2.13$5.18$109.82$165.18
$155.00$115.00Aug 28$3.20$2.13$5.33$109.67$160.33
$152.50$115.00Aug 28$3.85$2.13$5.98$109.02$158.48
$144.00$135.00Aug 7$2.97$3.10$6.07$128.93$150.07
$150.00$130.00Aug 14$3.05$3.05$6.10$123.90$156.10
$160.00$122.00Aug 28$3.05$3.10$6.15$115.85$166.15
$149.00$130.00Aug 14$3.13$3.05$6.18$123.82$155.18
$160.00$125.00Aug 28$3.05$3.13$6.18$118.82$166.18
$155.00$122.00Aug 28$3.20$3.10$6.30$115.70$161.30
$155.00$125.00Aug 28$3.20$3.13$6.33$118.67$161.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 206 found (best R:R 19.00, avg credit $1.58)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
131/133139/140Aug 7$1.90$0.1019.00$131.10$140.90
124/125127/130Aug 7$2.81$0.1914.79$122.19$129.81
122/123128/130Aug 21$1.85$0.1512.33$121.15$129.85
114/115131/134Aug 7$2.73$0.2710.11$112.27$133.73
116/117131/134Aug 7$2.72$0.289.71$114.28$133.72
125/129133/135Aug 21$3.62$0.389.53$125.38$136.62
135/139140/145Aug 14$4.52$0.489.42$134.48$144.52
128/129135/136Aug 7$0.90$0.109.00$128.10$135.90
123/124135/136Aug 7$0.89$0.118.09$123.11$135.89
114/115141/142Aug 7$0.88$0.127.33$114.12$141.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$160.00$162.50$165.00Aug 7$0.19$2.3112.16
$147.00$148.00$149.00Aug 7$0.12$0.887.33
$150.00$152.50$155.00Aug 14$0.33$2.176.58
$155.00$157.50$160.00Aug 7$0.35$2.156.14
$142.00$143.00$144.00Aug 21$0.15$0.855.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$145.00$150.00$155.00Aug 21$0.10$4.9049.00
$130.00$131.00$132.00Aug 21$0.05$0.9519.00
$120.00$121.00$122.00Aug 7$0.18$0.824.56
$119.00$120.00$121.00Aug 7$0.19$0.814.26
$127.00$128.00$129.00Aug 7$0.20$0.804.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 50 found (best net $-0.11, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$150.001:2Sep 4-$1.60$8.40
$157.50$162.501:2Aug 14-$0.41$4.59
$140.00$145.001:2Aug 14-$1.36$3.64
$160.00$165.001:2Aug 21-$2.08$2.92
$150.00$152.501:2Aug 7-$0.32$2.18
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$121.001:2Sep 4-$0.11$8.89
$138.00$130.001:2Sep 4-$1.25$6.75
$122.00$115.001:2Aug 28-$1.16$5.84
$121.00$115.001:2Sep 4-$0.68$5.32
$124.00$120.001:2Aug 14-$0.38$3.62

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 6.36%, avg 2.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$139.00Sep 4$8.800.520.4%6.36%6.74%1--
$140.00Sep 11$8.300.511.1%5.99%7.10%5--
$140.00Sep 4$7.800.511.1%5.63%6.74%5--
$139.00Aug 21$7.200.520.4%5.20%5.58%--159
$141.00Aug 21$6.200.481.8%4.48%6.30%--43
$140.00Aug 21$6.000.501.1%4.33%5.44%2.8K9.6K
$139.00Aug 14$5.600.510.4%4.04%4.43%12
$140.00Aug 14$5.600.491.1%4.04%5.15%518
$142.00Aug 21$5.600.462.5%4.04%6.59%--23
$143.00Aug 21$5.400.443.3%3.90%7.17%--210

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 20,492
Total Puts 2,383
Put/Call Ratio 0.12
Net Difference 18,109

Prior's Put/Call Breakdown

Total Calls 1,696
Total Puts 146
Put/Call Ratio 0.09
Net Difference 1,550

Prior 7-Day Put/Call Summary

Total Calls 108,814
Total Puts 8,173
Average Put/Call Ratio 0.20
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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