Tour v492
NRG
NRG ENERGY INC
$120.73 +3.15%
$120.59 (-0.12%)🌙
as of 08/05 07:02 PM
8/5 19:02

Option Volume

Detail
Current (08/05) 32,138
Calls: 29,557 (92%)
Puts: 2,581 (8%)
Prior (08/04) 51,266
Calls: 43,785 (85%)
Puts: 7,481 (15%)
Current vs Prior -37.31%
Calls: -32.50% (Calls)
Puts: -65.50% (Puts)
Prior 7-Day Total 179,482
Calls: 165,028 (92%)
Puts: 14,454 (8%)
Prior 7-Day Average 25,640
Calls: 23,575 (92%)
Puts: 2,064 (8%)
Current vs Prior 7-Day Avg +25.34%
Calls: +25.37%
Puts: +25.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05) $10.53M
Calls: $9.04M (86%)
Puts: $1.49M (14%)
Prior (08/04) $18.74M
Calls: $12.86M (69%)
Puts: $5.89M (31%)
Current vs Prior -43.81%
Calls: -29.70%
Puts: -74.63%
Prior 7-Day Total $65.32M
Calls: $55.68M (85%)
Puts: $9.64M (15%)
Prior 7-Day Average $9.33M
Calls: $7.95M (85%)
Puts: $1.38M (15%)
Current vs Prior 7-Day Avg +12.86%
Calls: +13.62%
Puts: +8.46%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 0.09
Prior (08/04) 0.17
Current vs Prior -48.89%
Prior 7-Day Average 0.09
Current vs Prior 7-Day Avg -2.83%
Sentiment BULLISH

Open Interest

Detail
Current (08/05) 75,577
Calls: 65,096 (86%)
Puts: 10,481 (14%)
Prior (08/04) 131,776
Calls: 91,086 (69%)
Puts: 40,690 (31%)
Current vs Prior -42.65%
Prior 7-Day Total 435,258
Calls: 341,937 (79%)
Puts: 93,321 (21%)
Prior 7-Day Average 62,179
Calls: 48,848 (79%)
Puts: 13,331 (21%)
Current vs Prior 7-Day Avg +21.55%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 4.36% | 7.74%9.24% | 16.19%
Prior 5.98% | 9.27%11.24% | 16.96%
Current vs Prior -27.15% | -16.46%-17.80% | -4.52%
Prior 7-Day Avg 6.00% | 9.81%11.88% | 17.34%
Current vs 7-Day Avg -27.39% | -21.09%-22.24% | -6.62%
Prior 7-Day Eod 5.98% | 9.27%11.24% | 16.96%
Current vs 7-Day Eod -27.15% | -16.46%-17.80% | -4.52%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 52.71% | 22.80%
Calls: 37.97% | 28.57%
Puts: 67.46% | 17.02%
Prior 52.71% | 22.80%
Calls: 37.97% | 28.57%
Puts: 67.46% | 17.02%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 60.61% | 17.66%
Calls: 54.91% | 17.36%
Puts: 66.31% | 17.94%
Current vs 7-Day Avg -13.03% | +29.14%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($9.04M) vs puts ($1.49M). Extreme bullish P/C ratio of 0.09 - heavy call buying (29,557 calls vs 2,581 puts). P/C ratio dropping 49% - sentiment shifting bullish. Call-heavy open interest (65,096 calls vs 10,481 puts) suggests bullish positioning.

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 8.2%, best 6.9%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 186.607.20$6.908.7%1510.47201
$130.00Sep 184.905.40$5.159.7%210.38171
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 189.8010.50$10.156.9%100.54271
$130.00Sep 1812.8013.80$13.307.5%2850.63177

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. 79 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 720.1022.80$21.4512.6%30.992
$101.00Aug 719.1021.80$20.4513.2%30.9931
$103.00Aug 717.1019.80$18.4514.6%20.9928
$104.00Aug 716.1018.80$17.4515.5%20.9830
$103.00Aug 1417.5020.00$18.7513.3%40.97--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$136.00Aug 713.3015.70$14.5016.6%11.003
$140.00Aug 717.3020.00$18.6514.5%21.00242
$140.00Aug 1417.5020.10$18.8013.8%10.955
$127.00Aug 75.307.20$6.2530.4%150.92--
$136.00Aug 1414.3016.10$15.2011.8%10.904

Most actively traded options today. High liquidity = easy entry/exit. 206 active (total vol 15.1K, top 7.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 70.151.90$1.02171.6%7.6K0.297.5K
$121.00Aug 214.506.50$5.5036.4%1.0K0.541.0K
$129.00Aug 211.453.40$2.4280.6%1.0K0.31--
$110.00Sep 1814.0016.80$15.4018.2%3060.75199
$132.00Aug 70.000.75$0.38197.4%2340.10--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 1812.8013.80$13.307.5%2850.63177
$112.00Aug 70.050.35$0.20150.0%2380.0758
$107.00Aug 70.000.35$0.18194.4%2310.043
$100.00Aug 280.001.15$0.57201.8%1650.0737
$105.00Sep 40.951.70$1.3356.4%1330.1419

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 54 strikes (avg 54.7%, max 255.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$144.00Aug 7Sep 11188.9%53.1%255.9%222
$100.00Aug 7Sep 18130.0%47.6%173.2%42
$140.00Aug 7Sep 18106.0%50.4%110.2%133308
$103.00Aug 7Aug 14112.8%56.4%100.0%628
$137.00Aug 7Aug 2198.8%52.4%88.5%236789
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Aug 7Sep 18130.0%47.6%173.2%19376
$140.00Aug 7Sep 18106.0%50.4%110.2%7680
$105.00Aug 7Sep 1895.3%49.3%93.5%85337
$104.00Aug 7Aug 14112.2%59.9%87.3%28--
$106.00Aug 7Aug 14100.5%56.2%78.8%43

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 115 found (best R:R 49.00, avg 3.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$135.00$140.00Aug 14$0.10$4.90$0.1049.00$135.10
$132.00$137.00Aug 7$0.20$4.80$0.2024.00$132.20
$140.00$143.00Aug 21$0.12$2.88$0.1224.00$140.12
$129.00$130.00Aug 28$0.10$0.90$0.109.00$129.10
$128.00$129.00Aug 21$0.11$0.89$0.118.09$128.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$104.00$102.00Aug 14$0.13$1.87$0.1314.38$103.87
$105.00$100.00Aug 21$0.43$4.57$0.4310.63$104.57
$105.00$100.00Aug 28$0.45$4.55$0.4510.11$104.55
$112.00$110.00Aug 14$0.22$1.78$0.228.09$111.78
$110.00$105.00Aug 21$0.57$4.43$0.577.77$109.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 143 found (best R:R 29.00, avg 1.67)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$97.00$103.00Aug 14$5.80$5.80$0.2029.00$102.80
$117.00$118.00Aug 7$0.90$0.90$0.109.00$117.90
$109.00$110.00Aug 14$0.90$0.90$0.109.00$109.90
$110.00$115.00Aug 14$4.50$4.50$0.509.00$114.50
$115.00$116.00Aug 7$0.85$0.85$0.155.67$115.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$127.00$125.00Aug 7$1.85$1.85$0.1512.33$125.15
$136.00$127.00Aug 7$8.25$8.25$0.7511.00$127.75
$136.00$127.00Aug 14$8.10$8.10$0.909.00$127.90
$140.00$136.00Aug 14$3.60$3.60$0.409.00$136.40
$135.00$130.00Aug 21$3.95$3.95$1.053.76$131.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $1.18, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$140.00Aug 7Aug 14$0.22106.0%60.9%
$103.00Aug 7Aug 14$0.30112.8%56.4%
$104.00Aug 7Aug 14$0.35112.2%59.9%
$109.00Aug 7Aug 14$0.5583.0%65.1%
$133.00Aug 14Aug 21$0.5759.3%52.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$104.00Aug 7Aug 14$0.13112.2%59.9%
$140.00Aug 7Aug 14$0.15106.0%60.9%
$100.00Aug 7Aug 21$0.17130.0%55.5%
$106.00Aug 7Aug 14$0.18100.5%56.2%
$108.00Aug 7Aug 14$0.2592.5%53.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 3.71% of stock, avg 10.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$122.00Aug 7$1.95$2.53$4.48$117.52$126.483.71%
$121.00Aug 7$2.48$2.03$4.51$116.49$125.513.74%
$120.00Aug 7$3.23$1.53$4.76$115.24$124.763.94%
$119.00Aug 7$3.70$1.08$4.78$114.22$123.783.96%
$118.00Aug 7$4.45$0.95$5.40$112.60$123.404.47%
$125.00Aug 7$1.02$4.40$5.42$119.58$130.424.49%
$124.00Aug 7$1.58$3.88$5.46$118.54$129.464.52%
$117.00Aug 7$5.35$0.90$6.25$110.75$123.255.18%
$116.00Aug 7$6.15$0.45$6.60$109.40$122.605.47%
$127.00Aug 7$0.48$6.25$6.73$120.27$133.735.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 157 found (cheapest 1.53% of stock, avg 5.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$126.00$117.00Aug 7$0.95$0.90$1.85$115.15$127.85
$126.00$118.00Aug 7$0.95$0.95$1.90$116.10$127.90
$125.00$117.00Aug 7$1.02$0.90$1.92$115.08$126.92
$125.00$118.00Aug 7$1.02$0.95$1.97$116.03$126.97
$126.00$119.00Aug 7$0.95$1.08$2.03$116.97$128.03
$125.00$119.00Aug 7$1.02$1.08$2.10$116.90$127.10
$124.00$117.00Aug 7$1.58$0.90$2.48$114.52$126.48
$126.00$120.00Aug 7$0.95$1.53$2.48$117.52$128.48
$124.00$118.00Aug 7$1.58$0.95$2.53$115.47$126.53
$125.00$120.00Aug 7$1.02$1.53$2.55$117.45$127.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 167 found (best R:R 14.38, avg credit $1.89)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
115/117124/125Sep 4$1.87$0.1314.38$115.13$125.87
104/105110/115Aug 14$4.67$0.3314.15$100.33$114.67
102/104110/115Aug 14$4.63$0.3712.51$99.37$114.63
120/121124/125Aug 21$0.90$0.109.00$120.10$124.90
120/121126/127Aug 21$0.87$0.136.69$120.13$126.87
100/105110/115Sep 18$4.30$0.706.14$100.70$114.30
120/121122/123Aug 21$0.85$0.155.67$120.15$122.85
120/121125/126Aug 21$0.85$0.155.67$120.15$125.85
125/130135/140Sep 18$4.25$0.755.67$125.75$139.25
110/115120/125Sep 18$4.20$0.805.25$110.80$124.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 54 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$100.00$105.00$110.00Sep 18$0.20$4.8024.00
$108.00$109.00$110.00Aug 14$0.05$0.9519.00
$115.00$116.00$117.00Aug 28$0.05$0.9519.00
$115.00$120.00$125.00Sep 18$0.25$4.7519.00
$130.00$135.00$140.00Sep 18$0.30$4.7015.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$100.00$105.00$110.00Aug 21$0.14$4.8634.71
$100.00$105.00$110.00Aug 28$0.20$4.8024.00
$100.00$105.00$110.00Sep 18$0.22$4.7821.73
$115.00$120.00$125.00Sep 18$0.25$4.7519.00
$110.00$115.00$120.00Aug 21$0.29$4.7116.24

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 85 found (best net $-0.03, 76 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$140.001:2Aug 14-$0.25$4.75
$135.00$140.001:2Aug 28-$0.50$4.50
$125.00$131.001:2Sep 4-$1.61$4.39
$130.00$135.001:2Aug 28-$0.95$4.05
$131.00$136.001:2Sep 4-$1.08$3.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Sep 18-$0.03$4.97
$110.00$105.001:2Aug 21-$0.11$4.89
$105.00$100.001:2Aug 28-$0.12$4.88
$110.00$105.001:2Sep 11-$0.30$4.70
$110.00$105.001:2Sep 4-$0.31$4.69

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 58 found (best yield 5.47%, avg 1.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$125.00Sep 18$6.600.473.5%5.47%9.00%151201
$121.00Aug 28$5.800.550.2%4.80%5.03%1--
$124.00Sep 4$5.400.482.7%4.47%7.18%1--
$122.00Aug 28$5.300.521.1%4.39%5.44%2--
$125.00Sep 4$5.200.453.5%4.31%7.84%42
$126.00Sep 11$4.900.464.4%4.06%8.42%4--
$130.00Sep 18$4.900.387.7%4.06%11.74%21171
$121.00Aug 21$4.500.540.2%3.73%3.95%1.0K1.0K
$122.00Aug 21$4.400.511.1%3.64%4.70%437
$123.00Aug 28$4.400.491.9%3.64%5.52%12

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 29,557
Total Puts 2,581
Put/Call Ratio 0.09
Net Difference 26,976

Prior's Put/Call Breakdown

Total Calls 43,785
Total Puts 7,481
Put/Call Ratio 0.17
Net Difference 36,304

Prior 7-Day Put/Call Summary

Total Calls 165,028
Total Puts 14,454
Average Put/Call Ratio 0.09
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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