Tour v528
NRG
NRG ENERGY INC
$105.99 -2.29%
$106.00 (+0.01%)🌙
as of 09/15 06:55 PM
9/15 18:55

Option Volume

Detail
Current (09/15) 11,585
Calls: 10,569 (91%)
Puts: 1,016 (9%)
Prior (09/14) 9,032
Calls: 6,533 (72%)
Puts: 2,499 (28%)
Current vs Prior +28.27%
Calls: +61.78% (Calls)
Puts: -59.34% (Puts)
Prior 7-Day Total 56,955
Calls: 44,845 (79%)
Puts: 12,110 (21%)
Prior 7-Day Average 8,136
Calls: 6,406 (79%)
Puts: 1,730 (21%)
Current vs Prior 7-Day Avg +42.38%
Calls: +64.97%
Puts: -41.27%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15) $3.38M
Calls: $2.75M (81%)
Puts: $633.1K (19%)
Prior (09/14) $3.95M
Calls: $1.75M (44%)
Puts: $2.20M (56%)
Current vs Prior -14.43%
Calls: +56.75%
Puts: -71.19%
Prior 7-Day Total $29.92M
Calls: $14.28M (48%)
Puts: $15.64M (52%)
Prior 7-Day Average $4.27M
Calls: $2.04M (48%)
Puts: $2.23M (52%)
Current vs Prior 7-Day Avg -20.95%
Calls: +34.59%
Puts: -71.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15) 0.10
Prior (09/14) 0.38
Current vs Prior -74.87%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg -82.05%
Sentiment BULLISH

Open Interest

Detail
Current (09/15) 92,167
Calls: 82,713 (90%)
Puts: 9,454 (10%)
Prior (09/14) 98,863
Calls: 89,123 (90%)
Puts: 9,740 (10%)
Current vs Prior -6.77%
Prior 7-Day Total 584,812
Calls: 518,123 (89%)
Puts: 66,689 (11%)
Prior 7-Day Average 83,544
Calls: 74,017 (89%)
Puts: 9,527 (11%)
Current vs Prior 7-Day Avg +10.32%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 5.47% | 6.70%5.47% | 14.25%
Prior 4.96% | 7.93%4.96% | 14.01%
Current vs Prior +10.33% | -15.51%+10.33% | +1.67%
Prior 7-Day Avg 4.19% | 6.93%6.46% | 14.51%
Current vs 7-Day Avg +30.46% | -3.38%-15.33% | -1.83%
Prior 7-Day Eod 4.96% | 7.93%4.96% | 14.01%
Current vs 7-Day Eod +10.33% | -15.51%+10.33% | +1.67%
Sentiment BEARISHBEARISH

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 52.71% | 22.80%
Calls: 37.97% | 28.57%
Puts: 67.46% | 17.02%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($2.75M) vs puts ($633.1K). Extreme bullish P/C ratio of 0.10 - heavy call buying (10,569 calls vs 1,016 puts). P/C ratio dropping 75% - sentiment shifting bullish. Call-heavy open interest (82,713 calls vs 9,454 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 BEARISH
7-Day Avg BEARISH
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 1 of results (avg 7.3%, best 7.3%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Oct 167.908.50$8.207.3%60.57261

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. 52 found (avg delta 0.70, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Oct 1616.3018.40$17.3512.1%10.901
$100.00Sep 185.707.60$6.6528.6%270.8548
$95.00Oct 1612.6014.20$13.4011.9%20.81--
$100.00Oct 168.2010.70$9.4526.5%10.6927
$105.00Sep 182.504.10$3.3048.5%40.5919
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Oct 216.1018.70$17.4014.9%40.94--
$120.00Sep 1812.9015.60$14.2518.9%160.94545
$116.00Sep 189.0011.80$10.4026.9%10.9217
$125.00Sep 1817.9020.30$19.1012.6%50.91307
$118.00Sep 2511.1013.20$12.1517.3%10.9017

Most actively traded options today. High liquidity = easy entry/exit. 158 active (total vol 9.7K, top 5.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Oct 161.101.40$1.2524.0%5.3K0.1611.5K
$110.00Oct 164.304.90$4.6013.0%1.7K0.44309
$120.00Oct 161.752.55$2.1537.2%5450.24469
$110.00Sep 180.751.80$1.2782.7%3860.30359
$120.00Oct 20.751.05$0.9033.3%2410.1648
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 162.903.70$3.3024.2%770.31274
$100.00Sep 180.050.90$0.48177.1%520.15649
$85.00Oct 160.050.50$0.28160.7%490.0417
$102.00Sep 180.651.05$0.8547.1%370.2354
$115.00Sep 188.1010.60$9.3526.7%360.89362

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 46.7%, max 73.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$111.00Sep 18Oct 283.2%48.0%73.2%7770
$112.00Sep 18Oct 3086.2%49.8%73.0%4238
$113.00Sep 18Oct 981.2%52.4%55.0%1221
$108.00Sep 18Oct 269.7%45.8%52.3%1478
$110.00Sep 18Oct 1672.6%49.9%45.6%2.1K668
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$113.00Sep 18Sep 2581.2%46.9%73.3%749
$111.00Sep 18Oct 983.2%52.7%57.7%422
$110.00Sep 18Oct 1672.6%49.9%45.6%22820
$102.00Sep 18Oct 3063.6%45.7%39.0%3956
$107.00Sep 18Oct 3066.2%52.4%26.5%9124

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 86 found (best R:R 1.06, avg 3.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$110.00Oct 16$4.85$5.15$4.8569%1.06$104.85
$110.00$113.00Oct 9$0.55$2.45$0.5541%4.45$110.55
$110.00$115.00Oct 16$1.45$3.55$1.4544%2.45$111.45
$112.00$120.00Oct 30$2.15$5.85$2.1541%2.72$114.15
$108.00$110.00Oct 2$0.57$1.43$0.5748%2.51$108.57
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$107.00$105.00Oct 2$0.55$1.45$0.5550%2.64$106.45
$104.00$102.00Oct 9$0.45$1.55$0.4541%3.44$103.55
$110.00$108.00Oct 9$0.95$1.05$0.9559%1.11$109.05
$111.00$110.00Sep 18$0.55$0.45$0.5572%0.82$110.45
$104.00$103.00Oct 2$0.22$0.78$0.2238%3.55$103.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 72 found (best R:R 0.26, avg 0.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$117.00$119.00Oct 9$1.17$1.17$0.8372%1.41$118.17
$109.00$110.00Sep 18$0.68$0.68$0.3263%2.12$109.68
$113.00$115.00Sep 18$0.47$0.47$1.5380%0.31$113.47
$112.00$113.00Sep 25$0.42$0.42$0.5871%0.72$112.42
$113.00$115.00Oct 2$0.73$0.73$1.2767%0.57$113.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$100.00$85.00Oct 23$3.10$3.10$11.9068%0.26$96.90
$100.00$90.00Oct 30$3.00$3.00$7.0067%0.43$97.00
$105.00$102.00Oct 30$1.85$1.85$1.1556%1.61$103.15
$99.00$90.00Sep 25$1.04$1.04$7.9680%0.13$97.96
$100.00$95.00Oct 16$1.65$1.65$3.3569%0.49$98.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $0.93, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$109.00Sep 18Sep 25$0.2083.1%45.9%
$110.00Sep 18Sep 25$0.5372.6%45.8%
$108.00Sep 18Oct 2$1.8269.7%45.8%
$107.00Sep 18Sep 25$1.0566.2%48.5%
$105.00Sep 18Sep 25$0.8061.5%52.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$109.00Sep 18Sep 25$0.9583.1%45.9%
$108.00Sep 18Sep 25$0.4869.7%47.9%
$106.00Sep 18Sep 25$0.5067.6%46.2%
$107.00Sep 18Sep 25$0.7566.2%48.5%
$105.00Sep 18Sep 25$1.1361.5%52.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 4.81% of stock, avg 8.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$105.00Sep 18$3.30$1.80$5.10$99.90$110.104.81%
$107.00Sep 18$2.10$3.25$5.35$101.65$112.355.05%
$108.00Sep 18$1.83$3.97$5.80$102.20$113.805.47%
$109.00Sep 18$1.95$4.05$6.00$103.00$115.005.66%
$106.00Sep 25$3.60$3.00$6.60$99.40$112.606.23%
$110.00Sep 18$1.27$5.35$6.62$103.38$116.626.25%
$105.00Sep 25$4.10$2.93$7.03$97.97$112.036.63%
$100.00Sep 18$6.65$0.48$7.13$92.87$107.136.73%
$107.00Sep 25$3.15$4.00$7.15$99.85$114.156.75%
$109.00Sep 25$2.15$5.00$7.15$101.85$116.156.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 161 found (cheapest 1.93% of stock, avg 5.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$125.00$90.00Oct 16$1.25$0.80$2.05$87.95$127.05
$110.00$103.00Sep 18$1.27$0.88$2.15$100.85$112.15
$113.00$100.00Sep 25$1.08$1.13$2.21$97.79$115.21
$111.00$103.00Sep 18$1.35$0.88$2.23$100.77$113.23
$110.00$102.00Sep 18$1.27$0.85$2.12$99.88$112.12
$125.00$85.00Oct 23$1.55$0.50$2.05$82.95$127.05
$113.00$99.00Sep 25$1.08$1.17$2.25$96.75$115.25
$111.00$102.00Sep 18$1.35$0.85$2.20$99.80$113.20
$110.00$104.00Sep 18$1.27$1.30$2.57$101.43$112.57
$111.00$104.00Sep 18$1.35$1.30$2.65$101.35$113.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 70 found (best R:R 3.88, avg credit $1.10)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
95/96117/119Oct 9$1.59$0.4152%3.88$94.41$118.59
96/99117/119Oct 9$2.15$0.8544%2.53$96.85$119.15
101/102116/117Oct 2$0.77$0.2344%3.35$101.23$116.77
101/102117/119Oct 9$1.45$0.5538%2.64$100.55$118.45
103/104118/119Sep 18$0.67$0.3353%2.03$103.33$118.67
100/101117/119Oct 9$1.37$0.6340%2.17$99.63$118.37
103/104112/113Sep 18$0.77$0.2340%3.35$103.23$112.77
100/101118/119Sep 18$0.50$0.5067%1.00$100.50$118.50
103/104119/120Sep 18$0.60$0.4057%1.50$103.40$119.60
100/101112/113Sep 18$0.60$0.4055%1.50$100.40$112.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$115.00$120.00$125.00Oct 16$0.10$4.9017%49.00
$110.00$115.00$120.00Oct 16$0.45$4.5520%10.11
$118.00$119.00$120.00Sep 18$0.07$0.937%13.29
$121.00$123.00$125.00Oct 2$0.14$1.865%13.29
$115.00$116.00$117.00Sep 25$0.15$0.854%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$95.00$100.00$105.00Oct 16$0.25$4.7525%19.00
$85.00$90.00$95.00Oct 16$0.33$4.6715%14.15
$108.00$109.00$110.00Sep 25$0.05$0.9510%19.00
$103.00$104.00$105.00Sep 18$0.08$0.9215%11.50
$107.00$108.00$109.00Sep 25$0.10$0.9010%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 68 found (best net $-1.25, 56 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$112.00$120.001:2Oct 30-$0.70$7.30
$120.00$125.001:2Oct 16-$0.35$4.65
$115.00$120.001:2Oct 23-$0.94$4.06
$106.00$112.001:2Oct 30-$2.45$3.55
$117.00$119.001:2Oct 9-$0.08$1.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$110.001:2Oct 16-$1.25$8.75
$123.00$115.001:2Oct 2-$3.50$4.50
$100.00$95.001:2Oct 16$0.00$5.00
$115.00$110.001:2Oct 2-$2.75$2.25
$105.00$100.001:2Oct 16-$1.40$3.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 4.15%, avg 1.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$112.00Oct 30$4.400.415.7%4.15%9.82%111
$112.00Oct 23$4.000.415.7%3.77%9.44%1--
$106.00Oct 30$6.400.540.0%6.04%6.05%14--
$115.00Oct 23$3.100.358.5%2.92%11.43%24
$120.00Oct 30$2.300.2713.2%2.17%15.39%46
$110.00Oct 16$4.300.443.8%4.06%7.84%1.7K309
$121.00Oct 30$2.150.2614.2%2.03%16.19%2--
$122.00Oct 30$2.050.2515.1%1.93%17.04%2--
$115.00Oct 16$2.900.338.5%2.74%11.24%1342.1K
$120.00Oct 23$2.000.2613.2%1.89%15.11%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 10,569
Total Puts 1,016
Put/Call Ratio 0.10
Net Difference 9,553

Prior's Put/Call Breakdown

Total Calls 6,533
Total Puts 2,499
Put/Call Ratio 0.38
Net Difference 4,034

Prior 7-Day Put/Call Summary

Total Calls 44,845
Total Puts 12,110
Average Put/Call Ratio 0.54
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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