Tour v528
NRG
NRG ENERGY INC
$103.66 -2.42%
$103.78 (+0.12%)🌙
as of 09/18 06:49 PM
9/18 18:49

Option Volume

Detail
Current (09/18) 6,091
Calls: 3,648 (60%)
Puts: 2,443 (40%)
Prior (09/15) 11,585
Calls: 10,569 (91%)
Puts: 1,016 (9%)
Current vs Prior -47.42%
Calls: -65.48% (Calls)
Puts: +140.45% (Puts)
Prior 7-Day Total 63,935
Calls: 54,082 (85%)
Puts: 9,853 (15%)
Prior 7-Day Average 9,133
Calls: 7,726 (85%)
Puts: 1,407 (15%)
Current vs Prior 7-Day Avg -33.31%
Calls: -52.78%
Puts: +73.56%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/18) $2.04M
Calls: $1.16M (57%)
Puts: $881.1K (43%)
Prior (09/15) $3.38M
Calls: $2.75M (81%)
Puts: $633.1K (19%)
Current vs Prior -39.70%
Calls: -57.89%
Puts: +39.18%
Prior 7-Day Total $21.99M
Calls: $16.37M (74%)
Puts: $5.62M (26%)
Prior 7-Day Average $3.14M
Calls: $2.34M (74%)
Puts: $802.6K (26%)
Current vs Prior 7-Day Avg -35.14%
Calls: -50.56%
Puts: +9.78%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/18) 0.67
Prior (09/15) 0.10
Current vs Prior +596.64%
Prior 7-Day Average 0.20
Current vs Prior 7-Day Avg +237.99%
Sentiment BULLISH

Open Interest

Detail
Current (09/18) 72,667
Calls: 57,907 (80%)
Puts: 14,760 (20%)
Prior (09/15) 92,167
Calls: 82,713 (90%)
Puts: 9,454 (10%)
Current vs Prior -21.16%
Prior 7-Day Total 591,385
Calls: 519,745 (88%)
Puts: 71,640 (12%)
Prior 7-Day Average 84,483
Calls: 74,249 (88%)
Puts: 10,234 (12%)
Current vs Prior 7-Day Avg -13.99%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 2.34% | 5.29%2.34% | 13.36%
Prior 5.47% | 6.70%5.47% | 14.25%
Current vs Prior -3.39% | +17.37%-57.16% | -6.22%
Prior 7-Day Avg 4.52% | 7.19%6.21% | 14.43%
Current vs 7-Day Avg +16.88% | +9.35%-62.25% | -7.43%
Prior 7-Day Eod 5.47% | 6.70%5.47% | 14.25%
Current vs 7-Day Eod -3.39% | +17.37%-57.16% | -6.22%
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 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

Below-average activity with volume down 47% vs prior. Bullish P/C ratio of 0.67. P/C ratio rising 597% - increased hedging/bearish positioning. Call-heavy open interest (57,907 calls vs 14,760 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 2 of results (avg 9.5%, best 8.9%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Oct 161.601.75$1.688.9%2150.22123
$105.00Oct 165.706.30$6.0010.0%220.51654

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. 44 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 182.905.50$4.2061.9%600.9850
$101.00Sep 254.004.90$4.4520.2%50.70--
$102.00Sep 253.004.50$3.7540.0%10.65--
$100.00Oct 167.208.50$7.8516.6%10.64--
$102.00Oct 24.305.70$5.0028.0%20.61--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Sep 181.904.20$3.0575.4%311.00--
$112.00Sep 186.408.70$7.5530.5%21.00--
$115.00Sep 189.9011.90$10.9018.3%61.00193
$122.00Sep 1816.6019.20$17.9014.5%10.97--
$110.00Sep 184.906.70$5.8031.0%1830.95549

Most actively traded options today. High liquidity = easy entry/exit. 128 active (total vol 4.2K, top 511)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Oct 160.951.30$1.1331.0%5110.16841
$115.00Oct 161.702.00$1.8516.2%5100.242.0K
$110.00Oct 162.853.30$3.0814.6%4700.352.0K
$105.00Sep 251.652.90$2.2854.8%690.462
$100.00Sep 182.905.50$4.2061.9%600.9850
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Sep 180.151.35$0.75160.0%2720.52100
$95.00Oct 161.601.75$1.688.9%2150.22123
$110.00Sep 184.906.70$5.8031.0%1830.95549
$105.00Sep 181.101.80$1.4548.3%1780.89762
$105.00Oct 23.704.60$4.1521.7%1680.5330

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 1694.2%, max 3160.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$117.00Sep 18Oct 21526.8%46.8%3160.2%692
$116.00Sep 18Oct 21466.2%53.9%2622.3%293
$113.00Sep 18Sep 251224.3%47.2%2491.9%347
$111.00Sep 18Oct 21058.7%44.7%2266.0%8140
$109.00Sep 18Sep 25879.8%44.3%1886.7%13101
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Sep 18Oct 231384.3%44.9%2983.5%11101
$114.00Sep 18Oct 91314.6%51.1%2470.6%3182
$111.00Sep 18Sep 251058.7%44.4%2284.5%625
$109.00Sep 18Sep 25879.8%44.3%1886.7%2133
$106.00Sep 18Sep 25580.1%47.0%1134.1%50244

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 67 found (best R:R 9.00, avg 2.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$112.00$115.00Oct 23$0.30$2.70$0.3033%9.00$112.30
$115.00$120.00Oct 30$1.05$3.95$1.0532%3.76$116.05
$105.00$110.00Oct 16$1.82$3.18$1.8249%1.75$106.82
$102.00$104.00Sep 25$1.00$1.00$1.0064%1.00$103.00
$119.00$122.00Oct 9$0.20$2.80$0.2015%14.00$119.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$110.00$109.00Sep 18$0.25$0.75$0.2595%3.00$109.75
$111.00$110.00Sep 25$0.35$0.65$0.3588%1.86$110.65
$109.00$108.00Sep 25$0.30$0.70$0.3079%2.33$108.70
$107.00$106.00Sep 25$0.30$0.70$0.3068%2.33$106.70
$115.00$110.00Oct 16$3.30$1.70$3.3076%0.52$111.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 1.11, avg 0.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$121.00$122.00Sep 18$0.75$0.75$0.2585%3.00$121.75
$109.00$110.00Sep 18$0.72$0.72$0.2874%2.57$109.72
$119.00$120.00Sep 18$0.55$0.55$0.4584%1.22$119.55
$116.00$117.00Oct 2$0.42$0.42$0.5884%0.72$116.42
$106.00$107.00Sep 25$0.58$0.58$0.4260%1.38$106.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$102.00$100.00Sep 18$1.05$1.05$0.9568%1.11$100.95
$97.00$96.00Oct 9$0.65$0.65$0.3576%1.86$96.35
$97.00$95.00Oct 23$0.95$0.95$1.0571%0.90$96.05
$100.00$99.00Sep 25$0.55$0.55$0.4574%1.22$99.45
$98.00$97.00Oct 9$0.57$0.57$0.4372%1.33$97.43

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $1.31, cheapest $0.55)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$106.00Sep 18Sep 25$0.80580.1%47.0%
$105.00Sep 18Sep 25$1.93214.7%46.9%
$102.00Sep 25Oct 2$1.2544.9%44.3%
$104.00Sep 25Oct 2$1.2545.5%47.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Sep 18Sep 25$0.55636.6%44.9%
$106.00Sep 18Sep 25$1.60580.1%47.0%
$104.00Sep 18Sep 25$1.80253.4%45.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 1.74% of stock, avg 6.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$105.00Sep 18$0.35$1.45$1.80$103.20$106.801.74%
$107.00Sep 18$0.05$3.05$3.10$103.90$110.102.99%
$106.00Sep 18$1.08$2.15$3.23$102.77$109.233.12%
$108.00Sep 18$0.45$3.72$4.17$103.83$112.174.02%
$100.00Sep 18$4.20$0.03$4.23$95.77$104.234.08%
$104.00Sep 25$2.75$2.55$5.30$98.70$109.305.11%
$107.00Sep 25$1.30$4.05$5.35$101.65$112.355.16%
$102.00Sep 25$3.75$1.63$5.38$96.62$107.385.19%
$105.00Sep 25$2.28$3.10$5.38$99.62$110.385.19%
$106.00Sep 25$1.88$3.75$5.63$100.37$111.635.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 113 found (cheapest 0.56% of stock, avg 3.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$105.00$103.00Sep 18$0.35$0.23$0.58$102.42$105.58
$109.00$103.00Sep 18$1.05$0.23$1.28$101.72$110.28
$111.00$103.00Sep 18$1.05$0.23$1.28$101.72$112.28
$113.00$103.00Sep 18$1.05$0.23$1.28$101.72$114.28
$105.00$102.00Sep 18$0.35$1.08$1.43$100.57$106.43
$106.00$103.00Sep 18$1.08$0.23$1.31$101.69$107.31
$105.00$95.00Sep 18$0.35$1.08$1.43$93.57$106.43
$112.00$95.00Oct 2$0.95$0.68$1.63$93.37$113.63
$122.00$96.00Oct 9$0.73$0.98$1.71$94.29$123.71
$109.00$100.00Sep 25$0.85$1.05$1.90$98.10$110.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 51 found (best R:R 9.00, avg credit $0.77)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
100/102121/122Sep 18$1.80$0.2052%9.00$100.20$122.80
100/102119/120Sep 18$1.60$0.4051%4.00$100.40$120.60
100/102109/110Sep 18$1.77$0.2341%7.70$100.23$110.77
99/100115/116Sep 25$0.80$0.2063%4.00$99.20$115.80
99/100114/115Sep 25$0.80$0.2059%4.00$99.20$114.80
99/100110/111Sep 25$0.78$0.2254%3.55$99.22$110.78
99/100108/109Sep 25$0.83$0.1746%4.88$99.17$108.83
99/100109/110Sep 25$0.67$0.3351%2.03$99.33$109.67
95/96115/116Sep 25$0.37$0.6379%0.59$95.63$115.37
99/100107/108Sep 25$0.72$0.2841%2.57$99.28$107.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Oct 16$0.59$4.4125%7.47
$110.00$115.00$120.00Oct 16$0.51$4.4919%8.80
$104.00$105.00$106.00Sep 25$0.07$0.9312%13.29
$107.00$108.00$109.00Sep 18$0.20$0.8020%4.00
$108.00$109.00$110.00Sep 25$0.16$0.849%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Oct 16$0.30$4.7029%15.67
$105.00$110.00$115.00Oct 16$0.30$4.7025%15.67
$103.00$104.00$105.00Sep 18$0.18$0.8264%4.56
$105.00$110.00$115.00Oct 2$0.75$4.2533%5.67
$112.00$113.00$114.00Sep 18$0.05$0.9518%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 66 found (best net $-0.90, 53 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$106.00$112.001:2Oct 23-$0.50$5.50
$106.00$110.001:2Oct 2-$0.10$3.90
$100.00$105.001:2Oct 16-$1.95$3.05
$105.00$110.001:2Oct 16-$1.26$3.74
$110.00$115.001:2Oct 16-$0.62$4.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Oct 2-$0.90$4.10
$105.00$100.001:2Oct 9-$0.01$4.99
$114.00$108.001:2Oct 9-$2.40$3.60
$105.00$100.001:2Oct 16-$0.60$4.40
$100.00$95.001:2Oct 16-$0.06$4.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 38 found (best yield 2.56%, avg 1.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Oct 30$2.650.3210.9%2.56%13.50%51
$106.00Oct 23$4.500.492.3%4.34%6.60%1--
$120.00Oct 30$1.700.2415.8%1.64%17.40%411
$115.00Oct 23$2.200.2910.9%2.12%13.06%15
$105.00Oct 16$4.600.491.3%4.44%5.73%2620
$110.00Oct 16$2.850.356.1%2.75%8.87%4702.0K
$112.00Oct 23$2.200.338.1%2.12%10.17%35
$108.00Oct 9$2.700.404.2%2.60%6.79%23
$115.00Oct 16$1.700.2410.9%1.64%12.58%5102.0K
$120.00Oct 23$1.150.2015.8%1.11%16.87%22

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 3,648
Total Puts 2,443
Put/Call Ratio 0.67
Net Difference 1,205

Prior's Put/Call Breakdown

Total Calls 10,569
Total Puts 1,016
Put/Call Ratio 0.10
Net Difference 9,553

Prior 7-Day Put/Call Summary

Total Calls 54,082
Total Puts 9,853
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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