Tour v528
NRG
NRG ENERGY INC
$103.28 -0.37%
$103.50 (+0.21%)🌙
as of 09/21 06:48 PM
9/21 18:48

Option Volume

Detail
Current (09/21) 8,966
Calls: 6,529 (73%)
Puts: 2,437 (27%)
Prior (09/18) 6,091
Calls: 3,648 (60%)
Puts: 2,443 (40%)
Current vs Prior +47.20%
Calls: +78.97% (Calls)
Puts: -0.25% (Puts)
Prior 7-Day Total 59,430
Calls: 49,336 (83%)
Puts: 10,094 (17%)
Prior 7-Day Average 8,490
Calls: 7,048 (83%)
Puts: 1,442 (17%)
Current vs Prior 7-Day Avg +5.61%
Calls: -7.36%
Puts: +69.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $2.75M
Calls: $1.67M (61%)
Puts: $1.08M (39%)
Prior (09/18) $2.04M
Calls: $1.16M (57%)
Puts: $881.1K (43%)
Current vs Prior +35.01%
Calls: +44.85%
Puts: +22.09%
Prior 7-Day Total $19.74M
Calls: $13.66M (69%)
Puts: $6.08M (31%)
Prior 7-Day Average $2.82M
Calls: $1.95M (69%)
Puts: $868.1K (31%)
Current vs Prior 7-Day Avg -2.45%
Calls: -14.18%
Puts: +23.91%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.37
Prior (09/18) 0.67
Current vs Prior -44.26%
Prior 7-Day Average 0.26
Current vs Prior 7-Day Avg +45.63%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 63,957
Calls: 57,730 (90%)
Puts: 6,227 (10%)
Prior (09/18) 72,667
Calls: 57,907 (80%)
Puts: 14,760 (20%)
Current vs Prior -11.99%
Prior 7-Day Total 574,165
Calls: 496,799 (87%)
Puts: 77,366 (13%)
Prior 7-Day Average 82,023
Calls: 70,971 (87%)
Puts: 11,052 (13%)
Current vs Prior 7-Day Avg -22.03%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 4.68% | 6.81%10.41% | 18.30%
Prior 5.29% | 7.86%2.34% | 13.36%
Current vs Prior -11.54% | -13.42%+344.02% | +36.96%
Prior 7-Day Avg 4.60% | 7.27%5.51% | 14.21%
Current vs 7-Day Avg +1.69% | -6.43%+89.01% | +28.77%
Prior 7-Day Eod 5.29% | 7.86%2.34% | 13.36%
Current vs 7-Day Eod -11.54% | -13.42%+344.02% | +36.96%
Sentiment BULLISHBEARISH

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

Moderately bullish flow with 61% call dollar volume ($1.67M). Extreme bullish P/C ratio of 0.37 - heavy call buying (6,529 calls vs 2,437 puts). P/C ratio dropping 44% - sentiment shifting bullish. Call-heavy open interest (57,730 calls vs 6,227 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 -- of results (avg --%, best --%)

No options available for this category

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 0.70, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 256.909.00$7.9526.4%60.92--
$98.00Oct 25.306.90$6.1026.2%20.80--
$100.00Sep 253.104.90$4.0045.0%20.76--
$101.00Sep 252.904.20$3.5536.6%190.665
$100.00Oct 307.109.10$8.1024.7%100.61--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Sep 2512.1014.30$13.2016.7%10.94--
$120.00Oct 916.8018.80$17.8011.2%20.922
$121.00Oct 916.8019.70$18.2515.9%10.901
$114.00Sep 2510.1012.30$11.2019.6%20.9012
$109.00Sep 255.407.60$6.5033.8%20.87--

Most actively traded options today. High liquidity = easy entry/exit. 144 active (total vol 4.9K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Oct 161.401.65$1.5316.3%1.6K0.222.1K
$113.00Sep 250.100.40$0.25120.0%1.5K0.0831
$105.00Sep 250.551.65$1.10100.0%690.3564
$120.00Oct 160.701.05$0.8839.8%530.14860
$108.00Oct 162.753.40$3.0821.1%510.38--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Sep 251.652.45$2.0539.0%1990.5068
$102.00Sep 251.252.60$1.9369.9%1670.4331
$100.00Sep 250.451.15$0.8087.5%520.26176
$98.00Sep 250.250.65$0.4588.9%400.1616
$104.00Oct 22.654.40$3.5349.6%360.545

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 13.3%, max 44.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$111.00Sep 25Oct 273.1%50.6%44.5%6136
$108.00Sep 25Oct 1657.8%46.7%23.8%7042
$106.00Sep 25Oct 3055.2%49.2%12.2%5133
$104.00Sep 25Oct 1652.0%47.8%8.8%3011
$107.00Sep 25Oct 3052.7%51.0%3.3%1354
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$99.00Sep 25Oct 2351.9%42.1%23.3%998
$104.00Sep 25Oct 952.0%45.5%14.2%3130
$102.00Sep 25Oct 3055.5%49.0%13.2%16831
$103.00Sep 25Oct 947.8%43.0%11.2%20080
$98.00Sep 25Oct 2348.8%46.5%4.9%4316

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 81 found (best R:R 0.90, avg 3.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$98.00$102.00Oct 2$2.10$1.90$2.1080%0.90$100.10
$105.00$109.00Oct 23$1.10$2.90$1.1047%2.64$106.10
$100.00$103.00Oct 30$1.40$1.60$1.4061%1.14$101.40
$106.00$107.00Oct 30$0.15$0.85$0.1546%5.67$106.15
$107.00$109.00Oct 9$0.40$1.60$0.4039%4.00$107.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$121.00$120.00Oct 9$0.45$0.55$0.4590%1.22$120.55
$105.00$104.00Sep 25$0.22$0.78$0.2265%3.55$104.78
$103.00$102.00Oct 9$0.10$0.90$0.1046%9.00$102.90
$103.00$102.00Sep 25$0.12$0.88$0.1250%7.33$102.88
$100.00$99.00Oct 16$0.12$0.88$0.1237%7.33$99.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 71 found (best R:R 1.61, avg 0.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$107.00$108.00Oct 2$0.82$0.82$0.1865%4.56$107.82
$116.00$117.00Oct 23$0.67$0.67$0.3377%2.03$116.67
$109.00$113.00Oct 9$1.32$1.32$2.6866%0.49$110.32
$112.00$113.00Oct 16$0.57$0.57$0.4372%1.33$112.57
$111.00$112.00Oct 2$0.45$0.45$0.5580%0.82$111.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$102.00$99.00Oct 23$1.85$1.85$1.1555%1.61$100.15
$102.00$100.00Oct 30$1.35$1.35$0.6556%2.08$100.65
$98.00$97.00Oct 9$0.75$0.75$0.2570%3.00$97.25
$99.00$98.00Oct 2$0.69$0.69$0.3169%2.23$98.31
$99.00$98.00Oct 16$0.68$0.68$0.3265%2.13$98.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.34, cheapest $0.87)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$106.00Sep 25Oct 2$1.3355.2%54.4%
$104.00Sep 25Oct 2$1.4252.0%52.9%
$102.00Oct 2Oct 9$0.9044.2%47.2%
$103.00Sep 25Oct 2$1.5047.8%51.5%
$105.00Sep 25Oct 2$1.6045.8%52.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Sep 25Oct 2$0.8755.5%44.2%
$103.00Sep 25Oct 9$1.6547.8%43.0%
$101.00Sep 25Oct 9$2.0549.0%48.9%
$104.00Sep 25Oct 2$0.7052.0%52.9%
$105.00Sep 25Oct 2$1.3545.8%52.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 3.92% of stock, avg 7.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$103.00Sep 25$2.00$2.05$4.05$98.95$107.053.92%
$105.00Sep 25$1.10$3.05$4.15$100.85$109.154.02%
$104.00Sep 25$1.73$2.83$4.56$99.44$108.564.42%
$100.00Sep 25$4.00$0.80$4.80$95.20$104.804.65%
$101.00Sep 25$3.55$1.25$4.80$96.20$105.804.65%
$106.00Sep 25$1.15$3.95$5.10$100.90$111.104.94%
$108.00Sep 25$0.75$5.75$6.50$101.50$114.506.29%
$104.00Oct 2$3.15$3.53$6.68$97.32$110.686.47%
$102.00Oct 2$4.00$2.80$6.80$95.20$108.806.58%
$109.00Sep 25$0.33$6.50$6.83$102.17$115.836.61%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 141 found (cheapest 1.45% of stock, avg 5.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$108.00$99.00Sep 25$0.75$0.75$1.50$97.50$109.50
$107.00$99.00Sep 25$0.80$0.75$1.55$97.45$108.55
$108.00$100.00Sep 25$0.75$0.80$1.55$98.45$109.55
$107.00$100.00Sep 25$0.80$0.80$1.60$98.40$108.60
$106.00$100.00Sep 25$1.15$0.80$1.95$98.05$107.95
$105.00$100.00Sep 25$1.10$0.80$1.90$98.10$106.90
$106.00$99.00Sep 25$1.15$0.75$1.90$97.10$107.90
$105.00$99.00Sep 25$1.10$0.75$1.85$97.15$106.85
$107.00$101.00Sep 25$0.80$1.25$2.05$98.95$109.05
$108.00$101.00Sep 25$0.75$1.25$2.00$99.00$110.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 65 found (best R:R 4.56, avg credit $0.82)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
95/96111/112Oct 2$0.82$0.1860%4.56$95.18$111.82
96/97114/115Oct 9$0.82$0.1853%4.56$96.18$114.82
100/101108/109Sep 25$0.87$0.1344%6.69$100.13$108.87
95/96114/115Oct 9$0.74$0.2656%2.85$95.26$114.74
98/99117/118Oct 16$0.83$0.1747%4.88$98.17$117.83
98/99115/116Oct 16$0.86$0.1444%6.14$98.14$115.86
98/99110/111Oct 2$0.82$0.1847%4.56$98.18$110.82
98/99108/109Sep 25$0.72$0.2856%2.57$98.28$108.72
98/99116/117Oct 16$0.80$0.2046%4.00$98.20$116.80
95/96109/110Oct 2$0.71$0.2953%2.45$95.29$109.71

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 24.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$115.00$116.00$117.00Oct 16$0.06$0.944%15.67
$102.00$103.00$104.00Oct 9$0.10$0.908%9.00
$102.00$103.00$104.00Oct 2$0.15$0.859%5.67
$107.00$108.00$109.00Oct 16$0.19$0.815%4.26
$109.00$110.00$111.00Oct 2$0.21$0.797%3.76
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$102.00$104.00Oct 2$0.08$1.9218%24.00
$90.00$95.00$100.00Oct 30$0.58$4.4221%7.62
$95.00$96.00$97.00Oct 9$0.08$0.927%11.50
$95.00$96.00$97.00Sep 25$0.08$0.923%11.50
$95.00$96.00$97.00Oct 16$0.14$0.867%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 62 found (best net $-0.55, 54 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$100.001:2Sep 25-$0.05$4.95
$98.00$102.001:2Oct 2-$1.90$2.10
$101.00$103.001:2Sep 25-$0.45$1.55
$109.00$114.001:2Oct 23-$0.80$4.20
$110.00$115.001:2Oct 30-$1.10$3.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$116.00$108.001:2Oct 9-$0.55$7.45
$105.00$100.001:2Oct 16-$0.75$4.25
$109.00$105.001:2Oct 2-$1.40$2.60
$95.00$90.001:2Oct 23-$0.11$4.89
$95.00$90.001:2Oct 30-$0.56$4.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 4.16%, avg 1.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$107.00Oct 30$4.300.443.6%4.16%7.77%16
$110.00Oct 30$3.300.376.5%3.20%9.70%1--
$106.00Oct 30$4.200.462.6%4.07%6.70%113
$109.00Oct 23$3.100.375.5%3.00%8.54%1--
$115.00Oct 30$2.000.2711.3%1.94%13.28%36
$104.00Oct 16$4.400.500.7%4.26%4.96%4--
$110.00Oct 16$2.350.336.5%2.28%8.78%492.4K
$108.00Oct 16$2.750.384.6%2.66%7.23%51--
$107.00Oct 16$3.000.413.6%2.90%6.51%1--
$109.00Oct 16$2.500.355.5%2.42%7.96%5--

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 6,529
Total Puts 2,437
Put/Call Ratio 0.37
Net Difference 4,092

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 49,336
Total Puts 10,094
Average Put/Call Ratio 0.26
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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