Tour v531
NRG
NRG ENERGY INC
$99.80 +2.00%
$99.69 (-0.11%)🌙
as of 10/21 06:37 PM
◀ 10/21 18:37 ▶

Option Volume

Detail
ℹ
Current (10/21) 1,671
Calls: 854 (51%)
Puts: 817 (49%)
Prior (10/20) 2,641
Calls: 1,411 (53%)
Puts: 1,230 (47%)
Current vs Prior -36.73%
Calls: -39.48% (Calls)
Puts: -33.58% (Puts)
Prior 7-Day Total 71,151
Calls: 61,219 (86%)
Puts: 9,932 (14%)
Prior 7-Day Average 10,164
Calls: 8,745 (86%)
Puts: 1,418 (14%)
Current vs Prior 7-Day Avg -83.56%
Calls: -90.24%
Puts: -42.42%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/21) $1.20M
Calls: $360.8K (30%)
Puts: $839.3K (70%)
Prior (10/20) $3.56M
Calls: $584.7K (16%)
Puts: $2.97M (84%)
Current vs Prior -66.28%
Calls: -38.30%
Puts: -71.78%
Prior 7-Day Total $31.89M
Calls: $23.11M (72%)
Puts: $8.78M (28%)
Prior 7-Day Average $4.56M
Calls: $3.30M (72%)
Puts: $1.25M (28%)
Current vs Prior 7-Day Avg -73.66%
Calls: -89.07%
Puts: -33.06%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/21) 0.96
Prior (10/20) 0.87
Current vs Prior +9.75%
Prior 7-Day Average 0.40
Current vs Prior 7-Day Avg +138.94%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/21) 80,631
Calls: 70,717 (88%)
Puts: 9,914 (12%)
Prior (10/20) 82,577
Calls: 74,259 (90%)
Puts: 8,318 (10%)
Current vs Prior -2.36%
Prior 7-Day Total 606,604
Calls: 518,424 (85%)
Puts: 88,180 (15%)
Prior 7-Day Average 86,657
Calls: 74,060 (85%)
Puts: 12,597 (15%)
Current vs Prior 7-Day Avg -6.95%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 3.94% | 7.01%13.53% | 17.43%
Prior 4.73% | 7.77%13.80% | 17.48%
Current vs Prior -16.79% | -9.70%-1.96% | -0.24%
Prior 7-Day Avg 4.85% | 7.71%9.41% | 17.69%
Current vs 7-Day Avg -18.79% | -9.04%+43.73% | -1.46%
Prior 7-Day Eod 4.73% | 7.77%13.80% | 17.48%
Current vs 7-Day Eod -16.79% | -9.70%-1.96% | -0.24%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
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 bearish flow with 70% put dollar volume ($839.3K). Light premium activity with dollar volume down 66% vs prior. Call-heavy open interest (70,717 calls vs 9,914 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 9.3%, best 9.1%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Nov 206.306.90$6.609.1%20.48--
$95.00Nov 204.004.40$4.209.5%260.352.3K

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. 17 found (avg delta 0.70, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Oct 2319.3021.50$20.4010.8%10.95--
$84.00Oct 2315.3017.60$16.4514.0%10.94--
$95.00Oct 234.206.40$5.3041.5%50.87--
$98.00Oct 304.105.20$4.6523.7%10.624
$99.00Oct 231.852.70$2.2837.3%550.60114
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Oct 234.006.20$5.1043.1%30.93--
$108.00Oct 307.609.10$8.3518.0%100.8212
$103.00Oct 233.104.10$3.6027.8%10.81--
$102.00Oct 232.403.50$2.9537.3%60.7055
$104.00Oct 305.006.00$5.5018.2%30.68--

Most actively traded options today. High liquidity = easy entry/exit. 93 active (total vol 807, top 101)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$99.00Oct 231.852.70$2.2837.3%550.60114
$112.00Nov 202.452.80$2.6313.3%530.27380
$100.00Oct 231.252.15$1.7052.9%410.5135
$105.00Oct 230.000.50$0.25200.0%350.12221
$110.00Nov 202.903.60$3.2521.5%280.326.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Nov 131.552.50$2.0346.8%1010.245
$90.00Nov 202.102.80$2.4528.6%630.24375
$85.00Nov 200.901.65$1.2759.1%300.14227
$95.00Nov 204.004.40$4.209.5%260.352.3K
$93.00Oct 300.500.90$0.7057.1%210.161.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 8.9%, max 17.2%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Oct 23Nov 2057.5%56.5%1.8%44264
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$97.00Oct 23Nov 2762.3%53.1%17.2%429
$98.00Oct 23Oct 3059.6%51.8%14.9%1667
$100.00Oct 23Nov 2057.5%56.5%1.8%1472

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 66 found (best R:R 4.38, avg 3.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$106.00$111.00Nov 13$0.93$4.07$0.9335%4.38$106.93
$100.00$104.00Nov 20$1.50$2.50$1.5052%1.67$101.50
$112.00$115.00Nov 20$0.46$2.54$0.4627%5.52$112.46
$110.00$115.00Nov 6$0.67$4.33$0.6725%6.46$110.67
$108.00$110.00Nov 20$0.45$1.55$0.4535%3.44$108.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$104.00$102.00Oct 30$0.90$1.10$0.9068%1.22$103.10
$96.00$95.00Oct 30$0.10$0.90$0.1028%9.00$95.90
$103.00$102.00Oct 23$0.65$0.35$0.6581%0.54$102.35
$91.00$90.00Nov 20$0.13$0.87$0.1325%6.69$90.87
$99.00$96.00Nov 6$1.07$1.93$1.0745%1.80$97.93

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 0.45, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$101.00$106.00Nov 13$2.37$2.37$2.6351%0.90$103.37
$115.00$117.00Oct 23$0.30$0.30$1.7091%0.18$115.30
$109.00$110.00Nov 6$0.45$0.45$0.5572%0.82$109.45
$110.00$117.00Oct 30$0.50$0.50$6.5085%0.08$110.50
$101.00$102.00Oct 23$0.47$0.47$0.5358%0.89$101.47
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$95.00$90.00Nov 6$1.55$1.55$3.4567%0.45$93.45
$90.00$84.00Nov 6$0.93$0.93$5.0781%0.18$89.07
$90.00$85.00Nov 20$1.18$1.18$3.8276%0.31$88.82
$95.00$92.00Nov 20$1.23$1.23$1.7765%0.69$93.77
$91.00$85.00Nov 13$1.08$1.08$4.9276%0.22$89.92

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $1.92, cheapest $1.37)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Oct 23Oct 30$1.6357.5%50.6%
$101.00Oct 23Nov 6$3.4359.4%63.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$98.00Oct 23Oct 30$1.3759.6%51.8%
$100.00Oct 23Oct 30$1.4557.5%50.6%
$99.00Oct 30Nov 6$1.7250.8%56.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 3.36% of stock, avg 6.53%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$100.00Oct 23$1.70$1.65$3.35$96.65$103.353.36%
$102.00Oct 23$0.80$2.95$3.75$98.25$105.753.76%
$103.00Oct 23$0.48$3.60$4.08$98.92$107.084.09%
$105.00Oct 23$0.25$5.10$5.35$99.65$110.355.36%
$95.00Oct 23$5.30$0.33$5.63$89.37$100.635.64%
$100.00Oct 30$3.33$3.10$6.43$93.57$106.436.44%
$98.00Oct 30$4.65$2.25$6.90$91.10$104.906.91%
$104.00Oct 30$1.75$5.50$7.25$96.75$111.257.26%
$108.00Oct 30$0.90$8.35$9.25$98.75$117.259.27%
$100.00Nov 20$6.60$6.60$13.20$86.80$113.2013.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 114 found (cheapest 0.63% of stock, avg 4.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$106.00$95.00Oct 23$0.30$0.33$0.63$94.37$106.63
$104.00$95.00Oct 23$0.30$0.33$0.63$94.37$104.63
$104.00$96.00Oct 23$0.30$0.35$0.65$95.35$104.65
$106.00$96.00Oct 23$0.30$0.35$0.65$95.35$106.65
$103.00$96.00Oct 23$0.48$0.35$0.83$95.17$103.83
$103.00$95.00Oct 23$0.48$0.33$0.81$94.19$103.81
$104.00$97.00Oct 23$0.30$0.65$0.95$96.05$104.95
$106.00$97.00Oct 23$0.30$0.65$0.95$96.05$106.95
$103.00$97.00Oct 23$0.48$0.65$1.13$95.87$104.13
$102.00$96.00Oct 23$0.80$0.35$1.15$94.85$103.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 73 found (best R:R 2.45, avg credit $0.78)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
91/92111/112Nov 20$0.71$0.2942%2.45$91.29$111.71
93/95115/117Oct 23$0.55$1.4578%0.38$94.45$115.55
96/97106/107Oct 23$0.47$0.5363%0.89$96.53$106.47
91/92110/111Nov 20$0.69$0.3140%2.23$91.31$110.69
93/94105/106Oct 30$0.58$0.4248%1.38$93.42$105.58
96/97102/103Oct 23$0.62$0.3844%1.63$96.38$102.62
93/94104/105Oct 30$0.57$0.4345%1.33$93.43$104.57
96/97103/104Oct 23$0.48$0.5254%0.92$96.52$103.48
97/98106/107Oct 23$0.40$0.6056%0.67$97.60$106.40
96/97105/106Oct 30$0.58$0.4237%1.38$96.42$105.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 2.77, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$101.00$102.00$103.00Oct 23$0.15$0.8520%5.67
$99.00$100.00$101.00Oct 23$0.15$0.8518%5.67
$102.00$103.00$104.00Oct 23$0.14$0.8616%6.14
$106.00$108.00$110.00Oct 30$0.18$1.8211%10.11
$103.00$104.00$105.00Oct 23$0.13$0.8710%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$98.00$100.00$102.00Oct 23$0.53$1.4739%2.77
$98.00$99.00$100.00Oct 30$0.09$0.9110%10.11
$96.00$97.00$98.00Oct 30$0.20$0.8010%4.00
$80.00$85.00$90.00Nov 20$0.59$4.4116%7.47
$92.00$93.00$94.00Oct 30$0.22$0.788%3.55

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 $-0.96, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$101.00$106.001:2Nov 13-$0.96$4.04
$110.00$115.001:2Nov 6-$0.46$4.54
$100.00$103.001:2Oct 30-$0.97$2.03
$110.00$115.001:2Nov 27-$1.11$3.89
$102.00$103.001:2Oct 23-$0.16$0.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$102.00$100.001:2Oct 23-$0.35$1.65
$90.00$85.001:2Nov 20-$0.09$4.91
$100.00$98.001:2Oct 23-$0.11$1.89
$108.00$104.001:2Oct 30-$2.65$1.35
$85.00$80.001:2Nov 20-$0.09$4.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 4.61%, avg 2.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$104.00Nov 20$4.600.444.2%4.61%8.82%3307
$105.00Nov 20$4.200.415.2%4.21%9.42%111.2K
$106.00Nov 20$3.900.396.2%3.91%10.12%33
$110.00Nov 27$2.900.3310.2%2.91%13.13%71
$100.00Nov 20$6.100.520.2%6.11%6.31%3229
$110.00Nov 20$2.900.3210.2%2.91%13.13%286.7K
$108.00Nov 20$3.200.358.2%3.21%11.42%1--
$111.00Nov 20$2.600.3011.2%2.61%13.83%1--
$112.00Nov 20$2.450.2712.2%2.45%14.68%53380
$101.00Nov 13$5.100.491.2%5.11%6.31%1--

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 854
Total Puts 817
Put/Call Ratio 0.96
Net Difference 37

Prior's Put/Call Breakdown

Total Calls 1,411
Total Puts 1,230
Put/Call Ratio 0.87
Net Difference 181

Prior 7-Day Put/Call Summary

Total Calls 61,219
Total Puts 9,932
Average Put/Call Ratio 0.40
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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