Tour v531
NRG
NRG ENERGY INC
$94.38 -5.43%
$95.49 (+1.18%)🌙
as of 10/22 06:43 PM
◀ 10/22 18:43 ▶

Option Volume

Detail
ℹ
Current (10/22) 8,059
Calls: 2,513 (31%)
Puts: 5,546 (69%)
Prior (10/21) 1,671
Calls: 854 (51%)
Puts: 817 (49%)
Current vs Prior +382.29%
Calls: +194.26% (Calls)
Puts: +578.82% (Puts)
Prior 7-Day Total 46,629
Calls: 37,329 (80%)
Puts: 9,300 (20%)
Prior 7-Day Average 6,661
Calls: 5,332 (80%)
Puts: 1,328 (20%)
Current vs Prior 7-Day Avg +20.98%
Calls: -52.88%
Puts: +317.44%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/22) $5.63M
Calls: $845.5K (15%)
Puts: $4.78M (85%)
Prior (10/21) $1.20M
Calls: $360.8K (30%)
Puts: $839.3K (70%)
Current vs Prior +368.90%
Calls: +134.37%
Puts: +469.71%
Prior 7-Day Total $19.94M
Calls: $11.38M (57%)
Puts: $8.56M (43%)
Prior 7-Day Average $2.85M
Calls: $1.63M (57%)
Puts: $1.22M (43%)
Current vs Prior 7-Day Avg +97.52%
Calls: -48.00%
Puts: +291.01%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/22) 2.21
Prior (10/21) 0.96
Current vs Prior +130.69%
Prior 7-Day Average 0.53
Current vs Prior 7-Day Avg +317.42%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/22) 98,552
Calls: 77,902 (79%)
Puts: 20,650 (21%)
Prior (10/21) 80,631
Calls: 70,717 (88%)
Puts: 9,914 (12%)
Current vs Prior +22.23%
Prior 7-Day Total 590,535
Calls: 504,816 (85%)
Puts: 85,719 (15%)
Prior 7-Day Average 84,362
Calls: 72,116 (85%)
Puts: 12,245 (15%)
Current vs Prior 7-Day Avg +16.82%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 3.90% | 7.63%13.93% | 17.01%
Prior 3.94% | 7.01%13.53% | 17.43%
Current vs Prior -0.98% | +8.76%+3.00% | -2.46%
Prior 7-Day Avg 4.99% | 7.77%10.40% | 17.67%
Current vs 7-Day Avg -21.83% | -1.77%+34.02% | -3.73%
Prior 7-Day Eod 3.94% | 7.01%13.53% | 17.43%
Current vs 7-Day Eod -0.98% | +8.76%+3.00% | -2.46%
Sentiment BULLISHBEARISH

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

Strong bearish conviction with 85% of dollar volume in puts ($4.78M) vs calls ($845.5K). Massive premium surge with dollar volume up 369% vs prior. Dollar volume significantly above 7-day average (98% higher). Unusually high activity with volume up 382% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 8.4%, best 8.1%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Nov 2013.1014.20$13.658.1%190.72174
$97.00Nov 207.608.30$7.958.8%10.5490

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. 35 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Oct 2313.4015.80$14.6016.4%11.00--
$84.00Oct 239.4011.40$10.4019.2%10.91--
$80.00Nov 2014.2017.00$15.6017.9%150.91--
$90.00Nov 66.307.40$6.8516.1%10.69--
$94.00Oct 302.604.90$3.7561.3%160.56--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Oct 239.7011.90$10.8020.4%160.95--
$107.00Oct 2311.1013.70$12.4021.0%30.95--
$108.00Oct 2312.8014.80$13.8014.5%150.92--
$100.00Oct 234.806.70$5.7533.0%90.9165
$106.00Oct 2310.8013.00$11.9018.5%10.89--

Most actively traded options today. High liquidity = easy entry/exit. 102 active (total vol 2.5K, top 500)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Nov 201.752.85$2.3047.8%5000.27--
$110.00Oct 300.000.30$0.15200.0%1070.0486
$111.00Oct 300.001.00$0.50200.0%900.10234
$102.00Oct 300.450.90$0.6866.2%500.176
$110.00Nov 201.501.85$1.6820.8%340.206.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Nov 135.406.10$5.7512.2%4450.453
$94.00Nov 64.605.40$5.0016.0%3540.48--
$90.00Oct 230.100.25$0.1883.3%1180.1059
$91.00Oct 230.000.55$0.28196.4%1160.1417
$80.00Nov 271.201.75$1.4837.2%510.1520

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 20.4%, max 65.3%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$98.00Oct 23Oct 3071.6%54.2%32.0%1427
$106.00Nov 6Nov 2066.9%62.3%7.4%310
$97.00Oct 23Nov 2062.1%60.2%3.2%559
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Oct 23Dec 492.4%55.9%65.3%13138
$98.00Oct 23Nov 2771.6%58.1%23.3%2166
$94.00Oct 23Nov 2071.5%59.7%19.8%4102
$85.00Nov 13Nov 2062.5%57.2%9.2%27255
$97.00Oct 23Nov 2062.1%60.2%3.2%11121

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 56 found (best R:R 0.50, avg 3.01)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$80.00$94.00Nov 20$9.35$4.65$9.3591%0.50$89.35
$100.00$107.00Nov 13$1.00$6.00$1.0037%6.00$101.00
$90.00$97.00Nov 6$3.35$3.65$3.3570%1.09$93.35
$97.00$100.00Nov 13$0.80$2.20$0.8045%2.75$97.80
$106.00$110.00Nov 6$0.32$3.68$0.3220%11.50$106.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$107.00$106.00Oct 23$0.50$0.50$0.5095%1.00$106.50
$100.00$99.00Oct 23$0.55$0.45$0.5591%0.82$99.45
$98.00$97.00Oct 30$0.40$0.60$0.4066%1.50$97.60
$100.00$99.00Oct 30$0.55$0.45$0.5575%0.82$99.45
$92.00$91.00Oct 30$0.17$0.83$0.1735%4.88$91.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 41 found (best R:R 0.30, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$107.00$110.00Nov 13$0.90$0.90$2.1075%0.43$107.90
$100.00$105.00Nov 20$1.65$1.65$3.3562%0.49$101.65
$95.00$97.00Oct 30$0.97$0.97$1.0350%0.94$95.97
$110.00$111.00Nov 13$0.23$0.23$0.7783%0.30$110.23
$110.00$112.00Nov 6$0.28$0.28$1.7285%0.16$110.28
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$90.00$80.00Nov 6$2.33$2.33$7.6765%0.30$87.67
$91.00$85.00Nov 13$2.37$2.37$3.6362%0.65$88.63
$90.00$85.00Nov 20$1.90$1.90$3.1064%0.61$88.10
$84.00$80.00Nov 13$0.85$0.85$3.1580%0.27$83.15
$85.00$80.00Nov 20$1.10$1.10$3.9076%0.28$83.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $2.18, cheapest $1.57)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Oct 30Nov 20$3.1055.5%60.8%
$94.00Oct 30Nov 20$2.5049.0%59.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Oct 23Oct 30$1.5792.4%55.5%
$94.00Oct 23Oct 30$1.6071.5%49.0%
$92.00Oct 30Nov 6$2.1550.1%61.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 2.97% of stock, avg 8.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$96.00Oct 23$0.35$2.45$2.80$93.20$98.802.97%
$97.00Oct 23$0.40$3.30$3.70$93.30$100.703.92%
$98.00Oct 23$0.33$4.15$4.48$93.52$102.484.75%
$99.00Oct 23$0.25$5.20$5.45$93.55$104.455.77%
$100.00Oct 23$0.13$5.75$5.88$94.12$105.886.23%
$95.00Oct 30$2.80$3.45$6.25$88.75$101.256.62%
$94.00Oct 30$3.75$2.58$6.33$87.67$100.336.71%
$97.00Oct 30$1.83$4.90$6.73$90.27$103.737.13%
$98.00Oct 30$1.58$5.30$6.88$91.12$104.887.29%
$99.00Oct 30$1.27$6.20$7.47$91.53$106.477.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 116 found (cheapest 0.33% of stock, avg 5.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$100.00$90.00Oct 23$0.13$0.18$0.31$89.69$100.31
$100.00$91.00Oct 23$0.13$0.28$0.41$90.59$100.41
$99.00$90.00Oct 23$0.25$0.18$0.43$89.57$99.43
$99.00$91.00Oct 23$0.25$0.28$0.53$90.47$99.53
$98.00$90.00Oct 23$0.33$0.18$0.51$89.49$98.51
$98.00$91.00Oct 23$0.33$0.28$0.61$90.39$98.61
$96.00$90.00Oct 23$0.35$0.18$0.53$89.47$96.53
$97.00$90.00Oct 23$0.40$0.18$0.58$89.42$97.58
$97.00$91.00Oct 23$0.40$0.28$0.68$90.32$97.68
$96.00$91.00Oct 23$0.35$0.28$0.63$90.37$96.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 23 found (best R:R 1.86, avg credit $1.06)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
89/90100/101Oct 30$0.65$0.3548%1.86$89.35$100.65
84/85110/111Nov 13$0.51$0.4961%1.04$84.49$110.51
89/9098/99Oct 30$0.71$0.2940%2.45$89.29$98.71
89/90101/102Oct 30$0.55$0.4552%1.22$89.45$101.55
89/9099/100Oct 30$0.59$0.4144%1.44$89.41$99.59
80/84107/110Nov 13$1.75$2.2555%0.78$82.25$108.75
90/9199/100Oct 23$0.22$0.7872%0.28$90.78$99.22
90/91100/101Oct 30$0.45$0.5544%0.82$90.55$100.45
90/9198/99Oct 30$0.51$0.4936%1.04$90.49$98.51
90/91101/102Oct 30$0.35$0.6549%0.54$90.65$101.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 19.00, cheapest $0.10)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$101.00$102.00Oct 30$0.10$0.908%9.00
$98.00$99.00$100.00Oct 30$0.12$0.889%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.00$92.00$94.00Nov 6$0.10$1.9013%19.00
$95.00$96.00$97.00Oct 23$0.28$0.7226%2.57
$97.00$98.00$99.00Oct 23$0.20$0.8010%4.00
$80.00$85.00$90.00Nov 20$0.80$4.2022%5.25
$95.00$96.00$97.00Oct 30$0.25$0.7511%3.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 47 found (best net $-0.15, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$97.001:2Nov 6-$0.15$6.85
$100.00$105.001:2Nov 20-$0.65$4.35
$100.00$107.001:2Nov 13-$1.15$5.85
$100.00$105.001:2Nov 6-$0.45$4.55
$107.00$110.001:2Nov 13-$0.35$2.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$85.001:2Nov 20-$0.50$4.50
$85.00$80.001:2Nov 20-$0.20$4.80
$100.00$95.001:2Nov 6-$2.45$2.55
$84.00$80.001:2Nov 13-$0.05$3.95
$95.00$94.001:2Oct 23-$0.08$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 3.92%, avg 1.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$100.00Nov 20$3.700.386.0%3.92%9.87%2--
$95.00Nov 20$5.500.510.7%5.83%6.48%3476
$97.00Nov 20$4.600.462.8%4.87%7.65%113
$110.00Nov 27$1.650.2116.6%1.75%18.30%5--
$100.00Nov 13$2.800.376.0%2.97%8.92%15--
$110.00Nov 20$1.500.2016.6%1.59%18.14%346.7K
$105.00Nov 20$1.750.2711.2%1.85%13.11%500--
$107.00Nov 13$1.400.2513.4%1.48%14.85%4--
$106.00Nov 20$1.400.2712.3%1.48%13.80%2--
$97.00Nov 6$3.200.422.8%3.39%6.17%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 2,513
Total Puts 5,546
Put/Call Ratio 2.21
Net Difference -3,033

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 37,329
Total Puts 9,300
Average Put/Call Ratio 0.53
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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