Tour v531
NRG
NRG ENERGY INC
$92.31 -2.19%
$92.41 (+0.11%)🌙
as of 10/23 06:41 PM
◀ 10/23 18:41 ▶

Option Volume

Detail
ℹ
Current (10/23) 3,106
Calls: 1,198 (39%)
Puts: 1,908 (61%)
Prior (10/22) 8,059
Calls: 2,513 (31%)
Puts: 5,546 (69%)
Current vs Prior -61.46%
Calls: -52.33% (Calls)
Puts: -65.60% (Puts)
Prior 7-Day Total 48,750
Calls: 36,624 (75%)
Puts: 12,126 (25%)
Prior 7-Day Average 6,964
Calls: 5,232 (75%)
Puts: 1,732 (25%)
Current vs Prior 7-Day Avg -55.40%
Calls: -77.10%
Puts: +10.14%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/23) $1.69M
Calls: $678.2K (40%)
Puts: $1.01M (60%)
Prior (10/22) $5.63M
Calls: $845.5K (15%)
Puts: $4.78M (85%)
Current vs Prior -69.96%
Calls: -19.78%
Puts: -78.84%
Prior 7-Day Total $23.74M
Calls: $11.31M (48%)
Puts: $12.43M (52%)
Prior 7-Day Average $3.39M
Calls: $1.62M (48%)
Puts: $1.78M (52%)
Current vs Prior 7-Day Avg -50.16%
Calls: -58.02%
Puts: -43.00%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/23) 1.59
Prior (10/22) 2.21
Current vs Prior -27.83%
Prior 7-Day Average 0.72
Current vs Prior 7-Day Avg +120.22%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/23) 72,780
Calls: 57,458 (79%)
Puts: 15,322 (21%)
Prior (10/22) 98,552
Calls: 77,902 (79%)
Puts: 20,650 (21%)
Current vs Prior -26.15%
Prior 7-Day Total 586,467
Calls: 490,222 (84%)
Puts: 96,245 (16%)
Prior 7-Day Average 83,781
Calls: 70,031 (84%)
Puts: 13,749 (16%)
Current vs Prior 7-Day Avg -13.13%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 2.17% | 5.71%13.32% | 16.63%
Prior 3.90% | 7.63%13.93% | 17.01%
Current vs Prior +46.42% | +37.03%-4.37% | -2.22%
Prior 7-Day Avg 4.72% | 7.71%11.56% | 17.70%
Current vs 7-Day Avg +20.98% | +35.63%+15.26% | -6.04%
Prior 7-Day Eod 3.90% | 7.63%13.93% | 17.01%
Current vs 7-Day Eod +46.42% | +37.03%-4.37% | -2.22%
Sentiment BEARISHBULLISH

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

Light premium activity with dollar volume down 70% vs prior. Below-average activity with volume down 61% vs prior. Extreme bearish P/C ratio of 1.59 - heavy put buying. P/C ratio dropping 28% - sentiment shifting bullish.

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 BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 4 of results (avg 7.6%, best 6.3%)

CALLS (0)
No calls meet the criteria
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 2018.4019.60$19.006.3%30.84--
$100.00Nov 2010.6011.30$10.956.4%290.66425
$95.00Nov 207.307.90$7.607.9%40.54--
$99.00Nov 209.6010.60$10.109.9%10.63--

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. 46 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Nov 1311.8014.60$13.2021.2%80.87--
$80.00Nov 2013.1014.90$14.0012.9%10.8315
$85.00Nov 208.6011.30$9.9527.1%10.721
$92.00Oct 230.002.30$1.15200.0%60.712
$90.00Nov 135.507.40$6.4529.5%420.5820
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Oct 230.351.35$0.85117.6%421.0059
$98.00Oct 235.106.70$5.9027.1%71.0051
$105.00Oct 3011.7013.50$12.6014.3%10.94--
$110.00Oct 3015.9018.80$17.3516.7%10.92--
$104.00Oct 3010.7013.00$11.8519.4%20.91--

Most actively traded options today. High liquidity = easy entry/exit. 127 active (total vol 1.8K, top 178)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$98.00Oct 300.601.00$0.8050.0%570.214
$90.00Nov 135.507.40$6.4529.5%420.5820
$94.00Oct 300.802.50$1.65103.0%340.3913
$99.00Oct 300.400.65$0.5347.2%310.16--
$97.00Oct 300.851.75$1.3069.2%230.287
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Nov 135.207.90$6.5541.2%1780.53445
$94.00Nov 64.106.20$5.1540.8%1520.55359
$80.00Nov 201.151.75$1.4541.4%1350.17108
$90.00Oct 301.001.80$1.4057.1%870.35336
$85.00Oct 300.250.60$0.4381.4%590.12--

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 1547.1%, max 3372.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Oct 23Nov 202056.5%59.2%3372.0%46.7K
$105.00Oct 23Nov 201675.8%60.4%2676.2%91.5K
$103.00Oct 23Nov 271509.7%58.3%2490.7%326
$100.00Oct 23Nov 201241.5%58.8%2012.4%1137
$97.00Oct 23Nov 20940.7%62.6%1403.7%550
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Oct 23Nov 201675.8%60.4%2676.2%2144
$100.00Oct 23Nov 201241.5%58.8%2012.4%61483
$95.00Oct 23Nov 20700.9%56.6%1138.6%31141
$90.00Oct 23Nov 20393.9%59.1%566.4%37175
$94.00Oct 23Nov 20297.3%62.4%376.5%45105

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 56 found (best R:R 1.07, avg 4.16)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$85.00$94.00Nov 20$4.35$4.65$4.3572%1.07$89.35
$105.00$110.00Nov 6$0.12$4.88$0.1215%40.67$105.12
$100.00$103.00Nov 13$0.30$2.70$0.3029%9.00$100.30
$101.00$104.00Nov 6$0.20$2.80$0.2023%14.00$101.20
$100.00$105.00Nov 20$1.05$3.95$1.0534%3.76$101.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$95.00$94.00Oct 23$0.42$0.58$0.4268%1.38$94.58
$94.00$90.00Nov 6$1.55$2.45$1.5555%1.58$92.45
$91.00$90.00Nov 13$0.15$0.85$0.1545%5.67$90.85
$102.00$100.00Nov 13$1.20$0.80$1.2072%0.67$100.80
$100.00$94.00Nov 13$3.55$2.45$3.5570%0.69$96.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 44 found (best R:R 0.41, avg 0.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$97.00$98.00Nov 20$0.70$0.70$0.3058%2.33$97.70
$93.00$94.00Oct 30$0.73$0.73$0.2754%2.70$93.73
$97.00$98.00Oct 30$0.50$0.50$0.5072%1.00$97.50
$104.00$105.00Nov 6$0.37$0.37$0.6381%0.59$104.37
$95.00$96.00Oct 30$0.48$0.48$0.5264%0.92$95.48
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$85.00$80.00Nov 20$1.45$1.45$3.5572%0.41$83.55
$90.00$88.00Nov 6$1.18$1.18$0.8259%1.44$88.82
$80.00$75.00Nov 20$0.82$0.82$4.1883%0.20$79.18
$87.00$86.00Nov 13$0.62$0.62$0.3867%1.63$86.38
$90.00$85.00Nov 20$1.95$1.95$3.0559%0.64$88.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.68, cheapest $0.63)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Oct 23Oct 30$0.63700.9%56.8%
$93.00Oct 23Oct 30$2.2874.4%55.5%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Oct 23Oct 30$1.78700.9%56.8%
$92.00Oct 23Oct 30$2.05189.8%46.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 1.03% of stock, avg 8.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$93.00Oct 23$0.10$0.85$0.95$92.05$93.951.03%
$92.00Oct 23$1.15$0.25$1.40$90.60$93.401.52%
$94.00Oct 23$0.35$2.00$2.35$91.65$96.352.55%
$95.00Oct 23$1.05$2.42$3.47$91.53$98.473.76%
$92.00Oct 30$2.42$2.30$4.72$87.28$96.725.11%
$94.00Oct 30$1.65$3.45$5.10$88.90$99.105.52%
$93.00Oct 30$2.38$2.85$5.23$87.77$98.235.67%
$97.00Oct 23$1.08$4.65$5.73$91.27$102.736.21%
$95.00Oct 30$1.68$4.20$5.88$89.12$100.886.37%
$98.00Oct 23$0.03$5.90$5.93$92.07$103.936.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 120 found (cheapest 0.19% of stock, avg 5.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$93.00$91.00Oct 23$0.10$0.08$0.18$90.82$93.18
$93.00$92.00Oct 23$0.10$0.25$0.35$91.65$93.35
$93.00$90.00Oct 23$0.10$0.23$0.33$89.67$93.33
$94.00$91.00Oct 23$0.35$0.08$0.43$90.57$94.43
$94.00$92.00Oct 23$0.35$0.25$0.60$91.40$94.60
$94.00$90.00Oct 23$0.35$0.23$0.58$89.42$94.58
$100.00$91.00Oct 23$1.08$0.08$1.16$89.84$101.16
$95.00$92.00Oct 23$1.05$0.25$1.30$90.70$96.30
$97.00$92.00Oct 23$1.08$0.25$1.33$90.67$98.33
$97.00$91.00Oct 23$1.08$0.08$1.16$89.84$98.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 40 found (best R:R 7.33, avg credit $0.77)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
86/8797/98Oct 30$0.88$0.1250%7.33$86.12$97.88
86/87104/105Nov 6$0.82$0.1850%4.56$86.18$104.82
84/8597/98Oct 30$0.65$0.3559%1.86$84.35$97.65
84/85104/105Nov 6$0.67$0.3356%2.03$84.33$104.67
86/8798/99Oct 30$0.65$0.3557%1.86$86.35$98.65
85/86104/105Nov 6$0.59$0.4153%1.44$85.41$104.59
87/8897/98Oct 30$0.65$0.3547%1.86$87.35$97.65
84/8598/99Oct 30$0.42$0.5866%0.72$84.58$98.42
88/8997/98Oct 30$0.65$0.3542%1.86$88.35$97.65
89/9097/98Oct 30$0.70$0.3037%2.33$89.30$97.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 1.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$97.00$98.00$99.00Oct 30$0.23$0.7712%3.35
$98.00$99.00$100.00Oct 30$0.26$0.746%2.85
$93.00$94.00$95.00Oct 23$0.45$0.553%1.22
$95.00$96.00$97.00Oct 30$0.58$0.428%0.72
$105.00$107.00$109.00Oct 30$0.65$1.356%2.08
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$91.00$92.00$93.00Oct 23$0.43$0.5789%1.33
$80.00$85.00$90.00Nov 20$0.50$4.5024%9.00
$88.00$89.00$90.00Oct 30$0.05$0.959%19.00
$75.00$80.00$85.00Nov 20$0.63$4.3720%6.94
$93.00$94.00$95.00Oct 30$0.15$0.8510%5.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 45 found (best net $-1.25, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$94.001:2Nov 20-$1.25$7.75
$103.00$108.001:2Nov 13-$0.31$4.69
$100.00$105.001:2Nov 20-$1.03$3.97
$102.00$105.001:2Oct 30-$0.06$2.94
$100.00$102.001:2Oct 30-$0.08$1.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$80.001:2Nov 20$0.00$5.00
$100.00$94.001:2Nov 13-$3.00$3.00
$90.00$85.001:2Nov 20-$0.95$4.05
$87.00$86.001:2Oct 30-$0.14$0.86
$85.00$84.001:2Oct 30-$0.13$0.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 4.12%, avg 1.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$97.00Nov 20$3.800.425.1%4.12%9.20%1--
$100.00Nov 20$2.950.348.3%3.20%11.53%3--
$96.00Nov 20$3.900.444.0%4.22%8.22%1--
$95.00Nov 20$4.200.462.9%4.55%7.46%2476
$98.00Nov 20$2.800.396.2%3.03%9.20%10--
$105.00Nov 20$1.800.2513.8%1.95%15.70%41.3K
$94.00Nov 20$4.100.491.8%4.44%6.27%21
$106.00Nov 20$1.550.2314.8%1.68%16.51%48
$102.00Nov 27$1.700.3010.5%1.84%12.34%2--
$103.00Nov 27$1.450.2811.6%1.57%13.15%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 1,198
Total Puts 1,908
Put/Call Ratio 1.59
Net Difference -710

Prior's Put/Call Breakdown

Total Calls 2,513
Total Puts 5,546
Put/Call Ratio 2.21
Net Difference -3,033

Prior 7-Day Put/Call Summary

Total Calls 36,624
Total Puts 12,126
Average Put/Call Ratio 0.72
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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