Tour v531
NRG
NRG ENERGY INC
$95.27 +1.77%
$95.50 (+0.24%)🌙
as of 10/27 06:42 PM
◀ 10/27 18:42 ▶

Option Volume

Detail
ℹ
Current (10/27) 4,724
Calls: 2,538 (54%)
Puts: 2,186 (46%)
Prior (10/26) 18,024
Calls: 15,706 (87%)
Puts: 2,318 (13%)
Current vs Prior -73.79%
Calls: -83.84% (Calls)
Puts: -5.69% (Puts)
Prior 7-Day Total 58,466
Calls: 44,504 (76%)
Puts: 13,962 (24%)
Prior 7-Day Average 8,352
Calls: 6,357 (76%)
Puts: 1,994 (24%)
Current vs Prior 7-Day Avg -43.44%
Calls: -60.08%
Puts: +9.60%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/27) $2.92M
Calls: $647.7K (22%)
Puts: $2.28M (78%)
Prior (10/26) $6.09M
Calls: $3.78M (62%)
Puts: $2.31M (38%)
Current vs Prior -51.99%
Calls: -82.88%
Puts: -1.33%
Prior 7-Day Total $25.14M
Calls: $12.03M (48%)
Puts: $13.11M (52%)
Prior 7-Day Average $3.59M
Calls: $1.72M (48%)
Puts: $1.87M (52%)
Current vs Prior 7-Day Avg -18.61%
Calls: -62.33%
Puts: +21.53%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/27) 0.86
Prior (10/26) 0.15
Current vs Prior +483.59%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg -3.05%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/27) 102,468
Calls: 84,445 (82%)
Puts: 18,023 (18%)
Prior (10/26) 86,511
Calls: 72,540 (84%)
Puts: 13,971 (16%)
Current vs Prior +18.45%
Prior 7-Day Total 565,783
Calls: 467,540 (83%)
Puts: 98,243 (17%)
Prior 7-Day Average 80,826
Calls: 66,791 (83%)
Puts: 14,034 (17%)
Current vs Prior 7-Day Avg +26.78%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 5.02% | 7.50%12.54% | 16.01%
Prior 5.16% | 9.56%12.87% | 16.66%
Current vs Prior -2.76% | -21.50%-2.56% | -3.95%
Prior 7-Day Avg 4.98% | 8.45%14.02% | 17.50%
Current vs 7-Day Avg +0.66% | -11.17%-10.51% | -8.54%
Prior 7-Day Eod 5.16% | 9.56%12.87% | 16.66%
Current vs 7-Day Eod -2.76% | -21.50%-2.56% | -3.95%
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

Strong bearish conviction with 78% of dollar volume in puts ($2.28M) vs calls ($647.7K). Light premium activity with dollar volume down 52% vs prior. Below-average activity with volume down 74% vs prior. P/C ratio rising 484% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 1 of results (avg 8.0%, best 8.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Nov 203.603.90$3.758.0%720.406.5K
PUTS (0)
No puts meet the criteria

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. 29 found (avg delta 0.68, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Oct 303.704.70$4.2023.8%10.78--
$93.00Oct 302.903.70$3.3024.2%10.7114
$90.00Nov 136.108.80$7.4536.2%20.6929
$91.00Nov 207.208.50$7.8516.6%50.6510
$94.00Oct 302.453.10$2.7823.4%160.6241
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Oct 3016.9019.30$18.1013.3%20.96--
$114.00Oct 3017.9020.30$19.1012.6%20.92--
$112.00Oct 3015.9018.30$17.1014.0%20.92--
$107.00Oct 3010.9013.30$12.1019.8%10.91--
$104.00Oct 308.1010.20$9.1523.0%10.90--

Most actively traded options today. High liquidity = easy entry/exit. 109 active (total vol 3.4K, top 636)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$99.00Oct 300.151.35$0.75160.0%6360.251.5K
$95.00Oct 301.952.50$2.2324.7%3220.5577
$100.00Nov 61.401.85$1.6327.6%2100.30133
$104.00Nov 60.601.00$0.8050.0%1110.174
$100.00Nov 203.603.90$3.758.0%720.406.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Nov 134.104.80$4.4515.7%5740.44623
$94.00Nov 62.603.20$2.9020.7%5450.43511
$95.00Nov 204.705.80$5.2521.0%1110.462.3K
$92.00Nov 203.805.00$4.4027.3%490.382
$85.00Nov 201.552.00$1.7825.3%360.20267

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 2.9%, max 6.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Oct 30Dec 458.1%54.4%6.8%32777
$99.00Oct 30Dec 459.6%58.0%2.6%6411.5K
$98.00Oct 30Nov 2059.0%57.8%2.0%1563
$94.00Oct 30Nov 2059.9%59.8%0.2%1847
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 70 found (best R:R 1.38, avg 3.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$90.00$95.00Nov 13$2.10$2.90$2.1069%1.38$92.10
$95.00$100.00Nov 27$1.75$3.25$1.7553%1.86$96.75
$105.00$110.00Dec 4$0.83$4.17$0.8332%5.02$105.83
$95.00$99.00Dec 4$1.60$2.40$1.6053%1.50$96.60
$102.00$104.00Nov 20$0.38$1.62$0.3835%4.26$102.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$95.00$93.00Nov 20$0.65$1.35$0.6546%2.08$94.35
$93.00$92.00Nov 20$0.20$0.80$0.2040%4.00$92.80
$99.00$97.00Oct 30$1.30$0.70$1.3075%0.54$97.70
$84.00$80.00Nov 6$0.15$3.85$0.158%25.67$83.85
$92.00$91.00Oct 30$0.20$0.80$0.2023%4.00$91.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 54 found (best R:R 0.85, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$100.00$105.00Nov 27$2.30$2.30$2.7058%0.85$102.30
$110.00$111.00Nov 20$0.45$0.45$0.5580%0.82$110.45
$98.00$99.00Nov 20$0.55$0.55$0.4554%1.22$98.55
$99.00$104.00Dec 4$1.97$1.97$3.0356%0.65$100.97
$99.00$100.00Oct 30$0.27$0.27$0.7375%0.37$99.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$94.00$92.00Nov 6$1.17$1.17$0.8357%1.41$92.83
$90.00$85.00Nov 20$1.57$1.57$3.4368%0.46$88.43
$94.00$88.00Nov 13$2.32$2.32$3.6856%0.63$91.68
$92.00$90.00Nov 20$1.05$1.05$0.9562%1.11$90.95
$87.00$86.00Nov 6$0.45$0.45$0.5581%0.82$86.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.72, cheapest $1.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$98.00Oct 30Nov 6$1.1759.0%54.6%
$95.00Oct 30Nov 6$1.2758.1%54.4%
$94.00Oct 30Nov 20$3.6759.9%59.8%
$97.00Oct 30Nov 6$1.4054.9%55.4%
$96.00Oct 30Nov 6$1.4751.8%54.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$97.00Oct 30Nov 6$1.6054.9%55.4%
$94.00Nov 6Nov 13$1.5554.3%61.5%
$95.00Nov 6Nov 13$1.6554.4%62.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 4.30% of stock, avg 9.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$97.00Oct 30$1.20$2.90$4.10$92.90$101.104.30%
$92.00Oct 30$4.20$0.65$4.85$87.15$96.855.09%
$99.00Oct 30$0.75$4.20$4.95$94.05$103.955.20%
$95.00Nov 6$3.50$3.40$6.90$88.10$101.907.24%
$97.00Nov 6$2.60$4.50$7.10$89.90$104.107.45%
$104.00Oct 30$0.28$9.15$9.43$94.57$113.439.90%
$95.00Nov 13$5.35$5.05$10.40$84.60$105.4010.92%
$93.00Nov 20$6.55$4.60$11.15$81.85$104.1511.70%
$95.00Nov 20$5.90$5.25$11.15$83.85$106.1511.70%
$96.00Nov 20$5.25$6.05$11.30$84.70$107.3011.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 100 found (cheapest 0.69% of stock, avg 5.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$100.00$89.00Oct 30$0.48$0.18$0.66$88.34$100.66
$100.00$88.00Oct 30$0.48$0.18$0.66$87.34$100.66
$100.00$90.00Oct 30$0.48$0.38$0.86$89.14$100.86
$100.00$91.00Oct 30$0.48$0.45$0.93$90.07$100.93
$99.00$89.00Oct 30$0.75$0.18$0.93$88.07$99.93
$99.00$88.00Oct 30$0.75$0.18$0.93$87.07$99.93
$100.00$92.00Oct 30$0.48$0.65$1.13$90.87$101.13
$99.00$90.00Oct 30$0.75$0.38$1.13$88.87$100.13
$99.00$91.00Oct 30$0.75$0.45$1.20$89.80$100.20
$99.00$92.00Oct 30$0.75$0.65$1.40$90.60$100.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 59 found (best R:R 3.00, avg credit $0.67)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
86/87100/101Nov 6$0.75$0.2551%3.00$86.25$100.75
86/87103/104Nov 6$0.63$0.3761%1.70$86.37$103.63
86/87101/102Nov 6$0.65$0.3555%1.86$86.35$101.65
86/87102/103Nov 6$0.60$0.4058%1.50$86.40$102.60
86/8799/100Nov 6$0.65$0.3547%1.86$86.35$99.65
89/90105/106Oct 30$0.30$0.7079%0.43$89.70$105.30
89/9099/100Oct 30$0.47$0.5361%0.89$89.53$99.47
86/87110/112Nov 6$0.65$1.3571%0.48$86.35$110.65
84/85100/101Nov 6$0.48$0.5258%0.92$84.52$100.48
89/90100/101Oct 30$0.38$0.6268%0.61$89.62$100.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$96.00$98.00$100.00Nov 13$0.10$1.9012%19.00
$101.00$102.00$103.00Nov 6$0.05$0.956%19.00
$96.00$97.00$98.00Nov 20$0.05$0.956%19.00
$96.00$97.00$98.00Oct 30$0.10$0.9014%9.00
$99.00$100.00$101.00Oct 30$0.09$0.9112%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.00$91.00$92.00Oct 30$0.13$0.879%6.69
$88.00$89.00$90.00Oct 30$0.20$0.806%4.00
$80.00$85.00$90.00Nov 20$0.79$4.2120%5.33
$85.00$86.00$87.00Nov 6$0.30$0.708%2.33
$90.00$92.00$94.00Nov 6$0.54$1.4620%2.70

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 53 found (best net $-0.21, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$99.00$104.001:2Dec 4-$1.41$3.59
$104.00$108.001:2Nov 13-$0.55$3.45
$105.00$110.001:2Nov 6-$0.21$4.79
$110.00$112.001:2Nov 6-$0.08$1.92
$105.00$106.001:2Oct 30$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$85.001:2Nov 20-$0.21$4.79
$90.00$85.001:2Nov 27-$0.71$4.29
$85.00$80.001:2Nov 20-$0.22$4.78
$94.00$92.001:2Nov 6-$0.56$1.44
$84.00$80.001:2Nov 6-$0.05$3.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 4.51%, avg 2.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$99.00Dec 4$4.300.453.9%4.51%8.43%5--
$105.00Dec 4$2.850.3210.2%2.99%13.20%2--
$104.00Dec 4$2.750.339.2%2.89%12.05%2--
$100.00Nov 20$3.600.405.0%3.78%8.74%726.5K
$100.00Nov 27$3.500.425.0%3.67%8.64%10--
$110.00Dec 4$1.800.2515.5%1.89%17.35%3--
$98.00Nov 20$4.200.462.9%4.41%7.27%412
$97.00Nov 20$4.600.481.8%4.83%6.64%713
$101.00Nov 20$3.200.386.0%3.36%9.37%1--
$96.00Nov 20$4.700.510.8%4.93%5.70%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 2,538
Total Puts 2,186
Put/Call Ratio 0.86
Net Difference 352

Prior's Put/Call Breakdown

Total Calls 15,706
Total Puts 2,318
Put/Call Ratio 0.15
Net Difference 13,388

Prior 7-Day Put/Call Summary

Total Calls 44,504
Total Puts 13,962
Average Put/Call Ratio 0.89
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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