Tour v533
NRG
NRG ENERGY INC
$94.62 -1.01%
◀ 11/2 18:40 ▶

Option Volume

Detail
ℹ
Current (11/02) 27,524
Calls: 7,721 (28%)
Puts: 19,803 (72%)
Prior (10/30) 7,313
Calls: 3,493 (48%)
Puts: 3,820 (52%)
Current vs Prior +276.37%
Calls: +121.04% (Calls)
Puts: +418.40% (Puts)
Prior 7-Day Total 61,147
Calls: 42,787 (70%)
Puts: 18,360 (30%)
Prior 7-Day Average 8,735
Calls: 6,112 (70%)
Puts: 2,622 (30%)
Current vs Prior 7-Day Avg +215.09%
Calls: +26.32%
Puts: +655.02%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02) $7.01M
Calls: $2.20M (31%)
Puts: $4.81M (69%)
Prior (10/30) $2.61M
Calls: $1.32M (51%)
Puts: $1.29M (49%)
Current vs Prior +168.27%
Calls: +66.04%
Puts: +273.00%
Prior 7-Day Total $24.67M
Calls: $10.73M (43%)
Puts: $13.95M (57%)
Prior 7-Day Average $3.52M
Calls: $1.53M (43%)
Puts: $1.99M (57%)
Current vs Prior 7-Day Avg +98.85%
Calls: +43.23%
Puts: +141.63%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 2.56
Prior (10/30) 1.09
Current vs Prior +134.53%
Prior 7-Day Average 0.90
Current vs Prior 7-Day Avg +183.89%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02) 92,878
Calls: 74,313 (80%)
Puts: 18,565 (20%)
Prior (10/30) 83,854
Calls: 66,684 (80%)
Puts: 17,170 (20%)
Current vs Prior +10.76%
Prior 7-Day Total 573,605
Calls: 462,798 (81%)
Puts: 110,807 (19%)
Prior 7-Day Average 81,943
Calls: 66,114 (81%)
Puts: 15,829 (19%)
Current vs Prior 7-Day Avg +13.34%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 8.72% | 13.53%16.06% | 18.34%
Prior 7.65% | 12.39%13.22% | 16.92%
Current vs Prior +13.95% | +9.20%+21.51% | +8.39%
Prior 7-Day Avg 5.11% | 9.02%13.06% | 16.57%
Current vs 7-Day Avg +70.58% | +50.03%+23.04% | +10.68%
Prior 7-Day Eod 7.65% | 12.39%13.22% | 16.92%
Current vs 7-Day Eod +13.95% | +9.20%+21.51% | +8.39%
Sentiment BEARISHBEARISH

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
+
Add Card

🤖 AI Insights

Moderately bearish flow with 69% put dollar volume ($4.81M). Massive premium surge with dollar volume up 168% vs prior. Dollar volume significantly above 7-day average (99% higher). Unusually high activity with volume up 276% 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 BULLISH
7-Day Avg BEARISH
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 7 of results (avg 8.7%, best 7.2%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Nov 135.706.20$5.958.4%170.5220
$91.00Nov 208.609.40$9.008.9%1330.6116
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Nov 134.004.30$4.157.2%410.3571
$94.00Nov 135.405.90$5.658.8%1730.45629
$110.00Nov 615.0016.40$15.708.9%110.9612
$110.00Nov 1315.8017.30$16.559.1%110.8211
$95.00Nov 135.906.50$6.209.7%410.48794

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. 36 found (avg delta 0.61, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.00Nov 68.1010.00$9.0521.0%150.78--
$89.00Nov 66.608.80$7.7028.6%340.70--
$90.00Nov 66.007.00$6.5015.4%510.7027
$91.00Nov 65.407.80$6.6036.4%230.6634
$90.00Nov 138.2010.20$9.2021.7%340.6586
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 615.0016.40$15.708.9%110.9612
$110.00Nov 1315.8017.30$16.559.1%110.8211
$103.00Nov 68.1010.20$9.1523.0%10.787
$98.00Nov 65.407.10$6.2527.2%10.6416
$100.00Nov 209.9011.00$10.4510.5%20.59--

Most actively traded options today. High liquidity = easy entry/exit. 127 active (total vol 23.9K, top 7.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Nov 60.400.75$0.5761.4%2.3K0.1458
$100.00Nov 61.202.00$1.6050.0%7190.29359
$91.00Nov 208.609.40$9.008.9%1330.6116
$96.00Nov 62.604.30$3.4549.3%1150.4664
$100.00Nov 204.305.10$4.7017.0%1020.414.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Nov 61.802.10$1.9515.4%7.1K0.30143
$80.00Nov 60.250.45$0.3557.1%6.2K0.0724
$85.00Nov 60.751.55$1.1569.6%1.1K0.1886
$88.00Nov 60.902.30$1.6087.5%6460.24134
$94.00Nov 63.404.50$3.9527.8%4580.46579

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 27 strikes (avg 25.1%, max 63.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Nov 6Dec 1196.3%67.4%43.0%9070
$104.00Nov 6Dec 491.3%66.9%36.6%8126
$93.00Nov 6Nov 20105.9%87.1%21.5%9978
$90.00Nov 6Nov 2099.2%83.7%18.4%126125
$97.00Nov 6Nov 20102.5%86.6%18.4%831.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$85.00Nov 6Dec 4117.4%71.9%63.3%1.2K86
$89.00Nov 6Nov 27124.0%78.9%57.1%22753
$94.00Nov 6Nov 27107.6%70.5%52.7%472579
$90.00Nov 6Dec 499.2%67.3%47.3%7.1K143
$88.00Nov 6Nov 27107.4%73.0%47.2%650137

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 66 found (best R:R 0.51, avg 2.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$90.00$91.00Nov 13$0.20$0.80$0.2065%4.00$90.20
$91.00$92.00Nov 20$0.25$0.75$0.2561%3.00$91.25
$97.00$98.00Nov 13$0.20$0.80$0.2046%4.00$97.20
$110.00$113.00Nov 13$0.22$2.78$0.2217%12.64$110.22
$93.00$94.00Nov 6$0.35$0.65$0.3558%1.86$93.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$110.00$99.00Nov 13$7.30$3.70$7.3082%0.51$102.70
$103.00$98.00Nov 6$2.90$2.10$2.9078%0.72$100.10
$94.00$93.00Nov 20$0.10$0.90$0.1046%9.00$93.90
$94.00$89.00Nov 27$1.60$3.40$1.6046%2.13$92.40
$90.00$88.00Nov 13$0.40$1.60$0.4035%4.00$89.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 0.60, avg 1.04)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$101.00$102.00Nov 13$0.87$0.87$0.1362%6.69$101.87
$97.00$98.00Nov 6$0.90$0.90$0.1058%9.00$97.90
$109.00$110.00Nov 13$0.58$0.58$0.4278%1.38$109.58
$99.00$100.00Nov 6$0.65$0.65$0.3565%1.86$99.65
$103.00$104.00Nov 6$0.48$0.48$0.5278%0.92$103.48
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$85.00$80.00Nov 20$1.88$1.88$3.1273%0.60$83.12
$87.00$85.00Nov 27$1.37$1.37$0.6368%2.17$85.63
$89.00$88.00Nov 6$0.85$0.85$0.1570%5.67$88.15
$81.00$80.00Nov 13$0.67$0.67$0.3383%2.03$80.33
$92.00$91.00Nov 6$0.80$0.80$0.2061%4.00$91.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $2.14, cheapest $1.68)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$92.00Nov 6Nov 13$2.20113.1%95.4%
$97.00Nov 6Nov 13$1.70102.5%86.5%
$94.00Nov 6Nov 13$2.35107.6%91.9%
$96.00Nov 6Nov 13$1.90106.4%91.5%
$99.00Nov 6Nov 13$1.90103.6%91.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$92.00Nov 6Nov 13$1.68113.1%95.4%
$97.00Nov 6Nov 13$2.45102.5%86.5%
$94.00Nov 6Nov 13$1.70107.6%91.9%
$96.00Nov 6Nov 20$3.15106.4%93.0%
$99.00Nov 13Nov 20$0.0591.3%83.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 30 found (cheapest 7.93% of stock, avg 12.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$95.00Nov 6$3.50$4.00$7.50$87.50$102.507.93%
$97.00Nov 6$2.90$5.05$7.95$89.05$104.958.40%
$93.00Nov 6$4.60$3.40$8.00$85.00$101.008.45%
$96.00Nov 6$3.45$4.65$8.10$87.90$104.108.56%
$94.00Nov 6$4.25$3.95$8.20$85.80$102.208.67%
$98.00Nov 6$2.00$6.25$8.25$89.75$106.258.72%
$90.00Nov 6$6.50$1.95$8.45$81.55$98.458.93%
$92.00Nov 6$5.40$3.22$8.62$83.38$100.629.11%
$91.00Nov 6$6.60$2.42$9.02$81.98$100.029.53%
$89.00Nov 6$7.70$2.45$10.15$78.85$99.1510.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 81 found (cheapest 4.17% of stock, avg 9.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$98.00$90.00Nov 6$2.00$1.95$3.95$86.05$101.95
$99.00$90.00Nov 6$2.25$1.95$4.20$85.80$103.20
$98.00$91.00Nov 6$2.00$2.42$4.42$86.58$102.42
$99.00$91.00Nov 6$2.25$2.42$4.67$86.33$103.67
$98.00$92.00Nov 6$2.00$3.22$5.22$86.78$103.22
$97.00$90.00Nov 6$2.90$1.95$4.85$85.15$101.85
$99.00$92.00Nov 6$2.25$3.22$5.47$86.53$104.47
$98.00$93.00Nov 6$2.00$3.40$5.40$87.60$103.40
$97.00$91.00Nov 6$2.90$2.42$5.32$85.68$102.32
$99.00$93.00Nov 6$2.25$3.40$5.65$87.35$104.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 61 found (best R:R 3.55, avg credit $0.75)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
83/84103/104Nov 6$0.78$0.2262%3.55$83.22$103.78
77/78105/106Nov 13$0.78$0.2260%3.55$77.22$105.78
80/81102/103Nov 13$0.87$0.1350%6.69$80.13$102.87
80/81103/104Nov 13$0.85$0.1552%5.67$80.15$103.85
82/83105/106Nov 13$0.80$0.2053%4.00$82.20$105.80
86/87105/106Nov 13$0.87$0.1343%6.69$86.13$105.87
85/8699/100Nov 6$0.83$0.1745%4.88$85.17$99.83
86/8799/100Nov 6$0.85$0.1543%5.67$86.15$99.85
84/8599/100Nov 6$0.80$0.2047%4.00$84.20$99.80
84/85105/106Nov 13$0.75$0.2550%3.00$84.25$105.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$104.00$105.00$106.00Nov 6$0.09$0.915%10.11
$105.00$107.00$109.00Nov 20$0.17$1.838%10.76
$100.00$101.00$102.00Nov 6$0.21$0.798%3.76
$99.00$100.00$101.00Nov 6$0.27$0.7310%2.70
$103.00$104.00$105.00Nov 6$0.30$0.709%2.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$80.00$85.00$90.00Dec 4$0.10$4.9018%49.00
$97.00$98.00$99.00Nov 20$0.05$0.955%19.00
$97.00$98.00$99.00Nov 13$0.15$0.854%5.67
$90.00$91.00$92.00Nov 6$0.33$0.679%2.03
$83.00$84.00$85.00Nov 13$0.30$0.703%2.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $-1.95, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$104.001:2Dec 4$0.00$9.00
$103.00$104.001:2Nov 6-$0.27$0.73
$110.00$111.001:2Nov 6-$0.17$0.83
$104.00$105.001:2Nov 6-$0.39$0.61
$105.00$106.001:2Nov 6-$0.39$0.61
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$99.001:2Nov 13-$1.95$9.05
$110.00$103.001:2Nov 6-$2.60$4.40
$99.00$90.001:2Dec 4-$0.45$8.55
$85.00$80.001:2Nov 27-$0.58$4.42
$103.00$98.001:2Nov 6-$3.35$1.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 7.82%, avg 2.86%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$95.00Dec 11$7.400.530.4%7.82%8.22%10--
$95.00Dec 4$6.600.530.4%6.98%7.38%10--
$98.00Nov 20$5.200.463.6%5.50%9.07%7046
$106.00Dec 4$2.950.3312.0%3.12%15.14%2--
$96.00Nov 20$6.000.501.5%6.34%7.80%2611
$97.00Nov 20$5.500.482.5%5.81%8.33%4124
$95.00Nov 20$6.400.520.4%6.76%7.17%29501
$100.00Nov 20$4.300.415.7%4.54%10.23%1024.7K
$104.00Dec 4$3.200.349.9%3.38%13.30%1--
$102.00Nov 20$3.600.377.8%3.80%11.60%18

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 7,721
Total Puts 19,803
Put/Call Ratio 2.56
Net Difference -12,082

Prior's Put/Call Breakdown

Total Calls 3,493
Total Puts 3,820
Put/Call Ratio 1.09
Net Difference -327

Prior 7-Day Put/Call Summary

Total Calls 42,787
Total Puts 18,360
Average Put/Call Ratio 0.90
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All