Tour v533
NRG
NRG ENERGY INC
$96.26 +1.73%
◀ 11/3 18:44 ▶

Option Volume

Detail
ℹ
Current (11/03) 17,324
Calls: 9,051 (52%)
Puts: 8,273 (48%)
Prior (11/02) 27,524
Calls: 7,721 (28%)
Puts: 19,803 (72%)
Current vs Prior -37.06%
Calls: +17.23% (Calls)
Puts: -58.22% (Puts)
Prior 7-Day Total 80,612
Calls: 47,995 (60%)
Puts: 32,617 (40%)
Prior 7-Day Average 11,516
Calls: 6,856 (60%)
Puts: 4,659 (40%)
Current vs Prior 7-Day Avg +50.43%
Calls: +32.01%
Puts: +77.55%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03) $8.11M
Calls: $2.90M (36%)
Puts: $5.21M (64%)
Prior (11/02) $7.01M
Calls: $2.20M (31%)
Puts: $4.81M (69%)
Current vs Prior +15.70%
Calls: +32.18%
Puts: +8.18%
Prior 7-Day Total $26.06M
Calls: $12.08M (46%)
Puts: $13.98M (54%)
Prior 7-Day Average $3.72M
Calls: $1.73M (46%)
Puts: $2.00M (54%)
Current vs Prior 7-Day Avg +117.86%
Calls: +68.17%
Puts: +160.78%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 0.91
Prior (11/02) 2.56
Current vs Prior -64.36%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg -4.25%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/03) 71,504
Calls: 43,707 (61%)
Puts: 27,797 (39%)
Prior (11/02) 92,878
Calls: 74,313 (80%)
Puts: 18,565 (20%)
Current vs Prior -23.01%
Prior 7-Day Total 567,931
Calls: 459,209 (81%)
Puts: 108,722 (19%)
Prior 7-Day Average 81,133
Calls: 65,601 (81%)
Puts: 15,531 (19%)
Current vs Prior 7-Day Avg -11.87%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 7.38% | 12.47%13.97% | 16.52%
Prior 8.72% | 13.53%16.06% | 18.34%
Current vs Prior -15.41% | -7.85%-13.02% | -9.92%
Prior 7-Day Avg 5.80% | 9.86%13.36% | 16.76%
Current vs 7-Day Avg +27.17% | +26.44%+4.58% | -1.43%
Prior 7-Day Eod 8.72% | 13.53%16.06% | 18.34%
Current vs 7-Day Eod -15.41% | -7.85%-13.02% | -9.92%
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 64% put dollar volume ($5.21M). Dollar volume significantly above 7-day average (118% higher). P/C ratio dropping 64% - sentiment shifting bullish. Call-heavy open interest (43,707 calls vs 27,797 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 BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 18 of results (avg 7.6%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Dec 186.606.90$6.754.4%760.47315
$105.00Dec 184.805.10$4.956.1%140.38493
$85.00Dec 1814.8015.90$15.357.2%320.7510
$115.00Dec 182.602.80$2.707.4%20.241.3K
$110.00Dec 183.503.80$3.658.2%5660.305.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Dec 1812.9013.40$13.153.8%530.62275
$100.00Dec 189.7010.10$9.904.0%510.53686
$95.00Dec 187.007.40$7.205.6%130.44956
$101.00Nov 208.509.20$8.857.9%10.5814
$110.00Dec 1815.9017.30$16.608.4%20.691.4K

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. 42 found (avg delta 0.63, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Dec 1818.5020.30$19.409.3%20.82--
$85.00Dec 1814.8015.90$15.357.2%320.7510
$89.00Nov 139.4010.90$10.1514.8%20.7210
$90.00Dec 1811.5012.70$12.109.9%80.66175
$93.00Nov 278.309.50$8.9013.5%40.62--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 612.5014.40$13.4514.1%10.95--
$115.00Nov 1317.9019.80$18.8510.1%50.87--
$105.00Nov 68.009.90$8.9521.2%20.839
$115.00Dec 418.4021.80$20.1016.9%50.80--
$110.00Nov 2013.5016.10$14.8017.6%10.76239

Most actively traded options today. High liquidity = easy entry/exit. 137 active (total vol 13.6K, top 3.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Nov 204.504.90$4.708.5%3.0K0.444.8K
$110.00Nov 201.852.35$2.1023.8%2.1K0.243.2K
$110.00Dec 183.503.80$3.658.2%5660.305.1K
$105.00Nov 60.401.20$0.80100.0%4090.181.7K
$103.00Nov 60.851.50$1.1855.1%1520.2540
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Nov 205.305.90$5.6010.7%1.3K0.432.4K
$85.00Nov 60.300.45$0.3839.5%1.2K0.091.2K
$80.00Nov 60.050.20$0.13115.4%1.1K0.035.1K
$85.00Nov 201.652.20$1.9328.5%1.1K0.20515
$95.00Nov 62.452.90$2.6816.8%3380.41420

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 45.9%, max 73.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Nov 6Dec 18100.2%57.8%73.4%85200
$100.00Nov 6Dec 1899.3%62.7%58.2%1191.1K
$105.00Nov 6Dec 1898.2%62.1%58.2%4232.2K
$97.00Nov 6Dec 497.4%63.4%53.6%181.1K
$99.00Nov 6Dec 499.2%65.8%50.9%52664
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Nov 6Dec 18100.2%57.8%73.4%3511.4K
$90.00Nov 6Dec 1897.6%57.6%69.3%2177.7K
$100.00Nov 6Dec 1899.3%62.7%58.2%53686
$105.00Nov 6Dec 1898.2%62.1%58.2%55284
$99.00Nov 6Dec 499.2%65.8%50.8%323

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 91 found (best R:R 1.56, avg 2.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$95.00$100.00Dec 18$1.95$3.05$1.9556%1.56$96.95
$89.00$98.00Nov 13$5.05$3.95$5.0572%0.78$94.05
$102.00$105.00Dec 4$0.70$2.30$0.7043%3.29$102.70
$97.00$99.00Dec 4$0.60$1.40$0.6053%2.33$97.60
$95.00$97.00Nov 20$0.70$1.30$0.7057%1.86$95.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$105.00$104.00Nov 20$0.20$0.80$0.2067%4.00$104.80
$106.00$104.00Dec 4$0.95$1.05$0.9565%1.11$105.05
$93.00$91.00Nov 27$0.45$1.55$0.4538%3.44$92.55
$92.00$91.00Nov 20$0.10$0.90$0.1036%9.00$91.90
$96.00$95.00Nov 6$0.25$0.75$0.2546%3.00$95.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 72 found (best R:R 0.89, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$106.00$111.00Dec 4$1.78$1.78$3.2264%0.55$107.78
$110.00$111.00Nov 27$0.53$0.53$0.4774%1.13$110.53
$112.00$113.00Nov 20$0.45$0.45$0.5579%0.82$112.45
$101.00$103.00Nov 13$1.00$1.00$1.0059%1.00$102.00
$97.00$99.00Nov 20$1.15$1.15$0.8548%1.35$98.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$95.00$90.00Dec 18$2.35$2.35$2.6556%0.89$92.65
$87.00$85.00Nov 27$0.87$0.87$1.1375%0.77$86.13
$90.00$87.00Nov 13$1.10$1.10$1.9070%0.58$88.90
$91.00$90.00Nov 20$0.70$0.70$0.3066%2.33$90.30
$90.00$85.00Dec 4$1.60$1.60$3.4068%0.47$88.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $2.51, cheapest $3.75)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$96.00Nov 6Nov 27$3.6593.8%67.7%
$95.00Nov 6Nov 20$2.90100.2%76.1%
$97.00Nov 6Nov 20$3.3097.4%81.9%
$98.00Nov 6Nov 13$2.3897.9%92.0%
$101.00Nov 6Nov 13$2.2597.2%91.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$99.00Nov 6Dec 4$3.7599.2%65.8%
$93.00Nov 6Nov 27$3.0594.4%66.1%
$95.00Nov 6Nov 20$2.92100.2%76.1%
$94.00Nov 6Nov 20$2.9097.0%75.3%
$101.00Nov 6Nov 20$2.8597.2%78.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 6.73% of stock, avg 12.49%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$96.00Nov 6$3.55$2.93$6.48$89.52$102.486.73%
$97.00Nov 6$3.15$3.55$6.70$90.30$103.706.96%
$95.00Nov 6$4.25$2.68$6.93$88.07$101.937.20%
$99.00Nov 6$2.38$4.60$6.98$92.02$105.987.25%
$100.00Nov 6$2.03$5.05$7.08$92.92$107.087.36%
$98.00Nov 6$2.72$4.55$7.27$90.73$105.277.55%
$101.00Nov 6$1.65$6.00$7.65$93.35$108.657.95%
$105.00Nov 6$0.80$8.95$9.75$95.25$114.7510.13%
$98.00Nov 13$5.10$6.35$11.45$86.55$109.4511.89%
$100.00Nov 13$4.45$7.40$11.85$88.15$111.8512.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 111 found (cheapest 2.89% of stock, avg 7.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$102.00$92.00Nov 6$1.35$1.43$2.78$89.22$104.78
$102.00$93.00Nov 6$1.35$1.70$3.05$89.95$105.05
$101.00$92.00Nov 6$1.65$1.43$3.08$88.92$104.08
$101.00$93.00Nov 6$1.65$1.70$3.35$89.65$104.35
$100.00$92.00Nov 6$2.03$1.43$3.46$88.54$103.46
$102.00$94.00Nov 6$1.35$2.15$3.50$90.50$105.50
$100.00$93.00Nov 6$2.03$1.70$3.73$89.27$103.73
$101.00$94.00Nov 6$1.65$2.15$3.80$90.20$104.80
$100.00$94.00Nov 6$2.03$2.15$4.18$89.82$104.18
$99.00$92.00Nov 6$2.38$1.43$3.81$88.19$102.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 58 found (best R:R 2.33, avg credit $0.95)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
85/87110/111Nov 27$1.40$0.6049%2.33$85.60$111.40
90/91106/107Nov 20$0.85$0.1536%5.67$90.15$106.85
87/88110/111Nov 27$0.73$0.2748%2.70$87.27$110.73
90/91104/105Nov 20$0.82$0.1831%4.56$90.18$104.82
91/92106/107Nov 6$0.57$0.4356%1.33$91.43$106.57
91/92108/109Nov 6$0.52$0.4861%1.08$91.48$108.52
84/85106/107Nov 6$0.37$0.6375%0.59$84.63$106.37
84/85108/109Nov 6$0.32$0.6880%0.47$84.68$108.32
91/92101/102Nov 6$0.65$0.3541%1.86$91.35$101.65
84/85101/102Nov 6$0.45$0.5560%0.82$84.55$101.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 32.33, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$95.00$100.00$105.00Dec 18$0.15$4.8518%32.33
$105.00$110.00$115.00Dec 18$0.35$4.6514%13.29
$103.00$105.00$107.00Nov 13$0.11$1.898%17.18
$100.00$101.00$102.00Nov 6$0.08$0.929%11.50
$97.00$98.00$99.00Nov 6$0.09$0.919%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Dec 18$0.20$4.8017%24.00
$90.00$95.00$100.00Dec 18$0.35$4.6519%13.29
$93.00$94.00$95.00Nov 6$0.08$0.9210%11.50
$80.00$85.00$90.00Nov 20$0.56$4.4419%7.93
$95.00$100.00$105.00Dec 18$0.55$4.4518%8.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 49 found (best net $-0.05, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$89.00$98.001:2Nov 13-$0.05$8.95
$100.00$106.001:2Nov 27-$1.30$4.70
$106.00$111.001:2Dec 4-$0.64$4.36
$113.00$115.001:2Nov 6-$0.02$1.98
$110.00$113.001:2Nov 6-$0.11$2.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$106.001:2Dec 4-$6.10$2.90
$90.00$85.001:2Nov 20-$0.46$4.54
$98.00$93.001:2Nov 27-$1.50$3.50
$85.00$80.001:2Nov 20-$0.11$4.89
$90.00$85.001:2Dec 4-$0.85$4.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 6.86%, avg 2.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$100.00Dec 18$6.600.473.9%6.86%10.74%76315
$105.00Dec 18$4.800.389.1%4.99%14.07%14493
$110.00Dec 18$3.500.3014.3%3.64%17.91%5665.1K
$101.00Dec 4$5.000.454.9%5.19%10.12%2--
$115.00Dec 18$2.600.2419.5%2.70%22.17%21.3K
$102.00Dec 4$4.600.436.0%4.78%10.74%1--
$105.00Dec 4$3.700.389.1%3.84%12.92%34--
$106.00Dec 4$3.500.3610.1%3.64%13.75%12
$99.00Dec 4$5.600.492.9%5.82%8.66%15
$98.00Nov 27$5.700.511.8%5.92%7.73%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 9,051
Total Puts 8,273
Put/Call Ratio 0.91
Net Difference 778

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 47,995
Total Puts 32,617
Average Put/Call Ratio 0.95
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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