Tour v536
NRG
NRG ENERGY INC
$83.25 -13.52%
$84.05 (+0.96%)🌙
as of 11/04 06:46 PM
◀ 11/4 18:46 ▶

Option Volume

Detail
ℹ
Current (11/04) 38,297
Calls: 11,058 (29%)
Puts: 27,239 (71%)
Prior (11/03) 17,324
Calls: 9,051 (52%)
Puts: 8,273 (48%)
Current vs Prior +121.06%
Calls: +22.17% (Calls)
Puts: +229.25% (Puts)
Prior 7-Day Total 94,830
Calls: 55,848 (59%)
Puts: 38,982 (41%)
Prior 7-Day Average 13,547
Calls: 7,978 (59%)
Puts: 5,568 (41%)
Current vs Prior 7-Day Avg +182.69%
Calls: +38.60%
Puts: +389.13%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04) $50.87M
Calls: $2.20M (4%)
Puts: $48.67M (96%)
Prior (11/03) $8.11M
Calls: $2.90M (36%)
Puts: $5.21M (64%)
Current vs Prior +527.38%
Calls: -24.14%
Puts: +834.67%
Prior 7-Day Total $32.47M
Calls: $14.30M (44%)
Puts: $18.17M (56%)
Prior 7-Day Average $4.64M
Calls: $2.04M (44%)
Puts: $2.60M (56%)
Current vs Prior 7-Day Avg +996.64%
Calls: +7.74%
Puts: +1774.75%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 2.46
Prior (11/03) 0.91
Current vs Prior +169.49%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg +187.22%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04) 145,742
Calls: 91,045 (62%)
Puts: 54,697 (38%)
Prior (11/03) 71,504
Calls: 43,707 (61%)
Puts: 27,797 (39%)
Current vs Prior +103.82%
Prior 7-Day Total 566,655
Calls: 445,458 (79%)
Puts: 121,197 (21%)
Prior 7-Day Average 80,950
Calls: 63,636 (79%)
Puts: 17,313 (21%)
Current vs Prior 7-Day Avg +80.04%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 5.89% | 11.35%12.73% | 17.00%
Prior 7.38% | 12.47%13.97% | 16.52%
Current vs Prior -20.20% | -8.94%-8.87% | +2.90%
Prior 7-Day Avg 6.04% | 10.15%13.45% | 16.74%
Current vs 7-Day Avg -2.52% | +11.87%-5.36% | +1.52%
Prior 7-Day Eod 7.38% | 12.47%13.97% | 16.52%
Current vs 7-Day Eod -20.20% | -8.94%-8.87% | +2.90%
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 96% of dollar volume in puts ($48.67M) vs calls ($2.20M). Massive premium surge with dollar volume up 527% vs prior. Dollar volume significantly above 7-day average (997% higher). Unusually high activity with volume up 121% 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 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 2 of results (avg 9.4%, best 9.3%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Dec 1810.3011.30$10.809.3%500.602.5K
$80.00Dec 185.005.50$5.259.5%240.39270

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. 64 found (avg delta 0.72, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Nov 2713.3015.20$14.2513.3%20.92--
$70.00Nov 2013.3014.90$14.1011.3%270.91--
$70.00Dec 1814.1016.20$15.1513.9%20.82--
$80.00Nov 63.304.80$4.0537.0%60.81--
$75.00Nov 209.2011.00$10.1017.8%40.781
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Nov 610.3012.30$11.3017.7%450.94910
$97.00Nov 613.3015.20$14.2513.3%980.94177
$95.00Nov 611.3013.10$12.2014.8%270.94710
$96.00Nov 612.3014.10$13.2013.6%620.94214
$93.00Nov 69.3011.20$10.2518.5%1560.901.2K

Most actively traded options today. High liquidity = easy entry/exit. 135 active (total vol 17.3K, top 5.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Dec 183.904.90$4.4022.7%9340.39176
$95.00Dec 182.653.40$3.0324.8%2290.30110
$93.00Nov 201.502.20$1.8537.8%2130.2570
$89.00Nov 60.000.70$0.35200.0%2060.1434
$97.00Nov 60.000.25$0.13192.3%1380.041.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Nov 60.701.25$0.9856.1%5.8K0.285.6K
$90.00Nov 66.808.20$7.5018.7%5.6K0.875.3K
$75.00Nov 201.752.50$2.1335.2%4590.24349
$96.00Nov 1312.1015.00$13.5521.4%1750.8149
$75.00Dec 183.203.90$3.5519.7%1700.28310

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 30.2%, max 55.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Nov 6Dec 1891.6%58.8%55.7%13751
$85.00Nov 6Dec 1884.4%62.0%36.1%3437
$87.00Nov 6Dec 487.9%67.8%29.7%3415
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Nov 6Dec 1891.6%58.8%55.7%5.8K5.9K
$88.00Nov 6Dec 492.4%65.2%41.8%152711
$85.00Nov 6Dec 1884.4%62.0%36.1%1372.1K
$87.00Nov 6Dec 487.9%67.8%29.7%41102
$75.00Nov 20Dec 1878.1%62.4%25.2%629659

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 67 found (best R:R 4.00, avg 2.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$85.00$87.00Dec 4$0.40$1.60$0.4048%4.00$85.40
$75.00$80.00Dec 18$2.95$2.05$2.9572%0.69$77.95
$82.00$83.00Nov 6$0.13$0.87$0.1363%6.69$82.13
$75.00$80.00Nov 20$3.30$1.70$3.3078%0.52$78.30
$85.00$90.00Dec 18$1.85$3.15$1.8550%1.70$86.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$89.00$88.00Nov 13$0.30$0.70$0.3066%2.33$88.70
$83.00$82.00Nov 6$0.15$0.85$0.1548%5.67$82.85
$94.00$91.00Nov 20$2.00$1.00$2.0077%0.50$92.00
$88.00$87.00Nov 6$0.55$0.45$0.5579%0.82$87.45
$92.00$90.00Nov 27$1.20$0.80$1.2071%0.67$90.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 42 found (best R:R 0.30, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$93.00$94.00Nov 20$0.40$0.40$0.6075%0.67$93.40
$85.00$87.00Nov 27$1.02$1.02$0.9853%1.04$86.02
$84.00$85.00Nov 13$0.62$0.62$0.3850%1.63$84.62
$96.00$97.00Nov 20$0.32$0.32$0.6880%0.47$96.32
$97.00$98.00Nov 13$0.27$0.27$0.7384%0.37$97.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$75.00$70.00Nov 20$1.15$1.15$3.8576%0.30$73.85
$75.00$70.00Dec 18$1.40$1.40$3.6072%0.39$73.60
$80.00$75.00Nov 27$1.82$1.82$3.1862%0.57$78.18
$78.00$77.00Nov 13$0.50$0.50$0.5070%1.00$77.50
$80.00$75.00Nov 20$1.62$1.62$3.3862%0.48$78.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $2.29, cheapest $2.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$83.00Nov 6Nov 13$2.1595.0%85.8%
$82.00Nov 6Nov 13$2.5793.1%86.0%
$86.00Nov 6Nov 13$2.1091.2%84.4%
$85.00Nov 6Nov 13$2.2584.4%83.0%
$84.00Nov 6Nov 13$2.5581.3%86.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$82.00Nov 6Nov 13$2.1593.1%86.0%
$86.00Nov 6Nov 13$2.4091.2%84.4%
$81.00Nov 6Nov 13$2.1591.2%86.4%
$85.00Nov 6Nov 13$2.1784.4%83.0%
$84.00Nov 6Nov 13$2.4081.3%86.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 4.92% of stock, avg 11.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$84.00Nov 6$1.55$2.55$4.10$79.90$88.104.92%
$82.00Nov 6$2.48$1.75$4.23$77.77$86.235.08%
$83.00Nov 6$2.35$1.90$4.25$78.75$87.255.11%
$81.00Nov 6$3.23$1.30$4.53$76.47$85.535.44%
$85.00Nov 6$1.23$3.33$4.56$80.44$89.565.48%
$86.00Nov 6$1.05$3.85$4.90$81.10$90.905.89%
$80.00Nov 6$4.05$0.98$5.03$74.97$85.036.04%
$87.00Nov 6$0.73$4.90$5.63$81.37$92.636.76%
$88.00Nov 6$0.60$5.45$6.05$81.95$94.057.27%
$89.00Nov 6$0.35$6.40$6.75$82.25$95.758.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 80 found (cheapest 1.90% of stock, avg 6.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$88.00$80.00Nov 6$0.60$0.98$1.58$78.42$89.58
$87.00$80.00Nov 6$0.73$0.98$1.71$78.29$88.71
$86.00$80.00Nov 6$1.05$0.98$2.03$77.97$88.03
$88.00$81.00Nov 6$0.60$1.30$1.90$79.10$89.90
$87.00$81.00Nov 6$0.73$1.30$2.03$78.97$89.03
$86.00$81.00Nov 6$1.05$1.30$2.35$78.65$88.35
$85.00$80.00Nov 6$1.23$0.98$2.21$77.79$87.21
$85.00$81.00Nov 6$1.23$1.30$2.53$78.47$87.53
$88.00$82.00Nov 6$0.60$1.75$2.35$79.65$90.35
$87.00$82.00Nov 6$0.73$1.75$2.48$79.52$89.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 22 found (best R:R 3.35, avg credit $0.81)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
77/7897/98Nov 13$0.77$0.2353%3.35$77.23$97.77
77/7889/90Nov 13$0.85$0.1536%5.67$77.15$89.85
77/7891/92Nov 13$0.73$0.2741%2.70$77.27$91.73
77/7896/97Nov 13$0.61$0.3952%1.56$77.39$96.61
77/7894/95Nov 13$0.60$0.4049%1.50$77.40$94.60
80/8193/94Nov 6$0.47$0.5358%0.89$80.53$93.47
80/8188/89Nov 6$0.57$0.4346%1.33$80.43$88.57
80/8186/87Nov 6$0.64$0.3635%1.78$80.36$86.64
77/7892/94Nov 13$1.07$0.9343%1.15$76.93$93.07
78/7997/98Nov 13$0.41$0.5951%0.69$78.59$97.41

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 51 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$75.00$80.00$85.00Dec 18$0.35$4.6523%13.29
$70.00$75.00$80.00Dec 18$0.40$4.6021%11.50
$75.00$80.00$85.00Nov 20$0.80$4.2031%5.25
$80.00$85.00$90.00Nov 20$0.78$4.2230%5.41
$70.00$75.00$80.00Nov 20$0.70$4.3028%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$80.00$85.00$90.00Nov 20$0.40$4.6029%11.50
$80.00$85.00$90.00Dec 18$0.25$4.7522%19.00
$70.00$75.00$80.00Dec 18$0.30$4.7020%15.67
$70.00$75.00$80.00Nov 20$0.47$4.5324%9.64
$91.00$92.00$93.00Nov 13$0.05$0.955%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 40 found (best net $-0.25, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$80.001:2Nov 27-$0.25$9.75
$85.00$90.001:2Nov 20-$0.86$4.14
$80.00$85.001:2Nov 20-$1.80$3.20
$80.00$85.001:2Nov 27-$2.05$2.95
$80.00$85.001:2Dec 4-$2.50$2.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$80.001:2Nov 20-$1.20$3.80
$80.00$75.001:2Nov 27-$0.51$4.49
$80.00$75.001:2Nov 20-$0.51$4.49
$95.00$88.001:2Dec 4-$4.00$3.00
$85.00$80.001:2Nov 27-$1.45$3.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 38 found (best yield 6.85%, avg 2.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Dec 18$5.700.502.1%6.85%8.95%3337
$90.00Dec 18$3.900.398.1%4.68%12.79%934176
$95.00Dec 18$2.650.3014.1%3.18%17.30%229110
$85.00Dec 11$5.000.492.1%6.01%8.11%5--
$87.00Dec 4$3.800.444.5%4.56%9.07%11--
$85.00Dec 4$4.300.482.1%5.17%7.27%15--
$85.00Nov 27$4.000.472.1%4.80%6.91%12--
$90.00Nov 27$2.300.348.1%2.76%10.87%11--
$85.00Nov 20$3.700.472.1%4.44%6.55%382
$89.00Nov 27$2.400.366.9%2.88%9.79%14--

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 11,058
Total Puts 27,239
Put/Call Ratio 2.46
Net Difference -16,181

Prior's Put/Call Breakdown

Total Calls 9,051
Total Puts 8,273
Put/Call Ratio 0.91
Net Difference 778

Prior 7-Day Put/Call Summary

Total Calls 55,848
Total Puts 38,982
Average Put/Call Ratio 0.86
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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