Tour v536
NRG
NRG ENERGY INC
$80.55 -3.24%
$79.55 (-1.24%)🌙
as of 11/05 06:43 PM
◀ 11/5 18:43 ▶

Option Volume

Detail
ℹ
Current (11/05) 9,081
Calls: 2,076 (23%)
Puts: 7,005 (77%)
Prior (11/04) 38,297
Calls: 11,058 (29%)
Puts: 27,239 (71%)
Current vs Prior -76.29%
Calls: -81.23% (Calls)
Puts: -74.28% (Puts)
Prior 7-Day Total 115,103
Calls: 51,200 (44%)
Puts: 63,903 (56%)
Prior 7-Day Average 16,443
Calls: 7,314 (44%)
Puts: 9,129 (56%)
Current vs Prior 7-Day Avg -44.77%
Calls: -71.62%
Puts: -23.27%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05) $6.18M
Calls: $871.7K (14%)
Puts: $5.30M (86%)
Prior (11/04) $50.87M
Calls: $2.20M (4%)
Puts: $48.67M (96%)
Current vs Prior -87.86%
Calls: -60.40%
Puts: -89.10%
Prior 7-Day Total $77.26M
Calls: $12.72M (16%)
Puts: $64.54M (84%)
Prior 7-Day Average $11.04M
Calls: $1.82M (16%)
Puts: $9.22M (84%)
Current vs Prior 7-Day Avg -44.05%
Calls: -52.03%
Puts: -42.47%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 3.37
Prior (11/04) 2.46
Current vs Prior +36.98%
Prior 7-Day Average 1.19
Current vs Prior 7-Day Avg +183.93%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05) 72,486
Calls: 39,139 (54%)
Puts: 33,347 (46%)
Prior (11/04) 145,742
Calls: 91,045 (62%)
Puts: 54,697 (38%)
Current vs Prior -50.26%
Prior 7-Day Total 625,886
Calls: 463,963 (74%)
Puts: 161,923 (26%)
Prior 7-Day Average 89,412
Calls: 66,280 (74%)
Puts: 23,131 (26%)
Current vs Prior 7-Day Avg -18.93%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 5.65% | 11.98%13.28% | 17.63%
Prior 5.89% | 11.35%12.73% | 17.00%
Current vs Prior -4.03% | +5.54%+4.33% | +3.72%
Prior 7-Day Avg 6.14% | 10.40%13.43% | 16.79%
Current vs 7-Day Avg -8.03% | +15.16%-1.12% | +5.00%
Prior 7-Day Eod 5.89% | 11.35%12.73% | 17.00%
Current vs 7-Day Eod -4.03% | +5.54%+4.33% | +3.72%
Sentiment BULLISHBEARISH

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 86% of dollar volume in puts ($5.30M) vs calls ($871.7K). Light premium activity with dollar volume down 88% vs prior. Below-average activity with volume down 76% vs prior. Extreme bearish P/C ratio of 3.37 - heavy put buying.

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 NEUTRAL
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 3 of results (avg 8.5%, best 6.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Dec 187.307.80$7.556.6%10.56--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Dec 188.509.30$8.909.0%1700.56421
$95.00Dec 1815.3016.90$16.109.9%410.76956

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 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Nov 2011.6013.40$12.5014.4%10.84--
$79.00Nov 134.705.90$5.3022.6%10.61--
$80.00Nov 134.605.50$5.0517.8%120.578
$80.00Nov 205.006.60$5.8027.6%30.5617
$80.00Dec 187.307.80$7.556.6%10.56--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$84.00Nov 62.754.60$3.6850.3%931.00153
$85.00Nov 63.605.30$4.4538.2%1251.00--
$86.00Nov 64.506.30$5.4033.3%71.0068
$87.00Nov 65.307.00$6.1527.6%21.00--
$88.00Nov 66.208.10$7.1526.6%401.00--

Most actively traded options today. High liquidity = easy entry/exit. 107 active (total vol 4.5K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Dec 183.404.00$3.7016.2%1250.351.1K
$90.00Nov 131.001.90$1.4562.1%1180.24125
$95.00Dec 182.252.75$2.5020.0%710.26279
$85.00Nov 131.903.60$2.7561.8%420.394
$85.00Nov 203.203.70$3.4514.5%380.4138
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Nov 60.050.35$0.20150.0%1.0K0.09--
$80.00Nov 60.752.20$1.4898.0%1.0K0.472.8K
$65.00Dec 181.451.70$1.5815.8%3220.15349
$75.00Nov 202.453.00$2.7320.1%1710.30769
$85.00Dec 188.509.30$8.909.0%1700.56421

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 57.0%, max 83.7%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Nov 13Dec 18111.0%64.1%73.2%74279
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Nov 6Dec 18115.5%62.9%83.7%1.2K3.1K
$81.00Nov 6Nov 27110.2%69.2%59.4%39199
$77.00Nov 13Dec 1197.4%64.9%50.1%1927
$82.00Nov 6Nov 13112.2%94.6%18.6%17112

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 64 found (best R:R 0.69, avg 2.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$81.00$83.00Nov 6$0.33$1.67$0.3353%5.06$81.33
$80.00$85.00Dec 18$2.10$2.90$2.1056%1.38$82.10
$79.00$80.00Nov 13$0.25$0.75$0.2561%3.00$79.25
$90.00$95.00Dec 18$1.20$3.80$1.2035%3.17$91.20
$85.00$90.00Dec 18$1.75$3.25$1.7546%1.86$86.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$84.00$82.00Nov 6$1.18$0.82$1.18100%0.69$82.82
$92.00$81.00Nov 27$7.15$3.85$7.1581%0.54$84.85
$92.00$90.00Dec 4$1.20$0.80$1.2078%0.67$90.80
$85.00$80.00Dec 18$2.25$2.75$2.2556%1.22$82.75
$75.00$73.00Nov 13$0.21$1.79$0.2127%8.52$74.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 44 found (best R:R 1.00, avg 0.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$83.00$85.00Nov 6$0.84$0.84$1.1663%0.72$83.84
$85.00$86.00Nov 13$0.50$0.50$0.5061%1.00$85.50
$90.00$91.00Nov 13$0.32$0.32$0.6876%0.47$90.32
$91.00$92.00Nov 13$0.23$0.23$0.7779%0.30$91.23
$87.00$88.00Nov 6$0.13$0.13$0.8785%0.15$87.13
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$80.00$75.00Dec 18$2.50$2.50$2.5055%1.00$77.50
$80.00$77.00Nov 27$1.72$1.72$1.2855%1.34$78.28
$75.00$74.00Dec 11$0.70$0.70$0.3068%2.33$74.30
$80.00$75.00Nov 20$2.17$2.17$2.8354%0.77$77.83
$77.00$75.00Nov 13$0.92$0.92$1.0865%0.85$76.08

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.99, cheapest $0.78)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$81.00Nov 6Nov 13$2.95110.2%95.9%
$80.00Nov 13Nov 20$0.7593.1%81.1%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$77.00Nov 13Nov 27$0.7897.4%68.6%
$79.00Nov 6Nov 13$2.32121.3%92.8%
$80.00Nov 6Nov 13$2.47115.5%93.1%
$81.00Nov 6Nov 13$2.65110.2%95.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 4.35% of stock, avg 11.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$81.00Nov 6$1.55$1.95$3.50$77.50$84.504.35%
$85.00Nov 6$0.38$4.45$4.83$80.17$89.836.00%
$86.00Nov 6$0.25$5.40$5.65$80.35$91.657.01%
$87.00Nov 6$0.38$6.15$6.53$80.47$93.538.11%
$88.00Nov 6$0.25$7.15$7.40$80.60$95.409.19%
$79.00Nov 13$5.30$3.45$8.75$70.25$87.7510.86%
$80.00Nov 13$5.05$3.95$9.00$71.00$89.0011.17%
$81.00Nov 13$4.50$4.60$9.10$71.90$90.1011.30%
$85.00Nov 13$2.75$6.75$9.50$75.50$94.5011.79%
$86.00Nov 13$2.25$7.40$9.65$76.35$95.6511.98%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 74 found (cheapest 0.56% of stock, avg 6.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$88.00$75.00Nov 6$0.25$0.20$0.45$74.55$88.45
$86.00$75.00Nov 6$0.25$0.20$0.45$74.55$86.45
$87.00$75.00Nov 6$0.38$0.20$0.58$74.42$87.58
$85.00$75.00Nov 6$0.38$0.20$0.58$74.42$85.58
$86.00$78.00Nov 6$0.25$0.60$0.85$77.15$86.85
$88.00$78.00Nov 6$0.25$0.60$0.85$77.15$88.85
$85.00$78.00Nov 6$0.38$0.60$0.98$77.02$85.98
$87.00$78.00Nov 6$0.38$0.60$0.98$77.02$87.98
$86.00$79.00Nov 6$0.25$1.13$1.38$77.62$87.38
$85.00$79.00Nov 6$0.38$1.13$1.51$77.49$86.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 1.63, avg credit $0.95)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
75/7790/91Nov 13$1.24$0.7641%1.63$75.76$91.24
75/7787/89Nov 13$1.41$0.5932%2.39$75.59$88.41
75/7791/92Nov 13$1.15$0.8545%1.35$75.85$92.15
75/7789/90Nov 13$1.15$0.8538%1.35$75.85$90.15
70/7391/92Nov 13$0.97$2.0357%0.48$72.03$91.97
70/7390/91Nov 13$1.06$1.9453%0.55$71.94$91.06
70/7387/89Nov 13$1.23$1.7744%0.69$71.77$88.23
75/7893/96Nov 6$0.55$2.4566%0.22$77.45$93.55
73/7590/91Nov 13$0.53$1.4749%0.36$74.47$90.53
73/7587/89Nov 13$0.70$1.3040%0.54$74.30$87.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 10.63, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$80.00$85.00$90.00Dec 18$0.35$4.6521%13.29
$85.00$90.00$95.00Nov 20$0.60$4.4023%7.33
$85.00$90.00$95.00Dec 18$0.55$4.4519%8.09
$90.00$91.00$92.00Nov 13$0.09$0.917%10.11
$80.00$85.00$90.00Nov 20$0.90$4.1029%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$75.00$80.00$85.00Nov 20$0.43$4.5731%10.63
$80.00$81.00$82.00Nov 6$0.08$0.9227%11.50
$80.00$85.00$90.00Nov 20$0.85$4.1531%4.88
$79.00$80.00$81.00Nov 6$0.12$0.8824%7.33
$65.00$70.00$75.00Nov 20$0.60$4.4020%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 42 found (best net $-1.10, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$80.00$85.001:2Nov 20-$1.10$3.90
$85.00$90.001:2Nov 20-$0.55$4.45
$81.00$85.001:2Nov 13-$1.00$3.00
$90.00$95.001:2Nov 20-$0.30$4.70
$90.00$95.001:2Dec 18-$1.30$3.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$80.00$75.001:2Nov 20-$0.56$4.44
$75.00$70.001:2Nov 20-$0.13$4.87
$84.00$82.001:2Nov 6-$1.32$0.68
$70.00$65.001:2Nov 20-$0.03$4.97
$85.00$80.001:2Nov 20-$2.30$2.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 6.33%, avg 2.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Dec 18$5.100.465.5%6.33%11.86%4--
$90.00Dec 18$3.400.3511.7%4.22%15.95%1251.1K
$85.00Dec 11$4.100.465.5%5.09%10.61%45
$95.00Dec 18$2.250.2617.9%2.79%20.73%71279
$82.00Dec 4$4.900.531.8%6.08%7.88%1--
$85.00Nov 20$3.200.415.5%3.97%9.50%3838
$90.00Nov 20$1.750.2811.7%2.17%13.90%9160
$81.00Nov 13$4.100.540.6%5.09%5.65%10--
$85.00Nov 13$1.900.395.5%2.36%7.88%424
$86.00Nov 13$1.700.356.8%2.11%8.88%123

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 2,076
Total Puts 7,005
Put/Call Ratio 3.37
Net Difference -4,929

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 51,200
Total Puts 63,903
Average Put/Call Ratio 1.19
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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