Tour v536
NRG
NRG ENERGY INC
$88.50 +9.86%
◀ 11/6 14:08 ▶

Option Volume

Detail
ℹ
Current (11/06 2:05pm) 10,333
Calls: 7,241 (70%)
Puts: 3,092 (30%)
Prior (08/04) 42,143
Calls: 37,137 (88%)
Puts: 5,006 (12%)
Current vs Prior -75.48%
Calls: -80.50% (Calls)
Puts: -38.23% (Puts)
Prior 7-Day Total 83,983
Calls: 64,570 (77%)
Puts: 19,413 (23%)
Prior 7-Day Average 13,997
Calls: 9,224 (77%)
Puts: 2,773 (23%)
Current vs Prior 7-Day Avg -26.18%
Calls: -21.50%
Puts: +11.49%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 2:05pm) $4.87M
Calls: $2.90M (60%)
Puts: $1.97M (40%)
Prior (08/04) $11.30M
Calls: $7.32M (65%)
Puts: $3.98M (35%)
Current vs Prior -56.86%
Calls: -60.31%
Puts: -50.51%
Prior 7-Day Total $35.08M
Calls: $25.65M (73%)
Puts: $9.43M (27%)
Prior 7-Day Average $5.85M
Calls: $3.66M (73%)
Puts: $1.35M (27%)
Current vs Prior 7-Day Avg -16.63%
Calls: -20.71%
Puts: +46.18%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06 2:05pm) 0.43
Prior (08/04) 0.13
Current vs Prior +216.78%
Prior 7-Day Average 1.12
Current vs Prior 7-Day Avg -61.85%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06 2:05pm) 214,193
Calls: 127,628 (60%)
Puts: 86,565 (40%)
Prior (08/04) 131,776
Calls: 91,086 (69%)
Puts: 40,690 (31%)
Current vs Prior +62.54%
Prior 7-Day Total 459,583
Calls: 281,949 (61%)
Puts: 177,634 (39%)
Prior 7-Day Average 76,597
Calls: 46,991 (61%)
Puts: 29,605 (39%)
Current vs Prior 7-Day Avg +179.64%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 2.46% | 9.83%11.64% | 16.61%
Prior 8.37% | 10.23%11.44% | 16.88%
Current vs Prior -70.56% | -3.88%+1.70% | -1.59%
Prior 7-Day Avg 6.52% | 8.71%11.43% | 16.68%
Current vs 7-Day Avg -62.25% | +12.90%+1.83% | -0.40%
Prior 7-Day Eod 8.37% | 10.23%13.28% | 17.63%
Current vs 7-Day Eod -70.56% | -3.88%-12.39% | -5.78%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 123.59% | 20.69%
Calls: 165.05% | 16.09%
Puts: 82.14% | 25.29%
Prior 13.68% | 8.39%
Calls: 13.56% | 8.22%
Puts: 13.79% | 8.57%
Current vs Prior +803.44% | +146.60%
Prior 7-Day Avg 28.25% | 12.95%
Calls: 26.68% | 12.83%
Puts: 29.83% | 13.08%
Current vs 7-Day Avg +337.42% | +59.72%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Light premium activity with dollar volume down 57% vs prior. Below-average activity with volume down 75% vs prior. Extreme bullish P/C ratio of 0.43 - heavy call buying (7,241 calls vs 3,092 puts). P/C ratio rising 217% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 9 of results (avg 8.2%, best 6.5%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Dec 189.009.60$9.306.5%170.6264
$85.00Nov 277.207.80$7.508.0%--0.6312
$90.00Dec 186.507.10$6.808.8%7320.511.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Dec 1810.3011.00$10.656.6%1740.59955
$105.00Dec 1817.4018.80$18.107.7%--0.77327
$91.00Nov 205.906.40$6.158.1%--0.5596
$85.00Dec 185.205.70$5.459.2%150.38510
$94.00Nov 278.209.00$8.609.3%10.6216

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. 76 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Nov 64.907.60$6.2543.2%41.007
$83.00Nov 63.906.40$5.1548.5%11.006
$85.00Nov 62.204.30$3.2564.6%71.0034
$84.00Nov 62.955.50$4.2260.4%30.8710
$86.00Nov 60.953.30$2.13110.3%20.8738
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Nov 2016.4018.80$17.6013.6%--0.88153
$104.00Nov 2715.6018.00$16.8014.3%20.88--
$104.00Nov 2015.4017.90$16.6515.0%20.8617
$100.00Nov 1311.3014.00$12.6521.3%10.8313
$91.00Nov 61.903.30$2.6053.8%--0.83309

Most actively traded options today. High liquidity = easy entry/exit. 136 active (total vol 7.6K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Nov 200.500.90$0.7057.1%2.0K0.121.3K
$95.00Nov 202.302.85$2.5821.3%1.0K0.34511
$85.00Nov 206.807.60$7.2011.1%1.0K0.6442
$90.00Dec 186.507.10$6.808.8%7320.511.2K
$92.00Nov 132.353.00$2.6824.3%3110.3993
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Nov 208.309.50$8.9013.5%5040.663.6K
$95.00Dec 1810.3011.00$10.656.6%1740.59955
$82.00Nov 60.000.15$0.08187.5%1230.05146
$80.00Nov 60.002.10$1.05200.0%1050.182.5K
$80.00Nov 131.001.45$1.2336.6%950.1941

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 37 strikes (avg 649.5%, max 1631.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Nov 6Dec 181030.9%59.5%1631.4%222.4K
$106.00Nov 6Nov 201067.6%66.0%1516.3%376
$104.00Nov 6Nov 20986.0%70.3%1302.0%11458
$100.00Nov 6Dec 18827.9%59.8%1284.5%391.1K
$102.00Nov 6Nov 20908.9%69.3%1211.8%785
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$78.00Nov 6Dec 4866.6%67.4%1186.4%313
$80.00Nov 6Dec 18741.6%60.9%1117.0%1522.9K
$81.00Nov 6Nov 27682.2%66.6%924.0%10211
$95.00Nov 6Dec 18609.9%60.6%906.9%1751.1K
$96.00Nov 6Nov 20658.0%72.3%809.6%5117

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 102 found (best R:R 0.96, avg 2.36)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$80.00$85.00Dec 18$2.55$2.45$2.5572%0.96$82.55
$87.00$95.00Dec 4$3.10$4.90$3.1058%1.58$90.10
$79.00$80.00Nov 13$0.30$0.70$0.3084%2.33$79.30
$80.00$85.00Dec 4$3.00$2.00$3.0074%0.67$83.00
$80.00$84.00Nov 27$2.45$1.55$2.4576%0.63$82.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$89.00$88.00Nov 6$0.13$0.87$0.1361%6.69$88.87
$90.00$88.00Dec 4$0.60$1.40$0.6050%2.33$89.40
$97.00$96.00Nov 20$0.50$0.50$0.5072%1.00$96.50
$92.00$91.00Nov 13$0.40$0.60$0.4061%1.50$91.60
$91.00$90.00Nov 20$0.35$0.65$0.3555%1.86$90.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 67 found (best R:R 6.69, avg 0.64)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$102.00$103.00Nov 6$0.87$0.87$0.1383%6.69$102.87
$90.00$95.00Nov 27$2.65$2.65$2.3551%1.13$92.65
$100.00$103.00Nov 27$1.10$1.10$1.9073%0.58$101.10
$95.00$96.00Nov 13$0.73$0.73$0.2768%2.70$95.73
$97.00$98.00Nov 13$0.40$0.40$0.6074%0.67$97.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$87.00$86.00Nov 6$0.82$0.82$0.1863%4.56$86.18
$85.00$80.00Dec 18$1.95$1.95$3.0562%0.64$83.05
$84.00$83.00Nov 6$0.38$0.38$0.6283%0.61$83.62
$88.00$85.00Dec 4$1.50$1.50$1.5055%1.00$86.50
$85.00$80.00Dec 4$1.75$1.75$3.2563%0.54$83.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.08, cheapest $2.20)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$87.00Nov 6Nov 13$3.77314.6%82.6%
$88.00Nov 6Nov 13$3.20187.5%80.9%
$89.00Nov 6Nov 13$3.15186.4%83.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$87.00Nov 6Nov 13$2.20314.6%82.6%
$88.00Nov 6Nov 13$2.85187.5%80.9%
$89.00Nov 6Nov 13$3.32186.4%83.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 1.95% of stock, avg 10.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$89.00Nov 6$0.70$1.03$1.73$87.27$90.731.95%
$88.00Nov 6$1.15$0.90$2.05$85.95$90.052.32%
$90.00Nov 6$0.43$1.98$2.41$87.59$92.412.72%
$86.00Nov 6$2.13$0.33$2.46$83.54$88.462.78%
$87.00Nov 6$1.38$1.15$2.53$84.47$89.532.86%
$91.00Nov 6$0.25$2.60$2.85$88.15$93.853.22%
$85.00Nov 6$3.25$0.13$3.38$81.62$88.383.82%
$84.00Nov 6$4.22$0.43$4.65$79.35$88.655.25%
$92.00Nov 6$0.80$3.95$4.75$87.25$96.755.37%
$83.00Nov 6$5.15$0.05$5.20$77.80$88.205.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 121 found (cheapest 0.86% of stock, avg 6.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$90.00$86.00Nov 6$0.43$0.33$0.76$85.24$90.76
$93.00$86.00Nov 6$0.73$0.33$1.06$84.94$94.06
$92.00$86.00Nov 6$0.80$0.33$1.13$84.87$93.13
$89.00$86.00Nov 6$0.70$0.33$1.03$84.97$90.03
$95.00$86.00Nov 6$1.08$0.33$1.41$84.59$96.41
$90.00$81.00Nov 6$0.43$1.05$1.48$79.52$91.48
$90.00$80.00Nov 6$0.43$1.05$1.48$78.52$91.48
$90.00$88.00Nov 6$0.43$0.90$1.33$86.67$91.33
$89.00$88.00Nov 6$0.70$0.90$1.60$86.40$90.60
$90.00$87.00Nov 6$0.43$1.15$1.58$85.42$91.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 56 found (best R:R 9.00, avg credit $0.83)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
80/8195/96Nov 13$0.90$0.1046%9.00$80.10$95.90
77/7897/98Nov 13$0.72$0.2858%2.57$77.28$97.72
77/7898/99Nov 13$0.66$0.3462%1.94$77.34$98.66
81/84100/103Nov 27$2.07$0.9339%2.23$81.93$102.07
84/8597/98Nov 13$0.80$0.2040%4.00$84.20$97.80
79/8097/98Nov 13$0.63$0.3755%1.70$79.37$97.63
84/8598/99Nov 13$0.74$0.2644%2.85$84.26$98.74
83/8497/98Nov 13$0.73$0.2743%2.70$83.27$97.73
79/8098/99Nov 13$0.57$0.4359%1.33$79.43$98.57
77/78102/103Nov 13$0.44$0.5672%0.79$77.56$102.44

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 60 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$80.00$85.00$90.00Nov 20$0.60$4.4028%7.33
$85.00$90.00$95.00Dec 18$0.40$4.6021%11.50
$89.00$90.00$91.00Nov 6$0.09$0.9123%10.11
$95.00$100.00$105.00Dec 18$0.45$4.5518%10.11
$88.00$89.00$90.00Nov 6$0.18$0.8230%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$85.00$90.00$95.00Dec 18$0.30$4.7021%15.67
$95.00$100.00$105.00Dec 18$0.35$4.6518%13.29
$80.00$85.00$90.00Nov 20$0.70$4.3028%6.14
$80.00$85.00$90.00Dec 18$0.50$4.5021%9.00
$75.00$80.00$85.00Nov 20$0.63$4.3723%6.94

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 65 found (best net $-0.40, 55 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$87.00$95.001:2Dec 4-$0.55$7.45
$85.00$90.001:2Nov 20-$1.80$3.20
$100.00$103.001:2Nov 27-$0.08$2.92
$88.00$89.001:2Nov 6-$0.25$0.75
$86.00$87.001:2Nov 6-$0.63$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$104.00$94.001:2Nov 27-$0.40$9.60
$85.00$80.001:2Nov 20-$0.45$4.55
$90.00$85.001:2Nov 20-$1.30$3.70
$90.00$89.001:2Nov 6-$0.08$0.92
$80.00$75.001:2Nov 20-$0.16$4.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 7.34%, avg 2.13%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$90.00Dec 18$6.500.511.7%7.34%9.04%7321.2K
$95.00Dec 18$4.400.407.3%4.97%12.32%244349
$100.00Dec 18$3.000.3113.0%3.39%16.38%28311
$105.00Dec 18$1.950.2318.6%2.20%20.85%22453
$95.00Dec 4$3.200.387.3%3.62%10.96%116
$89.00Nov 27$5.000.520.6%5.65%6.21%--14
$90.00Nov 27$4.500.491.7%5.08%6.78%--11
$90.00Nov 20$4.100.481.7%4.63%6.33%30166
$91.00Nov 20$3.700.452.8%4.18%7.01%--263
$92.00Nov 20$3.300.424.0%3.73%7.68%357

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 7,241
Total Puts 3,092
Put/Call Ratio 0.43
Net Difference 4,149

Prior's Put/Call Breakdown

Total Calls 37,137
Total Puts 5,006
Put/Call Ratio 0.13
Net Difference 32,131

Prior 7-Day Put/Call Summary

Total Calls 64,570
Total Puts 19,413
Average Put/Call Ratio 1.12
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