Tour v492
NRG
NRG ENERGY INC
$119.05 -1.39%
$119.79 (+0.62%)🌙
as of 08/06 07:00 PM
8/6 19:00

Option Volume

Detail
Current (08/06) 3,225
Calls: 1,271 (39%)
Puts: 1,954 (61%)
Prior (08/05) 32,138
Calls: 29,557 (92%)
Puts: 2,581 (8%)
Current vs Prior -89.97%
Calls: -95.70% (Calls)
Puts: -24.29% (Puts)
Prior 7-Day Total 195,671
Calls: 181,184 (93%)
Puts: 14,487 (7%)
Prior 7-Day Average 27,953
Calls: 25,883 (93%)
Puts: 2,069 (7%)
Current vs Prior 7-Day Avg -88.46%
Calls: -95.09%
Puts: -5.58%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/06) $4.21M
Calls: $1.24M (29%)
Puts: $2.97M (71%)
Prior (08/05) $10.53M
Calls: $9.04M (86%)
Puts: $1.49M (14%)
Current vs Prior -60.02%
Calls: -86.29%
Puts: +98.98%
Prior 7-Day Total $69.56M
Calls: $59.81M (86%)
Puts: $9.75M (14%)
Prior 7-Day Average $9.94M
Calls: $8.54M (86%)
Puts: $1.39M (14%)
Current vs Prior 7-Day Avg -57.63%
Calls: -85.50%
Puts: +113.26%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/06) 1.54
Prior (08/05) 0.09
Current vs Prior +1660.56%
Prior 7-Day Average 0.08
Current vs Prior 7-Day Avg +1945.58%
Sentiment BEARISH

Open Interest

Detail
Current (08/06) 49,337
Calls: 43,117 (87%)
Puts: 6,220 (13%)
Prior (08/05) 75,577
Calls: 65,096 (86%)
Puts: 10,481 (14%)
Current vs Prior -34.72%
Prior 7-Day Total 474,170
Calls: 373,778 (79%)
Puts: 100,392 (21%)
Prior 7-Day Average 67,738
Calls: 53,396 (79%)
Puts: 14,341 (21%)
Current vs Prior 7-Day Avg -27.17%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.51% | 6.34%8.82% | 15.75%
Prior 4.36% | 7.74%9.24% | 16.19%
Current vs Prior -19.41% | -18.11%-4.50% | -2.74%
Prior 7-Day Avg 5.86% | 9.53%11.42% | 17.15%
Current vs 7-Day Avg -40.12% | -33.45%-22.75% | -8.18%
Prior 7-Day Eod 4.36% | 7.74%9.24% | 16.19%
Current vs 7-Day Eod -19.41% | -18.11%-4.50% | -2.74%
Sentiment BULLISHBULLISH

Relative Spread

Detail
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 57.91% | 18.27%
Calls: 50.83% | 19.02%
Puts: 65.00% | 17.52%
Current vs 7-Day Avg -8.98% | +24.78%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 71% put dollar volume ($2.97M). Light premium activity with dollar volume down 60% vs prior. Below-average activity with volume down 90% vs prior. Extreme bearish P/C ratio of 1.54 - 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 BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 4 of results (avg 9.3%, best 8.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$99.00Aug 719.7021.70$20.709.7%10.95--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 1810.4011.30$10.858.3%20.58272
$130.00Sep 1813.4014.70$14.059.3%10.66--
$139.00Aug 718.4020.30$19.359.8%421.00--

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. 40 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.00Aug 721.1023.70$22.4011.6%231.006
$100.00Aug 718.6020.70$19.6510.7%10.98--
$99.00Aug 719.7021.70$20.709.7%10.95--
$105.00Aug 713.7016.00$14.8515.5%10.95--
$104.00Aug 714.4016.20$15.3011.8%20.95--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Aug 72.854.90$3.8852.8%21.0013
$128.00Aug 77.509.60$8.5524.6%11.00--
$134.00Aug 713.5015.40$14.4513.1%331.00--
$137.00Aug 716.4019.00$17.7014.7%1961.00--
$139.00Aug 718.4020.30$19.359.8%421.00--

Most actively traded options today. High liquidity = easy entry/exit. 118 active (total vol 2.5K, top 360)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Aug 1414.4016.80$15.6015.4%1520.94152
$105.00Aug 1413.6015.90$14.7515.6%1520.94152
$124.00Aug 141.402.90$2.1569.8%880.342
$106.00Aug 1413.0014.90$13.9513.6%750.93141
$107.00Aug 1411.7014.00$12.8517.9%730.92141
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$138.00Aug 717.4019.60$18.5011.9%3600.90--
$140.00Aug 719.6022.00$20.8011.5%3601.00--
$135.00Aug 714.4016.40$15.4013.0%2720.97--
$137.00Aug 716.4019.00$17.7014.7%1961.00--
$139.00Aug 718.4020.30$19.359.8%421.00--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 76.0%, max 233.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$106.00Aug 7Aug 14190.3%57.1%233.3%76141
$104.00Aug 7Aug 14189.9%62.9%202.1%154152
$105.00Aug 7Aug 14172.8%59.4%190.7%153152
$140.00Aug 7Sep 11128.4%50.4%154.8%5163
$129.00Aug 7Aug 28116.5%51.1%128.2%510
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Aug 7Sep 18114.3%46.5%145.8%19183
$109.00Aug 7Sep 11123.6%51.6%139.3%2109
$112.00Aug 7Sep 4104.2%48.5%114.9%3--
$115.00Aug 7Sep 1877.7%46.5%67.1%6117
$120.00Aug 7Sep 1876.3%50.4%51.4%24350

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 63 found (best R:R 28.73, avg 3.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$129.00$140.00Aug 7$0.37$10.63$0.3728.73$129.37
$140.00$142.00Sep 11$0.17$1.83$0.1710.76$140.17
$124.00$125.00Aug 14$0.10$0.90$0.109.00$124.10
$127.00$128.00Aug 21$0.12$0.88$0.127.33$127.12
$131.00$135.00Sep 4$0.70$3.30$0.704.71$131.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$110.00$106.00Aug 14$0.27$3.73$0.2713.81$109.73
$105.00$100.00Aug 21$0.34$4.66$0.3413.71$104.66
$112.00$110.00Aug 14$0.20$1.80$0.209.00$111.80
$115.00$114.00Aug 28$0.13$0.87$0.136.69$114.87
$105.00$100.00Sep 18$0.75$4.25$0.755.67$104.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 81 found (best R:R 49.00, avg 2.10)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$106.00$118.00Aug 7$10.60$10.60$1.407.57$116.60
$97.00$98.00Aug 7$0.85$0.85$0.155.67$97.85
$98.00$99.00Aug 7$0.85$0.85$0.155.67$98.85
$104.00$105.00Aug 14$0.85$0.85$0.155.67$104.85
$119.00$120.00Aug 14$0.82$0.82$0.184.56$119.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$133.00$128.00Aug 7$4.90$4.90$0.1049.00$128.10
$128.00$123.00Aug 7$4.67$4.67$0.3314.15$123.33
$123.00$121.00Aug 7$1.75$1.75$0.257.00$121.25
$139.00$138.00Aug 7$0.85$0.85$0.155.67$138.15
$121.00$120.00Aug 21$0.85$0.85$0.155.67$120.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $1.58, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Aug 14Aug 21$0.1362.0%46.8%
$104.00Aug 7Aug 14$0.30189.9%62.9%
$106.00Aug 7Aug 14$0.60190.3%57.1%
$135.00Sep 4Sep 18$0.8552.6%50.8%
$128.00Aug 14Aug 21$0.8854.8%51.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Aug 21Aug 28$0.2351.2%45.4%
$110.00Aug 7Aug 14$0.42114.3%51.5%
$100.00Aug 21Sep 4$0.5252.8%50.2%
$112.00Aug 7Aug 14$0.55104.2%48.2%
$115.00Aug 7Aug 14$1.1377.7%46.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 2.36% of stock, avg 9.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$121.00Aug 7$0.68$2.13$2.81$118.19$123.812.36%
$120.00Aug 7$1.13$1.85$2.98$117.02$122.982.50%
$118.00Aug 7$2.75$0.78$3.53$114.47$121.532.97%
$123.00Aug 7$0.33$3.88$4.21$118.79$127.213.54%
$121.00Aug 14$3.00$4.50$7.50$113.50$128.506.30%
$124.00Aug 14$2.15$6.10$8.25$115.75$132.256.93%
$121.00Aug 21$4.30$6.05$10.35$110.65$131.358.69%
$115.00Sep 4$9.35$4.80$14.15$100.85$129.1511.89%
$106.00Aug 14$13.95$0.33$14.28$91.72$120.2811.99%
$120.00Sep 18$7.80$8.15$15.95$104.05$135.9513.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 139 found (cheapest 0.50% of stock, avg 4.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$125.00$115.00Aug 7$0.30$0.30$0.60$114.40$125.60
$122.00$115.00Aug 7$0.33$0.30$0.63$114.37$122.63
$123.00$115.00Aug 7$0.33$0.30$0.63$114.37$123.63
$124.00$115.00Aug 7$0.33$0.30$0.63$114.37$124.63
$125.00$116.00Aug 7$0.30$0.35$0.65$115.35$125.65
$122.00$116.00Aug 7$0.33$0.35$0.68$115.32$122.68
$123.00$116.00Aug 7$0.33$0.35$0.68$115.32$123.68
$124.00$116.00Aug 7$0.33$0.35$0.68$115.32$124.68
$125.00$117.00Aug 7$0.30$0.43$0.73$116.27$125.73
$122.00$117.00Aug 7$0.33$0.43$0.76$116.24$122.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 133 found (best R:R 7.89, avg credit $1.84)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
117/121125/128Aug 14$3.55$0.457.89$117.45$128.55
121/124125/128Aug 14$2.55$0.455.67$121.45$127.55
111/112115/117Sep 4$1.70$0.305.67$110.30$116.70
105/110115/120Sep 18$4.20$0.805.25$105.80$119.20
115/120125/130Sep 18$4.15$0.854.88$115.85$129.15
120/121125/127Aug 21$1.65$0.354.71$119.35$126.65
115/116124/125Aug 14$0.82$0.184.56$115.18$124.82
119/120127/128Aug 21$0.82$0.184.56$119.18$127.82
109/110115/117Sep 4$1.63$0.374.41$108.37$116.63
110/111115/117Sep 4$1.62$0.384.26$109.38$116.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 49.00, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$125.00$130.00$135.00Sep 18$0.35$4.6513.29
$110.00$115.00$120.00Sep 18$0.40$4.6011.50
$120.00$125.00$130.00Sep 18$0.45$4.5510.11
$120.00$121.00$122.00Aug 7$0.10$0.909.00
$121.00$125.00$129.00Aug 28$0.44$3.568.09
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Sep 18$0.10$4.9049.00
$123.00$128.00$133.00Aug 7$0.23$4.7720.74
$110.00$111.00$112.00Sep 4$0.08$0.9211.50
$100.00$105.00$110.00Aug 21$0.47$4.539.64
$120.00$125.00$130.00Sep 18$0.50$4.509.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 61 found (best net $-0.65, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$130.001:2Sep 11-$0.65$9.35
$117.00$125.001:2Sep 4-$0.85$7.15
$130.00$135.001:2Sep 18-$1.85$3.15
$125.00$130.001:2Sep 4-$1.86$3.14
$125.00$128.001:2Aug 14-$0.15$2.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Sep 18-$0.70$4.30
$110.00$105.001:2Sep 18-$0.80$4.20
$110.00$106.001:2Aug 14-$0.06$3.94
$121.00$115.001:2Sep 4-$2.30$3.70
$114.00$110.001:2Aug 28-$0.59$3.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 6.13%, avg 1.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Sep 18$7.300.520.8%6.13%6.93%14175
$120.00Sep 11$5.900.530.8%4.96%5.75%1129
$125.00Sep 18$5.400.425.0%4.54%9.53%51260
$120.00Aug 28$4.700.500.8%3.95%4.75%439
$121.00Aug 28$4.700.481.6%3.95%5.59%11
$130.00Sep 18$3.900.349.2%3.28%12.47%6--
$121.00Aug 21$3.600.481.6%3.02%4.66%2921
$125.00Sep 4$3.400.405.0%2.86%7.85%1--
$130.00Sep 11$3.000.349.2%2.52%11.72%12
$125.00Aug 28$2.950.385.0%2.48%7.48%1--

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 1,271
Total Puts 1,954
Put/Call Ratio 1.54
Net Difference -683

Prior's Put/Call Breakdown

Total Calls 29,557
Total Puts 2,581
Put/Call Ratio 0.09
Net Difference 26,976

Prior 7-Day Put/Call Summary

Total Calls 181,184
Total Puts 14,487
Average Put/Call Ratio 0.08
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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