Tour v536
NRG
NRG ENERGY INC
$88.29 +9.61%
$88.81 (+0.59%)🌙
as of 11/06 06:02 PM
◀ 11/6 18:02

Option Volume

Detail
ℹ
Current (11/06) 18,750
Calls: 12,047 (64%)
Puts: 6,703 (36%)
Prior (11/05) 9,081
Calls: 2,076 (23%)
Puts: 7,005 (77%)
Current vs Prior +106.48%
Calls: +480.30% (Calls)
Puts: -4.31% (Puts)
Prior 7-Day Total 119,460
Calls: 50,738 (42%)
Puts: 68,722 (58%)
Prior 7-Day Average 17,065
Calls: 7,248 (42%)
Puts: 9,817 (58%)
Current vs Prior 7-Day Avg +9.87%
Calls: +66.20%
Puts: -31.72%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $7.15M
Calls: $4.48M (63%)
Puts: $2.67M (37%)
Prior (11/05) $6.18M
Calls: $871.7K (14%)
Puts: $5.30M (86%)
Current vs Prior +15.77%
Calls: +414.26%
Puts: -49.71%
Prior 7-Day Total $80.51M
Calls: $12.94M (16%)
Puts: $67.57M (84%)
Prior 7-Day Average $11.50M
Calls: $1.85M (16%)
Puts: $9.65M (84%)
Current vs Prior 7-Day Avg -37.84%
Calls: +142.45%
Puts: -72.37%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.56
Prior (11/05) 3.37
Current vs Prior -83.51%
Prior 7-Day Average 1.55
Current vs Prior 7-Day Avg -64.04%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06) 214,193
Calls: 127,628 (60%)
Puts: 86,565 (40%)
Prior (11/05) 72,486
Calls: 39,139 (54%)
Puts: 33,347 (46%)
Current vs Prior +195.50%
Prior 7-Day Total 595,904
Calls: 418,657 (70%)
Puts: 177,247 (30%)
Prior 7-Day Average 85,129
Calls: 59,808 (70%)
Puts: 25,321 (30%)
Current vs Prior 7-Day Avg +151.61%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 2.83% | 9.21%11.84% | 16.31%
Prior 5.65% | 11.98%13.28% | 17.63%
Current vs Prior +63.02% | -1.20%-10.90% | -7.48%
Prior 7-Day Avg 6.23% | 11.04%13.54% | 17.02%
Current vs 7-Day Avg +47.76% | +7.19%-12.58% | -4.18%
Prior 7-Day Eod 5.65% | 11.98%13.28% | 17.63%
Current vs 7-Day Eod +63.02% | -1.20%-10.90% | -7.48%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 123.59% | 20.69%
Calls: 165.05% | 16.09%
Puts: 82.14% | 25.29%
Prior 52.71% | 22.80%
Calls: 37.97% | 28.57%
Puts: 67.46% | 17.02%
Current vs Prior +134.47% | -9.25%
Prior 7-Day Avg 52.71% | 22.80%
Calls: 37.97% | 28.57%
Puts: 67.46% | 17.02%
Current vs 7-Day Avg +134.47% | -9.25%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($4.48M). Unusually high activity with volume up 106% vs prior - elevated interest. Bullish P/C ratio of 0.56. P/C ratio dropping 84% - sentiment shifting bullish.

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

No options available for this category

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. 77 found (avg delta 0.70, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Nov 61.254.30$2.78109.7%20.8938
$83.00Nov 64.406.70$5.5541.4%10.876
$87.00Nov 60.303.30$1.80166.7%240.8631
$80.00Nov 67.3010.00$8.6531.2%10.836
$79.00Nov 139.3011.60$10.4522.0%10.831
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Nov 2015.3018.30$16.8017.9%20.86153
$104.00Nov 2014.7017.30$16.0016.3%20.8417
$100.00Nov 1310.5013.30$11.9023.5%10.8313
$104.00Nov 2714.8017.50$16.1516.7%20.81--
$101.00Nov 2012.4014.70$13.5517.0%--0.8014

Most actively traded options today. High liquidity = easy entry/exit. 166 active (total vol 14.9K, top 2.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Nov 202.003.40$2.7051.9%2.1K0.34511
$105.00Nov 200.301.45$0.88130.7%2.0K0.141.3K
$85.00Nov 206.409.10$7.7534.8%1.6K0.6342
$90.00Dec 186.008.00$7.0028.6%7340.531.2K
$94.00Nov 131.152.85$2.0085.0%6190.33111
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Nov 130.851.55$1.2058.3%2.7K0.1841
$95.00Nov 207.6010.30$8.9530.2%5070.663.6K
$95.00Dec 189.0011.70$10.3526.1%1770.61955
$85.00Nov 202.754.70$3.7352.3%1560.371.5K
$82.00Nov 60.002.15$1.08199.1%1230.21146

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 1485.4%, max 3594.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Nov 6Dec 182099.0%56.8%3594.9%232.4K
$104.00Nov 6Dec 42022.1%59.2%3315.1%12127
$102.00Nov 6Dec 41863.4%58.3%3094.7%2978
$103.00Nov 6Dec 41943.6%65.4%2872.7%107184
$100.00Nov 6Dec 181696.3%57.2%2867.1%1321.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$78.00Nov 6Dec 41790.1%66.1%2608.0%313
$80.00Nov 6Dec 181548.6%60.4%2462.6%1552.9K
$79.00Nov 6Dec 111669.7%66.4%2416.2%511
$95.00Nov 6Dec 181233.8%53.6%2203.7%1781.1K
$81.00Nov 6Nov 271426.6%76.0%1776.2%20211

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 95 found (best R:R 3.90, avg 2.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$95.00$100.00Dec 18$1.02$3.98$1.0240%3.90$96.02
$89.00$95.00Dec 4$2.20$3.80$2.2055%1.73$91.20
$95.00$105.00Dec 11$2.05$7.95$2.0540%3.88$97.05
$80.00$85.00Dec 11$3.05$1.95$3.0576%0.64$83.05
$79.00$80.00Nov 13$0.40$0.60$0.4083%1.50$79.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$97.00$96.00Nov 13$0.25$0.75$0.2577%3.00$96.75
$84.00$81.00Nov 27$0.35$2.65$0.3534%7.57$83.65
$90.00$89.00Nov 6$0.23$0.77$0.2371%3.35$89.77
$93.00$92.00Nov 20$0.20$0.80$0.2058%4.00$92.80
$92.00$90.00Nov 27$0.65$1.35$0.6555%2.08$91.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 62 found (best R:R 0.81, avg 0.77)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$101.00$102.00Dec 4$0.87$0.87$0.1372%6.69$101.87
$90.00$95.00Dec 18$2.85$2.85$2.1547%1.33$92.85
$103.00$104.00Dec 4$0.63$0.63$0.3776%1.70$103.63
$90.00$91.00Nov 20$0.75$0.75$0.2552%3.00$90.75
$89.00$90.00Nov 6$0.62$0.62$0.3859%1.63$89.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$85.00$80.00Dec 4$2.23$2.23$2.7764%0.81$82.77
$78.00$77.00Nov 13$0.65$0.65$0.3584%1.86$77.35
$87.00$85.00Nov 27$1.25$1.25$0.7558%1.67$85.75
$82.00$81.00Nov 13$0.65$0.65$0.3576%1.86$81.35
$80.00$77.00Nov 27$0.90$0.90$2.1075%0.43$79.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $2.94, cheapest $1.95)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$91.00Nov 6Nov 13$1.95786.8%80.7%
$89.00Nov 6Nov 13$2.75322.1%79.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$91.00Nov 6Nov 13$3.45786.8%80.7%
$89.00Nov 6Nov 13$2.68322.1%79.8%
$88.00Nov 6Nov 13$3.85196.4%95.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 57 found (cheapest 1.87% of stock, avg 10.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$88.00Nov 6$1.30$0.35$1.65$86.35$89.651.87%
$90.00Nov 6$0.48$1.43$1.91$88.09$91.912.16%
$87.00Nov 6$1.80$0.33$2.13$84.87$89.132.41%
$89.00Nov 6$1.10$1.20$2.30$86.70$91.302.61%
$86.00Nov 6$2.78$0.33$3.11$82.89$89.113.52%
$91.00Nov 6$1.08$2.25$3.33$87.67$94.333.77%
$92.00Nov 6$1.05$3.25$4.30$87.70$96.304.87%
$85.00Nov 6$3.80$1.08$4.88$80.12$89.885.53%
$93.00Nov 6$0.90$4.25$5.15$87.85$98.155.83%
$84.00Nov 6$4.75$0.75$5.50$78.50$89.506.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.92% of stock, avg 6.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$90.00$87.00Nov 6$0.48$0.33$0.81$86.19$90.81
$90.00$88.00Nov 6$0.48$0.35$0.83$87.17$90.83
$90.00$84.00Nov 6$0.48$0.75$1.23$82.77$91.23
$94.00$87.00Nov 6$1.08$0.33$1.41$85.59$95.41
$92.00$87.00Nov 6$1.05$0.33$1.38$85.62$93.38
$89.00$88.00Nov 6$1.10$0.35$1.45$86.55$90.45
$91.00$88.00Nov 6$1.08$0.35$1.43$86.57$92.43
$91.00$87.00Nov 6$1.08$0.33$1.41$85.59$92.41
$92.00$88.00Nov 6$1.05$0.35$1.40$86.60$93.40
$90.00$85.00Nov 6$0.48$1.08$1.56$83.44$91.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 44 found (best R:R 4.00, avg credit $0.88)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
77/7899/100Nov 13$0.80$0.2065%4.00$77.20$99.80
74/75103/104Dec 4$0.83$0.1760%4.88$74.17$103.83
78/79103/104Dec 4$0.90$0.1053%9.00$78.10$103.90
81/8299/100Nov 13$0.80$0.2057%4.00$81.20$99.80
77/7895/96Nov 13$0.77$0.2356%3.35$77.23$95.77
73/74102/103Nov 13$0.60$0.4072%1.50$73.40$102.60
73/7494/95Nov 13$0.73$0.2759%2.70$73.27$94.73
84/8598/99Nov 13$0.88$0.1243%7.33$84.12$98.88
73/7498/99Nov 13$0.58$0.4268%1.38$73.42$98.58
81/8295/96Nov 13$0.77$0.2349%3.35$81.23$95.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 63 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$75.00$80.00$85.00Dec 18$0.05$4.9518%99.00
$85.00$90.00$95.00Dec 11$0.25$4.7525%19.00
$80.00$85.00$90.00Dec 11$0.30$4.7023%15.67
$87.00$88.00$89.00Nov 6$0.30$0.7045%2.33
$97.00$98.00$99.00Nov 20$0.05$0.954%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$85.00$90.00$95.00Dec 18$0.35$4.6524%13.29
$75.00$80.00$85.00Dec 18$0.47$4.5318%9.64
$75.00$80.00$85.00Nov 20$0.60$4.4022%7.33
$80.00$85.00$90.00Nov 20$0.82$4.1828%5.10
$93.00$94.00$95.00Nov 13$0.05$0.957%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. 60 found (best net $-0.15, 54 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$90.001:2Nov 20-$1.05$3.95
$90.00$95.001:2Dec 18-$1.30$3.70
$90.00$95.001:2Dec 11-$1.45$3.55
$89.00$95.001:2Dec 4-$2.05$3.95
$100.00$105.001:2Dec 18-$0.97$4.03
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$104.00$94.001:2Nov 27-$0.15$9.85
$90.00$85.001:2Nov 20-$1.41$3.59
$85.00$80.001:2Nov 20-$0.73$4.27
$80.00$75.001:2Nov 20-$0.43$4.57
$91.00$90.001:2Nov 6-$0.61$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 6.80%, avg 2.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$90.00Dec 18$6.000.531.9%6.80%8.73%7341.2K
$100.00Dec 18$2.750.3113.3%3.11%16.38%121311
$90.00Dec 11$5.400.531.9%6.12%8.05%4--
$95.00Dec 11$3.600.407.6%4.08%11.68%410
$95.00Dec 18$3.300.407.6%3.74%11.34%270349
$95.00Dec 4$3.100.417.6%3.51%11.11%116
$96.00Dec 4$2.850.388.7%3.23%11.96%--39
$89.00Dec 4$5.300.550.8%6.00%6.81%10--
$105.00Dec 18$1.700.2318.9%1.93%20.85%23453
$101.00Dec 4$1.700.2814.4%1.93%16.32%232

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 12,047
Total Puts 6,703
Put/Call Ratio 0.56
Net Difference 5,344

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 50,738
Total Puts 68,722
Average Put/Call Ratio 1.55
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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