Tour v366
TLN
TALEN ENERGY CORP NE
$360.32 -3.24%
$362.82 (+0.69%)🌙
as of 07/20 07:09 PM
7/20 19:09

Option Volume

Detail
Current (07/20) 3,393
Calls: 2,005 (59%)
Puts: 1,388 (41%)
Prior (07/17) 3,447
Calls: 1,881 (55%)
Puts: 1,566 (45%)
Current vs Prior -1.57%
Calls: +6.59% (Calls)
Puts: -11.37% (Puts)
Prior 7-Day Total 29,828
Calls: 20,982 (70%)
Puts: 8,846 (30%)
Prior 7-Day Average 4,261
Calls: 2,997 (70%)
Puts: 1,263 (30%)
Current vs Prior 7-Day Avg -20.37%
Calls: -33.11%
Puts: +9.83%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $4.34M
Calls: $2.06M (47%)
Puts: $2.28M (53%)
Prior (07/17) $5.04M
Calls: $1.93M (38%)
Puts: $3.11M (62%)
Current vs Prior -13.93%
Calls: +6.31%
Puts: -26.52%
Prior 7-Day Total $57.25M
Calls: $42.29M (74%)
Puts: $14.96M (26%)
Prior 7-Day Average $8.18M
Calls: $6.04M (74%)
Puts: $2.14M (26%)
Current vs Prior 7-Day Avg -46.93%
Calls: -65.96%
Puts: +6.86%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/20) 0.69
Prior (07/17) 0.83
Current vs Prior -16.85%
Prior 7-Day Average 0.50
Current vs Prior 7-Day Avg +39.20%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 14,256
Calls: 12,355 (87%)
Puts: 1,901 (13%)
Prior (07/17) 18,825
Calls: 12,117 (64%)
Puts: 6,708 (36%)
Current vs Prior -24.27%
Prior 7-Day Total 149,422
Calls: 99,508 (67%)
Puts: 49,914 (33%)
Prior 7-Day Average 21,346
Calls: 14,215 (67%)
Puts: 7,130 (33%)
Current vs Prior 7-Day Avg -33.21%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 6.95% | 9.67%16.24% | 22.92%
Prior 7.12% | 10.03%1.64% | 17.07%
Current vs Prior -2.31% | -3.57%+891.06% | +34.32%
Prior 7-Day Avg 5.67% | 9.44%5.88% | 18.24%
Current vs 7-Day Avg +22.60% | +2.41%+176.25% | +25.71%
Prior 7-Day Eod 7.12% | 10.03%1.64% | 17.07%
Current vs 7-Day Eod -2.31% | -3.57%+891.06% | +34.32%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 11.06% | 16.77%
Calls: 12.01% | 16.08%
Puts: 10.12% | 17.46%
Prior 11.06% | 16.77%
Calls: 12.01% | 16.08%
Puts: 10.12% | 17.46%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 11.06% | 16.77%
Calls: 12.01% | 16.08%
Puts: 10.12% | 17.46%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Bullish P/C ratio of 0.69. Call-heavy open interest (12,355 calls vs 1,901 puts) suggests bullish positioning. Declining open interest (down 24%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 17 of results (avg 8.4%, best 6.3%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Aug 736.4039.70$38.058.7%20.691
$340.00Jul 3127.9030.50$29.208.9%200.713
$330.00Aug 1442.2046.30$44.259.3%40.72--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Aug 1432.5034.60$33.556.3%20.553
$355.00Aug 1421.8023.30$22.556.7%1870.431
$362.50Jul 3117.1018.40$17.757.3%30.49--
$385.00Aug 1439.4042.60$41.007.8%10.607
$350.00Aug 1419.3020.90$20.108.0%20.407

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. 44 found (avg delta 0.63, highest 0.84)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Jul 2429.0035.50$32.2520.2%10.84--
$305.00Aug 2161.4069.00$65.2011.7%100.82--
$330.00Jul 3132.7040.80$36.7522.0%20.79--
$315.00Aug 2154.4061.40$57.9012.1%10.76--
$330.00Aug 737.7046.00$41.8519.8%20.73--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Aug 753.1059.30$56.2011.0%80.76--
$380.00Jul 2421.6027.70$24.6524.7%20.73--
$390.00Jul 3132.5039.70$36.1019.9%680.7361
$420.00Aug 2866.3074.10$70.2011.1%20.721
$380.00Jul 3124.4029.80$27.1019.9%10.63--

Most actively traded options today. High liquidity = easy entry/exit. 148 active (total vol 3.0K, top 480)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$425.00Jul 240.003.90$1.95200.0%4800.107
$410.00Jul 240.001.40$0.70200.0%3910.0620
$390.00Aug 2116.4021.70$19.0527.8%1130.39828
$367.50Jul 247.209.00$8.1022.2%380.421
$367.50Jul 3112.9016.10$14.5022.1%350.461
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Aug 1421.8023.30$22.556.7%1870.431
$335.00Jul 312.957.60$5.2888.1%1660.2320
$350.00Jul 3111.3012.40$11.859.3%1070.3843
$310.00Aug 218.4012.70$10.5540.8%1000.2136
$355.00Jul 3113.4014.60$14.008.6%990.423

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 32 strikes (avg 19.5%, max 77.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$430.00Jul 24Aug 21123.0%69.2%77.7%623
$425.00Jul 24Jul 31117.8%73.1%61.2%48217
$345.00Jul 24Aug 1489.5%67.4%32.8%346
$330.00Jul 24Aug 1490.2%68.1%32.5%5--
$395.00Jul 24Aug 2183.7%68.8%21.6%314
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Jul 24Aug 2199.8%70.2%42.3%32367
$340.00Jul 24Jul 3192.8%69.1%34.3%13127
$325.00Jul 24Aug 789.4%68.1%31.3%12119
$350.00Jul 24Aug 2184.7%64.8%30.8%639
$330.00Jul 24Aug 790.2%72.1%25.0%34

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 87 found (best R:R 40.67, avg 3.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$362.50$365.00Jul 24$0.10$2.40$0.1024.00$362.60
$387.50$390.00Jul 24$0.10$2.40$0.1024.00$387.60
$410.00$415.00Jul 24$0.22$4.78$0.2221.73$410.22
$410.00$420.00Aug 21$0.55$9.45$0.5517.18$410.55
$360.00$362.50Jul 31$0.25$2.25$0.259.00$360.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$315.00$310.00Aug 7$0.12$4.88$0.1240.67$314.88
$310.00$305.00Jul 31$0.40$4.60$0.4011.50$309.60
$355.00$352.50Aug 7$0.20$2.30$0.2011.50$354.80
$310.00$295.00Aug 7$1.88$13.12$1.886.98$308.12
$330.00$310.00Jul 31$3.50$16.50$3.504.71$326.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 110 found (best R:R 15.67, avg 1.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$365.00$367.50Aug 7$2.35$2.35$0.1515.67$367.35
$372.50$375.00Jul 31$2.10$2.10$0.405.25$374.60
$362.50$365.00Jul 31$2.05$2.05$0.454.56$364.55
$340.00$345.00Jul 31$4.05$4.05$0.954.26$344.05
$350.00$355.00Jul 31$4.05$4.05$0.954.26$354.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$390.00$380.00Jul 31$9.00$9.00$1.009.00$381.00
$350.00$347.50Aug 7$2.25$2.25$0.259.00$347.75
$380.00$367.50Jul 24$9.60$9.60$2.903.31$370.40
$385.00$375.00Aug 14$7.45$7.45$2.552.92$377.55
$410.00$372.50Aug 7$27.85$27.85$9.652.89$382.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $5.70, cheapest $0.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$425.00Jul 24Jul 31$0.30117.8%73.1%
$430.00Jul 24Jul 31$0.35123.0%76.7%
$410.00Jul 24Jul 31$3.2077.3%72.9%
$415.00Jul 24Jul 31$3.8776.9%80.1%
$335.00Aug 7Aug 14$3.9076.5%64.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$290.00Aug 7Aug 14$1.1087.0%80.3%
$380.00Jul 24Jul 31$2.4577.0%75.2%
$330.00Jul 24Jul 31$2.7290.2%70.4%
$340.00Jul 24Jul 31$2.7592.8%69.1%
$345.00Jul 24Jul 31$3.1589.5%68.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 6.37% of stock, avg 11.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$355.00Jul 24$14.15$8.80$22.95$332.05$377.956.37%
$367.50Jul 24$8.10$15.05$23.15$344.35$390.656.42%
$345.00Jul 24$20.35$6.75$27.10$317.90$372.107.52%
$380.00Jul 24$4.50$24.65$29.15$350.85$409.158.09%
$357.50Jul 31$17.90$14.95$32.85$324.65$390.359.12%
$360.00Jul 31$17.10$16.05$33.15$326.85$393.159.20%
$370.00Jul 31$11.95$21.85$33.80$336.20$403.809.38%
$355.00Jul 31$19.90$14.00$33.90$321.10$388.909.41%
$362.50Jul 31$16.85$17.75$34.60$327.90$397.109.60%
$367.50Jul 31$14.50$20.25$34.75$332.75$402.259.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 113 found (cheapest 3.03% of stock, avg 7.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$372.50$347.50Jul 24$6.40$4.53$10.93$336.57$383.43
$370.00$347.50Jul 24$7.10$4.53$11.63$335.87$381.63
$367.50$347.50Jul 24$8.10$4.53$12.63$334.87$380.13
$430.00$290.00Aug 14$7.50$5.30$12.80$277.20$442.80
$372.50$345.00Jul 24$6.40$6.75$13.15$331.85$385.65
$370.00$345.00Jul 24$7.10$6.75$13.85$331.15$383.85
$372.50$352.50Jul 24$6.40$7.55$13.95$338.55$386.45
$372.50$350.00Jul 24$6.40$7.90$14.30$335.70$386.80
$365.00$347.50Jul 24$9.95$4.53$14.48$333.02$379.48
$362.50$347.50Jul 24$10.05$4.53$14.58$332.92$377.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 173 found (best R:R 49.00, avg credit $5.58)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
335/340360/362Jul 24$4.90$0.1049.00$335.10$364.90
335/340345/355Jul 24$9.75$0.2539.00$330.25$354.75
335/340375/380Jul 24$4.60$0.4011.50$335.40$379.60
330/335370/372Aug 7$4.60$0.4011.50$330.40$374.60
335/340368/370Jul 24$4.55$0.4510.11$335.45$372.05
352/355368/370Jul 24$2.25$0.259.00$352.75$369.75
355/358370/372Aug 7$2.25$0.259.00$355.25$372.25
330/335355/362Aug 7$6.70$0.808.38$328.30$361.70
305/310340/345Jul 31$4.45$0.558.09$305.55$344.45
305/310350/355Jul 31$4.45$0.558.09$305.55$354.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 24.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$395.00$400.00$405.00Aug 21$0.20$4.8024.00
$375.00$380.00$385.00Jul 24$0.40$4.6011.50
$367.50$370.00$372.50Jul 24$0.30$2.207.33
$345.00$347.50$350.00Jul 31$0.50$2.004.00
$357.50$360.00$362.50Jul 31$0.55$1.953.55
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$367.50$370.00$372.50Jul 31$0.10$2.4024.00
$345.00$347.50$350.00Jul 31$0.15$2.3515.67
$355.00$357.50$360.00Jul 31$0.15$2.3515.67
$370.00$372.50$375.00Jul 31$0.15$2.3515.67
$325.00$330.00$335.00Aug 7$0.40$4.6011.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 52 found (best net $-0.50, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$315.00$355.001:2Aug 21-$6.40$33.60
$390.00$410.001:2Jul 31-$1.05$18.95
$360.00$387.501:2Aug 21-$9.85$17.65
$385.00$410.001:2Aug 28-$9.35$15.65
$375.00$390.001:2Jul 31-$2.90$12.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$410.00$372.501:2Aug 7-$0.50$37.00
$350.00$320.001:2Aug 21-$2.70$27.30
$310.00$290.001:2Aug 21-$2.15$17.85
$310.00$290.001:2Aug 28-$2.70$17.30
$310.00$295.001:2Aug 7-$1.87$13.13

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 7.55%, avg 3.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$365.00Aug 28$27.200.521.3%7.55%8.85%2--
$370.00Aug 28$24.100.492.7%6.69%9.38%27
$375.00Aug 28$22.900.474.1%6.36%10.43%2--
$380.00Aug 28$20.400.455.5%5.66%11.12%122
$362.50Aug 7$20.200.510.6%5.61%6.21%10--
$365.00Aug 7$19.200.501.3%5.33%6.63%93
$385.00Aug 28$18.500.426.8%5.13%11.98%44
$367.50Aug 7$18.100.472.0%5.02%7.02%2--
$370.00Aug 7$17.200.472.7%4.77%7.46%6--
$390.00Aug 21$16.400.398.2%4.55%12.79%113828

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 2,005
Total Puts 1,388
Put/Call Ratio 0.69
Net Difference 617

Prior's Put/Call Breakdown

Total Calls 1,881
Total Puts 1,566
Put/Call Ratio 0.83
Net Difference 315

Prior 7-Day Put/Call Summary

Total Calls 20,982
Total Puts 8,846
Average Put/Call Ratio 0.50
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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