Tour v390
TLN
TALEN ENERGY CORP NE
$377.41 +3.08%
$375.00 (-0.64%)🌙
as of 07/22 09:06 PM
7/22 21:06

Option Volume

Detail
Current (07/22) 2,187
Calls: 752 (34%)
Puts: 1,435 (66%)
Prior (07/21) 2,559
Calls: 1,332 (52%)
Puts: 1,227 (48%)
Current vs Prior -14.54%
Calls: -43.54% (Calls)
Puts: +16.95% (Puts)
Prior 7-Day Total 29,876
Calls: 20,094 (67%)
Puts: 9,782 (33%)
Prior 7-Day Average 4,268
Calls: 2,870 (67%)
Puts: 1,397 (33%)
Current vs Prior 7-Day Avg -48.76%
Calls: -73.80%
Puts: +2.69%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/22) $2.97M
Calls: $1.90M (64%)
Puts: $1.08M (36%)
Prior (07/21) $3.89M
Calls: $1.22M (31%)
Puts: $2.67M (69%)
Current vs Prior -23.56%
Calls: +55.27%
Puts: -59.63%
Prior 7-Day Total $54.48M
Calls: $36.60M (67%)
Puts: $17.88M (33%)
Prior 7-Day Average $7.78M
Calls: $5.23M (67%)
Puts: $2.55M (33%)
Current vs Prior 7-Day Avg -61.78%
Calls: -63.72%
Puts: -57.81%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 1.91
Prior (07/21) 0.92
Current vs Prior +107.15%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg +238.07%
Sentiment BEARISH

Open Interest

Detail
Current (07/22) 22,508
Calls: 13,072 (58%)
Puts: 9,436 (42%)
Prior (07/21) 12,960
Calls: 10,030 (77%)
Puts: 2,930 (23%)
Current vs Prior +73.67%
Prior 7-Day Total 142,350
Calls: 101,126 (71%)
Puts: 41,224 (29%)
Prior 7-Day Average 20,335
Calls: 14,446 (71%)
Puts: 5,889 (29%)
Current vs Prior 7-Day Avg +10.68%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.25% | 8.20%15.61% | 21.83%
Prior 5.63% | 9.08%16.00% | 22.16%
Current vs Prior -24.41% | -9.70%-2.49% | -1.49%
Prior 7-Day Avg 5.92% | 9.25%7.95% | 19.20%
Current vs 7-Day Avg -28.16% | -11.39%+96.42% | +13.68%
Prior 7-Day Eod 5.63% | 9.08%16.00% | 22.16%
Current vs 7-Day Eod -24.41% | -9.70%-2.49% | -1.49%
Sentiment BULLISHBULLISH

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

Moderately bullish flow with 64% call dollar volume ($1.90M). Extreme bearish P/C ratio of 1.91 - heavy put buying. P/C ratio rising 107% - increased hedging/bearish positioning. Rising open interest (up 74%) indicates new positions being established.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 3 of results (avg 8.4%, best 7.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$367.50Jul 3119.8021.50$20.658.2%20.6428
$360.00Aug 730.6033.80$32.209.9%10.64--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$415.00Aug 745.1048.40$46.757.1%20.711

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. 21 found (avg delta 0.67, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Jul 2430.3036.50$33.4018.6%10.91--
$330.00Aug 751.0057.70$54.3512.3%20.821
$355.00Jul 2420.3027.10$23.7028.7%150.8160
$362.50Jul 2414.7021.40$18.0537.1%10.74--
$340.00Aug 2148.0056.00$52.0015.4%20.7375
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$425.00Jul 2444.3050.00$47.1512.1%10.93--
$420.00Jul 3143.6049.00$46.3011.7%10.88--
$415.00Aug 745.1048.40$46.757.1%20.711
$410.00Aug 2145.1052.00$48.5514.2%20.628
$405.00Aug 2141.9046.80$44.3511.0%40.60--

Most actively traded options today. High liquidity = easy entry/exit. 102 active (total vol 1.1K, top 367)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$377.50Jul 246.309.00$7.6535.3%1470.516
$420.00Jul 310.303.60$1.95169.2%480.1230
$450.00Aug 216.608.30$7.4522.8%280.20760
$400.00Aug 2118.1021.70$19.9018.1%240.41--
$400.00Jul 240.952.10$1.5375.2%200.1519
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$347.50Jul 313.805.80$4.8041.7%3670.2038
$320.00Aug 143.7010.30$7.0094.3%190.171
$320.00Aug 217.0010.20$8.6037.2%190.18368
$360.00Jul 241.502.95$2.2365.0%170.1917
$330.00Jul 240.000.55$0.28196.4%160.03704

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 25.6%, max 77.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$420.00Jul 24Aug 28122.7%69.1%77.5%38
$415.00Jul 24Aug 21113.0%69.8%62.0%437
$410.00Jul 24Aug 21104.6%70.9%47.4%27497
$430.00Jul 24Aug 21102.1%71.6%42.7%527
$450.00Aug 7Aug 2182.3%67.3%22.4%30770
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$335.00Jul 24Aug 28117.5%67.8%73.4%1333
$355.00Jul 24Jul 3198.8%59.0%67.4%8--
$330.00Jul 24Aug 797.7%76.0%28.4%18709
$320.00Aug 7Aug 2183.1%71.2%16.7%29383
$315.00Aug 7Aug 2181.0%69.7%16.2%1115

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 64 found (best R:R 49.00, avg 5.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$410.00$415.00Jul 24$0.10$4.90$0.1049.00$410.10
$425.00$440.00Jul 31$0.75$14.25$0.7519.00$425.75
$400.00$405.00Jul 24$0.65$4.35$0.656.69$400.65
$407.50$420.00Jul 31$1.63$10.87$1.636.67$409.13
$420.00$430.00Jul 24$1.52$8.48$1.525.58$421.52
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$335.00$325.00Aug 21$0.20$9.80$0.2049.00$334.80
$355.00$347.50Jul 31$0.20$7.30$0.2036.50$354.80
$330.00$320.00Aug 7$0.73$9.27$0.7312.70$329.27
$315.00$310.00Aug 14$0.55$4.45$0.558.09$314.45
$365.00$360.00Jul 24$0.57$4.43$0.577.77$364.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 74 found (best R:R 32.33, avg 1.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$345.00$355.00Jul 24$9.70$9.70$0.3032.33$354.70
$362.50$370.00Jul 24$6.50$6.50$1.006.50$369.00
$367.50$370.00Jul 31$2.10$2.10$0.405.25$369.60
$377.50$380.00Jul 31$1.90$1.90$0.603.17$379.40
$355.00$362.50Jul 24$5.65$5.65$1.853.05$360.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$365.00$362.50Jul 31$2.20$2.20$0.307.33$362.80
$425.00$380.00Jul 24$38.20$38.20$6.805.62$386.80
$410.00$405.00Aug 21$4.20$4.20$0.805.25$405.80
$420.00$377.50Jul 31$31.40$31.40$11.102.83$388.60
$375.00$367.50Jul 31$4.90$4.90$2.601.88$370.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $6.27, cheapest $1.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$445.00Jul 31Aug 7$1.1880.0%68.0%
$450.00Aug 7Aug 21$1.9082.3%67.3%
$435.00Aug 7Aug 14$2.0073.4%67.8%
$405.00Jul 24Jul 31$3.1072.6%54.9%
$400.00Jul 24Jul 31$4.7774.4%61.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Aug 7Aug 14$1.4583.1%76.2%
$355.00Jul 24Jul 31$2.1798.8%59.0%
$315.00Aug 7Aug 14$2.6581.0%80.6%
$310.00Aug 7Aug 14$2.8781.0%82.7%
$335.00Jul 24Jul 31$3.43117.5%84.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 4.01% of stock, avg 9.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$377.50Jul 24$7.65$7.50$15.15$362.35$392.654.01%
$380.00Jul 24$6.45$8.95$15.40$364.60$395.404.08%
$370.00Jul 24$11.55$5.00$16.55$353.45$386.554.39%
$355.00Jul 24$23.70$2.83$26.53$328.47$381.537.03%
$367.50Jul 31$20.65$8.85$29.50$338.00$397.007.82%
$375.00Jul 31$16.05$13.75$29.80$345.20$404.807.90%
$377.50Jul 31$15.65$14.90$30.55$346.95$408.058.09%
$420.00Jul 31$1.95$46.30$48.25$371.75$468.2512.78%
$330.00Aug 7$54.35$6.28$60.63$269.37$390.6316.06%
$405.00Aug 21$18.85$44.35$63.20$341.80$468.2016.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 121 found (cheapest 1.00% of stock, avg 5.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$400.00$360.00Jul 24$1.53$2.23$3.76$356.24$403.76
$400.00$365.00Jul 24$1.53$2.80$4.33$360.67$404.33
$400.00$355.00Jul 24$1.53$2.83$4.36$350.64$404.36
$390.00$360.00Jul 24$3.25$2.23$5.48$354.52$395.48
$390.00$365.00Jul 24$3.25$2.80$6.05$358.95$396.05
$390.00$355.00Jul 24$3.25$2.83$6.08$348.92$396.08
$385.00$360.00Jul 24$4.20$2.23$6.43$353.57$391.43
$400.00$370.00Jul 24$1.53$5.00$6.53$363.47$406.53
$385.00$365.00Jul 24$4.20$2.80$7.00$358.00$392.00
$385.00$355.00Jul 24$4.20$2.83$7.03$347.97$392.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 179 found (best R:R 40.67, avg credit $6.20)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
330/335362/370Jul 24$7.32$0.1840.67$327.68$369.82
368/375400/405Jul 31$7.22$0.2825.79$367.78$407.22
362/365370/375Jul 31$4.70$0.3015.67$360.30$374.70
345/348378/380Jul 31$2.30$0.2011.50$345.20$379.80
368/375378/380Jul 31$6.80$0.709.71$368.20$384.30
362/365400/405Jul 31$4.52$0.489.42$360.48$404.52
335/350370/385Aug 21$13.55$1.459.34$336.45$383.55
355/358395/400Jul 31$4.50$0.509.00$353.00$399.50
368/375395/400Jul 31$6.75$0.759.00$368.25$401.75
320/325420/425Aug 21$4.45$0.558.09$320.55$424.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$410.00$415.00$420.00Jul 24$0.10$4.9049.00
$377.50$380.00$382.50Jul 24$0.10$2.4024.00
$400.00$405.00$410.00Aug 14$0.90$4.104.56
$410.00$415.00$420.00Aug 21$0.95$4.054.26
$362.50$370.00$377.50Jul 24$2.60$4.901.88
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$315.00$320.00$325.00Aug 21$0.35$4.6513.29
$310.00$315.00$320.00Aug 7$0.48$4.529.42
$355.00$360.00$365.00Jul 24$1.17$3.833.27
$360.00$365.00$370.00Jul 24$1.63$3.372.07
$310.00$315.00$320.00Aug 21$1.80$3.201.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 50 found (best net $-10.05, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$360.001:2Aug 7-$10.05$19.95
$390.00$410.001:2Aug 7-$0.55$19.45
$415.00$435.001:2Aug 14-$4.60$15.40
$340.00$370.001:2Aug 21-$15.60$14.40
$425.00$440.001:2Jul 31-$1.30$13.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$335.001:2Aug 21-$5.15$9.85
$345.00$335.001:2Jul 31-$4.66$5.34
$330.00$320.001:2Aug 7-$4.82$5.18
$377.50$370.001:2Jul 24-$2.50$5.00
$370.00$365.001:2Jul 24-$0.60$4.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 6.31%, avg 2.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$385.00Aug 21$23.800.492.0%6.31%8.32%10--
$390.00Aug 21$22.100.473.3%5.86%9.19%4746
$377.50Aug 7$21.400.530.0%5.67%5.69%1--
$385.00Aug 14$21.000.492.0%5.56%7.58%111
$400.00Aug 21$18.100.416.0%4.80%10.78%24--
$405.00Aug 21$16.800.397.3%4.45%11.76%81
$390.00Aug 7$16.200.453.3%4.29%7.63%17
$400.00Aug 14$16.100.416.0%4.27%10.25%5--
$410.00Aug 21$15.800.378.6%4.19%12.82%17142
$415.00Aug 21$14.400.3510.0%3.82%13.78%31

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 752
Total Puts 1,435
Put/Call Ratio 1.91
Net Difference -683

Prior's Put/Call Breakdown

Total Calls 1,332
Total Puts 1,227
Put/Call Ratio 0.92
Net Difference 105

Prior 7-Day Put/Call Summary

Total Calls 20,094
Total Puts 9,782
Average Put/Call Ratio 0.56
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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