Tour v423
TLN
TALEN ENERGY CORP NE
$347.07 -3.56%
$344.05 (-0.87%)🌙
as of 07/27 07:11 PM
7/27 19:11

Option Volume

Detail
Current (07/27) 3,872
Calls: 2,761 (71%)
Puts: 1,111 (29%)
Prior (07/24) 2,271
Calls: 1,339 (59%)
Puts: 932 (41%)
Current vs Prior +70.50%
Calls: +106.20% (Calls)
Puts: +19.21% (Puts)
Prior 7-Day Total 20,652
Calls: 11,946 (58%)
Puts: 8,706 (42%)
Prior 7-Day Average 2,950
Calls: 1,706 (58%)
Puts: 1,243 (42%)
Current vs Prior 7-Day Avg +31.24%
Calls: +61.79%
Puts: -10.67%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $4.93M
Calls: $2.24M (46%)
Puts: $2.69M (54%)
Prior (07/24) $2.98M
Calls: $1.31M (44%)
Puts: $1.67M (56%)
Current vs Prior +65.59%
Calls: +71.83%
Puts: +60.72%
Prior 7-Day Total $31.80M
Calls: $17.28M (54%)
Puts: $14.53M (46%)
Prior 7-Day Average $4.54M
Calls: $2.47M (54%)
Puts: $2.08M (46%)
Current vs Prior 7-Day Avg +8.48%
Calls: -9.11%
Puts: +29.40%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/27) 0.40
Prior (07/24) 0.70
Current vs Prior -42.19%
Prior 7-Day Average 1.01
Current vs Prior 7-Day Avg -60.08%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 15,534
Calls: 10,819 (70%)
Puts: 4,715 (30%)
Prior (07/24) 11,670
Calls: 8,372 (72%)
Puts: 3,298 (28%)
Current vs Prior +33.11%
Prior 7-Day Total 116,723
Calls: 83,120 (71%)
Puts: 33,603 (29%)
Prior 7-Day Average 16,674
Calls: 11,874 (71%)
Puts: 4,800 (29%)
Current vs Prior 7-Day Avg -6.84%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 6.27% | 10.59%14.36% | 20.67%
Prior 6.93% | 11.27%14.93% | 20.99%
Current vs Prior -9.60% | -6.02%-3.83% | -1.52%
Prior 7-Day Avg 5.10% | 9.11%11.75% | 20.54%
Current vs 7-Day Avg +22.96% | +16.18%+22.21% | +0.67%
Prior 7-Day Eod 6.93% | 11.27%14.93% | 20.99%
Current vs 7-Day Eod -9.60% | -6.02%-3.83% | -1.52%
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

Elevated premium activity with dollar volume up 66% vs prior. Above-average activity with volume up 70% vs prior. Extreme bullish P/C ratio of 0.40 - heavy call buying (2,761 calls vs 1,111 puts). P/C ratio dropping 42% - sentiment shifting bullish.

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 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 5 of results (avg 7.8%, best 7.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2169.2074.30$71.757.1%20.86--
$280.00Aug 2870.4075.80$73.107.4%80.85--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Aug 2165.8070.90$68.357.5%20.8210
$415.00Aug 2871.6077.30$74.457.7%20.771
$400.00Jul 3150.9055.80$53.359.2%10.91139

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. 29 found (avg delta 0.67, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Jul 3134.9041.40$38.1517.0%50.902
$280.00Aug 2169.2074.30$71.757.1%20.86--
$280.00Aug 2870.4075.80$73.107.4%80.85--
$300.00Aug 2152.0057.50$54.7510.0%500.81--
$300.00Sep 455.0063.00$59.0013.6%50.77--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Jul 3150.9055.80$53.359.2%10.91139
$380.00Jul 3131.5036.90$34.2015.8%70.8515
$410.00Aug 2165.8070.90$68.357.5%20.8210
$375.00Jul 3126.9032.50$29.7018.9%40.8214
$370.00Jul 3122.7028.30$25.5022.0%100.80--

Most actively traded options today. High liquidity = easy entry/exit. 99 active (total vol 1.3K, top 479)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Jul 310.000.95$0.48197.9%4790.04291
$390.00Aug 217.9012.00$9.9541.2%1140.28564
$300.00Aug 2152.0057.50$54.7510.0%500.81--
$367.50Jul 312.103.50$2.8050.0%450.2131
$390.00Jul 310.002.70$1.35200.0%300.10--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 1410.2013.70$11.9529.3%1320.313
$340.00Jul 316.308.00$7.1523.8%430.3872
$345.00Jul 318.8010.40$9.6016.7%370.4511
$290.00Jul 310.000.50$0.25200.0%200.02336
$340.00Aug 712.8016.00$14.4022.2%190.403

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 14.7%, max 44.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$410.00Jul 31Aug 2188.7%63.4%39.9%481435
$400.00Aug 7Aug 2175.4%61.2%23.2%7631
$390.00Jul 31Aug 2184.3%68.7%22.7%144564
$375.00Jul 31Aug 777.3%68.0%13.6%37
$335.00Jul 31Aug 2176.3%70.0%9.1%145
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$315.00Jul 31Aug 21104.2%72.3%44.0%722
$300.00Jul 31Sep 484.8%67.8%25.0%19130
$290.00Jul 31Aug 2187.1%70.8%23.0%22377
$325.00Jul 31Aug 2186.3%71.3%21.0%826
$380.00Jul 31Sep 479.6%66.4%19.9%915

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 67 found (best R:R 30.25, avg 3.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$390.00$410.00Jul 31$0.87$19.13$0.8721.99$390.87
$385.00$390.00Aug 21$0.35$4.65$0.3513.29$385.35
$400.00$410.00Aug 21$0.95$9.05$0.959.53$400.95
$387.50$410.00Aug 14$2.90$19.60$2.906.76$390.40
$377.50$380.00Aug 7$0.35$2.15$0.356.14$377.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$290.00Jul 31$0.32$9.68$0.3230.25$299.68
$315.00$310.00Aug 7$0.25$4.75$0.2519.00$314.75
$295.00$290.00Aug 7$0.38$4.62$0.3812.16$294.62
$330.00$325.00Jul 31$0.40$4.60$0.4011.50$329.60
$310.00$295.00Aug 7$1.82$13.18$1.827.24$308.18

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 80 found (best R:R 22.53, avg 1.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$280.00$300.00Aug 21$17.00$17.00$3.005.67$297.00
$310.00$335.00Jul 31$20.15$20.15$4.854.15$330.15
$335.00$340.00Jul 31$3.65$3.65$1.352.70$338.65
$300.00$335.00Aug 21$24.50$24.50$10.502.33$324.50
$280.00$365.00Aug 28$54.05$54.05$30.951.75$334.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$400.00$380.00Jul 31$19.15$19.15$0.8522.53$380.85
$380.00$375.00Jul 31$4.50$4.50$0.509.00$375.50
$375.00$370.00Jul 31$4.20$4.20$0.805.25$370.80
$415.00$370.00Aug 28$34.05$34.05$10.953.11$380.95
$410.00$360.00Aug 21$37.60$37.60$12.403.03$372.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 29 found (avg debit $6.74, cheapest $0.65)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$280.00Aug 21Aug 28$1.3579.7%76.8%
$400.00Aug 7Aug 21$2.3075.4%61.2%
$410.00Jul 31Aug 14$3.4788.7%69.3%
$300.00Aug 21Sep 4$4.2570.2%67.8%
$375.00Jul 31Aug 7$4.3077.3%68.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$280.00Aug 28Sep 4$0.6576.8%71.3%
$310.00Aug 7Aug 14$1.4581.5%68.5%
$315.00Jul 31Aug 7$1.95104.2%75.9%
$290.00Jul 31Aug 7$2.8587.1%91.8%
$355.00Aug 7Aug 14$3.8576.3%70.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 6.19% of stock, avg 13.42%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Jul 31$14.35$7.15$21.50$318.50$361.506.19%
$360.00Jul 31$5.40$18.25$23.65$336.35$383.656.81%
$335.00Jul 31$18.00$5.80$23.80$311.20$358.806.86%
$375.00Jul 31$2.55$29.70$32.25$342.75$407.259.29%
$380.00Jul 31$2.05$34.20$36.25$343.75$416.2510.44%
$355.00Aug 7$15.35$22.00$37.35$317.65$392.3510.76%
$365.00Aug 14$14.60$30.90$45.50$319.50$410.5013.11%
$345.00Aug 21$24.90$23.95$48.85$296.15$393.8514.07%
$360.00Aug 21$19.65$30.75$50.40$309.60$410.4014.52%
$300.00Aug 21$54.75$7.35$62.10$237.90$362.1017.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 93 found (cheapest 1.94% of stock, avg 6.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$365.00$325.00Jul 31$2.70$4.05$6.75$318.25$371.75
$367.50$325.00Jul 31$2.80$4.05$6.85$318.15$374.35
$365.00$330.00Jul 31$2.70$4.45$7.15$322.85$372.15
$372.50$325.00Jul 31$3.13$4.05$7.18$317.82$379.68
$367.50$330.00Jul 31$2.80$4.45$7.25$322.75$374.75
$372.50$330.00Jul 31$3.13$4.45$7.58$322.42$380.08
$365.00$335.00Jul 31$2.70$5.80$8.50$326.50$373.50
$367.50$335.00Jul 31$2.80$5.80$8.60$326.40$376.10
$372.50$335.00Jul 31$3.13$5.80$8.93$326.07$381.43
$360.00$325.00Jul 31$5.40$4.05$9.45$315.55$369.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 190 found (best R:R 49.00, avg credit $4.93)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
320/325390/395Aug 21$4.90$0.1049.00$320.10$394.90
340/345395/400Aug 21$4.85$0.1532.33$340.15$399.85
350/358360/365Jul 31$7.25$0.2529.00$350.25$367.25
310/315395/400Aug 21$4.65$0.3513.29$310.35$399.65
320/325395/400Aug 21$4.55$0.4510.11$320.45$399.55
320/330355/365Aug 7$9.00$1.009.00$321.00$364.00
340/350365/375Aug 7$8.80$1.207.33$341.20$373.80
340/345355/360Aug 21$4.40$0.607.33$340.60$359.40
320/325360/365Jul 31$4.30$0.706.14$320.70$364.30
340/350390/400Aug 7$8.45$1.555.45$341.55$398.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 19.00, cheapest $0.25)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$390.00$395.00$400.00Aug 21$0.35$4.6513.29
$365.00$387.50$410.00Aug 14$4.85$17.653.64
$350.00$355.00$360.00Aug 21$1.35$3.652.70
$355.00$365.00$375.00Aug 7$2.90$7.102.45
$372.50$375.00$377.50Jul 31$0.73$1.772.42
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$340.00$345.00$350.00Aug 14$0.25$4.7519.00
$370.00$375.00$380.00Jul 31$0.30$4.7015.67
$330.00$335.00$340.00Aug 7$0.30$4.7015.67
$325.00$330.00$335.00Jul 31$0.95$4.054.26
$335.00$340.00$345.00Jul 31$1.10$3.903.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 49 found (best net $-6.35, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$335.001:2Aug 21-$5.75$29.25
$360.00$385.001:2Aug 21-$0.95$24.05
$387.50$410.001:2Aug 14-$1.05$21.45
$390.00$400.001:2Aug 7-$1.15$8.85
$380.00$390.001:2Aug 7-$3.90$6.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$415.00$370.001:2Aug 28-$6.35$38.65
$380.00$345.001:2Sep 4-$8.60$26.40
$300.00$280.001:2Aug 28-$3.20$16.80
$300.00$280.001:2Sep 4-$3.25$16.75
$310.00$295.001:2Aug 7-$1.66$13.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 6.08%, avg 2.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Aug 21$21.100.510.8%6.08%6.92%6--
$355.00Aug 21$18.200.482.3%5.24%7.53%1--
$360.00Aug 21$17.500.453.7%5.04%8.77%10527
$365.00Aug 28$16.500.435.2%4.75%9.92%21
$347.50Aug 7$16.200.540.1%4.67%4.79%2--
$355.00Aug 7$12.800.472.3%3.69%5.97%1--
$365.00Aug 14$12.300.405.2%3.54%8.71%2--
$390.00Aug 21$7.900.2812.4%2.28%14.65%114564
$365.00Aug 7$7.100.375.2%2.05%7.21%18
$385.00Aug 21$7.000.3010.9%2.02%12.95%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 2,761
Total Puts 1,111
Put/Call Ratio 0.40
Net Difference 1,650

Prior's Put/Call Breakdown

Total Calls 1,339
Total Puts 932
Put/Call Ratio 0.70
Net Difference 407

Prior 7-Day Put/Call Summary

Total Calls 11,946
Total Puts 8,706
Average Put/Call Ratio 1.01
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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