Tour v477
TLN
TALEN ENERGY CORP NE
$334.10 +0.47%
$335.00 (+0.27%)🌙
as of 07/31 07:13 PM
7/31 19:13

Option Volume

Detail
Current (07/31) 5,768
Calls: 2,181 (38%)
Puts: 3,587 (62%)
Prior (07/30) 5,272
Calls: 4,876 (92%)
Puts: 396 (8%)
Current vs Prior +9.41%
Calls: -55.27% (Calls)
Puts: +805.81% (Puts)
Prior 7-Day Total 23,994
Calls: 15,340 (64%)
Puts: 8,654 (36%)
Prior 7-Day Average 3,427
Calls: 2,191 (64%)
Puts: 1,236 (36%)
Current vs Prior 7-Day Avg +68.28%
Calls: -0.48%
Puts: +190.14%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31) $20.69M
Calls: $2.42M (12%)
Puts: $18.27M (88%)
Prior (07/30) $9.06M
Calls: $7.94M (88%)
Puts: $1.13M (12%)
Current vs Prior +128.24%
Calls: -69.55%
Puts: +1522.96%
Prior 7-Day Total $47.96M
Calls: $24.19M (50%)
Puts: $23.76M (50%)
Prior 7-Day Average $6.85M
Calls: $3.46M (50%)
Puts: $3.39M (50%)
Current vs Prior 7-Day Avg +201.91%
Calls: -30.08%
Puts: +438.10%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/31) 1.64
Prior (07/30) 0.08
Current vs Prior +1925.09%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg +86.57%
Sentiment BEARISH

Open Interest

Detail
Current (07/31) 18,546
Calls: 6,539 (35%)
Puts: 12,007 (65%)
Prior (07/30) 15,311
Calls: 11,108 (73%)
Puts: 4,203 (27%)
Current vs Prior +21.13%
Prior 7-Day Total 102,854
Calls: 64,248 (62%)
Puts: 38,606 (38%)
Prior 7-Day Average 14,693
Calls: 9,178 (62%)
Puts: 5,515 (38%)
Current vs Prior 7-Day Avg +26.22%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.19% | 10.25%14.50% | 21.55%
Prior 4.11% | 10.13%13.85% | 21.05%
Current vs Prior +149.38% | +26.26%+4.72% | +2.38%
Prior 7-Day Avg 5.30% | 10.08%14.94% | 21.13%
Current vs 7-Day Avg +93.25% | +26.96%-2.97% | +1.97%
Prior 7-Day Eod 4.11% | 10.13%13.85% | 21.05%
Current vs 7-Day Eod +149.38% | +26.26%+4.72% | +2.38%
Sentiment BEARISHBEARISH

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
+
Add Card

🤖 AI Insights

Strong bearish conviction with 88% of dollar volume in puts ($18.27M) vs calls ($2.42M). Massive premium surge with dollar volume up 128% vs prior. Dollar volume significantly above 7-day average (202% higher). Extreme bearish P/C ratio of 1.64 - 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 BEARISH
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 2 of results (avg 9.7%, best 9.6%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$357.50Aug 728.7031.60$30.159.6%60.69--
$365.00Aug 2841.3045.50$43.409.7%80.63--

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. 37 found (avg delta 0.71, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 752.7059.90$56.3012.8%40.914
$270.00Aug 1463.6070.70$67.1510.6%90.90--
$270.00Aug 2165.0073.00$69.0011.6%40.888
$305.00Jul 3127.1032.40$29.7517.8%40.86--
$325.00Jul 315.8012.50$9.1573.2%380.849
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$395.00Aug 758.1066.60$62.3513.6%20.863
$345.00Jul 317.5014.20$10.8561.8%10.86--
$392.50Aug 756.1063.40$59.7512.2%20.851
$367.50Jul 3129.7036.70$33.2021.1%10.841
$365.00Jul 3127.6034.00$30.8020.8%10.84--

Most actively traded options today. High liquidity = easy entry/exit. 121 active (total vol 2.7K, top 550)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$347.50Aug 1413.4017.30$15.3525.4%3280.43--
$330.00Jul 311.008.80$4.90159.2%3000.66--
$345.00Aug 2819.4023.80$21.6020.4%2350.47--
$360.00Aug 2112.1015.90$14.0027.1%2080.38561
$400.00Aug 70.052.60$1.33191.7%1290.0815
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 2143.0047.80$45.4010.6%5500.70--
$342.50Aug 1422.9028.00$25.4520.0%770.53--
$330.00Aug 1413.0021.50$17.2549.3%700.446
$355.00Aug 724.5033.00$28.7529.6%530.6714
$330.00Aug 2117.7024.80$21.2533.4%360.43--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 31 strikes (avg 345.1%, max 2163.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$390.00Jul 31Aug 211691.5%74.7%2163.3%3563
$400.00Jul 31Aug 141878.2%84.2%2130.3%414
$350.00Jul 31Aug 28800.9%72.4%1006.3%210
$345.00Jul 31Aug 28424.3%71.3%495.5%238--
$335.00Jul 31Sep 4347.9%68.8%405.6%3041
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$365.00Jul 31Aug 281170.7%72.8%1509.0%9--
$290.00Jul 31Aug 28806.8%77.4%942.1%7365
$310.00Jul 31Aug 28431.2%73.7%484.6%452
$330.00Jul 31Aug 21374.1%74.9%399.3%37--
$340.00Jul 31Aug 28327.5%73.1%347.9%863

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 70 found (best R:R 19.00, avg 2.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$355.00$360.00Aug 7$0.25$4.75$0.2519.00$355.25
$367.50$375.00Aug 7$0.70$6.80$0.709.71$368.20
$392.50$395.00Aug 7$0.25$2.25$0.259.00$392.75
$345.00$347.50Aug 14$0.25$2.25$0.259.00$345.25
$395.00$400.00Aug 14$0.55$4.45$0.558.09$395.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$295.00$285.00Aug 7$0.80$9.20$0.8011.50$294.20
$330.00$310.00Jul 31$2.35$17.65$2.357.51$327.65
$295.00$285.00Aug 14$1.55$8.45$1.555.45$293.45
$310.00$270.00Aug 21$8.05$31.95$8.053.97$301.95
$300.00$295.00Aug 14$1.05$3.95$1.053.76$298.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 87 found (best R:R 11.50, avg 1.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$325.00$330.00Jul 31$4.25$4.25$0.755.67$329.25
$385.00$387.50Aug 7$2.03$2.03$0.474.32$387.03
$270.00$322.50Aug 14$40.00$40.00$12.503.20$310.00
$280.00$332.50Aug 7$38.15$38.15$14.352.66$318.15
$270.00$327.50Aug 21$41.75$41.75$15.752.65$311.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$365.00$360.00Jul 31$4.60$4.60$0.4011.50$360.40
$312.50$310.00Aug 14$2.20$2.20$0.307.33$310.30
$392.50$382.50Aug 7$8.75$8.75$1.257.00$383.75
$382.50$370.00Aug 7$10.75$10.75$1.756.14$371.75
$370.00$357.50Aug 7$10.10$10.10$2.404.21$359.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 30 found (avg debit $5.56, cheapest $0.87)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$392.50Aug 7Aug 14$0.87106.2%81.3%
$395.00Aug 7Aug 14$1.17106.7%83.7%
$390.00Jul 31Aug 7$1.281691.5%102.0%
$382.50Aug 7Aug 14$1.4798.3%78.6%
$270.00Aug 14Aug 21$1.8592.4%87.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$395.00Aug 7Aug 14$1.65106.7%83.7%
$285.00Aug 7Aug 14$1.80113.5%91.0%
$315.00Aug 7Aug 14$2.3097.2%77.1%
$295.00Aug 7Aug 14$2.55103.7%86.6%
$325.00Aug 7Aug 14$2.9096.4%77.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 1.51% of stock, avg 12.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$335.00Jul 31$2.65$2.40$5.05$329.95$340.051.51%
$330.00Jul 31$4.90$2.40$7.30$322.70$337.302.18%
$345.00Jul 31$0.75$10.85$11.60$333.40$356.603.47%
$350.00Jul 31$2.40$15.80$18.20$331.80$368.205.45%
$335.00Aug 7$16.80$16.10$32.90$302.10$367.909.85%
$340.00Aug 7$14.50$19.00$33.50$306.50$373.5010.03%
$355.00Aug 7$8.15$28.75$36.90$318.10$391.9011.04%
$347.50Aug 14$15.35$27.05$42.40$305.10$389.9012.69%
$342.50Aug 14$17.40$25.45$42.85$299.65$385.3512.83%
$382.50Aug 7$4.28$51.00$55.28$327.22$437.7816.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 95 found (cheapest 0.94% of stock, avg 8.05%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$345.00$330.00Jul 31$0.75$2.40$3.15$326.85$348.15
$350.00$330.00Jul 31$2.40$2.40$4.80$325.20$354.80
$390.00$330.00Jul 31$2.40$2.40$4.80$325.20$394.80
$400.00$330.00Jul 31$2.40$2.40$4.80$325.20$404.80
$335.00$330.00Jul 31$2.65$2.40$5.05$324.95$340.05
$385.00$270.00Aug 21$6.85$4.85$11.70$258.30$396.70
$382.50$270.00Aug 21$7.60$4.85$12.45$257.55$394.95
$380.00$270.00Aug 21$8.15$4.85$13.00$257.00$393.00
$350.00$310.00Aug 7$10.20$7.50$17.70$292.30$367.70
$360.00$270.00Aug 21$14.00$4.85$18.85$251.15$378.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 179 found (best R:R 15.67, avg credit $5.01)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
348/355360/365Aug 14$7.05$0.4515.67$347.95$367.05
305/310338/340Aug 7$4.65$0.3513.29$305.35$342.15
305/310332/335Aug 7$4.60$0.4011.50$305.40$337.10
305/310348/350Aug 7$4.55$0.4510.11$305.45$352.05
285/290350/355Aug 28$4.55$0.4510.11$285.45$354.55
305/310345/348Aug 7$4.50$0.509.00$305.50$349.50
310/312348/352Aug 14$4.50$0.509.00$308.00$352.00
305/310342/345Aug 7$4.30$0.706.14$305.70$346.80
310/312338/342Aug 14$4.30$0.706.14$308.20$341.80
325/328338/340Aug 7$2.10$0.405.25$325.40$339.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 18.23, cheapest $0.45)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$332.50$335.00$337.50Aug 7$0.45$2.054.56
$337.50$340.00$342.50Aug 7$0.70$1.802.57
$350.00$355.00$360.00Aug 28$1.45$3.552.45
$347.50$352.50$357.50Aug 14$1.65$3.352.03
$395.00$397.50$400.00Aug 7$0.85$1.651.94
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$357.50$370.00$382.50Aug 7$0.65$11.8518.23
$315.00$340.00$365.00Aug 28$2.65$22.358.43
$290.00$310.00$330.00Jul 31$2.38$17.627.40
$280.00$285.00$290.00Aug 28$0.85$4.154.88
$335.00$340.00$345.00Jul 31$1.39$3.612.60

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 43 found (best net $-2.40, 33 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$390.001:2Jul 31-$2.40$37.60
$327.50$355.001:2Aug 21-$4.15$23.35
$360.00$380.001:2Aug 21-$2.30$17.70
$390.00$400.001:2Jul 31-$2.40$7.60
$385.00$392.501:2Aug 14-$2.80$4.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$365.00$330.001:2Aug 21-$0.10$34.90
$390.00$355.001:2Aug 14-$6.20$28.80
$310.00$290.001:2Jul 31-$0.11$19.89
$340.00$315.001:2Aug 28-$5.95$19.05
$330.00$310.001:2Aug 21-$4.55$15.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 7.48%, avg 2.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$335.00Sep 4$25.000.530.3%7.48%7.75%44
$335.00Aug 28$23.800.530.3%7.12%7.39%1--
$345.00Aug 28$19.400.473.3%5.81%9.07%235--
$350.00Aug 28$17.400.454.8%5.21%9.97%110
$337.50Aug 14$16.700.511.0%5.00%6.02%1--
$355.00Aug 28$15.500.426.3%4.64%10.89%110
$342.50Aug 14$14.200.472.5%4.25%6.76%3--
$335.00Aug 7$14.100.530.3%4.22%4.49%6--
$360.00Aug 28$13.900.397.8%4.16%11.91%29
$347.50Aug 14$13.400.434.0%4.01%8.02%328--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 2,181
Total Puts 3,587
Put/Call Ratio 1.64
Net Difference -1,406

Prior's Put/Call Breakdown

Total Calls 4,876
Total Puts 396
Put/Call Ratio 0.08
Net Difference 4,480

Prior 7-Day Put/Call Summary

Total Calls 15,340
Total Puts 8,654
Average Put/Call Ratio 0.88
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All