NRG AI Report

NRG Energy Inc. (NRG) - Company Overview

Report Created as of: Thursday, 09/18/2025

Share Price: $164.59 ($0.01) Marketcap: $31.76B

52-Week Range: $81.83 on 09/19/2024 - $173.91 on 08/04/2025

Sector: Utilities | Industry: Independent Power Producers

Business Profile

NRG Energy is one of the largest retail energy providers in the U.S. with 7 million customers including its 2021 acquisition of Direct Energy. It also is one of the largest U.S. independent power producers with 16 gigawatts of nuclear coal gas and oil power generation capacity primarily in Texas. Since 2018 NRG has divested its 47% stake in NRG Yield among other renewable energy and conventional generation investments. NRG exited Chapter 11 bankruptcy as a stand-alone entity in December 2003.

Performance Overview

Sector: Utilities
Industry: Independent Power Producers

Industry Context

Performance Percentile by historical ranges
2 Weeks	1 Month	3 Months	6 Months	1 Year
63%	27%	54%	88%	95%

Leader under pressure, but stabilizing. Independent Power Producers industry has been a strong long-term performer, but recently lost momentum. The uptick in the last 2 weeks suggests buyers are stepping back in.

This could indicate:

Potential resumption of leadership. If the 2-week recovery continues, Independent Power Producers industry may be regaining strength after a temporary dip.
Healthy consolidation pattern. Often this setup reflects a normal pullback within a longer-term uptrend.
Still vulnerable. If the rebound fizzles, the industry could slide further, threatening its leadership status.
Rotation watch. Sometimes long-term leaders lose capital flows as money rotates into lagging industries.

This setup signals a long-term leading industry that experienced short-term weakness but is now rebounding. If the 2-week momentum persists, it likely marks a healthy consolidation within a broader uptrend and a potential "buy-the-dip" opportunity.

Stock vs Sector NRG Performance vs. Sector (Utilities) peers and Overall Market

Performance Percentile by historical ranges
Description	2 Weeks	1 Month	3 Months	6 Months	1 Year
	Sector	96%	93%	57%	96%	96%
	Overall Market	88%	80%	40%	94%	92%

Consistent leadership. NRG Energy Inc. (NRG) has been a strong outperformer among its sector peers.

Interpretation:

Trend confirmation. The alignment between horizons indicates strength is entrenched, not just a short-term pop.
Market confidence. Both institutional and retail flows are favoring this stock, reinforcing its leadership status.
Overextension risk. High percentile across both horizons may mean the stock is crowded or stretched, making it more vulnerable to pullbacks.
Relative vs. absolute. Strong relative performance does not guarantee positive absolute returns if the entire sector turns down.
Catalyst dependency. Sustaining leadership often requires ongoing positive catalysts (earnings beats, upgrades, new contracts, etc.).
Options traders. Favor bullish structures (e.g., call spreads, diagonals) while monitoring implied volatility for efficiency.

When a stock's long-term (1-year) and short-term (2-week and 1-month) percentiles within Utilities sector are both high, it signals a confirmed leader with strong and persistent momentum. This alignment reinforces its status as a sector standout, attractive for momentum strategies, though traders should stay alert for overbought conditions.

NRG Volatility Analysis

Current Volatility Snapshot

Implied Volatility (IV): 44%
1-Year IV Percentile: 0%
Current IV is higher than 0% of readings over the past year, indicating option premiums are relatively inexpensive because volatility expectations are low. Traders expect smaller price moves in the underlying. This favors long premium strategies, since you are paying less for potential movement.
1-Year IV Rank: 0
Current IV Rank (0) is Very Low
Interpretation:
- Current IV is close to the lowest level of the past year.
- Options are cheap relative to their history.
- Market expects calm/stable conditions.
- Risk: Volatility has room to rise from here (mean reversion).

Options Sentiment

Call / Put Ratio

Volume: 0% ( 0% )
Interpretation: Very bearish Market Sentiment: This typically indicates that traders are actively positioning for downward price movement. The market is showing strong bearish sentiment, with many traders buying puts in anticipation of a decline. This could also suggest hedging against downside risk or a general belief that the price will fall.
Open Interest: 0% ( 0% )
Interpretation: Strongly Bearish Market Sentiment: Substantially more put open interest. Traders heavily positioned for downside or hedging aggressively. May signal capitulation or oversold conditions if extreme.
Notional Value of Options Traded: 0% ( 0% )
Interpretation: Strongly Bearish Market Sentiment: Put notional value far exceeds calls. Large capital flowing into downside protection or bearish bets. Often seen during panic, market stress, or strong downtrends.
Implied Volatility: 92% ( 0% )
Interpretation: Neutral to Slightly Bearish Market Sentiment: Balanced market, where implied volatility for calls and puts is fairly equal. It suggests that investors are not leaning heavily in either direction, and there is no strong bias toward a significant price movement in any particular direction. Traders expect volatility but are unsure about the direction. Market participants are hedging their bets equally on both sides, which reflects an uncertain or balanced outlook.

Summary: The market is heavily positioned for a decline, indicating that traders expect downward price movement and are hedging or speculating on a bearish outlook.

Market value of open interest and average strike price weighted by open interest.

Open Interest Skew Report by Expiration
Expiration	Overall			Calls			Put
Expiration	Open Int.	Avg. Price	Avg. Strike	Open Int.	Avg. Price	Avg. Strike	Open Int.	Avg. Price	Avg. Strike

The average cost per option contract (calculated as mid-price weighted by open interest) for a given expiration month is a proxy for where traders' capital is most heavily positioned.

A higher normalized value indicates that the open interest is concentrated in more expensive options (higher implied volatility or deeper ITM).
A lower normalized value suggests open interest is focused on cheaper, out-of-the-money, or low-volatility options.

The average strike price weighted by open interest shows the "center of gravity" of traders' positioning for that expiration month. The strike price around which the majority of open interest (and thus traders' exposure) is concentrated.

For overall values:

If the value is above the current stock price, it means traders' open interest is concentrated in higher strikes (bullish bias).
If it's below the stock price, open interest is more concentrated in lower strikes (bearish bias).
If it's near the current price, positioning is balanced around the current underlying level.

HPT High Probability Trades

The following high-probability options trade ideas can be considered for NRG

Click on "Market" or "Target" column value to view 1 Year or 5 Years Historical Price Return Distribution chart

View

Trade

Estimated
Profit

Probability
of Profit

Expected
P/L

Expected
AROI

Market

Target

Call Debit Spread

Sell Nov.21 155 Call
Buy Nov.21 140 Call

$390

$425

78%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$118

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

45.06%

Short Put

Sell Nov.21 160 Put

$990

$998

79%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$360

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

40.43%

Call Debit Spread

Sell Oct.17 155 Call
Buy Oct.17 140 Call

$240

$297

79%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$41

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

30.60%

Short Put

Sell Oct.17 160 Put

$540

$550

76%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$106

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

28.43%

Short Put

Sell Oct.24w 150 Put

$310

$335

85%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$72

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

27.46%

Short Put

Sell Oct.31w 155 Put

$490

$508

80%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$92

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

21.03%

Short Put

Sell Oct.10w 155 Put

$265

$279

82%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$41

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

20.22%

Put Credit Spread

Sell Nov.21 140 Put
Buy Nov.21 135 Put

$65

$80

88%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$15

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

16.49%