thetaOwl

NRG

NRG Energy, Inc.Close $95.23EOD only
Max Pain
$103.00
Next expiry Oct 9, 2026
Expected Move
±$2.23
2.3% from close
Price Gap
+7.77
Distance to max pain
IV Rank
10
Low premium
P/C OI
0.53
Slightly call-heavy
Consensus
—
No reports available
Published snapshot: Oct 2, 2026 close
End-of-day snapshot

This page reflects NRG options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Oct 2, 2026 close
NRG Options Chain
Data as of market close Oct 2, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 7)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
97.002.151.501.850.005946.5%0.4050.0632-0.1740.0510.007
99.001.250.901.20-0.0519246.6%0.2890.0556-0.1530.0450.005
101.000.800.501.20-0.2011057.3%0.2450.0416-0.1720.0410.004
102.000.650.350.85-0.4057554.0%0.1920.0384-0.1410.0360.003
103.000.800.250.700.001311154.4%0.1610.0340-0.1270.0320.003
104.000.430.150.65-0.92104657.2%0.1440.0301-0.1240.0300.003
105.000.270.100.55-0.301713250.1%0.0870.0239-0.0750.0210.002
106.000.200.150.45-0.6044152.5%0.0770.0209-0.0720.0190.001
107.000.420.000.800.00110660.1%0.0890.0203-0.0920.0210.002
108.000.890.000.750.00413162.5%0.0810.0181-0.0890.0200.001
109.000.280.000.750.001165.8%0.0770.0166-0.0900.0190.001
110.000.420.000.500.0011262.9%0.0550.0133-0.0660.0150.001
111.000.210.000.400.002862.9%0.0440.0112-0.0560.0120.001
112.000.250.000.750.00151875.4%0.0680.0132-0.0940.0170.001
113.000.140.000.300.0061665.0%0.0320.0085-0.0450.0100.001
114.001.050.000.750.0002081.4%0.0630.0115-0.0950.0160.001
115.000.400.000.350.0022272.3%0.0340.0079-0.0520.0100.001
116.000.470.000.35-1.535274.9%0.0330.0074-0.0520.0100.001
117.000.400.000.750.001190.2%0.0570.0096-0.0980.0150.001
118.001.000.000.750.002493.1%0.0560.0091-0.0990.0150.001
119.000.370.000.450.001186.5%0.0360.0070-0.0660.0110.001
120.000.250.000.800.0023199.9%0.0550.0085-0.1060.0150.001
122.000.910.000.750.0011103.9%0.0500.0075-0.1020.0140.001
123.000.650.000.750.0023106.5%0.0490.0072-0.1020.0130.001
124.001.200.000.800.0026110.5%0.0500.0071-0.1080.0140.001
125.000.570.000.600.0013106.8%0.0390.0060-0.0860.0110.001
126.002.520.000.800.0001115.6%0.0480.0066-0.1090.0130.001
127.000.610.000.750.0012116.6%0.0450.0061-0.1040.0120.001
128.000.300.000.750.0015119.1%0.0440.0059-0.1050.0120.001
129.001.850.000.800.0025123.0%0.0450.0059-0.1110.0130.001
130.000.840.000.800.0013125.5%0.0450.0057-0.1120.0120.001
135.000.650.000.800.0016137.1%0.0410.0049-0.1140.0120.001
140.000.190.000.800.00247148.0%0.0380.0042-0.1160.0110.001

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
80.000.380.000.750.001282.9%-0.0570.0104-0.0880.015-0.001
85.000.200.000.950.002463.9%-0.0900.0193-0.0970.021-0.002
90.000.550.450.65-0.15262844.2%-0.1670.0429-0.1020.033-0.003
92.001.100.701.65-0.25276554.1%-0.3050.0491-0.1750.046-0.006
93.001.570.901.950.1292452.7%-0.3550.0535-0.1810.049-0.007
94.001.811.502.050.02341346.9%-0.4030.0626-0.1660.051-0.008
95.001.901.952.50-0.203824746.5%-0.4670.0648-0.1690.052-0.009
96.002.852.453.000.45252946.0%-0.5330.0655-0.1660.052-0.010
97.003.462.554.10-0.099855.3%-0.5760.0537-0.1970.052-0.011
98.003.773.004.60-0.2221552.8%-0.6350.0540-0.1800.050-0.012
99.005.533.706.10-0.2221868.6%-0.6380.0415-0.2340.049-0.013
100.006.194.806.400.10201160.9%-0.7010.0432-0.1910.046-0.014
101.006.765.207.001.3812957.9%-0.7530.0414-0.1630.042-0.015
102.006.856.008.101.525765.1%-0.7600.0362-0.1810.041-0.015
103.008.346.808.900.0071865.4%-0.7920.0333-0.1670.038-0.016
104.007.217.909.700.0012264.9%-0.8230.0304-0.1480.034-0.017
105.009.658.8010.900.0011074.4%-0.8130.0274-0.1780.035-0.017
106.0010.559.8011.800.001876.0%-0.8310.0252-0.1700.033-0.017
107.009.2710.8013.100.002687.9%-0.8130.0232-0.2120.035-0.017
108.0011.5311.7013.700.0011581.3%-0.8540.0213-0.1640.030-0.018
109.004.5012.5015.000.000293.6%-0.8340.0202-0.2080.033-0.018
110.0014.7013.5015.400.0011179.1%-0.8950.0174-0.1240.024-0.019
111.008.3014.2017.000.0003101.3%-0.8450.0178-0.2160.031-0.019
112.008.6015.1017.800.000499.2%-0.8660.0165-0.1910.029-0.019
114.0010.8317.2019.800.0011106.3%-0.8730.0148-0.1960.027-0.020
115.0014.0118.1020.500.006199.5%-0.9020.0132-0.1490.023-0.020
116.0020.7019.2021.800.0010113.1%-0.8800.0134-0.2000.026-0.020
117.0013.4220.1022.900.0010119.7%-0.8760.0130-0.2190.027-0.020
118.0015.9021.2023.800.0050119.7%-0.8860.0122-0.2050.025-0.021
120.0017.8023.1025.600.0020118.9%-0.9060.0107-0.1750.022-0.021
121.0022.8024.1026.600.0010121.9%-0.9080.0103-0.1760.022-0.022
122.0013.0025.1027.800.0000132.2%-0.8960.0104-0.2120.024-0.022
123.0022.0526.1028.600.0010127.8%-0.9120.0095-0.1790.021-0.022
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.