NRG
NRG Energy, Inc.Close $133.98EOD onlyThis page reflects NRG options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
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
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 100.00 | 52.50 | 32.30 | 34.90 | 0.00 | 0 | 0 | 232.8% | 0.963 | 0.0035 | -0.479 | 0.008 | 0.005 |
| 105.00 | 47.50 | 27.30 | 29.80 | 0.00 | 0 | 0 | 196.0% | 0.960 | 0.0044 | -0.428 | 0.008 | 0.005 |
| 115.00 | 16.04 | 17.20 | 19.90 | 5.51 | 1 | 12 | 142.0% | 0.934 | 0.0091 | -0.463 | 0.013 | 0.006 |
| 116.00 | 15.05 | 16.20 | 18.90 | 5.42 | 1 | 12 | 136.1% | 0.931 | 0.0098 | -0.461 | 0.013 | 0.006 |
| 120.00 | 12.48 | 12.20 | 15.20 | 2.28 | 1 | 2 | 123.6% | 0.895 | 0.0148 | -0.570 | 0.018 | 0.006 |
| 121.00 | 10.35 | 11.20 | 14.20 | 0.00 | 313 | 60 | 117.3% | 0.889 | 0.0163 | -0.564 | 0.019 | 0.006 |
| 122.00 | 2.83 | 10.20 | 12.90 | 0.00 | 1 | 60 | 100.5% | 0.903 | 0.0172 | -0.441 | 0.017 | 0.006 |
| 123.00 | 2.65 | 9.30 | 12.20 | 0.00 | 3 | 115 | 104.7% | 0.874 | 0.0199 | -0.550 | 0.021 | 0.006 |
| 124.00 | 11.75 | 8.30 | 11.20 | 0.00 | 0 | 109 | 98.2% | 0.865 | 0.0223 | -0.541 | 0.022 | 0.006 |
| 126.00 | 4.45 | 6.40 | 9.20 | 2.99 | 1 | 8 | 85.3% | 0.843 | 0.0284 | -0.520 | 0.024 | 0.006 |
| 129.00 | 0.59 | 4.30 | 6.20 | 0.00 | 3 | 5 | 65.0% | 0.793 | 0.0443 | -0.473 | 0.028 | 0.006 |
| 130.00 | 4.10 | 3.80 | 5.40 | 3.55 | 10 | 15 | 62.8% | 0.751 | 0.0509 | -0.506 | 0.031 | 0.005 |
| 131.00 | 3.60 | 3.50 | 4.20 | 3.20 | 36 | 20 | 50.6% | 0.734 | 0.0654 | -0.423 | 0.033 | 0.005 |
| 132.00 | 2.73 | 3.10 | 3.50 | 2.28 | 43 | 31 | 49.5% | 0.667 | 0.0741 | -0.456 | 0.036 | 0.005 |
| 133.00 | 2.00 | 2.35 | 2.95 | 1.85 | 12 | 6 | 50.3% | 0.588 | 0.0780 | -0.494 | 0.039 | 0.004 |
| 134.00 | 1.57 | 1.85 | 2.35 | 1.25 | 16 | 5 | 48.7% | 0.508 | 0.0826 | -0.489 | 0.040 | 0.004 |
| 135.00 | 1.50 | 1.40 | 1.95 | 1.35 | 93 | 32 | 49.9% | 0.428 | 0.0793 | -0.492 | 0.039 | 0.003 |
| 136.00 | 1.12 | 1.00 | 1.50 | 1.07 | 9 | 6 | 48.6% | 0.348 | 0.0766 | -0.451 | 0.037 | 0.002 |
| 137.00 | 1.00 | 0.80 | 1.15 | 0.50 | 29 | 4 | 48.1% | 0.274 | 0.0697 | -0.402 | 0.033 | 0.002 |
| 138.00 | 0.65 | 0.55 | 0.90 | 0.39 | 18 | 30 | 48.6% | 0.213 | 0.0602 | -0.354 | 0.029 | 0.002 |
| 139.00 | 0.50 | 0.45 | 0.70 | 0.40 | 3 | 807 | 49.2% | 0.162 | 0.0503 | -0.302 | 0.024 | 0.001 |
| 140.00 | 0.13 | 0.25 | 0.45 | 0.08 | 26 | 30 | 46.7% | 0.106 | 0.0396 | -0.214 | 0.018 | 0.001 |
| 141.00 | 0.05 | 0.05 | 0.35 | 0.00 | 1 | 1 | 47.9% | 0.078 | 0.0308 | -0.175 | 0.014 | 0.001 |
| 142.00 | 0.05 | 0.00 | 0.50 | 0.00 | 2 | 3 | 58.3% | 0.093 | 0.0289 | -0.243 | 0.017 | 0.001 |
| 145.00 | 0.08 | 0.00 | 0.20 | 0.03 | 1 | 10 | 57.2% | 0.033 | 0.0130 | -0.105 | 0.007 | 0.000 |
| 147.00 | 0.40 | 0.00 | 1.65 | 0.00 | 0 | 1 | 93.5% | 0.096 | 0.0184 | -0.397 | 0.017 | 0.001 |
| 149.00 | 0.20 | 0.00 | 2.15 | 0.00 | 5 | 7 | 111.4% | 0.107 | 0.0166 | -0.510 | 0.018 | 0.001 |
| 150.00 | 0.36 | 0.00 | 0.60 | 0.00 | 1 | 150 | 82.2% | 0.034 | 0.0093 | -0.155 | 0.008 | 0.000 |
| 152.50 | 0.70 | 0.00 | 2.15 | 0.00 | 1 | 4 | 127.1% | 0.092 | 0.0131 | -0.522 | 0.016 | 0.001 |
| 155.00 | 0.04 | 0.00 | 1.20 | 0.00 | 12 | 31 | 117.4% | 0.051 | 0.0091 | -0.308 | 0.010 | 0.000 |
| 157.50 | 1.10 | 0.00 | 2.15 | 0.00 | 3 | 10 | 147.8% | 0.078 | 0.0099 | -0.534 | 0.014 | 0.001 |
| 160.00 | 0.35 | 0.00 | 2.15 | 0.00 | 1 | 19 | 157.6% | 0.072 | 0.0088 | -0.537 | 0.014 | 0.001 |
| 162.50 | 5.50 | 0.00 | 2.15 | 0.00 | 1 | 128 | 167.2% | 0.067 | 0.0079 | -0.541 | 0.013 | 0.000 |
| 165.00 | 0.48 | 0.00 | 2.15 | 0.00 | 5 | 3 | 176.4% | 0.063 | 0.0071 | -0.544 | 0.012 | 0.000 |
| 170.00 | 0.65 | 0.00 | 2.15 | 0.00 | 1 | 34 | 194.0% | 0.057 | 0.0059 | -0.548 | 0.011 | 0.000 |
| 175.00 | 1.77 | 0.00 | 2.15 | 0.00 | 1 | 2 | 210.7% | 0.051 | 0.0050 | -0.551 | 0.010 | 0.000 |
| 180.00 | 1.00 | 0.00 | 1.00 | 0.00 | 0 | 1 | 192.2% | 0.023 | 0.0028 | -0.256 | 0.005 | 0.000 |
| 182.50 | 1.09 | 0.00 | 2.15 | 0.00 | 0 | 1 | 234.4% | 0.045 | 0.0041 | -0.553 | 0.009 | 0.000 |
| 185.00 | 0.60 | 0.00 | 2.15 | 0.00 | 1 | 17 | 241.9% | 0.044 | 0.0038 | -0.554 | 0.009 | 0.000 |
| 187.50 | 0.50 | 0.00 | 2.15 | 0.00 | 0 | 1 | 249.2% | 0.042 | 0.0036 | -0.554 | 0.009 | 0.000 |
| 195.00 | 0.30 | 0.00 | 2.15 | 0.00 | 1 | 2 | 270.3% | 0.038 | 0.0031 | -0.554 | 0.008 | 0.000 |
| 200.00 | 0.25 | 0.00 | 2.15 | 0.00 | 1 | 2 | 283.8% | 0.036 | 0.0028 | -0.555 | 0.008 | 0.000 |
| 205.00 | 1.05 | 0.00 | 2.15 | 0.00 | 0 | 1 | 296.7% | 0.034 | 0.0026 | -0.555 | 0.007 | 0.000 |
| 210.00 | 0.25 | 0.00 | 2.15 | 0.00 | 1 | 6 | 309.1% | 0.032 | 0.0024 | -0.554 | 0.007 | 0.000 |
| 215.00 | 0.25 | 0.00 | 2.15 | 0.00 | 2 | 5 | 321.1% | 0.031 | 0.0022 | -0.553 | 0.007 | 0.000 |
| 220.00 | 0.25 | 0.00 | 2.15 | 0.00 | 1 | 2 | 332.7% | 0.029 | 0.0020 | -0.553 | 0.007 | 0.000 |
| 230.00 | 0.10 | 0.00 | 2.15 | 0.00 | 2 | 3 | 354.9% | 0.027 | 0.0018 | -0.551 | 0.006 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 80.00 | 0.80 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 85.00 | 1.05 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 95.00 | 0.30 | 0.00 | 2.15 | 0.00 | 80 | 80 | 275.0% | -0.037 | 0.0029 | -0.546 | 0.008 | -0.000 |
| 100.00 | 0.42 | 0.00 | 2.15 | 0.00 | 20 | 60 | 242.2% | -0.042 | 0.0038 | -0.543 | 0.009 | -0.000 |
| 105.00 | 0.33 | 0.00 | 2.15 | 0.00 | 60 | 60 | 210.4% | -0.050 | 0.0049 | -0.537 | 0.010 | -0.000 |
| 110.00 | 0.43 | 0.00 | 2.15 | 0.00 | 4 | 6 | 179.3% | -0.060 | 0.0067 | -0.529 | 0.012 | -0.000 |
| 115.00 | 0.11 | 0.00 | 0.20 | -0.19 | 5 | 349 | 87.1% | -0.008 | 0.0026 | -0.048 | 0.002 | -0.000 |
| 120.00 | 0.25 | 0.00 | 0.25 | -0.90 | 7 | 95 | 69.1% | -0.015 | 0.0054 | -0.063 | 0.004 | -0.000 |
| 121.00 | 1.30 | 0.00 | 0.75 | 0.00 | 2 | 3 | 82.3% | -0.044 | 0.0114 | -0.189 | 0.009 | -0.000 |
| 122.00 | 1.50 | 0.00 | 1.00 | 0.00 | 1 | 43 | 83.4% | -0.060 | 0.0145 | -0.246 | 0.012 | -0.000 |
| 123.00 | 0.70 | 0.00 | 1.70 | -2.17 | 10 | 17 | 92.0% | -0.098 | 0.0190 | -0.393 | 0.017 | -0.001 |
| 124.00 | 1.45 | 0.00 | 1.10 | 0.00 | 2 | 2 | 74.7% | -0.076 | 0.0193 | -0.264 | 0.014 | -0.001 |
| 125.00 | 0.25 | 0.00 | 1.15 | -3.90 | 3 | 97 | 70.2% | -0.086 | 0.0225 | -0.272 | 0.016 | -0.001 |
| 126.00 | 3.10 | 0.00 | 2.20 | 0.00 | 42 | 42 | 81.7% | -0.147 | 0.0284 | -0.464 | 0.023 | -0.001 |
| 127.00 | 3.80 | 0.05 | 2.20 | 0.00 | 5 | 8 | 76.0% | -0.163 | 0.0326 | -0.461 | 0.024 | -0.001 |
| 128.00 | 6.50 | 0.20 | 0.55 | 0.00 | 1 | 60 | 52.1% | -0.113 | 0.0372 | -0.247 | 0.019 | -0.001 |
| 129.00 | 1.40 | 0.30 | 0.65 | -5.40 | 1 | 21 | 49.3% | -0.144 | 0.0464 | -0.275 | 0.023 | -0.001 |
| 130.00 | 1.15 | 0.50 | 0.85 | -4.85 | 3 | 821 | 48.5% | -0.194 | 0.0571 | -0.327 | 0.027 | -0.001 |
| 131.00 | 1.29 | 0.70 | 1.10 | -5.71 | 1 | 23 | 47.8% | -0.254 | 0.0677 | -0.376 | 0.032 | -0.002 |
| 132.00 | 1.60 | 1.00 | 1.45 | -2.70 | 10 | 6 | 47.9% | -0.329 | 0.0760 | -0.424 | 0.036 | -0.002 |
| 133.00 | 1.68 | 1.35 | 2.20 | -2.98 | 3 | 24 | 55.1% | -0.418 | 0.0714 | -0.527 | 0.039 | -0.003 |
| 134.00 | 9.35 | 1.80 | 2.35 | 0.00 | 3 | 14 | 48.3% | -0.492 | 0.0833 | -0.470 | 0.040 | -0.004 |
| 135.00 | 10.60 | 2.30 | 3.00 | 0.00 | 3 | 25 | 50.5% | -0.571 | 0.0784 | -0.482 | 0.039 | -0.004 |
| 136.00 | 11.42 | 2.95 | 3.60 | 0.00 | 3 | 27 | 50.4% | -0.647 | 0.0744 | -0.454 | 0.037 | -0.005 |
| 137.00 | 1.59 | 3.70 | 4.30 | 0.00 | 1 | 1 | 51.1% | -0.714 | 0.0671 | -0.420 | 0.034 | -0.005 |
| 138.00 | 16.20 | 4.50 | 5.70 | 0.00 | 1 | 17 | 53.1% | -0.766 | 0.0582 | -0.391 | 0.030 | -0.006 |
| 139.00 | 5.02 | 4.60 | 6.70 | 0.00 | 5 | 6 | 74.1% | -0.739 | 0.0443 | -0.585 | 0.032 | -0.006 |
| 140.00 | 8.51 | 5.60 | 8.30 | -8.36 | 11 | 36 | 61.3% | -0.826 | 0.0422 | -0.376 | 0.025 | -0.006 |
| 141.00 | 3.85 | 6.50 | 9.10 | 0.00 | 4 | 0 | 62.5% | -0.859 | 0.0361 | -0.332 | 0.022 | -0.007 |
| 142.00 | 3.75 | 7.10 | 10.10 | 0.00 | 0 | 0 | 61.1% | -0.896 | 0.0299 | -0.259 | 0.018 | -0.007 |
| 143.00 | 7.90 | 8.60 | 10.40 | 0.00 | 3 | 1 | 62.2% | -0.917 | 0.0247 | -0.220 | 0.015 | -0.007 |
| 144.00 | 4.00 | 9.40 | 11.40 | 0.00 | 1 | 0 | 62.5% | -0.937 | 0.0199 | -0.176 | 0.012 | -0.007 |
| 145.00 | 18.18 | 10.50 | 12.30 | 0.00 | 101 | 9 | 66.8% | -0.942 | 0.0176 | -0.177 | 0.012 | -0.008 |
| 146.00 | 16.38 | 11.50 | 13.90 | 0.00 | 11 | 0 | 83.6% | -0.912 | 0.0192 | -0.315 | 0.016 | -0.007 |
| 149.00 | 24.00 | 14.20 | 16.90 | 0.00 | 50 | 23 | 90.3% | -0.940 | 0.0134 | -0.251 | 0.012 | -0.008 |
| 150.00 | 26.80 | 15.10 | 17.30 | 0.00 | 2 | 40 | 73.9% | -0.979 | 0.0069 | -0.075 | 0.005 | -0.008 |
| 152.50 | 6.50 | 18.00 | 20.40 | 0.00 | 1 | 1 | 111.3% | -0.937 | 0.0113 | -0.326 | 0.012 | -0.008 |
| 155.00 | 19.50 | 20.30 | 22.30 | 0.00 | 11 | 0 | 98.7% | -0.975 | 0.0060 | -0.127 | 0.006 | -0.008 |
| 157.50 | 8.50 | 22.30 | 25.40 | 0.00 | 0 | 0 | 110.7% | -0.973 | 0.0056 | -0.152 | 0.006 | -0.008 |
| 160.00 | 12.40 | 25.10 | 27.80 | 0.00 | 0 | 0 | 125.8% | -0.968 | 0.0057 | -0.203 | 0.007 | -0.009 |
| 162.50 | 20.08 | 27.40 | 30.40 | 0.00 | 1 | 0 | 130.8% | -0.974 | 0.0047 | -0.177 | 0.006 | -0.009 |
| 165.00 | 9.60 | 35.10 | 38.30 | 0.00 | 0 | 0 | 313.6% | -0.782 | 0.0095 | -2.272 | 0.029 | -0.008 |
| 167.50 | 10.90 | 37.60 | 40.70 | 0.00 | 0 | 0 | 323.9% | -0.791 | 0.0089 | -2.290 | 0.028 | -0.008 |
| 220.00 | 68.00 | 85.10 | 87.90 | 0.00 | 0 | 0 | 286.7% | -0.987 | 0.0012 | -0.211 | 0.003 | -0.012 |
| 225.00 | 73.00 | 90.10 | 92.90 | 0.00 | 0 | 0 | 297.1% | -0.988 | 0.0011 | -0.209 | 0.003 | -0.012 |
| 230.00 | 78.00 | 95.10 | 97.30 | 0.00 | 0 | 0 | 265.6% | -0.996 | 0.0005 | -0.052 | 0.001 | -0.013 |
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.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
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.