NRG
NRG Energy, Inc.Close $115.56EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 85.00 | 56.00 | 29.90 | 31.70 | 0.00 | 0 | 0 | 162.9% | 0.984 | 0.0023 | -0.121 | 0.004 | 0.007 |
| 90.00 | 51.00 | 24.90 | 26.70 | 0.00 | 0 | 0 | 136.9% | 0.981 | 0.0032 | -0.120 | 0.005 | 0.007 |
| 100.00 | 15.50 | 15.00 | 16.50 | -7.44 | 5 | 27 | 83.4% | 0.975 | 0.0068 | -0.097 | 0.006 | 0.008 |
| 105.00 | 18.27 | 9.70 | 11.70 | 0.00 | 10 | 15 | 56.2% | 0.972 | 0.0108 | -0.075 | 0.007 | 0.008 |
| 109.00 | 12.03 | 6.10 | 7.80 | -1.22 | 1 | 1 | 50.0% | 0.907 | 0.0319 | -0.157 | 0.017 | 0.008 |
| 110.00 | 10.68 | 5.10 | 6.90 | -4.46 | 1 | 3 | 72.8% | 0.784 | 0.0384 | -0.382 | 0.031 | 0.007 |
| 112.00 | 10.80 | 3.60 | 5.30 | 0.00 | 1 | 4 | 67.6% | 0.708 | 0.0485 | -0.414 | 0.036 | 0.006 |
| 113.00 | 9.89 | 3.10 | 4.70 | 0.00 | 1 | 1 | 50.4% | 0.699 | 0.0659 | -0.316 | 0.037 | 0.006 |
| 115.00 | 2.90 | 1.90 | 3.10 | -5.40 | 10 | 8 | 58.4% | 0.550 | 0.0647 | -0.411 | 0.041 | 0.005 |
| 116.00 | 2.02 | 1.40 | 2.55 | -7.92 | 22 | 45 | 57.2% | 0.484 | 0.0665 | -0.404 | 0.042 | 0.004 |
| 118.00 | 3.45 | 0.90 | 2.10 | -4.55 | 4 | 703 | 52.0% | 0.340 | 0.0673 | -0.337 | 0.038 | 0.003 |
| 119.00 | 3.08 | 0.65 | 1.65 | -2.42 | 3 | 7 | 51.1% | 0.274 | 0.0621 | -0.301 | 0.035 | 0.003 |
| 120.00 | 0.65 | 0.05 | 1.20 | -3.55 | 6 | 114 | 58.8% | 0.250 | 0.0516 | -0.330 | 0.033 | 0.002 |
| 121.00 | 1.86 | 0.15 | 1.10 | -2.94 | 1 | 935 | 62.5% | 0.219 | 0.0450 | -0.325 | 0.031 | 0.002 |
| 122.00 | 0.65 | 0.05 | 0.80 | -4.04 | 3 | 58 | 60.0% | 0.168 | 0.0399 | -0.265 | 0.026 | 0.002 |
| 123.00 | 0.99 | 0.15 | 0.65 | -1.56 | 9 | 26 | 51.8% | 0.097 | 0.0317 | -0.156 | 0.018 | 0.001 |
| 124.00 | 1.04 | 0.10 | 0.65 | -1.26 | 1 | 130 | 55.3% | 0.085 | 0.0268 | -0.151 | 0.016 | 0.001 |
| 125.00 | 0.27 | 0.05 | 0.50 | -1.08 | 36 | 67 | 55.0% | 0.061 | 0.0210 | -0.117 | 0.013 | 0.001 |
| 126.00 | 0.15 | 0.00 | 0.45 | -1.10 | 125 | 407 | 56.3% | 0.048 | 0.0170 | -0.100 | 0.011 | 0.000 |
| 127.00 | 1.10 | 0.00 | 0.40 | 0.00 | 108 | 574 | 58.6% | 0.041 | 0.0142 | -0.090 | 0.009 | 0.000 |
| 128.00 | 0.88 | 0.00 | 0.95 | 0.00 | 173 | 255 | 77.0% | 0.077 | 0.0179 | -0.195 | 0.015 | 0.001 |
| 129.00 | 0.65 | 0.00 | 0.70 | 0.00 | 9 | 1,007 | 75.0% | 0.057 | 0.0146 | -0.151 | 0.012 | 0.001 |
| 130.00 | 0.10 | 0.05 | 0.35 | -0.30 | 5 | 87 | 69.6% | 0.034 | 0.0103 | -0.092 | 0.008 | 0.000 |
| 131.00 | 0.23 | 0.00 | 0.35 | -0.22 | 1 | 630 | 71.2% | 0.028 | 0.0087 | -0.081 | 0.007 | 0.000 |
| 132.00 | 0.36 | 0.00 | 0.40 | 0.05 | 1 | 27 | 76.6% | 0.030 | 0.0086 | -0.092 | 0.007 | 0.000 |
| 133.00 | 0.76 | 0.00 | 0.95 | 0.00 | 1 | 24 | 96.9% | 0.060 | 0.0118 | -0.203 | 0.013 | 0.001 |
| 134.00 | 0.10 | 0.00 | 0.60 | -0.60 | 2 | 55 | 90.6% | 0.039 | 0.0090 | -0.135 | 0.009 | 0.000 |
| 135.00 | 0.15 | 0.00 | 0.80 | 0.00 | 31 | 883 | 100.2% | 0.048 | 0.0095 | -0.176 | 0.010 | 0.000 |
| 136.00 | 0.35 | 0.00 | 0.95 | 0.00 | 3 | 13 | 108.0% | 0.054 | 0.0096 | -0.206 | 0.011 | 0.000 |
| 137.00 | 0.15 | 0.00 | 0.40 | 0.00 | 1,626 | 1,502 | 93.2% | 0.025 | 0.0059 | -0.094 | 0.006 | 0.000 |
| 138.00 | 0.05 | 0.00 | 0.95 | 0.00 | 1 | 19 | 115.1% | 0.050 | 0.0086 | -0.208 | 0.011 | 0.000 |
| 139.00 | 0.29 | 0.00 | 0.75 | 0.00 | 1 | 177 | 112.6% | 0.040 | 0.0073 | -0.169 | 0.009 | 0.000 |
| 140.00 | 0.38 | 0.00 | 0.35 | 0.08 | 4 | 5,826 | 100.0% | 0.019 | 0.0045 | -0.083 | 0.005 | 0.000 |
| 141.00 | 0.05 | 0.00 | 0.95 | 0.00 | 2 | 63 | 125.5% | 0.046 | 0.0073 | -0.211 | 0.010 | 0.000 |
| 142.00 | 7.80 | 0.00 | 0.75 | 0.00 | 22 | 23 | 122.5% | 0.036 | 0.0062 | -0.170 | 0.008 | 0.000 |
| 143.00 | 0.22 | 0.00 | 2.15 | 0.00 | 2 | 210 | 161.5% | 0.084 | 0.0091 | -0.436 | 0.016 | 0.001 |
| 144.00 | 8.40 | 0.00 | 2.15 | 0.00 | 2 | 306 | 165.2% | 0.082 | 0.0088 | -0.438 | 0.016 | 0.001 |
| 145.00 | 0.05 | 0.00 | 2.15 | 0.00 | 1 | 790 | 168.8% | 0.080 | 0.0084 | -0.440 | 0.016 | 0.001 |
| 146.00 | 0.36 | 0.00 | 2.15 | 0.00 | 2 | 10 | 172.5% | 0.079 | 0.0081 | -0.442 | 0.015 | 0.001 |
| 149.00 | 0.05 | 0.00 | 2.15 | 0.00 | 1 | 0 | 182.9% | 0.074 | 0.0073 | -0.448 | 0.015 | 0.001 |
| 150.00 | 0.10 | 0.00 | 2.15 | 0.00 | 1 | 710 | 186.3% | 0.072 | 0.0071 | -0.450 | 0.014 | 0.001 |
| 152.50 | 2.05 | 0.00 | 2.15 | 0.00 | 58 | 65 | 194.6% | 0.069 | 0.0065 | -0.453 | 0.014 | 0.001 |
| 155.00 | 0.10 | 0.00 | 2.15 | 0.00 | 1 | 4,953 | 202.7% | 0.066 | 0.0061 | -0.457 | 0.013 | 0.001 |
| 157.50 | 0.10 | 0.00 | 2.15 | -1.65 | 1 | 39 | 210.5% | 0.064 | 0.0057 | -0.459 | 0.013 | 0.001 |
| 160.00 | 0.03 | 0.00 | 0.05 | -0.07 | 6 | 664 | 119.5% | 0.002 | 0.0004 | -0.011 | 0.001 | 0.000 |
| 165.00 | 0.03 | 0.00 | 0.05 | -0.07 | 3 | 625 | 129.7% | 0.002 | 0.0004 | -0.011 | 0.001 | 0.000 |
| 167.50 | 0.04 | 0.00 | 2.15 | -0.96 | 1 | 40 | 240.1% | 0.055 | 0.0044 | -0.470 | 0.012 | 0.000 |
| 170.00 | 0.41 | 0.00 | 2.15 | 0.36 | 1 | 47 | 247.1% | 0.054 | 0.0042 | -0.472 | 0.011 | 0.000 |
| 175.00 | 0.04 | 0.00 | 2.15 | -0.27 | 1 | 28 | 260.5% | 0.051 | 0.0038 | -0.476 | 0.011 | 0.000 |
| 180.00 | 0.04 | 0.00 | 2.15 | -0.36 | 2 | 114 | 273.4% | 0.048 | 0.0035 | -0.479 | 0.010 | 0.000 |
| 185.00 | 1.00 | 0.00 | 1.05 | 0.00 | 2 | 2 | 248.2% | 0.024 | 0.0022 | -0.245 | 0.006 | 0.000 |
| 190.00 | 0.04 | 0.00 | 2.15 | -1.13 | 1 | 15 | 297.7% | 0.044 | 0.0030 | -0.484 | 0.010 | 0.000 |
| 195.00 | 0.40 | 0.00 | 2.15 | 0.00 | 0 | 1 | 309.2% | 0.042 | 0.0028 | -0.487 | 0.009 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 80.00 | 0.13 | 0.00 | 0.50 | -0.02 | 1 | 6 | 191.4% | -0.014 | 0.0017 | -0.116 | 0.004 | -0.000 |
| 85.00 | 0.02 | 0.00 | 0.45 | -0.18 | 2 | 3 | 160.9% | -0.015 | 0.0022 | -0.104 | 0.004 | -0.000 |
| 90.00 | 0.16 | 0.00 | 0.05 | 0.00 | 3 | 7 | 97.7% | -0.002 | 0.0006 | -0.011 | 0.001 | -0.000 |
| 95.00 | 0.16 | 0.00 | 0.15 | 0.00 | 20 | 74 | 91.4% | -0.008 | 0.0023 | -0.035 | 0.002 | -0.000 |
| 100.00 | 0.06 | 0.00 | 0.05 | 0.00 | 2 | 126 | 60.2% | -0.004 | 0.0017 | -0.011 | 0.001 | -0.000 |
| 105.00 | 0.15 | 0.00 | 0.75 | 0.00 | 9 | 73 | 70.7% | -0.063 | 0.0166 | -0.151 | 0.013 | -0.001 |
| 110.00 | 0.10 | 0.15 | 1.10 | 0.04 | 1 | 218 | 52.5% | -0.143 | 0.0410 | -0.205 | 0.024 | -0.001 |
| 111.00 | 0.50 | - | 0.80 | 0.00 | 0 | 25 | 51.4% | -0.185 | 0.0496 | -0.237 | 0.028 | -0.002 |
| 112.00 | 0.75 | 0.35 | 0.80 | 0.50 | 18 | 5 | 44.7% | -0.211 | 0.0618 | -0.223 | 0.030 | -0.002 |
| 113.00 | 1.15 | 0.35 | 1.30 | 0.00 | 0 | 3 | 49.5% | -0.298 | 0.0669 | -0.296 | 0.036 | -0.003 |
| 114.00 | 1.20 | 1.00 | 1.80 | 1.10 | 13 | 51 | 52.2% | -0.375 | 0.0693 | -0.341 | 0.040 | -0.004 |
| 115.00 | 1.80 | 1.10 | 2.20 | 1.45 | 24 | 443 | 51.3% | -0.446 | 0.0735 | -0.348 | 0.041 | -0.004 |
| 116.00 | 1.23 | 1.50 | 3.20 | 0.78 | 34 | 26 | 61.5% | -0.514 | 0.0619 | -0.421 | 0.042 | -0.005 |
| 117.00 | 1.60 | 1.85 | 4.40 | 1.08 | 32 | 22 | 74.9% | -0.557 | 0.0504 | -0.508 | 0.041 | -0.006 |
| 118.00 | 2.19 | 3.20 | 4.10 | 1.46 | 62 | 263 | 55.5% | -0.649 | 0.0637 | -0.350 | 0.039 | -0.006 |
| 119.00 | 1.99 | 3.20 | 5.40 | 1.06 | 12 | 239 | 69.6% | -0.666 | 0.0499 | -0.433 | 0.038 | -0.007 |
| 120.00 | 2.09 | 4.30 | 5.80 | 0.74 | 22 | 293 | 62.7% | -0.735 | 0.0498 | -0.348 | 0.034 | -0.007 |
| 121.00 | 2.30 | 4.90 | 7.40 | 0.85 | 2 | 40 | 51.9% | -0.828 | 0.0469 | -0.219 | 0.027 | -0.008 |
| 122.00 | 4.80 | 5.80 | 8.00 | 2.75 | 10 | 29 | 80.2% | -0.759 | 0.0370 | -0.425 | 0.033 | -0.008 |
| 123.00 | 5.65 | 6.70 | 8.30 | 3.31 | 10 | 51 | 67.1% | -0.839 | 0.0348 | -0.274 | 0.026 | -0.009 |
| 124.00 | 2.30 | 7.70 | 9.20 | 0.00 | 2 | 56 | 69.2% | -0.861 | 0.0305 | -0.254 | 0.023 | -0.009 |
| 125.00 | 4.12 | 8.60 | 10.20 | 0.00 | 6 | 151 | 74.2% | -0.871 | 0.0271 | -0.260 | 0.022 | -0.009 |
| 126.00 | 3.30 | 10.00 | 11.30 | 0.00 | 1 | 7 | 55.5% | -0.954 | 0.0165 | -0.079 | 0.010 | -0.010 |
| 127.00 | 8.50 | 10.40 | 12.10 | 0.00 | 0 | 1 | 80.0% | -0.896 | 0.0215 | -0.238 | 0.019 | -0.009 |
| 128.00 | 6.40 | 11.40 | 13.20 | 0.00 | 0 | 22 | 88.2% | -0.891 | 0.0202 | -0.273 | 0.020 | -0.010 |
| 129.00 | 9.20 | 12.30 | 15.00 | 0.00 | 1 | 56 | 66.8% | -0.963 | 0.0117 | -0.081 | 0.009 | -0.010 |
| 130.00 | 7.45 | 14.00 | 15.10 | 0.00 | 18 | 629 | 62.1% | -0.980 | 0.0074 | -0.037 | 0.005 | -0.010 |
| 131.00 | 3.99 | 14.30 | 16.60 | 0.00 | 1 | 34 | 115.7% | -0.873 | 0.0172 | -0.407 | 0.022 | -0.010 |
| 132.00 | 6.40 | 15.30 | 17.10 | 0.00 | 20 | 25 | 101.5% | -0.919 | 0.0142 | -0.252 | 0.016 | -0.010 |
| 133.00 | 10.18 | 16.30 | 18.30 | 0.00 | 2 | 4 | 113.7% | -0.905 | 0.0142 | -0.322 | 0.018 | -0.010 |
| 134.00 | 7.30 | 17.30 | 19.10 | 0.00 | 20 | 21 | 109.5% | -0.925 | 0.0124 | -0.256 | 0.015 | -0.010 |
| 135.00 | 16.10 | 18.30 | 20.20 | 0.00 | 5 | 59 | 117.8% | -0.919 | 0.0121 | -0.293 | 0.016 | -0.010 |
| 136.00 | 19.20 | 19.30 | 21.30 | 0.00 | 2 | 1 | 125.9% | -0.914 | 0.0119 | -0.330 | 0.016 | -0.010 |
| 137.00 | 8.30 | 20.30 | 22.20 | 0.00 | 0 | 2 | 125.6% | -0.924 | 0.0108 | -0.297 | 0.015 | -0.011 |
| 138.00 | 9.30 | 21.30 | 23.30 | 0.00 | 17 | 20 | 133.7% | -0.919 | 0.0107 | -0.334 | 0.016 | -0.011 |
| 139.00 | 19.07 | 22.30 | 24.30 | 0.00 | 5 | 26 | 137.5% | -0.922 | 0.0102 | -0.336 | 0.015 | -0.011 |
| 140.00 | 17.10 | 23.40 | 25.30 | 0.00 | 18 | 587 | 141.3% | -0.924 | 0.0097 | -0.338 | 0.015 | -0.011 |
| 141.00 | 8.10 | 24.30 | 26.10 | 0.00 | 0 | 7 | 135.5% | -0.940 | 0.0084 | -0.266 | 0.012 | -0.011 |
| 142.00 | 9.23 | 25.50 | 27.20 | 0.00 | 0 | 0 | 144.0% | -0.934 | 0.0085 | -0.305 | 0.013 | -0.011 |
| 143.00 | 11.20 | 26.30 | 28.50 | 0.00 | 0 | 0 | 160.9% | -0.917 | 0.0091 | -0.414 | 0.016 | -0.011 |
| 144.00 | 9.60 | 27.30 | 29.20 | 0.00 | 0 | 1 | 151.1% | -0.938 | 0.0078 | -0.308 | 0.013 | -0.011 |
| 145.00 | 12.00 | 28.30 | 30.20 | 0.00 | 1 | 12 | 154.5% | -0.939 | 0.0074 | -0.309 | 0.013 | -0.011 |
| 146.00 | 24.30 | 29.30 | 31.20 | 0.00 | 0 | 0 | 157.9% | -0.941 | 0.0072 | -0.310 | 0.012 | -0.011 |
| 150.00 | 33.10 | 33.30 | 35.20 | 7.99 | 2 | 5 | 171.1% | -0.945 | 0.0062 | -0.313 | 0.012 | -0.012 |
| 152.50 | 29.69 | 35.80 | 37.70 | 0.00 | 2 | 0 | 179.0% | -0.948 | 0.0057 | -0.315 | 0.011 | -0.012 |
| 155.00 | 32.17 | 38.30 | 40.20 | 0.00 | 2 | 0 | 186.7% | -0.950 | 0.0052 | -0.317 | 0.011 | -0.012 |
| 195.00 | 74.36 | 78.30 | 80.30 | 18.26 | 6 | 0 | 295.5% | -0.965 | 0.0025 | -0.372 | 0.008 | -0.016 |
| 200.00 | 56.50 | 83.30 | 85.90 | 0.00 | 0 | 0 | 233.6% | -0.993 | 0.0007 | -0.051 | 0.002 | -0.016 |
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.