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NRG Energy NRG 83.25 -13.01 -13.52%

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ATM IV
0.674
Put Call Ratio (OI)
0.664
Put Call Ratio (Vol)
2.2
IV Rank
82.5
IV Percentile
99.6
Max pain
95

Delta exposure (2026-11-04)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
2.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-175.2
175.2
View values by strike
NRG · Delta exposure · 2026-11-04. Delta-weighted share equivalents.
StrikeCallsPuts
30.00 0 -1.85
35.00 0 -6.49
40.00 0 -17 K
45.00 0 -9.98 K
50.00 1.36 K -12.4 K
55.00 903 -12.5 K
60.00 2.52 K -1.54 K
65.00 6.51 K -7.69 K
70.00 10.1 K -23.2 K
75.00 14.9 K -48.8 K
77.00 0 -145
78.00 0 -1.02 K
79.00 0 -29.7
80.00 33.4 K -212 K
81.00 0 -2.38 K
82.00 0 -4.21 K
83.00 0 -994
84.00 0 -6.52 K
85.00 11.8 K -230 K
86.00 0 -4.69 K
87.00 445 -7.05 K
88.00 0 -45.1 K
89.00 981 -15.4 K
90.00 25.6 K -618 K
91.00 8.26 K -47.3 K
92.00 4.56 K -36.4 K
93.00 5.62 K -102 K
94.00 3.58 K -118 K
95.00 27.4 K -529 K
96.00 5.04 K -26.3 K
97.00 17.1 K -33.1 K
98.00 3.74 K -23.1 K
99.00 15.1 K -4.87 K
100.00 68.2 K -273 K
101.00 309 -1.51 K
102.00 530 -458
103.00 4.82 K -1.58 K
104.00 6.11 K -1.86 K
105.00 58.5 K -99.7 K
106.00 11.2 K -156
107.00 665 -163
108.00 988 -1.2 K
109.00 369 -574
110.00 132 K -338 K
111.00 526 -82.8
112.00 3.31 K -83.6
113.00 428 -81.8
114.00 1.29 K -419
115.00 43.1 K -114 K
116.00 110 -166
117.00 63.7 0
118.00 126 0
119.00 56.1 0
120.00 58.1 K -92.1 K
121.00 26.6 -165
122.00 19.3 0
123.00 11.3 -677
125.00 40.9 K -38.6 K
130.00 14.9 K -34.6 K
135.00 20.3 K -18.6 K
140.00 376 K -357 K
145.00 44.3 K -17.6 K
150.00 26.4 K -81.2 K
155.00 3.68 K -48.5 K
160.00 9.29 K -5 K
165.00 19.5 K -15 K
170.00 10.4 K -519
175.00 3.5 K -517
180.00 2.59 K -166
185.00 1.04 K -83.9
190.00 454 0
195.00 2.14 K -83.6
200.00 11.8 K 0
210.00 280 0
220.00 267 0
230.00 1.96 K 0
240.00 967 0
250.00 1.97 K 0
260.00 3.06 K 0