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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

Gamma exposure (2026-11-04)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
2.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-175.2
175.2
View values by strike
NRG · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
30.00 0 -6.55
35.00 0 -26
40.00 0 -75.6 K
45.00 0 -51.3 K
50.00 430 -82 K
55.00 338 -92.7 K
60.00 1.26 K -7.74 K
65.00 3.62 K -37 K
70.00 7.85 K -71.7 K
75.00 17.9 K -173 K
77.00 0 -1.03 K
78.00 0 -6.51 K
79.00 0 -190
80.00 66.3 K -2.02 M
81.00 0 -28.9 K
82.00 0 -24.9 K
83.00 0 -10.2 K
84.00 0 -57 K
85.00 31.2 K -1.11 M
86.00 0 -29 K
87.00 9.6 K -36.2 K
88.00 0 -226 K
89.00 17.4 K -66.5 K
90.00 140 K -1.99 M
91.00 70.6 K -154 K
92.00 43.7 K -103 K
93.00 59.2 K -284 K
94.00 43 K -297 K
95.00 169 K -1.15 M
96.00 55.7 K -57.5 K
97.00 211 K -67.7 K
98.00 41.9 K -44.2 K
99.00 153 K -8.79 K
100.00 463 K -407 K
101.00 3.62 K -2.46 K
102.00 7.91 K -712
103.00 40.7 K -2.31 K
104.00 55.6 K -2.62 K
105.00 418 K -133 K
106.00 83.2 K -204
107.00 5.12 K -198
108.00 7.75 K -1.43 K
109.00 3.32 K -645
110.00 888 K -394 K
111.00 4.32 K -86.2
112.00 30.6 K -83.4
113.00 4.2 K -82.4
114.00 10 K -395
115.00 238 K -113 K
116.00 899 -151
117.00 566 0
118.00 1.02 K 0
119.00 444 0
120.00 361 K -86.4 K
121.00 198 -136
122.00 143 0
123.00 87.1 -513
125.00 251 K -31.5 K
130.00 68.6 K -26.1 K
135.00 136 K -12.1 K
140.00 1.7 M -223 K
145.00 173 K -10.4 K
150.00 88.2 K -51.4 K
155.00 22.9 K -28.7 K
160.00 32.4 K -2.64 K
165.00 110 K -6.95 K
170.00 59 K -226
175.00 17.3 K -233
180.00 12.2 K -94.8
185.00 4.53 K -46.7
190.00 1.7 K 0
195.00 7.7 K -44.6
200.00 61.3 K 0
210.00 990 0
220.00 1.07 K 0
230.00 7.64 K 0
240.00 3.61 K 0
250.00 6.64 K 0
260.00 8.15 K 0