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NRG Energy NRG 97.11 -0.29 -0.3%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.511
Put Call Ratio (OI)
0.613
Put Call Ratio (Vol)
1.07
IV Rank
41.5
IV Percentile
64.2
Max pain
94

Delta exposure (2026-11-10)

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}
3.0
801.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-162.9
162.9
View values by strike
NRG · Delta exposure · 2026-11-10. Delta-weighted share equivalents.
StrikeCallsPuts
30.00 99.2 -1.49
35.00 0 -5.16
40.00 294 -13.3 K
45.00 14.2 K -7.79 K
50.00 3.89 K -23.3 K
55.00 3.19 K -10.5 K
60.00 5.8 K -3.51 K
65.00 6.11 K -24.1 K
67.00 0 -5.37
69.00 0 -64.4
70.00 13.1 K -15.3 K
71.00 0 -22.6
72.00 0 -69.4
73.00 0 -53.9
74.00 0 -130
75.00 18.6 K -26.6 K
76.00 0 -27.3
77.00 0 -184
78.00 0 -385
79.00 0 -56.4
80.00 67.4 K -59.3 K
81.00 1.94 K -1.24 K
82.00 4.58 K -2.03 K
83.00 5.79 K -769
84.00 3.39 K -1.73 K
85.00 103 K -66.1 K
86.00 155 -1.77 K
87.00 6.24 K -783
88.00 596 -2.64 K
89.00 16.6 K -2.46 K
90.00 112 K -155 K
91.00 29.4 K -6.1 K
92.00 39 K -10.6 K
93.00 22.5 K -6.54 K
94.00 59.2 K -23.5 K
95.00 177 K -278 K
96.00 14 K -12.4 K
97.00 29.2 K -13.1 K
98.00 10 K -16.7 K
99.00 16.4 K -2.87 K
100.00 201 K -462 K
101.00 5.12 K -1.29 K
102.00 2.85 K -821
103.00 8.03 K -741
104.00 29.4 K -1.89 K
105.00 106 K -84.7 K
106.00 9.91 K -163
107.00 1.05 K -177
108.00 790 -809
109.00 399 -325
110.00 179 K -312 K
111.00 667 -451
112.00 5.43 K -92
113.00 243 -88.1
114.00 1.54 K -92.8
115.00 71.1 K -109 K
116.00 111 -183
117.00 54.7 0
118.00 39.2 0
119.00 19.5 0
120.00 66 K -88.6 K
121.00 31.7 0
122.00 23.3 0
125.00 63.3 K -33 K
130.00 18.6 K -27.2 K
135.00 23.2 K -8.85 K
140.00 592 K -281 K
145.00 60.1 K -10.8 K
150.00 30.7 K -71.7 K
155.00 3.97 K -37 K
160.00 12.3 K -1.91 K
165.00 22.6 K -14.3 K
170.00 11.5 K 0
175.00 3.68 K 0
180.00 2.71 K -175
185.00 1.01 K -88.1
190.00 483 0
195.00 2.15 K 0
200.00 11.9 K 0
210.00 284 0
220.00 265 0
230.00 1.93 K 0
240.00 947 0
250.00 1.91 K 0
260.00 3.04 K 0