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NRG Energy NRG 103.53 -0.13 -0.13%

NRG Delta Exposure (DEX)

NRG (NRG Energy): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.464
Put Call Ratio (OI)
0.393
Put Call Ratio (Vol)
0.518
IV Rank
40.3
IV Percentile
34
Max Pain
109

Delta exposure (2026-09-21)

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}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-157.1
157.1
View values by strike
NRG · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
30.00 197 -1.36
35.00 0 -4.68
40.00 392 -12 K
45.00 13.5 K -6.84 K
50.00 2.44 K -7.9 K
55.00 3.42 K -9.3 K
60.00 5.01 K -378
65.00 6.59 K -1.27 K
70.00 7.77 K -1.82 K
75.00 17 K -6.03 K
80.00 16.3 K -13 K
85.00 4.69 K -7.7 K
90.00 11.4 K -33.8 K
95.00 6.87 K -38.9 K
96.00 0 -359
97.00 0 -624
98.00 0 -425
99.00 0 -2.49 K
100.00 37.6 K -147 K
101.00 326 -1.35 K
102.00 170 -2.16 K
103.00 206 -4.35 K
104.00 715 -8.8 K
105.00 17 K -93.2 K
106.00 1.42 K -8.04 K
107.00 1.69 K -3.4 K
108.00 1.07 K -7.49 K
109.00 1.88 K -3.81 K
110.00 99.8 K -223 K
111.00 1.13 K -1.33 K
112.00 1.56 K -714
113.00 504 -257
114.00 1.5 K -229
115.00 64.6 K -99 K
116.00 1.18 K -4.24 K
117.00 642 0
118.00 632 -529
119.00 290 0
120.00 42.6 K -82.9 K
121.00 236 -180
122.00 595 -93.2
123.00 255 -1.12 K
124.00 362 0
125.00 178 K -31 K
126.00 285 0
127.00 277 0
128.00 192 0
129.00 144 0
130.00 17.3 K -31.6 K
131.00 607 0
132.00 41.7 0
133.00 18.7 0
134.00 23 0
135.00 24.7 K -17.7 K
136.00 17.7 0
140.00 19.3 K -326 K
145.00 328 K -17.5 K
150.00 46.6 K -80.5 K
155.00 12.6 K -36.5 K
160.00 17.1 K -7.48 K
165.00 46 K -20.9 K
170.00 201 K -4.2 K
175.00 6.36 K -9.45 K
180.00 5.02 K -505
185.00 1.4 K -86.2
190.00 611 0
195.00 1.44 K -89.1
200.00 28.7 K 0
210.00 369 -93.2
220.00 332 0
230.00 1.86 K 0
240.00 931 0
250.00 1.46 K 0
260.00 457 0