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NRG Energy NRG 103.53 -0.13 -0.13%

NRG Gamma Exposure (GEX)

NRG (NRG Energy): See how call and put gamma exposure is distributed across option strikes. 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

Gamma exposure (2026-09-21)

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}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-157.1
157.1
View values by strike
NRG · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
30.00 11.1 -5.37
35.00 0 -20.5
40.00 35.9 -57.2 K
45.00 1.31 K -36.9 K
50.00 325 -49 K
55.00 538 -64.7 K
60.00 1.52 K -2.14 K
65.00 2.68 K -8.07 K
70.00 4.15 K -10.4 K
75.00 11.8 K -36.9 K
80.00 14.7 K -41 K
85.00 5.43 K -42.8 K
90.00 18.2 K -168 K
95.00 14.5 K -246 K
96.00 0 -5.38 K
97.00 0 -7.18 K
98.00 0 -9.72 K
99.00 0 -61.2 K
100.00 79.7 K -621 K
101.00 3.76 K -24 K
102.00 1.81 K -31.8 K
103.00 1.94 K -63.1 K
104.00 10.3 K -111 K
105.00 101 K -539 K
106.00 18.4 K -75.5 K
107.00 32.1 K -25.4 K
108.00 24 K -46.7 K
109.00 46.8 K -19 K
110.00 808 K -681 K
111.00 27.6 K -5.39 K
112.00 20.3 K -2.68 K
113.00 10.8 K -839
114.00 33.8 K -738
115.00 596 K -255 K
116.00 18.8 K -7.41 K
117.00 12.8 K 0
118.00 7.95 K -1.13 K
119.00 4.92 K 0
120.00 303 K -164 K
121.00 2.43 K -286
122.00 6.54 K -129
123.00 3.77 K -1.38 K
124.00 4.57 K 0
125.00 2.12 M -57 K
126.00 2.86 K 0
127.00 2.82 K 0
128.00 2.56 K 0
129.00 1.84 K 0
130.00 85 K -49.5 K
131.00 8.07 K 0
132.00 558 0
133.00 238 0
134.00 197 0
135.00 158 K -24.2 K
136.00 213 0
140.00 125 K -424 K
145.00 2.12 M -18.9 K
150.00 188 K -83.4 K
155.00 79.9 K -33.4 K
160.00 71.7 K -5.75 K
165.00 306 K -9.03 K
170.00 1.32 M -1.88 K
175.00 39.6 K -3.5 K
180.00 27.7 K -462
185.00 8.19 K -77.1
190.00 3.14 K 0
195.00 9.47 K -73.4
200.00 172 K 0
210.00 1.68 K -61.4
220.00 1.84 K 0
230.00 10.9 K 0
240.00 5.17 K 0
250.00 7.73 K 0
260.00 1.94 K 0