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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

Gamma exposure (2026-11-10)

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}
3.0
801.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-162.9
162.9
View values by strike
NRG · Gamma exposure · 2026-11-10. USD of exposure per 1% underlying move.
StrikeCallsPuts
30.00 4.16 -5.69
35.00 0 -22
40.00 28.8 -62.3 K
45.00 1.7 K -41 K
50.00 761 -119 K
55.00 623 -72.1 K
60.00 2.03 K -14.2 K
65.00 2.54 K -86.4 K
67.00 0 -58.7
69.00 0 -841
70.00 6.62 K -74.1 K
71.00 0 -256
72.00 0 -772
73.00 0 -620
74.00 0 -1.18 K
75.00 14.9 K -144 K
76.00 0 -359
77.00 0 -2.58 K
78.00 0 -4.85 K
79.00 0 -658
80.00 75.9 K -423 K
81.00 2.67 K -9.97 K
82.00 6.84 K -23.5 K
83.00 9.36 K -6.46 K
84.00 5.9 K -15.7 K
85.00 157 K -544 K
86.00 316 -16.9 K
87.00 14 K -9.8 K
88.00 1.43 K -26 K
89.00 25.4 K -19.7 K
90.00 306 K -992 K
91.00 112 K -128 K
92.00 197 K -188 K
93.00 123 K -101 K
94.00 448 K -420 K
95.00 1.05 M -2.29 M
96.00 149 K -192 K
97.00 350 K -140 K
98.00 108 K -185 K
99.00 185 K -21.5 K
100.00 1.76 M -1.14 M
101.00 63.5 K -7.9 K
102.00 45.8 K -4.52 K
103.00 109 K -3.67 K
104.00 519 K -8.25 K
105.00 1.41 M -239 K
106.00 219 K -517
107.00 20.6 K -485
108.00 15.1 K -2.36 K
109.00 6.31 K -865
110.00 1.47 M -729 K
111.00 9.73 K -857
112.00 82.1 K -149
113.00 3.55 K -161
114.00 20.6 K -126
115.00 498 K -204 K
116.00 1.46 K -240
117.00 716 0
118.00 383 0
119.00 225 0
120.00 551 K -134 K
121.00 386 0
122.00 278 0
125.00 507 K -41.9 K
130.00 111 K -28.1 K
135.00 224 K -6.05 K
140.00 2.99 M -263 K
145.00 280 K -9.04 K
150.00 133 K -60.5 K
155.00 34.2 K -31 K
160.00 49.6 K -1.08 K
165.00 165 K -4.64 K
170.00 89.6 K 0
175.00 24.6 K 0
180.00 16.9 K -134
185.00 5.97 K -64.9
190.00 2.32 K 0
195.00 10.4 K 0
200.00 82.7 K 0
210.00 1.29 K 0
220.00 1.41 K 0
230.00 9.92 K 0
240.00 4.64 K 0
250.00 8.45 K 0
260.00 10.5 K 0