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NRG Energy NRG 103.53 -0.13 -0.13%

NRG Historical Options Analysis

Explore NRG (NRG Energy) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab 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
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

NRG / Comparative study

3 signals / 506 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.26
40.31
Mean
45.65
Window
-9.8%
ATM IV z 0.00
0.46
Mean
0.46
Window
+29.4%
IV Percentile z -1.20
33.98
Mean
63.05
Window
-39.3%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.66 0.84
ATM IV 0.66 1.00 0.75
IV Percent... 0.84 0.75 1.00
Source observations

Data inspector

1-50 of 506
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 103.53 40.31 0.46 33.98
2026-09-18 103.66 41.76 0.47 38.13
2026-09-17 106.23 44.7 0.48 44.75
2026-09-16 107.38 51.94 0.5 59.92
2026-09-15 105.99 49.39 0.49 54.86
2026-09-14 108.47 49.35 0.49 54.69
2026-09-11 113.46 47.81 0.49 51.75
2026-09-10 111.65 45.83 0.48 49.03
2026-09-09 115.37 43.15 0.47 43.97
2026-09-08 119.64 50.02 0.49 55.64
2026-09-07 118.95 47.73 0.49 51.95
2026-09-04 119.02 37.09 0.45 31.52
2026-09-03 111.84 30.8 0.44 18.29
2026-09-02 111.09 28.9 0.43 13.23
2026-09-01 109.51 29.45 0.43 14.45
2026-08-31 110.12 29.45 0.43 14.51
2026-08-28 111.12 24.52 0.42 9.38
2026-08-27 114.41 29.28 0.43 14.45
2026-08-26 116.14 33.67 0.44 23.05
2026-08-25 113.61 38.06 0.46 33.59
2026-08-24 111.78 33.41 0.44 23.14
2026-08-21 113.11 30.4 0.43 17.97
2026-08-20 115.36 35.93 0.45 29.69
2026-08-19 120.58 30.78 0.44 19.53
2026-08-18 115.56 30.74 0.44 19.53
2026-08-17 122.37 34.14 0.45 25.1
2026-08-14 126.24 35.73 0.45 29.3
2026-08-13 119.75 29.93 0.43 19.53
2026-08-12 120.66 36.6 0.45 31.25
2026-08-11 119.79 39.81 0.46 36.72
2026-08-10 118.91 41.45 0.47 40.78
2026-08-07 118.13 45.65 0.48 49.61
2026-08-06 119.05 50.77 0.49 57.03
2026-08-05 120.73 54.38 0.51 63.67
2026-08-04 117.04 71.6 0.56 90.23
2026-08-03 138.47 85.26 0.6 96.08
2026-07-31 134.29 93.57 0.62 98.83
2026-07-30 133.97 86.75 0.6 97.27
2026-07-29 124.23 99.29 0.64 99.22
2026-07-28 127.56 88.63 0.61 98.83
2026-07-27 136.5 80.43 0.58 96.86
2026-07-24 141.03 77.55 0.57 96.09
2026-07-23 142.99 88.95 0.61 99.22
2026-07-22 139.98 72.41 0.56 93.75
2026-07-21 131.6 73.33 0.56 94.53
2026-07-20 130.58 66.31 0.54 88.24
2026-07-17 129.11 66.99 0.54 89.84
2026-07-16 132.75 66.5 0.54 89.06
2026-07-15 137.9 65.3 0.54 87.5
2026-07-14 138.36 65.28 0.54 87.5