Share price$99.97
1D+2.2%
Sold putSold call
NRG Energy Inc. NRG
UTILITIES · UTILITIES - INDEPENDENT POWER PRODUCERSi
Market dataready · fetched 2026-10-21T17:01:38.212Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:01:21.647991731Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:37.746398+00:00
NRG Energy Inc. options
PutsFair1.04×
CallsFair1.03×
SkewBearish+2.10 pp
Implied moveBalanced±$3.41
TiltBearish8.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 103.87 | 59.4% | 4.4% | 96.48 | 58.4% | 4.0% |
| 25Δ | 103.17 | 60.6% | 3.9% | 97.21 | 58.0% | 3.4% |
| 30Δ | 102.47 | 60.2% | 3.3% | 97.85 | 57.7% | 2.9% |
| 35Δ | 101.81 | 59.6% | 2.9% | 98.45 | 56.9% | 2.5% |
| 40Δ | 101.21 | 59.4% | 2.5% | 99.03 | 56.1% | 2.2% |
| 45Δ | 100.64 | 59.1% | 2.1% | 99.55 | 56.3% | 1.9% |
| 50Δ | 100.08 | 58.7% | 1.8% | 100.08 | 56.6% | 1.6% |
| 55Δ | 99.54 | 58.1% | 1.5% | 100.62 | 57.4% | 1.4% |
| 60Δ | 99.01 | 57.4% | 1.3% | 101.18 | 58.0% | 1.2% |
| 65Δ | 98.41 | 58.4% | 1.1% | 101.76 | 58.2% | 1.0% |
| 70Δ | 97.81 | 59.1% | 0.9% | 102.92 | 68.7% | 0.9% |
| 75Δ | 97.18 | 58.8% | 0.7% | 103.14 | 59.7% | 0.6% |
| 80Δ | 96.71 | 55.0% | 0.5% | 105.91 | 89.1% | 0.7% |
20Δ
- Pseudo strike
- 103.87
- IV
- 59.4%
- B/E move
- 4.4%
- Pseudo strike
- 96.48
- IV
- 58.4%
- B/E move
- 4.0%
25Δ
- Pseudo strike
- 103.17
- IV
- 60.6%
- B/E move
- 3.9%
- Pseudo strike
- 97.21
- IV
- 58.0%
- B/E move
- 3.4%
30Δ
- Pseudo strike
- 102.47
- IV
- 60.2%
- B/E move
- 3.3%
- Pseudo strike
- 97.85
- IV
- 57.7%
- B/E move
- 2.9%
35Δ
- Pseudo strike
- 101.81
- IV
- 59.6%
- B/E move
- 2.9%
- Pseudo strike
- 98.45
- IV
- 56.9%
- B/E move
- 2.5%
40Δ
- Pseudo strike
- 101.21
- IV
- 59.4%
- B/E move
- 2.5%
- Pseudo strike
- 99.03
- IV
- 56.1%
- B/E move
- 2.2%
45Δ
- Pseudo strike
- 100.64
- IV
- 59.1%
- B/E move
- 2.1%
- Pseudo strike
- 99.55
- IV
- 56.3%
- B/E move
- 1.9%
50Δ
- Pseudo strike
- 100.08
- IV
- 58.7%
- B/E move
- 1.8%
- Pseudo strike
- 100.08
- IV
- 56.6%
- B/E move
- 1.6%
55Δ
- Pseudo strike
- 99.54
- IV
- 58.1%
- B/E move
- 1.5%
- Pseudo strike
- 100.62
- IV
- 57.4%
- B/E move
- 1.4%
60Δ
- Pseudo strike
- 99.01
- IV
- 57.4%
- B/E move
- 1.3%
- Pseudo strike
- 101.18
- IV
- 58.0%
- B/E move
- 1.2%
65Δ
- Pseudo strike
- 98.41
- IV
- 58.4%
- B/E move
- 1.1%
- Pseudo strike
- 101.76
- IV
- 58.2%
- B/E move
- 1.0%
70Δ
- Pseudo strike
- 97.81
- IV
- 59.1%
- B/E move
- 0.9%
- Pseudo strike
- 102.92
- IV
- 68.7%
- B/E move
- 0.9%
75Δ
- Pseudo strike
- 97.18
- IV
- 58.8%
- B/E move
- 0.7%
- Pseudo strike
- 103.14
- IV
- 59.7%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 96.71
- IV
- 55.0%
- B/E move
- 0.5%
- Pseudo strike
- 105.91
- IV
- 89.1%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 58.00% | |
| 57.83% |