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NRG Energy Inc. NRG

UTILITIES · UTILITIES - INDEPENDENT POWER PRODUCERS
i

Market dataready · fetched 2026-10-21T17:48:53.180Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData historical Greeks, 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 data

PriceAlpaca · sip · 2026-10-21T17:48:23.0803995Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:52.331579+00:00

Share price$100.44
1D+2.6%
$97.62$98.41$99.19$99.97$100.755:30 AM6:30 AM9:00 AM1:00 PMNRG
Sold putSold call

NRG Energy Inc. options

Live interpolated NRG call and put midpoint premiums by absolute delta.NRG Energy Inc.$0.29$2.04$3.78$5.52$7.26$94.81$97.63$100.45$103.27$106.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NRG spot · $100.44NRG PRICE$0.50$0.67$0.85$1.04$1.25$1.48$1.74$2.00$2.33$2.66$3.02$3.57$0.48$0.64$0.81$0.99$1.23$1.48$1.76$2.05$2.39$2.76$3.19$3.76$6.76
PutsExpensive1.24×
CallsExpensive1.10×
SkewBullish-0.51 pp
Implied moveBalanced±$3.50
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.4961.3%4.5%97.0457.0%3.9%
25Δ103.7261.6%3.9%97.7456.4%3.3%
30Δ102.9961.6%3.4%98.3755.8%2.9%
35Δ102.3260.5%2.9%98.9755.2%2.4%
40Δ101.7060.0%2.5%99.4956.2%2.2%
45Δ101.1260.0%2.2%100.0157.2%1.9%
50Δ100.5659.8%1.8%100.5557.5%1.6%
55Δ100.0059.6%1.6%101.0957.6%1.4%
60Δ99.4359.5%1.3%101.6557.6%1.2%
65Δ98.8659.3%1.1%102.2257.6%1.0%
70Δ98.2958.4%0.9%102.8457.9%0.8%
75Δ97.5660.0%0.7%103.5859.0%0.6%
80Δ106.5089.8%0.7%

20Δ

Calls
Pseudo strike
104.49
IV
61.3%
B/E move
4.5%
Puts
Pseudo strike
97.04
IV
57.0%
B/E move
3.9%

25Δ

Calls
Pseudo strike
103.72
IV
61.6%
B/E move
3.9%
Puts
Pseudo strike
97.74
IV
56.4%
B/E move
3.3%

30Δ

Calls
Pseudo strike
102.99
IV
61.6%
B/E move
3.4%
Puts
Pseudo strike
98.37
IV
55.8%
B/E move
2.9%

35Δ

Calls
Pseudo strike
102.32
IV
60.5%
B/E move
2.9%
Puts
Pseudo strike
98.97
IV
55.2%
B/E move
2.4%

40Δ

Calls
Pseudo strike
101.70
IV
60.0%
B/E move
2.5%
Puts
Pseudo strike
99.49
IV
56.2%
B/E move
2.2%

45Δ

Calls
Pseudo strike
101.12
IV
60.0%
B/E move
2.2%
Puts
Pseudo strike
100.01
IV
57.2%
B/E move
1.9%

50Δ

Calls
Pseudo strike
100.56
IV
59.8%
B/E move
1.8%
Puts
Pseudo strike
100.55
IV
57.5%
B/E move
1.6%

55Δ

Calls
Pseudo strike
100.00
IV
59.6%
B/E move
1.6%
Puts
Pseudo strike
101.09
IV
57.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
99.43
IV
59.5%
B/E move
1.3%
Puts
Pseudo strike
101.65
IV
57.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
98.86
IV
59.3%
B/E move
1.1%
Puts
Pseudo strike
102.22
IV
57.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
98.29
IV
58.4%
B/E move
0.9%
Puts
Pseudo strike
102.84
IV
57.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
97.56
IV
60.0%
B/E move
0.7%
Puts
Pseudo strike
103.58
IV
59.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
106.50
IV
89.8%
B/E move
0.7%

Options history

NRG57.7857.9258.062026-10-19: 58.00%2026-10-20: 57.83%Oct 19Oct 20
Table
DateIV
58.00%
57.83%