CEG option chain Constellation Energy Corporation
Cboe delayed options data · as of 12:33 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±11.0% (258.04–321.94) · ATM IV 39.7% · P/C open interest 0.64
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 123.80 | 128.10 | 1.00 | 0.0001 | 0.000 | 165 | 0 | 3.20 | 100.3% | -0.00 | 0.0001 | -0.002 | |||||
| 118.80 | 123.10 | 1.00 | 0.0001 | 0.000 | 170 | 0 | 3.60 | 98.2% | -0.00 | 0.0001 | -0.003 | |||||
| 114.50 | 117.70 | 58.8% | 1.00 | 0.0001 | 0.000 | 175 | 0 | 2.80 | 88.9% | -0.00 | 0.0001 | -0.004 | ||||
| 108.90 | 113.20 | 45.2% | 1.00 | 0.0002 | 0.000 | 180 | 0 | 3.20 | 87.1% | -0.00 | 0.0002 | -0.005 | ||||
| 104.00 | 108.20 | 47.5% | 1.00 | 0.0002 | 0.000 | 185 | 0 | 3.00 | 81.8% | -0.00 | 0.0002 | -0.007 | ||||
| 99.00 | 103.30 | 47.4% | 0.99 | 0.0003 | 0.000 | 190 | 0 | 2.60 | 75.5% | -0.01 | 0.0003 | -0.009 | ||||
| 94.70 | 98.30 | 57.5% | 0.99 | 0.0004 | 0.000 | 195 | 0 | 3.70 | 1 | 77.3% | -0.01 | 0.0004 | -0.011 | |||
| 89.80 | 93.00 | 1 | 51.0% | 0.99 | 0.0006 | 0.000 | 200 | 0 | 0.8500 | 1 | 55.3% | -0.01 | 0.0006 | -0.014 | ||
| 80.00 | 83.20 | 48.4% | 0.98 | 0.0009 | -0.009 | 210 | 0 | 0.7000 | 90 | 87 | 47.5% | -0.02 | 0.0010 | -0.023 | ||
| 70.30 | 73.50 | 30 | 46.2% | 0.97 | 0.0015 | -0.024 | 220 | 0.1000 | 1.10 | 3 | 10 | 45.7% | -0.03 | 0.0016 | -0.036 | |
| 60.80 | 64.00 | 44.6% | 0.95 | 0.0024 | -0.043 | 230 | 0.0500 | 1.75 | 10 | 74 | 42.9% | -0.05 | 0.0024 | -0.054 | ||
| 51.60 | 54.90 | 43.7% | 0.91 | 0.0036 | -0.067 | 240 | 1.05 | 2.35 | 38 | 134 | 42.5% | -0.09 | 0.0036 | -0.077 | ||
| 43.40 | 46.20 | 1 | 4 | 44.1% | 0.87 | 0.0050 | -0.095 | 250 | 2.60 | 3.30 | 34 | 147 | 42.1% | -0.13 | 0.0050 | -0.103 |
| 35.10 | 38.00 | 13 | 34 | 42.6% | 0.81 | 0.0065 | -0.124 | 260 | 3.90 | 6.10 | 27 | 584 | 42.2% | -0.20 | 0.0066 | -0.131 |
| 27.70 | 30.00 | 7 | 57 | 40.9% | 0.73 | 0.0080 | -0.150 | 270 | 6.20 | 8.60 | 17 | 127 | 41.0% | -0.27 | 0.0081 | -0.156 |
| 22.20 | 23.60 | 73 | 304 | 41.8% | 0.64 | 0.0091 | -0.170 | 280 | 10.00 | 12.90 | 71 | 186 | 42.0% | -0.36 | 0.0092 | -0.175 |
| 15.40 | 18.10 | 187 | 209 | 39.7% | 0.54 | 0.0097 | -0.181 | 290 | 13.60 | 16.80 | 30 | 74 | 39.6% | -0.46 | 0.0098 | -0.184 |
| 11.70 | 14.10 | 191 | 747 | 41.0% | 0.45 | 0.0097 | -0.181 | 300 | 19.30 | 22.60 | 1 | 7 | 40.0% | -0.56 | 0.0099 | -0.183 |
| 7.60 | 11.20 | 32 | 136 | 41.0% | 0.36 | 0.0091 | -0.172 | 310 | 26.40 | 29.20 | 4 | 9 | 40.8% | -0.65 | 0.0094 | -0.173 |
| 6.10 | 7.20 | 58 | 149 | 40.9% | 0.28 | 0.0082 | -0.156 | 320 | 33.80 | 36.20 | 2 | 40.2% | -0.73 | 0.0085 | -0.157 | |
| 2.70 | 6.70 | 12 | 343 | 41.1% | 0.22 | 0.0070 | -0.136 | 330 | 41.40 | 45.10 | 40.9% | -0.80 | 0.0074 | -0.136 | ||
| 2.95 | 3.70 | 16 | 60 | 41.5% | 0.16 | 0.0058 | -0.116 | 340 | 50.20 | 52.90 | 39.4% | -0.85 | 0.0062 | -0.114 | ||
| 0.9500 | 3.90 | 26 | 56 | 42.4% | 0.12 | 0.0047 | -0.096 | 350 | 59.30 | 62.00 | 1 | 39.0% | -0.90 | 0.0051 | -0.093 | |
| 0.6500 | 2.40 | 11 | 132 | 41.8% | 0.09 | 0.0038 | -0.078 | 360 | 68.90 | 72.10 | 42.1% | -0.93 | 0.0042 | -0.071 | ||
| 0.9500 | 1.40 | 6 | 12 | 43.3% | 0.07 | 0.0030 | -0.062 | 370 | 78.50 | 81.80 | 42.6% | -0.96 | 0.0037 | -0.064 | ||
| 0 | 1.80 | 44.5% | 0.05 | 0.0023 | -0.050 | 380 | 88.30 | 91.60 | 41.7% | -0.98 | 0.0029 | -0.056 | ||||
| 0 | 3.70 | 2 | 55.5% | 0.04 | 0.0018 | -0.039 | 390 | 97.90 | 102.20 | 48.2% | -0.99 | 0.0016 | -0.053 | |||
| 0 | 2.85 | 4 | 55.9% | 0.03 | 0.0014 | -0.031 | 400 | 107.70 | 112.20 | 48.2% | -1.00 | 0.0003 | -0.049 | |||
| 0 | 1.50 | 1 | 1 | 52.6% | 0.02 | 0.0010 | -0.024 | 410 | 118.30 | 121.50 | -1.00 | 0.0000 | -0.049 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs