CEG option chain Constellation Energy Corporation
Cboe delayed options data · as of 15:34 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 ±27.8% (188.74–334.04) · ATM IV 46.3% · P/C open interest 3.06
| 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 | |
| 128.60 | 132.00 | 46.8% | 0.98 | 0.0006 | 0.000 | 135 | 0.7000 | 1.55 | 21 | 51.1% | -0.03 | 0.0006 | -0.014 | |||
| 124.00 | 127.50 | 47.7% | 0.97 | 0.0007 | 0.000 | 140 | 0.9500 | 1.75 | 23 | 50.4% | -0.03 | 0.0007 | -0.016 | |||
| 119.60 | 123.00 | 48.6% | 0.97 | 0.0008 | 0.000 | 145 | 1.25 | 2.05 | 63 | 50.0% | -0.04 | 0.0008 | -0.018 | |||
| 114.60 | 118.50 | 47.0% | 0.96 | 0.0009 | 0.000 | 150 | 1.55 | 2.10 | 8 | 48.7% | -0.04 | 0.0009 | -0.021 | |||
| 110.40 | 114.00 | 2 | 47.7% | 0.95 | 0.0011 | -0.003 | 155 | 1.90 | 2.85 | 49.2% | -0.05 | 0.0011 | -0.024 | |||
| 105.80 | 109.40 | 46.7% | 0.94 | 0.0012 | -0.007 | 160 | 2.10 | 3.20 | 1 | 21 | 48.1% | -0.06 | 0.0012 | -0.026 | ||
| 102.00 | 105.00 | 47.6% | 0.94 | 0.0014 | -0.011 | 165 | 2.80 | 3.90 | 1 | 48.5% | -0.07 | 0.0014 | -0.029 | |||
| 96.90 | 100.70 | 45.5% | 0.93 | 0.0015 | -0.015 | 170 | 3.10 | 4.50 | 1 | 47.7% | -0.08 | 0.0015 | -0.032 | |||
| 93.10 | 96.50 | 46.5% | 0.91 | 0.0017 | -0.019 | 175 | 3.70 | 5.40 | 2 | 47.7% | -0.09 | 0.0017 | -0.036 | |||
| 88.50 | 92.50 | 45.6% | 0.90 | 0.0019 | -0.023 | 180 | 4.60 | 6.10 | 8 | 47.6% | -0.10 | 0.0019 | -0.039 | |||
| 85.00 | 88.50 | 46.5% | 0.89 | 0.0020 | -0.027 | 185 | 5.50 | 7.20 | 4 | 47.8% | -0.12 | 0.0021 | -0.042 | |||
| 81.20 | 84.60 | 46.6% | 0.87 | 0.0022 | -0.031 | 190 | 6.30 | 8.00 | 5 | 47.1% | -0.13 | 0.0023 | -0.046 | |||
| 76.60 | 80.90 | 45.8% | 0.86 | 0.0024 | -0.035 | 195 | 7.30 | 9.10 | 1 | 47.0% | -0.15 | 0.0025 | -0.049 | |||
| 73.20 | 77.20 | 46.0% | 0.84 | 0.0026 | -0.039 | 200 | 9.10 | 10.40 | 18 | 47.6% | -0.16 | 0.0027 | -0.052 | |||
| 66.60 | 69.80 | 1 | 46.1% | 0.81 | 0.0030 | -0.047 | 210 | 11.50 | 13.10 | 398 | 47.0% | -0.20 | 0.0030 | -0.059 | ||
| 59.60 | 63.30 | 2 | 45.8% | 0.77 | 0.0033 | -0.055 | 220 | 14.50 | 17.00 | 5 | 47.3% | -0.24 | 0.0034 | -0.065 | ||
| 53.90 | 56.60 | 95 | 45.6% | 0.73 | 0.0036 | -0.061 | 230 | 18.40 | 19.70 | 26 | 46.6% | -0.28 | 0.0037 | -0.070 | ||
| 48.00 | 51.60 | 3 | 45.9% | 0.69 | 0.0039 | -0.067 | 240 | 21.50 | 24.50 | 33 | 46.2% | -0.32 | 0.0040 | -0.075 | ||
| 43.10 | 46.40 | 20 | 46.1% | 0.65 | 0.0041 | -0.072 | 250 | 26.20 | 29.00 | 32 | 46.2% | -0.36 | 0.0042 | -0.078 | ||
| 38.50 | 41.70 | 3 | 46.6% | 0.61 | 0.0042 | -0.076 | 260 | 31.10 | 34.00 | 7 | 46.0% | -0.41 | 0.0044 | -0.081 | ||
| 34.40 | 37.50 | 4 | 13 | 46.4% | 0.57 | 0.0043 | -0.079 | 270 | 36.70 | 39.50 | 8 | 46.0% | -0.45 | 0.0046 | -0.082 | |
| 30.50 | 33.20 | 6 | 46.2% | 0.52 | 0.0044 | -0.080 | 280 | 42.60 | 45.40 | 429 | 45.9% | -0.49 | 0.0046 | -0.083 | ||
| 27.10 | 29.80 | 4 | 18 | 46.4% | 0.48 | 0.0044 | -0.081 | 290 | 49.20 | 51.90 | 13 | 46.1% | -0.54 | 0.0047 | -0.083 | |
| 24.20 | 26.70 | 10 | 46.6% | 0.45 | 0.0043 | -0.081 | 300 | 55.60 | 58.70 | 45.9% | -0.58 | 0.0046 | -0.082 | |||
| 21.00 | 24.20 | 11 | 46.7% | 0.41 | 0.0042 | -0.080 | 310 | 62.80 | 66.40 | 46.4% | -0.62 | 0.0046 | -0.081 | |||
| 19.10 | 21.20 | 12 | 46.8% | 0.38 | 0.0041 | -0.079 | 320 | 70.40 | 73.40 | 7 | 46.2% | -0.65 | 0.0045 | -0.079 | ||
| 16.90 | 19.20 | 12 | 47.1% | 0.35 | 0.0040 | -0.077 | 330 | 78.20 | 81.90 | 46.8% | -0.69 | 0.0044 | -0.076 | |||
| 15.10 | 17.00 | 10 | 47.2% | 0.32 | 0.0038 | -0.075 | 340 | 86.40 | 90.30 | 47.2% | -0.72 | 0.0043 | -0.073 | |||
| 13.30 | 15.40 | 1 | 33 | 47.4% | 0.29 | 0.0036 | -0.073 | 350 | 94.70 | 98.10 | 46.9% | -0.75 | 0.0042 | -0.069 | ||
| 11.40 | 13.00 | 7 | 46.6% | 0.27 | 0.0035 | -0.070 | 360 | 103.70 | 107.20 | 47.9% | -0.78 | 0.0040 | -0.065 | |||
| 10.50 | 11.80 | 32 | 47.3% | 0.24 | 0.0033 | -0.068 | 370 | 111.90 | 116.10 | 1 | 48.0% | -0.80 | 0.0038 | -0.060 | ||
| 9.50 | 10.50 | 5 | 47.6% | 0.22 | 0.0031 | -0.065 | 380 | 120.90 | 125.00 | 48.1% | -0.83 | 0.0037 | -0.056 | |||
| 8.20 | 10.10 | 2 | 48.1% | 0.21 | 0.0030 | -0.062 | 390 | 130.30 | 134.20 | 48.9% | -0.85 | 0.0035 | -0.052 | |||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs