Duke Energy Corporation (DUK)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 15:37 UTC · Figures derived from the full chain (458 contracts, 9 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±4.6% (range 114.11–125.21) by Nov 20, 2026. ATM straddle: 5.55 @ strike 120 · ATM IV: 18.4%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 107.69 | -10% | 97.1% | 2.9% |
| 113.68 | -5% | 81.9% | 18.1% |
| 119.66 | +0% | 48.9% | 51.1% |
| 125.64 | +5% | 17.9% | 82.1% |
| 131.63 | +10% | 3.8% | 96.2% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | ±4.6% | 18.4% | 6,915 |
| Dec 18, 2026 | 60 | ±5.9% | 17.9% | 14.3K |
| Jan 15, 2027 | 88 | ±7.0% | 17.7% | 22.7K |
| Mar 19, 2027 | 151 | ±9.3% | 18.0% | 5,463 |
| Apr 16, 2027 | 179 | ±10.2% | 18.2% | 3,071 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 125 C · 3,853120 C · 3,837140 C · 2,404120 P · 2,300110 P · 2,151
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 15 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 66.7% of the time.
Past earnings reactions
Avg |reaction| 1.7% · median 1.5% (20 reports). Two-session close-to-close window; definition
About Duke Energy Corporation
Duke Energy Corporation, an energy provider operating across the United States with its various affiliates, structures its operations into three primary divisions: Electric Utilities and Infrastructure, Gas Utilities and Infrastructure, and Commercial Renewables. The Electric Utilities and Infrastructure division is responsible for generating, transmitting, distributing, and retailing electricity across the Carolinas, Florida, and the Midwestern states. Its power generation relies on a diverse portfolio of fuel sources, including coal, hydroelectric, natural gas, oil, renewable technologies, and nuclear energy. Beyond direct retail sales, it also provides electricity at wholesale rates to various entities such as municipalities, electric cooperative utilities, and other load-serving organizations. This segment caters to approximately 8.2 million customers spanning six states within the Southeastern and Midwestern U.S., encompassing a service area of about 91,000 square miles, and boasts an impressive generating capacity of approximately 50,259 megawatts. The Gas Utilities and Infrastructure segment focuses on the distribution of natural gas to a broad customer base, including resid
Utilities · Regulated Electric · NYSE · Profile: Financial Modeling Prep
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