DUK option chain Duke Energy Corporation
Cboe delayed options data · as of 12:35 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 ±4.9% (115.50–127.44) · ATM IV 18.8% · P/C open interest 0.37
| 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 | |
| 54.50 | 58.80 | 99.2% | 1.00 | 0.0000 | -0.000 | 65 | 0 | 1.10 | 1 | 116.5% | -0.00 | 0.0001 | -0.000 | |||
| 49.50 | 53.80 | 1.00 | 0.0000 | -0.000 | 70 | 0 | 2.15 | 1 | 120.4% | -0.00 | 0.0001 | -0.001 | ||||
| 44.50 | 48.80 | 1.00 | 0.0001 | -0.000 | 75 | 0 | 2.15 | 107.6% | -0.00 | 0.0002 | -0.001 | |||||
| 39.60 | 43.70 | 1 | 58.6% | 1.00 | 0.0001 | -0.000 | 80 | 0 | 2.15 | 95.6% | -0.00 | 0.0003 | -0.001 | |||
| 34.60 | 38.80 | 55.5% | 1.00 | 0.0002 | -0.001 | 85 | 0 | 2.15 | 84.1% | -0.00 | 0.0005 | -0.002 | ||||
| 29.60 | 33.90 | 33.1% | 1.00 | 0.0005 | -0.001 | 90 | 0 | 2.15 | 30 | 73.2% | -0.00 | 0.0010 | -0.003 | |||
| 25.40 | 28.00 | 37.0% | 1.00 | 0.0011 | -0.002 | 95 | 0 | 2.15 | 17 | 62.6% | -0.01 | 0.0020 | -0.004 | |||
| 19.80 | 23.40 | 1 | 0.99 | 0.0024 | -0.004 | 100 | 0.0500 | 0.2500 | 4 | 74 | 33.3% | -0.02 | 0.0041 | -0.007 | ||
| 14.80 | 17.20 | 115 | 118 | 0.98 | 0.0059 | -0.008 | 105 | 0.1000 | 0.2500 | 10 | 319 | 26.7% | -0.04 | 0.0088 | -0.012 | |
| 11.40 | 12.20 | 1 | 25 | 19.8% | 0.94 | 0.0147 | -0.015 | 110 | 0.3000 | 0.4000 | 96 | 506 | 22.8% | -0.09 | 0.0190 | -0.020 |
| 7.20 | 7.70 | 55 | 544 | 21.8% | 0.84 | 0.0345 | -0.028 | 115 | 0.8000 | 1.00 | 109 | 538 | 20.0% | -0.21 | 0.0383 | -0.031 |
| 3.50 | 3.80 | 367 | 1,901 | 19.5% | 0.62 | 0.0602 | -0.040 | 120 | 2.15 | 2.50 | 37 | 328 | 18.0% | -0.45 | 0.0582 | -0.039 |
| 1.15 | 1.30 | 470 | 1,954 | 17.8% | 0.31 | 0.0565 | -0.035 | 125 | 5.00 | 5.80 | 38 | 3 | 18.2% | -0.73 | 0.0504 | -0.031 |
| 0.2500 | 0.4000 | 16 | 332 | 17.9% | 0.12 | 0.0294 | -0.020 | 130 | 9.00 | 10.80 | 1 | 22.6% | -0.90 | 0.0259 | -0.017 | |
| 0 | 0.2500 | 33 | 2 | 18.5% | 0.04 | 0.0119 | -0.009 | 135 | 13.90 | 16.30 | 4 | 32.6% | -0.96 | 0.0107 | -0.008 | |
| 0 | 0.0500 | 20.2% | 0.01 | 0.0047 | -0.004 | 140 | 17.90 | 20.50 | -0.99 | 0.0043 | -0.004 | |||||
| 0 | 2.15 | 48.4% | 0.01 | 0.0019 | -0.002 | 145 | 22.50 | 26.20 | 31.3% | -0.99 | 0.0018 | -0.002 | ||||
| 0 | 2.15 | 54.5% | 0.00 | 0.0008 | -0.001 | 150 | 27.80 | 30.40 | 10 | -1.00 | 0.0008 | -0.001 | ||||
| 0 | 2.15 | 60.3% | 0.00 | 0.0004 | -0.001 | 155 | 32.50 | 36.10 | 39.7% | -1.00 | 0.0003 | -0.000 | ||||
| 0 | 2.15 | 65.7% | 0.00 | 0.0002 | -0.000 | 160 | 37.00 | 41.10 | -1.00 | 0.0002 | -0.000 | |||||
| 0 | 2.15 | 70.9% | 0.00 | 0.0001 | -0.000 | 165 | 42.10 | 46.20 | 35.5% | -1.00 | 0.0001 | -0.000 | ||||
| 0 | 2.15 | 75.7% | 0.00 | 0.0000 | -0.000 | 170 | 46.90 | 51.20 | -1.00 | 0.0000 | -0.000 | |||||
| 0 | 2.15 | 80.4% | 0.00 | 0.0000 | 0.000 | 175 | 51.90 | 56.20 | -1.00 | 0.0000 | 0.000 | |||||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs