DUK option chain Duke Energy Corporation
Cboe delayed options data · as of 18:36 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 ±4.7% (114.08–125.38) · ATM IV 18.9% · P/C open interest 0.40
| 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 | |
| 53.20 | 56.80 | 1.00 | 0.0000 | 0.000 | 65 | 0 | 1.10 | 1 | 119.9% | -0.00 | 0.0001 | -0.001 | ||||
| 48.20 | 51.90 | 1.00 | 0.0000 | 0.000 | 70 | 0 | 2.15 | 1 | 123.7% | -0.00 | 0.0001 | -0.001 | ||||
| 43.20 | 46.90 | 1.00 | 0.0001 | 0.000 | 75 | 0 | 2.15 | 110.3% | -0.00 | 0.0002 | -0.001 | |||||
| 38.20 | 41.90 | 1 | 1.00 | 0.0001 | 0.000 | 80 | 0 | 2.15 | 97.7% | -0.00 | 0.0004 | -0.001 | ||||
| 33.20 | 36.90 | 1.00 | 0.0003 | 0.000 | 85 | 0 | 2.15 | 85.7% | -0.00 | 0.0006 | -0.002 | |||||
| 28.20 | 31.90 | 1.00 | 0.0006 | 0.000 | 90 | 0 | 2.15 | 30 | 74.2% | -0.01 | 0.0012 | -0.003 | ||||
| 23.30 | 26.90 | 1.00 | 0.0014 | 0.000 | 95 | 0 | 2.15 | 17 | 63.1% | -0.01 | 0.0024 | -0.005 | ||||
| 18.80 | 21.20 | 1 | 0.99 | 0.0032 | -0.003 | 100 | 0.0500 | 0.2500 | 2 | 77 | 33.0% | -0.02 | 0.0051 | -0.009 | ||
| 14.50 | 15.80 | 61 | 0.97 | 0.0077 | -0.008 | 105 | 0.1500 | 0.2000 | 15 | 316 | 26.0% | -0.05 | 0.0109 | -0.014 | ||
| 9.70 | 11.50 | 2 | 26 | 26.1% | 0.93 | 0.0191 | -0.018 | 110 | 0.4000 | 0.5000 | 274 | 521 | 23.0% | -0.11 | 0.0236 | -0.024 |
| 5.70 | 6.50 | 502 | 21.6% | 0.80 | 0.0437 | -0.033 | 115 | 1.05 | 1.25 | 113 | 615 | 20.0% | -0.26 | 0.0467 | -0.036 | |
| 2.35 | 2.60 | 197 | 1,908 | 18.1% | 0.52 | 0.0682 | -0.042 | 120 | 2.95 | 3.40 | 244 | 361 | 19.6% | -0.54 | 0.0637 | -0.039 |
| 0.6000 | 0.7000 | 312 | 2,051 | 17.0% | 0.21 | 0.0500 | -0.029 | 125 | 5.60 | 7.00 | 16 | 40 | 16.5% | -0.82 | 0.0438 | -0.025 |
| 0.1000 | 0.2000 | 69 | 344 | 17.8% | 0.07 | 0.0206 | -0.013 | 130 | 10.10 | 11.60 | 1 | 15.9% | -0.94 | 0.0180 | -0.010 | |
| 0 | 0.0500 | 8 | 35 | 18.1% | 0.02 | 0.0073 | -0.005 | 135 | 14.40 | 17.30 | 4 | 22.2% | -0.98 | 0.0064 | -0.003 | |
| 0 | 0.0500 | 22.7% | 0.01 | 0.0026 | -0.002 | 140 | 19.70 | 22.70 | 37.4% | -0.99 | 0.0023 | 0.000 | ||||
| 0 | 0.0500 | 27.0% | 0.00 | 0.0010 | -0.001 | 145 | 24.00 | 27.70 | 34.0% | -1.00 | 0.0009 | 0.000 | ||||
| 0 | 2.15 | 59.4% | 0.00 | 0.0004 | -0.001 | 150 | 29.50 | 32.70 | 2 | 47.5% | -1.00 | 0.0004 | 0.000 | |||
| 0 | 2.15 | 65.4% | 0.00 | 0.0002 | -0.000 | 155 | 33.90 | 37.70 | 42.4% | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 2.15 | 71.0% | 0.00 | 0.0001 | -0.000 | 160 | 38.90 | 42.70 | 47.6% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 2.15 | 76.3% | 0.00 | 0.0000 | -0.000 | 165 | 43.90 | 47.70 | 52.7% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 81.4% | 0.00 | 0.0000 | 0.000 | 170 | 48.90 | 52.60 | 54.6% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 86.2% | 0.00 | 0.0000 | 0.000 | 175 | 53.90 | 57.60 | 59.5% | -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