DUK option chain Duke Energy Corporation
Cboe delayed options data · as of 12:34 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 ±2.7% (117.28–123.73) · ATM IV 15.6% · P/C open interest 0.44
| 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 | |
| 54.30 | 57.30 | 133.7% | 1.00 | 0.0000 | 0.000 | 65 | 0 | 0.1500 | 3 | 126.7% | 0.00 | 0.0000 | 0.000 | |||
| 49.30 | 52.30 | 117.5% | 1.00 | 0.0000 | 0.000 | 70 | 0 | 0.1500 | 4 | 112.8% | 0.00 | 0.0000 | 0.000 | |||
| 44.30 | 47.30 | 102.5% | 1.00 | 0.0000 | 0.000 | 75 | 0 | 0.1500 | 8 | 99.8% | 0.00 | 0.0000 | -0.000 | |||
| 39.30 | 42.30 | 88.5% | 1.00 | 0.0000 | 0.000 | 80 | 0 | 0.1500 | 21 | 87.6% | -0.00 | 0.0000 | -0.000 | |||
| 34.30 | 37.30 | 75.3% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 0.3000 | 161 | 84.0% | -0.00 | 0.0000 | -0.000 | |||
| 29.30 | 32.30 | 62.9% | 1.00 | 0.0001 | 0.000 | 90 | 0 | 0.3000 | 145 | 72.0% | -0.00 | 0.0001 | -0.000 | |||
| 24.30 | 27.30 | 51.2% | 1.00 | 0.0003 | 0.000 | 95 | 0 | 0.1000 | 161 | 51.3% | -0.00 | 0.0003 | -0.001 | |||
| 19.60 | 22.10 | 45.2% | 1.00 | 0.0010 | 0.000 | 100 | 0 | 0.1000 | 238 | 41.6% | -0.00 | 0.0010 | -0.002 | |||
| 14.70 | 16.50 | 1 | 0.99 | 0.0031 | -0.003 | 105 | 0 | 0.3000 | 8 | 116 | 38.5% | -0.01 | 0.0031 | -0.004 | ||
| 9.80 | 11.60 | 6 | 0.97 | 0.0108 | -0.010 | 110 | 0 | 0.3500 | 29 | 355 | 28.6% | -0.03 | 0.0109 | -0.011 | ||
| 4.80 | 7.00 | 32 | 15.4% | 0.89 | 0.0385 | -0.029 | 115 | 0.1500 | 0.7000 | 62 | 1,552 | 18.0% | -0.11 | 0.0390 | -0.030 | |
| 1.75 | 2.30 | 139 | 2,705 | 15.8% | 0.58 | 0.0919 | -0.052 | 120 | 1.05 | 1.35 | 135 | 2,909 | 15.4% | -0.43 | 0.0940 | -0.053 |
| 0.2000 | 0.4500 | 825 | 3,461 | 17.1% | 0.17 | 0.0599 | -0.032 | 125 | 3.00 | 5.80 | 22 | 1,391 | 23.9% | -0.86 | 0.0652 | -0.034 |
| 0 | 0.2000 | 711 | 3,775 | 20.7% | 0.03 | 0.0141 | -0.009 | 130 | 8.70 | 10.60 | 87 | 27.9% | -1.00 | 0.0010 | -0.014 | |
| 0 | 0.0500 | 5 | 3,230 | 23.4% | 0.01 | 0.0028 | -0.002 | 135 | 13.50 | 15.30 | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.7000 | 6 | 1,189 | 46.3% | 0.00 | 0.0006 | -0.001 | 140 | 18.50 | 20.60 | 43.0% | -1.00 | 0.0000 | -0.014 | ||
| 0 | 0.2500 | 969 | 36.0% | 0.00 | 0.0002 | -0.000 | 145 | 23.40 | 25.50 | 32.3% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.2500 | 1,023 | 41.8% | 0.00 | 0.0000 | 0.000 | 150 | 27.80 | 30.80 | 1 | -1.00 | 0.0000 | -0.014 | |||
| 0 | 2.15 | 23 | 89.2% | 0.00 | 0.0000 | 0.000 | 155 | 33.10 | 35.60 | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 1.10 | 2 | 12 | 83.5% | 0.00 | 0.0000 | 0.000 | 160 | 38.00 | 40.60 | -1.00 | 0.0000 | -0.014 | |||
| 0 | 2.15 | 2 | 6 | 104.8% | 0.00 | 0.0000 | 0.000 | 165 | 43.00 | 45.60 | -1.00 | 0.0000 | -0.014 | |||
| 0 | 2.15 | 3 | 112.0% | 0.00 | 0.0000 | 0.000 | 170 | 48.00 | 50.60 | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 2.15 | 43 | 118.8% | 0.00 | 0.0000 | 0.000 | 175 | 52.80 | 55.80 | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 0.2500 | 4 | 86.3% | 0.00 | 0.0000 | 0.000 | 180 | 57.80 | 60.80 | -1.00 | 0.0000 | -0.014 | ||||
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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs