DUK option chain Duke Energy Corporation
Cboe delayed options data · as of 15:37 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 ±4.6% (114.11–125.21) · ATM IV 18.4% · 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 | 102.2% | 1.00 | 0.0000 | 0.000 | 65 | 0 | 1.10 | 1 | 119.4% | -0.00 | 0.0001 | -0.001 | |||
| 48.20 | 51.80 | 89.5% | 1.00 | 0.0001 | 0.000 | 70 | 0 | 2.15 | 1 | 123.3% | -0.00 | 0.0001 | -0.001 | |||
| 43.20 | 46.90 | 82.1% | 1.00 | 0.0001 | 0.000 | 75 | 0 | 2.15 | 109.9% | -0.00 | 0.0002 | -0.001 | ||||
| 38.20 | 41.90 | 1 | 71.1% | 1.00 | 0.0002 | 0.000 | 80 | 0 | 2.15 | 97.3% | -0.00 | 0.0004 | -0.002 | |||
| 33.20 | 36.90 | 60.7% | 1.00 | 0.0004 | 0.000 | 85 | 0 | 2.15 | 85.3% | -0.00 | 0.0008 | -0.003 | ||||
| 28.20 | 31.90 | 51.0% | 1.00 | 0.0007 | 0.000 | 90 | 0 | 2.15 | 30 | 73.8% | -0.01 | 0.0014 | -0.004 | |||
| 23.30 | 26.90 | 44.6% | 0.99 | 0.0015 | -0.000 | 95 | 0 | 2.15 | 17 | 62.7% | -0.01 | 0.0027 | -0.006 | |||
| 19.20 | 21.10 | 1 | 37.7% | 0.99 | 0.0034 | -0.003 | 100 | 0.0500 | 0.2500 | 1 | 77 | 32.7% | -0.02 | 0.0054 | -0.009 | |
| 15.00 | 15.80 | 61 | 35.1% | 0.97 | 0.0080 | -0.009 | 105 | 0.1500 | 0.2500 | 15 | 316 | 26.4% | -0.05 | 0.0113 | -0.015 | |
| 10.00 | 11.50 | 2 | 26 | 30.5% | 0.92 | 0.0197 | -0.018 | 110 | 0.4000 | 0.5500 | 267 | 521 | 23.0% | -0.12 | 0.0243 | -0.024 |
| 5.40 | 6.90 | 502 | 23.3% | 0.79 | 0.0448 | -0.033 | 115 | 1.15 | 1.25 | 62 | 615 | 20.0% | -0.27 | 0.0476 | -0.036 | |
| 2.30 | 2.40 | 77 | 1,908 | 17.9% | 0.51 | 0.0688 | -0.042 | 120 | 3.00 | 3.40 | 224 | 361 | 19.0% | -0.55 | 0.0637 | -0.038 |
| 0.6000 | 0.6500 | 197 | 2,051 | 17.1% | 0.21 | 0.0488 | -0.029 | 125 | 5.60 | 7.00 | 16 | 40 | 14.5% | -0.82 | 0.0426 | -0.025 |
| 0.1500 | 0.2000 | 54 | 344 | 18.6% | 0.07 | 0.0204 | -0.014 | 130 | 10.10 | 11.60 | 1 | -0.94 | 0.0180 | -0.011 | ||
| 0 | 0.1000 | 6 | 35 | 20.1% | 0.02 | 0.0077 | -0.006 | 135 | 15.00 | 16.70 | 4 | -0.98 | 0.0068 | -0.003 | ||
| 0 | 0.0500 | 22.8% | 0.01 | 0.0030 | -0.003 | 140 | 19.90 | 22.70 | 35.9% | -0.99 | 0.0027 | 0.000 | ||||
| 0 | 0.0500 | 27.1% | 0.00 | 0.0013 | -0.001 | 145 | 24.00 | 27.70 | -1.00 | 0.0011 | 0.000 | |||||
| 0 | 2.15 | 59.7% | 0.00 | 0.0006 | -0.001 | 150 | 29.90 | 32.50 | 2 | 45.4% | -1.00 | 0.0005 | 0.000 | |||
| 0 | 2.15 | 65.6% | 0.00 | 0.0003 | -0.000 | 155 | 33.90 | 37.70 | -1.00 | 0.0002 | 0.000 | |||||
| 0 | 2.15 | 71.2% | 0.00 | 0.0001 | -0.000 | 160 | 38.90 | 42.70 | -1.00 | 0.0001 | 0.000 | |||||
| 0 | 2.15 | 76.5% | 0.00 | 0.0001 | -0.000 | 165 | 43.90 | 47.70 | -1.00 | 0.0001 | 0.000 | |||||
| 0 | 2.15 | 81.5% | 0.00 | 0.0000 | -0.000 | 170 | 48.90 | 52.60 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 2.15 | 86.4% | 0.00 | 0.0000 | 0.000 | 175 | 53.90 | 57.60 | -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