DUK option chain Duke Energy Corporation
Cboe delayed options data · as of 00:34 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 ±7.9% (111.63–130.73) · ATM IV 18.0% · P/C open interest 0.56
| 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 | |
| 54.90 | 58.70 | 1.00 | 0.0003 | 0.000 | 65 | 0 | 0.5000 | 1 | 59.1% | -0.01 | 0.0005 | -0.002 | ||||
| 50.10 | 53.80 | 47.4% | 1.00 | 0.0005 | 0.000 | 70 | 0 | 0.5000 | 52.8% | -0.01 | 0.0007 | -0.003 | ||||
| 45.00 | 48.80 | 0.99 | 0.0007 | 0.000 | 75 | 0 | 2.20 | 13 | 63.1% | -0.01 | 0.0010 | -0.003 | ||||
| 40.20 | 43.90 | 2 | 38.0% | 0.99 | 0.0011 | 0.000 | 80 | 0 | 2.20 | 22 | 56.1% | -0.01 | 0.0015 | -0.004 | ||
| 35.20 | 39.00 | 33.4% | 0.99 | 0.0017 | 0.000 | 85 | 0 | 2.25 | 23 | 49.8% | -0.02 | 0.0022 | -0.005 | |||
| 31.40 | 34.10 | 102 | 41.3% | 0.98 | 0.0027 | 0.000 | 90 | 0.1000 | 2.30 | 14 | 44.3% | -0.03 | 0.0034 | -0.006 | ||
| 25.40 | 29.20 | 3 | 27.8% | 0.97 | 0.0044 | 0.000 | 95 | 0.2000 | 1.25 | 72 | 33.3% | -0.04 | 0.0052 | -0.008 | ||
| 20.30 | 24.40 | 31 | 23.1% | 0.95 | 0.0071 | -0.003 | 100 | 0.4000 | 0.6000 | 115 | 25.4% | -0.07 | 0.0080 | -0.010 | ||
| 16.90 | 19.40 | 9 | 26.5% | 0.91 | 0.0116 | -0.007 | 105 | 0.5000 | 1.10 | 284 | 23.1% | -0.11 | 0.0124 | -0.013 | ||
| 12.40 | 14.20 | 157 | 21.3% | 0.85 | 0.0184 | -0.012 | 110 | 1.05 | 1.40 | 10 | 1,267 | 20.4% | -0.17 | 0.0191 | -0.016 | |
| 8.20 | 10.90 | 190 | 21.3% | 0.75 | 0.0272 | -0.017 | 115 | 1.95 | 2.35 | 10 | 839 | 18.8% | -0.28 | 0.0276 | -0.019 | |
| 4.70 | 6.70 | 2 | 208 | 18.1% | 0.60 | 0.0350 | -0.020 | 120 | 3.70 | 4.00 | 83 | 444 | 17.9% | -0.43 | 0.0350 | -0.021 |
| 2.80 | 3.20 | 14 | 677 | 16.6% | 0.42 | 0.0363 | -0.020 | 125 | 6.10 | 6.80 | 20 | 262 | 17.2% | -0.61 | 0.0360 | -0.019 |
| 1.45 | 1.70 | 55 | 994 | 16.8% | 0.26 | 0.0298 | -0.016 | 130 | 8.40 | 10.90 | 37 | 15.3% | -0.77 | 0.0291 | -0.014 | |
| 0.6500 | 0.8500 | 4 | 597 | 16.9% | 0.15 | 0.0207 | -0.012 | 135 | 13.20 | 15.00 | 11 | 16.4% | -0.87 | 0.0197 | -0.007 | |
| 0.3000 | 0.4500 | 264 | 2,659 | 17.5% | 0.08 | 0.0132 | -0.008 | 140 | 17.70 | 19.60 | 3 | -0.94 | 0.0174 | -0.004 | ||
| 0 | 0.5500 | 277 | 19.4% | 0.05 | 0.0082 | -0.006 | 145 | 21.80 | 25.70 | -1.00 | 0.0018 | -0.029 | ||||
| 0 | 2.30 | 82 | 31.1% | 0.03 | 0.0051 | -0.004 | 150 | 26.80 | 30.50 | 25.2% | -1.00 | 0.0000 | -0.036 | |||
| 0 | 2.25 | 33 | 34.2% | 0.02 | 0.0032 | -0.003 | 155 | 31.80 | 35.70 | -1.00 | 0.0000 | -0.036 | ||||
| 0 | 2.20 | 37.2% | 0.01 | 0.0020 | -0.002 | 160 | 36.80 | 40.70 | -1.00 | 0.0000 | -0.036 | |||||
| 0 | 1.05 | 1 | 34.1% | 0.01 | 0.0013 | -0.001 | 165 | 41.80 | 45.60 | -1.00 | 0.0000 | -0.036 | ||||
| 0 | 2.15 | 42.7% | 0.00 | 0.0008 | -0.001 | 170 | 46.80 | 50.70 | -1.00 | 0.0000 | -0.036 | |||||
| 0 | 2.15 | 45.4% | 0.00 | 0.0006 | -0.001 | 175 | 51.80 | 55.70 | -1.00 | 0.0000 | -0.036 | |||||
| 0 | 2.15 | 1 | 48.0% | 0.00 | 0.0004 | -0.000 | 180 | 56.80 | 60.70 | -1.00 | 0.0000 | -0.036 | ||||
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 — Dec 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