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 ±16.7% (100.36–140.66) · ATM IV 19.3% · P/C open interest 0.76
| 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 | |
| 54.00 | 59.00 | 36.3% | 0.99 | 0.0012 | 0.000 | 65 | 0 | 2.85 | 36 | 38.9% | -0.03 | 0.0017 | -0.003 | |||
| 49.50 | 53.00 | 74 | 0.98 | 0.0019 | 0.000 | 70 | 0 | 3.00 | 99 | 35.5% | -0.04 | 0.0022 | -0.004 | |||
| 44.50 | 49.00 | 21 | 29.4% | 0.96 | 0.0027 | 0.000 | 75 | 0 | 1.85 | 17 | 28.3% | -0.06 | 0.0028 | -0.004 | ||
| 40.00 | 43.40 | 58 | 24.6% | 0.94 | 0.0036 | 0.000 | 80 | 0.9000 | 2.00 | 81 | 28.3% | -0.07 | 0.0036 | -0.005 | ||
| 35.50 | 40.00 | 40 | 27.0% | 0.92 | 0.0045 | -0.001 | 85 | 1.20 | 3.40 | 45 | 28.7% | -0.09 | 0.0046 | -0.005 | ||
| 32.30 | 34.50 | 1 | 33 | 25.5% | 0.89 | 0.0057 | -0.002 | 90 | 1.65 | 2.45 | 82 | 24.4% | -0.11 | 0.0058 | -0.006 | |
| 27.50 | 29.80 | 23 | 22.3% | 0.86 | 0.0070 | -0.004 | 95 | 2.10 | 2.95 | 51 | 22.9% | -0.15 | 0.0073 | -0.007 | ||
| 23.00 | 25.90 | 96 | 20.8% | 0.82 | 0.0086 | -0.005 | 100 | 2.75 | 3.80 | 250 | 21.8% | -0.18 | 0.0089 | -0.008 | ||
| 19.50 | 22.20 | 97 | 20.4% | 0.78 | 0.0104 | -0.006 | 105 | 3.90 | 4.80 | 242 | 21.1% | -0.23 | 0.0108 | -0.008 | ||
| 16.00 | 18.60 | 2 | 179 | 19.6% | 0.72 | 0.0122 | -0.007 | 110 | 4.90 | 6.10 | 503 | 20.1% | -0.29 | 0.0126 | -0.009 | |
| 13.80 | 15.00 | 10 | 331 | 19.5% | 0.66 | 0.0138 | -0.008 | 115 | 5.70 | 7.70 | 284 | 18.6% | -0.36 | 0.0144 | -0.009 | |
| 9.50 | 12.20 | 37 | 344 | 19.4% | 0.59 | 0.0150 | -0.009 | 120 | 8.20 | 10.40 | 280 | 19.2% | -0.43 | 0.0158 | -0.009 | |
| 8.80 | 9.80 | 1 | 436 | 18.7% | 0.52 | 0.0157 | -0.009 | 125 | 10.70 | 12.10 | 140 | 18.2% | -0.51 | 0.0167 | -0.009 | |
| 6.70 | 7.80 | 383 | 18.3% | 0.44 | 0.0158 | -0.009 | 130 | 13.70 | 16.00 | 14 | 19.0% | -0.59 | 0.0170 | -0.009 | ||
| 5.30 | 6.10 | 420 | 18.3% | 0.37 | 0.0153 | -0.009 | 135 | 17.00 | 19.50 | 1 | 19.1% | -0.67 | 0.0169 | -0.008 | ||
| 2.95 | 4.90 | 285 | 17.2% | 0.31 | 0.0143 | -0.008 | 140 | 20.60 | 22.90 | 16 | 18.6% | -0.74 | 0.0163 | -0.007 | ||
| 2.00 | 4.30 | 130 | 17.6% | 0.26 | 0.0130 | -0.007 | 145 | 23.00 | 27.50 | 1 | 17.1% | -0.81 | 0.0150 | -0.006 | ||
| 1.80 | 2.90 | 220 | 17.5% | 0.21 | 0.0116 | -0.007 | 150 | 28.80 | 32.00 | 28 | 19.9% | -0.87 | 0.0132 | -0.004 | ||
| 1.05 | 2.25 | 133 | 17.2% | 0.17 | 0.0101 | -0.006 | 155 | 32.00 | 36.50 | 1 | -0.93 | 0.0175 | -0.003 | |||
| 0 | 1.80 | 200 | 16.0% | 0.14 | 0.0087 | -0.005 | 160 | 37.00 | 42.00 | 20.3% | -0.98 | 0.0087 | -0.015 | |||
| 0.4500 | 2.90 | 180 | 20.3% | 0.11 | 0.0075 | -0.005 | 165 | 42.00 | 47.00 | 22.2% | -1.00 | 0.0000 | -0.015 | |||
| 0.3000 | 2.85 | 419 | 21.3% | 0.09 | 0.0064 | -0.004 | 170 | 47.00 | 52.00 | 24.0% | -1.00 | 0.0000 | -0.015 | |||
| 0 | 2.95 | 82 | 22.2% | 0.08 | 0.0054 | -0.004 | 175 | 52.00 | 57.00 | 25.7% | -1.00 | 0.0000 | -0.015 | |||
| 0 | 2.90 | 20 | 23.4% | 0.06 | 0.0046 | -0.003 | 180 | 57.00 | 62.00 | 27.4% | -1.00 | 0.0000 | -0.015 | |||
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs