DUK option chain Duke Energy Corporation
Cboe delayed options data · as of 09:36 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 ±4.4% (114.47–125.12) · ATM IV 17.6% · 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 | |
| 52.60 | 56.70 | 102.3% | 1.00 | 0.0000 | 0.000 | 65 | 0 | 1.10 | 1 | 119.3% | -0.00 | 0.0000 | -0.000 | |||
| 47.60 | 51.70 | 89.5% | 1.00 | 0.0000 | 0.000 | 70 | 0 | 2.15 | 1 | 123.1% | -0.00 | 0.0001 | -0.001 | |||
| 42.60 | 46.70 | 77.8% | 1.00 | 0.0001 | 0.000 | 75 | 0 | 2.15 | 109.7% | -0.00 | 0.0002 | -0.001 | ||||
| 37.60 | 41.70 | 1 | 66.7% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 2.15 | 97.0% | -0.00 | 0.0003 | -0.001 | |||
| 32.60 | 36.70 | 56.4% | 1.00 | 0.0002 | 0.000 | 85 | 0 | 2.15 | 85.0% | -0.00 | 0.0006 | -0.002 | ||||
| 27.70 | 31.60 | 50.8% | 1.00 | 0.0006 | 0.000 | 90 | 0 | 2.15 | 30 | 73.5% | -0.01 | 0.0011 | -0.003 | |||
| 23.50 | 26.00 | 44.3% | 1.00 | 0.0013 | 0.000 | 95 | 0 | 0.4500 | 17 | 43.3% | -0.01 | 0.0024 | -0.005 | |||
| 18.60 | 20.70 | 1 | 28.5% | 0.99 | 0.0031 | -0.003 | 100 | 0.0500 | 0.1500 | 2 | 77 | 30.2% | -0.02 | 0.0051 | -0.008 | |
| 14.30 | 15.80 | 61 | 34.6% | 0.97 | 0.0080 | -0.008 | 105 | 0.1500 | 0.2500 | 15 | 316 | 25.3% | -0.05 | 0.0114 | -0.014 | |
| 9.50 | 11.30 | 2 | 26 | 29.9% | 0.92 | 0.0206 | -0.018 | 110 | 0.3500 | 0.5000 | 285 | 521 | 21.8% | -0.12 | 0.0255 | -0.024 |
| 5.20 | 6.40 | 2 | 502 | 22.6% | 0.78 | 0.0472 | -0.034 | 115 | 1.10 | 1.65 | 120 | 615 | 20.7% | -0.28 | 0.0497 | -0.036 |
| 2.10 | 2.40 | 503 | 1,908 | 18.4% | 0.48 | 0.0688 | -0.042 | 120 | 2.55 | 3.60 | 244 | 361 | 16.8% | -0.57 | 0.0635 | -0.038 |
| 0.4500 | 0.6500 | 670 | 2,051 | 17.1% | 0.19 | 0.0464 | -0.027 | 125 | 6.40 | 7.40 | 26 | 40 | 18.3% | -0.84 | 0.0406 | -0.023 |
| 0 | 0.2500 | 90 | 344 | 19.1% | 0.06 | 0.0183 | -0.012 | 130 | 10.10 | 12.10 | 1 | -0.95 | 0.0160 | -0.009 | ||
| 0 | 0.2500 | 8 | 35 | 18.8% | 0.02 | 0.0062 | -0.004 | 135 | 15.00 | 17.50 | 4 | -0.99 | 0.0055 | -0.002 | ||
| 0 | 0.0500 | 23.3% | 0.01 | 0.0022 | -0.002 | 140 | 20.10 | 22.40 | -1.00 | 0.0019 | 0.000 | |||||
| 0 | 0.0500 | 27.6% | 0.00 | 0.0008 | -0.001 | 145 | 24.10 | 28.20 | -1.00 | 0.0007 | 0.000 | |||||
| 0 | 2.15 | 60.4% | 0.00 | 0.0003 | -0.000 | 150 | 29.90 | 33.10 | 2 | 44.7% | -1.00 | 0.0003 | 0.000 | |||
| 0 | 2.15 | 66.3% | 0.00 | 0.0001 | -0.000 | 155 | 34.10 | 38.20 | -1.00 | 0.0001 | 0.000 | |||||
| 0 | 2.15 | 72.0% | 0.00 | 0.0001 | -0.000 | 160 | 39.10 | 43.20 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 2.15 | 77.3% | 0.00 | 0.0000 | 0.000 | 165 | 44.20 | 48.10 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 2.15 | 82.3% | 0.00 | 0.0000 | 0.000 | 170 | 49.10 | 53.10 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 2.15 | 87.2% | 0.00 | 0.0000 | 0.000 | 175 | 54.00 | 58.10 | -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