NEE option chain NextEra Energy, Inc.
Cboe delayed options data · as of 15:36 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 ±1.4% (82.80–85.06) · ATM IV 29.2% · P/C open interest 0.61
| 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 | |
| 32.70 | 35.15 | 1.00 | 0.0001 | 0.000 | 50 | 0 | 0.0200 | 5 | 324.5% | -0.00 | 0.0001 | -0.001 | ||||
| 27.70 | 30.15 | 1.00 | 0.0002 | 0.000 | 55 | 0 | 0.0300 | 1 | 280.3% | -0.00 | 0.0002 | -0.002 | ||||
| 22.75 | 25.60 | 323.4% | 1.00 | 0.0003 | 0.000 | 60 | 0 | 2.13 | 4 | 479.0% | -0.00 | 0.0003 | -0.002 | |||
| 17.80 | 20.75 | 279.6% | 1.00 | 0.0005 | 0.000 | 65 | 0 | 0.0200 | 8 | 169.9% | -0.00 | 0.0005 | -0.002 | |||
| 12.80 | 15.05 | 1.00 | 0.0010 | 0.000 | 70 | 0 | 0.1000 | 4 | 153.7% | -0.00 | 0.0010 | -0.002 | ||||
| 10.80 | 13.25 | 125.0% | 1.00 | 0.0013 | 0.000 | 72 | 0 | 1.42 | 238.4% | -0.00 | 0.0013 | -0.002 | ||||
| 9.90 | 11.80 | 1 | 1.00 | 0.0016 | 0.000 | 73 | 0 | 2.12 | 255.5% | -0.00 | 0.0016 | -0.002 | ||||
| 9.15 | 10.60 | 1 | 1.00 | 0.0019 | 0.000 | 74 | 0 | 1.15 | 1 | 194.2% | -0.00 | 0.0019 | -0.002 | |||
| 8.15 | 9.60 | 1 | 1.00 | 0.0023 | 0.000 | 75 | 0 | 0.9500 | 33 | 169.2% | -0.00 | 0.0023 | -0.002 | |||
| 7.15 | 9.80 | 155.5% | 1.00 | 0.0029 | 0.000 | 76 | 0 | 0.9600 | 2 | 155.4% | -0.00 | 0.0029 | -0.003 | |||
| 6.25 | 8.20 | 113.9% | 1.00 | 0.0037 | 0.000 | 77 | 0 | 0.7300 | 216 | 129.4% | -0.00 | 0.0037 | -0.003 | |||
| 5.25 | 7.25 | 103.9% | 1.00 | 0.0051 | 0.000 | 78 | 0 | 0.7500 | 37 | 116.5% | -0.00 | 0.0051 | -0.003 | |||
| 3.70 | 6.05 | 1 | 0.99 | 0.0079 | -0.001 | 79 | 0 | 0.7500 | 312 | 102.3% | -0.01 | 0.0079 | -0.004 | |||
| 3.05 | 4.45 | 5 | 0.99 | 0.0160 | -0.004 | 80 | 0 | 0.0300 | 1 | 310 | 41.4% | -0.01 | 0.0160 | -0.006 | ||
| 2.65 | 3.20 | 1 | 58 | 0.97 | 0.0418 | -0.017 | 81 | 0.0100 | 0.0300 | 9 | 532 | 33.9% | -0.03 | 0.0418 | -0.019 | |
| 1.72 | 2.19 | 377 | 1,021 | 0.91 | 0.1073 | -0.062 | 82 | 0.0200 | 0.1200 | 23 | 1,641 | 32.0% | -0.09 | 0.1073 | -0.063 | |
| 1.09 | 1.28 | 19 | 1,711 | 28.4% | 0.77 | 0.2220 | -0.171 | 83 | 0.1400 | 0.2100 | 13 | 1,444 | 27.6% | -0.23 | 0.2229 | -0.171 |
| 0.4400 | 0.5900 | 51 | 1,336 | 26.6% | 0.50 | 0.3256 | -0.278 | 84 | 0.4500 | 0.7900 | 6 | 284 | 31.8% | -0.50 | 0.3336 | -0.279 |
| 0.0800 | 0.1500 | 37 | 391 | 23.0% | 0.21 | 0.2354 | -0.139 | 85 | 1.08 | 1.38 | 3 | 188 | 30.3% | -0.80 | 0.2448 | -0.149 |
| 0.0100 | 0.0400 | 10 | 393 | 24.7% | 0.06 | 0.0975 | -0.036 | 86 | 2.03 | 2.80 | 30 | 77 | 58.1% | -0.95 | 0.0914 | -0.060 |
| 0 | 0.0700 | 5 | 273 | 36.3% | 0.02 | 0.0340 | -0.010 | 87 | 2.85 | 4.20 | 80.5% | -0.99 | 0.0257 | -0.043 | ||
| 0 | 0.0100 | 564 | 34.0% | 0.01 | 0.0147 | -0.005 | 88 | 3.80 | 5.20 | 92.8% | -1.00 | 0.0092 | -0.040 | |||
| 0 | 0.0100 | 662 | 41.2% | 0.00 | 0.0073 | -0.003 | 89 | 4.80 | 6.50 | 117.4% | -1.00 | 0.0040 | -0.039 | |||
| 0 | 0.0100 | 1,770 | 48.1% | 0.00 | 0.0039 | -0.002 | 90 | 5.80 | 6.80 | 100.3% | -1.00 | 0.0018 | -0.039 | |||
| 0 | 0.7500 | 115 | 120.1% | 0.00 | 0.0022 | -0.001 | 91 | 6.70 | 8.95 | 156.7% | -1.00 | 0.0009 | -0.039 | |||
| 0 | 0.7500 | 57 | 131.2% | 0.00 | 0.0012 | -0.001 | 92 | 7.85 | 9.15 | 142.4% | -1.00 | 0.0004 | -0.038 | |||
| 0 | 0.7500 | 13 | 142.0% | 0.00 | 0.0007 | -0.000 | 93 | 8.70 | 10.95 | 181.6% | -1.00 | 0.0002 | -0.038 | |||
| 0 | 0.0100 | 6 | 74.1% | 0.00 | 0.0004 | -0.000 | 94 | 9.70 | 10.85 | 139.0% | -1.00 | 0.0001 | -0.038 | |||
| 0 | 0.2000 | 2 | 121.4% | 0.00 | 0.0003 | -0.000 | 95 | 10.75 | 11.95 | 158.4% | -1.00 | 0.0001 | -0.038 | |||
| 0 | 0.9900 | 3 | 185.8% | 0.00 | 0.0002 | -0.000 | 96 | 11.85 | 13.10 | 182.8% | -1.00 | 0.0000 | -0.038 | |||
| 0 | 0.0600 | 2 | 113.9% | 0.00 | 0.0001 | -0.000 | 97 | 12.70 | 14.35 | 198.3% | -1.00 | 0.0000 | -0.038 | |||
| 0 | 2.13 | 8 | 258.6% | 0.00 | 0.0001 | 0.000 | 98 | 13.75 | 16.15 | 248.8% | -1.00 | 0.0000 | -0.038 | |||
| 0 | 2.13 | 1 | 269.4% | 0.00 | 0.0000 | 0.000 | 99 | 14.75 | 17.15 | 259.4% | -1.00 | 0.0000 | -0.038 | |||
| 0 | 0.0500 | 30 | 131.1% | 0.00 | 0.0000 | 0.000 | 100 | 15.75 | 18.15 | 269.8% | -1.00 | 0.0000 | -0.038 | |||
| 0 | 2.13 | 290.3% | 0.00 | 0.0000 | 0.000 | 101 | 16.70 | 18.95 | 268.4% | -1.00 | 0.0000 | -0.038 | ||||
| 0 | 2.13 | 300.5% | 0.00 | 0.0000 | 0.000 | 102 | 17.75 | 20.15 | 290.0% | -1.00 | 0.0000 | -0.038 | ||||
| 0 | 2.13 | 329.7% | 0.00 | 0.0000 | 0.000 | 105 | 20.70 | 23.15 | 316.3% | -1.00 | 0.0000 | -0.038 | ||||
| 0 | 2.13 | 374.9% | 0.00 | 0.0000 | 0.000 | 110 | 25.80 | 27.95 | 355.3% | -1.00 | 0.0000 | -0.038 | ||||
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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs