NEE option chain NextEra Energy, Inc.
Cboe delayed options data · as of 06:36 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 ±2.3% (81.22–84.98) · ATM IV 17.9% · P/C open interest 0.35
| 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 | |
| 31.85 | 34.25 | 1.00 | 0.0004 | -0.000 | 50 | 0 | 0.0500 | 129.4% | -0.00 | 0.0004 | -0.004 | |||||
| 26.85 | 29.25 | 1.00 | 0.0006 | -0.001 | 55 | 0 | 0.0300 | 1 | 3 | 101.2% | -0.00 | 0.0006 | -0.005 | |||
| 21.85 | 24.40 | 1.00 | 0.0010 | -0.002 | 60 | 0 | 0.0600 | 1 | 88.4% | -0.00 | 0.0010 | -0.005 | ||||
| 16.85 | 19.05 | 0.99 | 0.0018 | -0.003 | 65 | 0 | 0.1000 | 73.8% | -0.01 | 0.0018 | -0.006 | |||||
| 11.95 | 13.60 | 0.99 | 0.0036 | -0.005 | 70 | 0 | 0.0500 | 52 | 49.0% | -0.01 | 0.0036 | -0.006 | ||||
| 9.70 | 11.95 | 0.99 | 0.0050 | -0.005 | 72 | 0 | 0.8600 | 72.6% | -0.01 | 0.0050 | -0.006 | |||||
| 8.90 | 11.05 | 0.99 | 0.0061 | -0.006 | 73 | 0 | 0.9600 | 69.5% | -0.01 | 0.0061 | -0.007 | |||||
| 7.95 | 9.90 | 0.99 | 0.0076 | -0.006 | 74 | 0 | 0.1000 | 3 | 38.9% | -0.01 | 0.0077 | -0.007 | ||||
| 7.00 | 8.60 | 0.98 | 0.0099 | -0.007 | 75 | 0 | 0.5000 | 57 | 49.0% | -0.02 | 0.0099 | -0.008 | ||||
| 6.05 | 8.00 | 0.98 | 0.0134 | -0.008 | 76 | 0 | 0.1200 | 3 | 32.3% | -0.02 | 0.0134 | -0.009 | ||||
| 5.00 | 7.05 | 0.97 | 0.0191 | -0.011 | 77 | 0 | 0.0500 | 22 | 24.5% | -0.03 | 0.0192 | -0.011 | ||||
| 4.30 | 5.60 | 2 | 0.96 | 0.0290 | -0.014 | 78 | 0 | 0.2000 | 94 | 27.3% | -0.04 | 0.0291 | -0.015 | |||
| 3.25 | 4.55 | 0.93 | 0.0457 | -0.021 | 79 | 0.0100 | 0.1900 | 1 | 57 | 23.0% | -0.07 | 0.0461 | -0.021 | |||
| 2.46 | 3.60 | 10 | 0.88 | 0.0714 | -0.031 | 80 | 0.1200 | 0.2500 | 7 | 834 | 22.1% | -0.12 | 0.0720 | -0.031 | ||
| 2.18 | 2.63 | 77 | 17.9% | 0.79 | 0.1033 | -0.043 | 81 | 0.2100 | 0.3800 | 102 | 82 | 20.2% | -0.21 | 0.1046 | -0.044 | |
| 1.34 | 1.85 | 2 | 64 | 16.8% | 0.68 | 0.1333 | -0.054 | 82 | 0.1900 | 0.6400 | 1,757 | 281 | 17.0% | -0.33 | 0.1351 | -0.055 |
| 0.9400 | 1.17 | 1,065 | 819 | 18.3% | 0.54 | 0.1506 | -0.059 | 83 | 0.5800 | 1.08 | 939 | 162 | 17.5% | -0.47 | 0.1526 | -0.060 |
| 0.0500 | 0.7200 | 26 | 154 | 13.7% | 0.39 | 0.1469 | -0.056 | 84 | 1.33 | 1.82 | 1 | 134 | 21.2% | -0.62 | 0.1487 | -0.057 |
| 0.2300 | 0.3800 | 28 | 455 | 17.9% | 0.25 | 0.1229 | -0.046 | 85 | 2.03 | 2.57 | 79 | 22.0% | -0.76 | 0.1252 | -0.046 | |
| 0 | 0.4000 | 17 | 271 | 20.0% | 0.15 | 0.0892 | -0.034 | 86 | 2.78 | 3.40 | 10 | 44 | 21.8% | -0.86 | 0.0942 | -0.035 |
| 0.0300 | 0.1300 | 7 | 800 | 19.3% | 0.09 | 0.0589 | -0.023 | 87 | 3.70 | 4.60 | 18 | 25.9% | -0.93 | 0.0669 | -0.026 | |
| 0 | 0.1900 | 1 | 151 | 23.9% | 0.05 | 0.0378 | -0.016 | 88 | 4.70 | 6.10 | 2 | 40.7% | -0.97 | 0.0441 | -0.018 | |
| 0.0100 | 0.1000 | 82 | 24.6% | 0.04 | 0.0254 | -0.012 | 89 | 5.60 | 6.45 | 32.1% | -0.99 | 0.0252 | -0.013 | |||
| 0 | 0.1700 | 3 | 182 | 30.3% | 0.03 | 0.0182 | -0.010 | 90 | 6.65 | 8.20 | 7 | 51.0% | -0.99 | 0.0140 | -0.011 | |
| 0 | 0.0300 | 3 | 2,389 | 25.5% | 0.02 | 0.0136 | -0.009 | 91 | 7.60 | 9.20 | 54.7% | -1.00 | 0.0080 | -0.010 | ||
| 0.0100 | 0.0500 | 2 | 21 | 31.0% | 0.02 | 0.0105 | -0.008 | 92 | 8.70 | 10.45 | 61.4% | -1.00 | 0.0048 | -0.010 | ||
| 0 | 0.4600 | 42 | 49.3% | 0.01 | 0.0083 | -0.007 | 93 | 9.65 | 11.30 | 64.9% | -1.00 | 0.0028 | -0.010 | |||
| 0 | 0.4900 | 53.4% | 0.01 | 0.0066 | -0.006 | 94 | 10.60 | 12.30 | 68.1% | -1.00 | 0.0014 | -0.010 | ||||
| 0 | 0.9600 | 1 | 67.7% | 0.01 | 0.0054 | -0.005 | 95 | 11.45 | 13.45 | 70.2% | -1.00 | 0.0007 | -0.010 | |||
| 0 | 1.15 | 71.8% | 0.01 | 0.0044 | -0.005 | 96 | 12.40 | 14.20 | 71.1% | -1.00 | 0.0005 | -0.010 | ||||
| 0 | 0.7800 | 71.2% | 0.01 | 0.0037 | -0.004 | 97 | 13.45 | 15.40 | 79.8% | -1.00 | 0.0003 | -0.010 | ||||
| 0 | 0.5000 | 67.3% | 0.01 | 0.0031 | -0.004 | 98 | 14.65 | 16.30 | 84.4% | -1.00 | 0.0001 | -0.010 | ||||
| 0 | 1.16 | 86.1% | 0.01 | 0.0026 | -0.004 | 99 | 15.60 | 17.45 | 89.1% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.9700 | 85.8% | 0.00 | 0.0022 | -0.003 | 100 | 16.45 | 18.30 | 88.5% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.8000 | 84.8% | 0.00 | 0.0019 | -0.003 | 101 | 17.60 | 19.45 | 95.1% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 1.31 | 109.7% | 0.00 | 0.0011 | -0.002 | 105 | 21.65 | 23.45 | 109.6% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.7100 | 109.2% | 0.00 | 0.0006 | -0.001 | 110 | 26.45 | 28.35 | 125.1% | -1.00 | 0.0000 | -0.010 | ||||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs