NEE option chain NextEra Energy, Inc.
Cboe delayed options data · as of 00:36 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 ±4.2% (79.58–86.62) · ATM IV 21.0% · P/C open interest 0.11
| 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 | |
| 31.15 | 35.20 | 1.00 | 0.0008 | -0.001 | 50 | 0 | 0.0500 | 81.2% | -0.00 | 0.0008 | -0.004 | |||||
| 26.20 | 30.25 | 0.99 | 0.0012 | -0.002 | 55 | 0 | 0.0800 | 71.2% | -0.01 | 0.0012 | -0.005 | |||||
| 21.20 | 25.30 | 0.99 | 0.0020 | -0.003 | 60 | 0 | 0.1000 | 59.4% | -0.01 | 0.0020 | -0.006 | |||||
| 17.00 | 19.65 | 74 | 44.2% | 0.99 | 0.0037 | -0.005 | 65 | 0 | 1.15 | 74.2% | -0.01 | 0.0037 | -0.007 | |||
| 11.95 | 14.65 | 0.98 | 0.0075 | -0.007 | 70 | 0 | 0.7500 | 4 | 50.6% | -0.02 | 0.0076 | -0.009 | ||||
| 10.05 | 12.25 | 0.97 | 0.0106 | -0.009 | 72 | 0 | 1.35 | 49.8% | -0.03 | 0.0107 | -0.010 | |||||
| 8.90 | 11.05 | 0.96 | 0.0129 | -0.009 | 73 | 0 | 0.7900 | 41.6% | -0.04 | 0.0130 | -0.011 | |||||
| 8.05 | 9.90 | 0.96 | 0.0158 | -0.011 | 74 | 0 | 0.9500 | 4 | 38.6% | -0.04 | 0.0159 | -0.012 | ||||
| 7.15 | 8.90 | 0.95 | 0.0197 | -0.012 | 75 | 0 | 0.7500 | 28 | 34.6% | -0.05 | 0.0199 | -0.013 | ||||
| 6.35 | 8.10 | 0.93 | 0.0249 | -0.014 | 76 | 0 | 0.3800 | 4 | 21 | 26.2% | -0.07 | 0.0252 | -0.015 | |||
| 5.40 | 7.00 | 7 | 0.91 | 0.0320 | -0.016 | 77 | 0.1200 | 0.3500 | 15 | 96 | 24.8% | -0.09 | 0.0323 | -0.017 | ||
| 4.60 | 5.95 | 0.88 | 0.0414 | -0.019 | 78 | 0.0500 | 0.4100 | 3 | 40 | 21.4% | -0.12 | 0.0419 | -0.020 | |||
| 3.55 | 5.00 | 0.84 | 0.0530 | -0.023 | 79 | 0.2800 | 0.4700 | 101 | 34 | 21.5% | -0.16 | 0.0537 | -0.024 | |||
| 2.73 | 4.10 | 11.4% | 0.79 | 0.0658 | -0.027 | 80 | 0.3400 | 0.6400 | 10 | 68 | 20.1% | -0.22 | 0.0668 | -0.028 | ||
| 2.72 | 4.30 | 26.1% | 0.72 | 0.0781 | -0.032 | 81 | 0.7200 | 0.9100 | 4 | 55 | 21.1% | -0.29 | 0.0794 | -0.032 | ||
| 2.16 | 2.68 | 9 | 17 | 20.2% | 0.63 | 0.0878 | -0.035 | 82 | 0.8800 | 1.25 | 8 | 36 | 19.8% | -0.37 | 0.0896 | -0.036 |
| 1.44 | 2.48 | 1 | 394 | 21.4% | 0.54 | 0.0935 | -0.037 | 83 | 1.42 | 1.70 | 17 | 19 | 20.5% | -0.46 | 0.0957 | -0.037 |
| 0.9600 | 1.57 | 2 | 1,013 | 18.8% | 0.45 | 0.0940 | -0.036 | 84 | 1.94 | 2.24 | 38 | 20.5% | -0.56 | 0.0966 | -0.037 | |
| 0.7100 | 1.15 | 11 | 202 | 19.2% | 0.36 | 0.0891 | -0.034 | 85 | 2.43 | 3.25 | 53 | 22.1% | -0.65 | 0.0922 | -0.035 | |
| 0.2700 | 1.13 | 1 | 352 | 20.2% | 0.28 | 0.0797 | -0.030 | 86 | 3.10 | 3.85 | 4 | 21.2% | -0.74 | 0.0832 | -0.031 | |
| 0.3300 | 0.6900 | 2,293 | 20.8% | 0.21 | 0.0677 | -0.026 | 87 | 3.90 | 5.35 | 9 | 27.1% | -0.81 | 0.0712 | -0.027 | ||
| 0.2400 | 0.5600 | 3 | 181 | 21.9% | 0.15 | 0.0549 | -0.021 | 88 | 4.75 | 6.35 | 29.4% | -0.87 | 0.0592 | -0.022 | ||
| 0.0300 | 0.4200 | 5 | 132 | 20.8% | 0.11 | 0.0431 | -0.017 | 89 | 5.70 | 7.30 | 1 | 31.9% | -0.92 | 0.0499 | -0.019 | |
| 0 | 0.3800 | 117 | 22.4% | 0.08 | 0.0332 | -0.014 | 90 | 6.65 | 8.25 | 1 | 34.1% | -0.95 | 0.0426 | -0.018 | ||
| 0.0100 | 0.3000 | 13 | 23.6% | 0.06 | 0.0257 | -0.011 | 91 | 6.70 | 9.30 | 26.5% | -0.98 | 0.0312 | -0.015 | |||
| 0.0500 | 0.4900 | 42 | 29.4% | 0.05 | 0.0202 | -0.010 | 92 | 7.30 | 10.95 | 34.5% | -0.99 | 0.0192 | -0.012 | |||
| 0 | 0.9600 | 13 | 34.7% | 0.04 | 0.0163 | -0.009 | 93 | 7.95 | 12.00 | 30.2% | -0.99 | 0.0110 | -0.010 | |||
| 0 | 0.7600 | 37.1% | 0.03 | 0.0136 | -0.008 | 94 | 8.95 | 13.00 | 32.4% | -1.00 | 0.0066 | -0.009 | ||||
| 0 | 0.9600 | 1 | 41.9% | 0.03 | 0.0115 | -0.007 | 95 | 9.95 | 14.00 | 34.5% | -1.00 | 0.0044 | -0.009 | |||
| 0 | 0.5100 | 37.9% | 0.03 | 0.0099 | -0.007 | 96 | 10.95 | 15.00 | 36.6% | -1.00 | 0.0029 | -0.009 | ||||
| 0 | 0.7500 | 43.8% | 0.02 | 0.0086 | -0.007 | 97 | 12.15 | 16.00 | 42.7% | -1.00 | 0.0018 | -0.009 | ||||
| 0 | 0.5800 | 43.2% | 0.02 | 0.0076 | -0.006 | 98 | 12.95 | 17.00 | 40.6% | -1.00 | 0.0011 | -0.009 | ||||
| 0 | 0.7500 | 50.1% | 0.02 | 0.0060 | -0.006 | 100 | 15.00 | 19.00 | 45.8% | -1.00 | 0.0001 | -0.009 | ||||
| 0 | 1.00 | 63.9% | 0.01 | 0.0037 | -0.005 | 105 | 19.95 | 24.00 | 53.7% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 1.15 | 75.6% | 0.01 | 0.0024 | -0.004 | 110 | 25.15 | 29.00 | 67.6% | -1.00 | 0.0000 | -0.009 | ||||
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs