NEE option chain NextEra Energy, Inc.
Cboe delayed options data · as of 15:41 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 ±5.9% (73.90–83.16) · ATM IV 27.8% · P/C open interest 1.12
| 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 | |
| 28.20 | 30.75 | 6 | 122.6% | 0.99 | 0.0013 | -0.001 | 50 | 0 | 0.0500 | 70.3% | -0.01 | 0.0013 | -0.006 | |||
| 23.20 | 25.75 | 100.8% | 0.99 | 0.0023 | -0.003 | 55 | 0 | 0.0700 | 59.2% | -0.01 | 0.0023 | -0.007 | ||||
| 18.25 | 20.80 | 82.3% | 0.98 | 0.0042 | -0.006 | 60 | 0 | 1.20 | 78.2% | -0.02 | 0.0042 | -0.009 | ||||
| 14.30 | 16.75 | 66.8% | 0.97 | 0.0074 | -0.009 | 64 | 0 | 0.7500 | 56.3% | -0.03 | 0.0075 | -0.011 | ||||
| 13.30 | 15.75 | 63.0% | 0.97 | 0.0087 | -0.010 | 65 | 0 | 0.7500 | 4 | 53.0% | -0.03 | 0.0088 | -0.012 | |||
| 12.40 | 14.75 | 60.5% | 0.96 | 0.0103 | -0.011 | 66 | 0 | 0.7500 | 20 | 49.7% | -0.04 | 0.0104 | -0.013 | |||
| 11.50 | 13.50 | 54.9% | 0.95 | 0.0123 | -0.013 | 67 | 0.0100 | 0.3700 | 62 | 39.6% | -0.05 | 0.0124 | -0.015 | |||
| 10.55 | 12.85 | 55.8% | 0.95 | 0.0148 | -0.014 | 68 | 0.0300 | 0.3000 | 14 | 35.6% | -0.06 | 0.0149 | -0.016 | |||
| 9.60 | 11.10 | 43.9% | 0.93 | 0.0179 | -0.016 | 69 | 0.0500 | 0.3000 | 90 | 33.2% | -0.07 | 0.0180 | -0.018 | |||
| 8.65 | 10.75 | 48.0% | 0.92 | 0.0218 | -0.019 | 70 | 0.0800 | 0.3000 | 2 | 26 | 30.9% | -0.08 | 0.0220 | -0.020 | ||
| 7.65 | 9.60 | 42.7% | 0.90 | 0.0265 | -0.022 | 71 | 0.1300 | 0.3400 | 6 | 3 | 29.5% | -0.10 | 0.0268 | -0.023 | ||
| 6.85 | 8.65 | 41.2% | 0.87 | 0.0320 | -0.025 | 72 | 0.1900 | 0.4800 | 6 | 8 | 29.2% | -0.13 | 0.0324 | -0.027 | ||
| 5.90 | 7.80 | 38.9% | 0.84 | 0.0383 | -0.029 | 73 | 0.4300 | 0.8400 | 18 | 32.2% | -0.16 | 0.0388 | -0.031 | |||
| 5.20 | 6.85 | 37.5% | 0.80 | 0.0450 | -0.033 | 74 | 0.6700 | 0.7500 | 11 | 9 | 29.8% | -0.20 | 0.0456 | -0.035 | ||
| 4.40 | 5.95 | 24 | 35.4% | 0.75 | 0.0518 | -0.037 | 75 | 0.8900 | 0.9600 | 15 | 974 | 29.3% | -0.25 | 0.0526 | -0.038 | |
| 3.85 | 4.15 | 2 | 28.3% | 0.70 | 0.0582 | -0.041 | 76 | 1.15 | 1.25 | 19 | 78 | 28.9% | -0.30 | 0.0591 | -0.042 | |
| 3.15 | 3.50 | 1 | 27.9% | 0.64 | 0.0636 | -0.043 | 77 | 1.49 | 1.58 | 215 | 28.6% | -0.37 | 0.0648 | -0.044 | ||
| 2.66 | 2.76 | 1 | 155 | 27.5% | 0.57 | 0.0676 | -0.045 | 78 | 1.87 | 1.98 | 1 | 116 | 28.1% | -0.43 | 0.0691 | -0.046 |
| 2.00 | 2.36 | 16 | 27.2% | 0.51 | 0.0696 | -0.045 | 79 | 2.36 | 2.54 | 113 | 28.5% | -0.50 | 0.0714 | -0.046 | ||
| 1.68 | 1.77 | 258 | 27.0% | 0.44 | 0.0695 | -0.044 | 80 | 2.90 | 3.15 | 1 | 27 | 28.6% | -0.57 | 0.0717 | -0.045 | |
| 1.20 | 1.49 | 39 | 26.9% | 0.37 | 0.0671 | -0.042 | 81 | 3.55 | 3.80 | 89 | 28.9% | -0.64 | 0.0696 | -0.043 | ||
| 1.00 | 1.07 | 2 | 195 | 26.9% | 0.31 | 0.0626 | -0.039 | 82 | 4.20 | 4.65 | 20 | 29.7% | -0.71 | 0.0654 | -0.040 | |
| 0.6700 | 0.8500 | 659 | 26.5% | 0.25 | 0.0564 | -0.035 | 83 | 4.15 | 5.35 | 22.7% | -0.77 | 0.0595 | -0.036 | |||
| 0.5000 | 0.6600 | 4 | 202 | 26.8% | 0.20 | 0.0495 | -0.032 | 84 | 5.00 | 6.25 | 23.0% | -0.82 | 0.0528 | -0.033 | ||
| 0.3500 | 0.8700 | 5 | 32 | 30.4% | 0.17 | 0.0427 | -0.029 | 85 | 5.85 | 8.40 | 35.7% | -0.85 | 0.0461 | -0.030 | ||
| 0.3100 | 0.3900 | 1 | 55 | 27.9% | 0.14 | 0.0367 | -0.027 | 86 | 6.75 | 9.70 | 5 | 40.5% | -0.88 | 0.0400 | -0.028 | |
| 0.1600 | 0.8000 | 4 | 33.4% | 0.12 | 0.0317 | -0.025 | 87 | 7.60 | 10.60 | 7 | 41.3% | -0.90 | 0.0347 | -0.026 | ||
| 0.0600 | 0.7500 | 14 | 34.3% | 0.11 | 0.0276 | -0.024 | 88 | 8.60 | 11.55 | 43.7% | -0.92 | 0.0305 | -0.026 | |||
| 0.0600 | 0.7500 | 4 | 36.7% | 0.10 | 0.0243 | -0.024 | 89 | 9.50 | 12.60 | 46.0% | -0.93 | 0.0269 | -0.025 | |||
| 0.0300 | 0.7500 | 5 | 38.7% | 0.09 | 0.0216 | -0.023 | 90 | 10.45 | 13.60 | 48.2% | -0.93 | 0.0238 | -0.024 | |||
| 0 | 0.5000 | 21 | 45.0% | 0.06 | 0.0134 | -0.021 | 95 | 14.85 | 18.60 | 52.5% | -0.96 | 0.0153 | -0.022 | |||
| 0 | 0.7500 | 59.1% | 0.05 | 0.0092 | -0.020 | 100 | 19.65 | 23.60 | 58.9% | -0.97 | 0.0105 | -0.019 | ||||
| 0 | 0.7500 | 68.1% | 0.04 | 0.0068 | -0.019 | 105 | 25.50 | 28.60 | 82.4% | -0.98 | 0.0077 | -0.019 | ||||
| 0 | 0.7500 | 76.4% | 0.03 | 0.0053 | -0.018 | 110 | 30.30 | 33.60 | 88.8% | -0.99 | 0.0058 | -0.017 | ||||
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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs