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 ±8.3% (77.38–91.42) · ATM IV 21.8% · P/C open interest 0.88
| 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 | |
| 37.50 | 41.50 | 1.00 | 0.0005 | 0.000 | 45 | 0 | 0.0600 | 54.5% | -0.00 | 0.0006 | -0.002 | |||||
| 32.50 | 36.60 | 1.00 | 0.0008 | 0.000 | 50 | 0 | 0.1000 | 49.0% | -0.01 | 0.0010 | -0.002 | |||||
| 27.50 | 31.65 | 0.99 | 0.0014 | 0.000 | 55 | 0 | 0.1000 | 40.9% | -0.01 | 0.0016 | -0.003 | |||||
| 22.60 | 26.75 | 0.99 | 0.0025 | 0.000 | 60 | 0 | 0.3800 | 41.1% | -0.02 | 0.0029 | -0.003 | |||||
| 18.45 | 20.35 | 0.98 | 0.0048 | 0.000 | 65 | 0 | 0.2100 | 29.5% | -0.03 | 0.0055 | -0.005 | |||||
| 13.65 | 15.75 | 0.95 | 0.0100 | -0.001 | 70 | 0.1600 | 0.3100 | 4 | 26.0% | -0.06 | 0.0113 | -0.007 | ||||
| 9.25 | 12.05 | 10 | 26.5% | 0.88 | 0.0213 | -0.008 | 75 | 0.4000 | 0.9400 | 7 | 8 | 24.3% | -0.13 | 0.0231 | -0.013 | |
| 7.65 | 8.80 | 22.1% | 0.82 | 0.0292 | -0.012 | 77.5 | 1.01 | 1.23 | 184 | 12 | 24.0% | -0.20 | 0.0310 | -0.016 | ||
| 6.05 | 6.85 | 1 | 23.0% | 0.74 | 0.0372 | -0.016 | 80 | 1.61 | 1.75 | 3 | 9 | 22.9% | -0.29 | 0.0386 | -0.019 | |
| 4.20 | 5.60 | 1 | 23.3% | 0.64 | 0.0437 | -0.019 | 82.5 | 2.23 | 2.70 | 27 | 7 | 21.8% | -0.39 | 0.0444 | -0.020 | |
| 3.20 | 3.55 | 30 | 7 | 22.0% | 0.52 | 0.0468 | -0.021 | 85 | 3.40 | 3.90 | 16 | 2 | 21.7% | -0.51 | 0.0466 | -0.021 |
| 2.02 | 2.55 | 57 | 13 | 21.7% | 0.41 | 0.0458 | -0.020 | 87.5 | 4.85 | 5.65 | 1 | 22.4% | -0.62 | 0.0452 | -0.019 | |
| 1.33 | 1.75 | 212 | 6 | 22.0% | 0.30 | 0.0413 | -0.019 | 90 | 6.55 | 7.65 | 23.2% | -0.72 | 0.0413 | -0.016 | ||
| 0.9600 | 1.12 | 5 | 11 | 22.5% | 0.22 | 0.0346 | -0.016 | 92.5 | 6.95 | 10.70 | 21.1% | -0.81 | 0.0369 | -0.014 | ||
| 0.5800 | 0.6600 | 14 | 6 | 22.2% | 0.15 | 0.0272 | -0.013 | 95 | 9.00 | 12.45 | -0.89 | 0.0322 | -0.011 | |||
| 0.2000 | 0.5100 | 2 | 24.9% | 0.07 | 0.0150 | -0.007 | 100 | 14.00 | 18.00 | 26.9% | -0.99 | 0.0084 | -0.025 | |||
| 0.0200 | 0.2100 | 24.4% | 0.04 | 0.0082 | -0.005 | 105 | 18.95 | 23.00 | 32.1% | -1.00 | 0.0000 | -0.037 | ||||
| 0 | 0.3500 | 30.8% | 0.02 | 0.0052 | -0.004 | 110 | 24.00 | 28.10 | 39.3% | -1.00 | 0.0000 | -0.037 | ||||
| 0 | 0.5300 | 37.6% | 0.02 | 0.0036 | -0.003 | 115 | 28.90 | 33.00 | 41.5% | -1.00 | 0.0000 | -0.037 | ||||
| 0 | 0.4500 | 40.5% | 0.01 | 0.0027 | -0.003 | 120 | 34.00 | 38.00 | 47.8% | -1.00 | 0.0000 | -0.037 | ||||
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