NEE option chain NextEra Energy, Inc.
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 ±6.7% (73.28–83.78) · ATM IV 24.8% · P/C open interest 12.20
| 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 | |
| 28.10 | 30.75 | 96.7% | 1.00 | 0.0009 | 0.000 | 50 | 0 | 0.1500 | 64.4% | -0.01 | 0.0013 | -0.003 | ||||
| 23.15 | 25.80 | 81.0% | 0.99 | 0.0017 | -0.001 | 55 | 0 | 0.7500 | 69.6% | -0.01 | 0.0024 | -0.004 | ||||
| 18.15 | 20.85 | 65.3% | 0.99 | 0.0036 | -0.003 | 60 | 0 | 0.7500 | 55.3% | -0.02 | 0.0047 | -0.007 | ||||
| 13.45 | 15.85 | 53.3% | 0.97 | 0.0086 | -0.007 | 65 | 0 | 0.7100 | 41.3% | -0.05 | 0.0106 | -0.011 | ||||
| 12.45 | 14.85 | 50.1% | 0.96 | 0.0104 | -0.008 | 66 | 0 | 0.7400 | 39.1% | -0.05 | 0.0126 | -0.012 | ||||
| 11.50 | 13.90 | 48.0% | 0.95 | 0.0126 | -0.010 | 67 | 0.0400 | 0.7600 | 37.2% | -0.06 | 0.0150 | -0.013 | ||||
| 10.40 | 12.90 | 44.0% | 0.94 | 0.0153 | -0.011 | 68 | 0.0300 | 0.9700 | 36.8% | -0.08 | 0.0179 | -0.015 | ||||
| 9.60 | 11.40 | 38.0% | 0.93 | 0.0185 | -0.013 | 69 | 0.0300 | 0.8800 | 33.1% | -0.09 | 0.0212 | -0.017 | ||||
| 8.70 | 10.70 | 38.7% | 0.91 | 0.0224 | -0.015 | 70 | 0.0700 | 0.8300 | 2 | 30.3% | -0.11 | 0.0252 | -0.018 | |||
| 7.85 | 9.70 | 36.8% | 0.89 | 0.0269 | -0.018 | 71 | 0.1200 | 0.9900 | 10 | 4 | 29.5% | -0.14 | 0.0297 | -0.021 | ||
| 6.90 | 8.85 | 35.1% | 0.86 | 0.0321 | -0.020 | 72 | 0.1900 | 0.9000 | 12 | 26.4% | -0.17 | 0.0347 | -0.023 | |||
| 6.05 | 7.90 | 33.2% | 0.83 | 0.0379 | -0.023 | 73 | 0.3300 | 1.05 | 1 | 25.8% | -0.20 | 0.0400 | -0.025 | |||
| 5.30 | 6.90 | 31.4% | 0.79 | 0.0439 | -0.026 | 74 | 0.5400 | 1.20 | 1 | 160 | 25.1% | -0.24 | 0.0456 | -0.027 | ||
| 4.50 | 6.00 | 11 | 29.7% | 0.75 | 0.0500 | -0.028 | 75 | 1.18 | 1.48 | 55 | 27.2% | -0.29 | 0.0510 | -0.029 | ||
| 3.85 | 5.40 | 30.1% | 0.70 | 0.0557 | -0.031 | 76 | 1.35 | 1.74 | 10 | 123 | 25.8% | -0.34 | 0.0558 | -0.031 | ||
| 3.20 | 4.55 | 28.6% | 0.64 | 0.0604 | -0.032 | 77 | 1.65 | 2.13 | 185 | 25.2% | -0.40 | 0.0597 | -0.032 | |||
| 2.61 | 3.80 | 13 | 27.5% | 0.58 | 0.0638 | -0.034 | 78 | 1.88 | 2.59 | 130 | 24.1% | -0.46 | 0.0623 | -0.033 | ||
| 2.16 | 2.97 | 2 | 26.2% | 0.51 | 0.0654 | -0.034 | 79 | 2.16 | 3.20 | 35 | 23.4% | -0.52 | 0.0632 | -0.033 | ||
| 1.81 | 2.12 | 1 | 24.7% | 0.45 | 0.0651 | -0.033 | 80 | 2.70 | 3.75 | 306 | 23.0% | -0.58 | 0.0623 | -0.032 | ||
| 1.39 | 2.20 | 26.9% | 0.39 | 0.0630 | -0.032 | 81 | 3.45 | 4.40 | 1 | 23.6% | -0.64 | 0.0599 | -0.030 | |||
| 1.08 | 1.30 | 3 | 7 | 23.9% | 0.33 | 0.0593 | -0.030 | 82 | 3.70 | 5.10 | 1 | 20.9% | -0.70 | 0.0561 | -0.028 | |
| 0.8000 | 1.20 | 22 | 24.8% | 0.27 | 0.0544 | -0.027 | 83 | 4.40 | 5.95 | 20.9% | -0.75 | 0.0513 | -0.025 | |||
| 0.5700 | 1.24 | 1 | 19 | 26.5% | 0.23 | 0.0489 | -0.025 | 84 | 5.05 | 6.80 | 19.6% | -0.79 | 0.0459 | -0.023 | ||
| 0.4100 | 1.30 | 5 | 28.4% | 0.18 | 0.0430 | -0.022 | 85 | 5.25 | 8.85 | 24.0% | -0.83 | 0.0403 | -0.020 | |||
| 0.2400 | 0.9000 | 1 | 26.8% | 0.15 | 0.0372 | -0.019 | 86 | 6.75 | 10.15 | 32.4% | -0.86 | 0.0348 | -0.017 | |||
| 0.1300 | 0.8000 | 27.2% | 0.12 | 0.0317 | -0.017 | 87 | 7.65 | 11.05 | 33.4% | -0.89 | 0.0297 | -0.015 | ||||
| 0.0700 | 0.7500 | 28.3% | 0.10 | 0.0268 | -0.014 | 88 | 8.60 | 11.95 | 34.5% | -0.91 | 0.0250 | -0.012 | ||||
| 0.0500 | 0.9500 | 32.0% | 0.08 | 0.0225 | -0.012 | 89 | 9.55 | 12.90 | 35.9% | -0.93 | 0.0210 | -0.010 | ||||
| 0.0300 | 0.3300 | 2 | 26.4% | 0.06 | 0.0189 | -0.011 | 90 | 10.55 | 12.50 | -0.94 | 0.0176 | -0.009 | ||||
| 0 | 0.7500 | 1 | 40.2% | 0.03 | 0.0085 | -0.006 | 95 | 15.45 | 18.80 | 46.1% | -0.98 | 0.0080 | -0.004 | |||
| 0 | 0.7500 | 48.1% | 0.02 | 0.0046 | -0.004 | 100 | 20.50 | 23.70 | 54.5% | -0.99 | 0.0043 | -0.002 | ||||
| 0 | 0.7500 | 55.4% | 0.01 | 0.0027 | -0.003 | 105 | 25.50 | 28.75 | 63.3% | -0.99 | 0.0026 | -0.000 | ||||
| 0 | 0.7500 | 62.0% | 0.01 | 0.0018 | -0.002 | 110 | 30.35 | 33.70 | 68.5% | -1.00 | 0.0016 | 0.000 | ||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.