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 ±7.9% (72.32–84.74) · ATM IV 24.2% · P/C open interest 0.76
| 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 | |
| 35.65 | 37.25 | 1 | 88.8% | 1.00 | 0.0003 | 0.000 | 42.5 | 0 | 0.0500 | 31 | 59.9% | -0.00 | 0.0007 | -0.002 | ||
| 33.15 | 34.75 | 80.9% | 1.00 | 0.0004 | 0.000 | 45 | 0 | 0.0800 | 1 | 57.9% | -0.01 | 0.0009 | -0.002 | |||
| 30.65 | 32.25 | 73.5% | 1.00 | 0.0006 | 0.000 | 47.5 | 0 | 0.0800 | 156 | 52.7% | -0.01 | 0.0012 | -0.003 | |||
| 28.15 | 29.80 | 7 | 67.8% | 1.00 | 0.0009 | 0.000 | 50 | 0 | 0.0800 | 160 | 47.8% | -0.01 | 0.0015 | -0.003 | ||
| 23.30 | 24.80 | 1 | 57.7% | 0.99 | 0.0018 | 0.000 | 55 | 0 | 0.1200 | 129 | 40.8% | -0.01 | 0.0028 | -0.004 | ||
| 18.25 | 19.85 | 21 | 45.4% | 0.98 | 0.0041 | -0.002 | 60 | 0 | 0.1800 | 289 | 34.0% | -0.03 | 0.0055 | -0.006 | ||
| 13.55 | 14.95 | 43 | 38.6% | 0.96 | 0.0105 | -0.006 | 65 | 0.1000 | 0.3200 | 4,446 | 29.6% | -0.06 | 0.0120 | -0.009 | ||
| 11.15 | 12.60 | 2 | 34.9% | 0.93 | 0.0167 | -0.010 | 67.5 | 0.3000 | 0.4600 | 138 | 28.6% | -0.09 | 0.0178 | -0.012 | ||
| 8.95 | 10.25 | 413 | 32.0% | 0.88 | 0.0254 | -0.015 | 70 | 0.5900 | 0.7000 | 9 | 3,317 | 27.5% | -0.14 | 0.0257 | -0.016 | |
| 6.80 | 8.10 | 89 | 29.5% | 0.81 | 0.0359 | -0.019 | 72.5 | 0.9800 | 1.08 | 10 | 1,434 | 26.0% | -0.21 | 0.0355 | -0.020 | |
| 5.05 | 6.10 | 1 | 415 | 28.2% | 0.71 | 0.0461 | -0.023 | 75 | 1.61 | 1.71 | 39 | 5,099 | 25.0% | -0.31 | 0.0454 | -0.023 |
| 3.50 | 3.70 | 4 | 695 | 24.0% | 0.58 | 0.0531 | -0.025 | 77.5 | 2.57 | 2.65 | 2,130 | 24.4% | -0.43 | 0.0527 | -0.025 | |
| 2.30 | 2.40 | 72 | 2,418 | 23.5% | 0.45 | 0.0542 | -0.025 | 80 | 3.75 | 3.95 | 5,841 | 23.6% | -0.57 | 0.0544 | -0.025 | |
| 1.42 | 1.45 | 34 | 2,294 | 23.0% | 0.32 | 0.0493 | -0.022 | 82.5 | 5.40 | 5.65 | 1,158 | 23.7% | -0.70 | 0.0497 | -0.021 | |
| 0.8200 | 0.8600 | 26 | 8,204 | 22.9% | 0.21 | 0.0403 | -0.017 | 85 | 6.65 | 7.70 | 610 | 20.4% | -0.81 | 0.0402 | -0.017 | |
| 0.4500 | 0.5000 | 10 | 2,471 | 23.0% | 0.13 | 0.0299 | -0.013 | 87.5 | 8.75 | 9.85 | 579 | 18.0% | -0.88 | 0.0290 | -0.011 | |
| 0.2500 | 0.2800 | 9 | 3,369 | 23.2% | 0.08 | 0.0206 | -0.009 | 90 | 10.95 | 12.20 | 1,447 | -0.93 | 0.0191 | -0.007 | ||
| 0.1300 | 0.1600 | 5 | 823 | 23.5% | 0.05 | 0.0137 | -0.006 | 92.5 | 13.90 | 14.60 | 645 | 23.5% | -0.96 | 0.0120 | -0.004 | |
| 0.0700 | 0.1000 | 3 | 2,713 | 24.2% | 0.03 | 0.0093 | -0.004 | 95 | 15.80 | 17.05 | 158 | -0.98 | 0.0077 | -0.002 | ||
| 0 | 0.1800 | 3,056 | 27.1% | 0.02 | 0.0066 | -0.004 | 97.5 | 18.20 | 19.65 | 1 | -0.98 | 0.0053 | -0.000 | |||
| 0.0300 | 0.0600 | 3 | 2,713 | 26.9% | 0.02 | 0.0050 | -0.003 | 100 | 21.35 | 22.10 | 32.3% | -0.99 | 0.0039 | 0.000 | ||
| 0 | 0.0700 | 1,235 | 30.4% | 0.01 | 0.0032 | -0.002 | 105 | 25.60 | 27.10 | -0.99 | 0.0023 | 0.000 | ||||
| 0 | 0.1100 | 1,706 | 36.6% | 0.01 | 0.0022 | -0.002 | 110 | 30.55 | 32.25 | -1.00 | 0.0015 | 0.000 | ||||
| 0 | 0.1000 | 2,600 | 40.2% | 0.01 | 0.0015 | -0.002 | 115 | 35.55 | 37.00 | -1.00 | 0.0011 | 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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs