NEE option chain NextEra Energy, Inc.
Cboe delayed options data · as of 12:41 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 ±9.1% (71.23–85.43) · ATM IV 23.0% · P/C open interest 0.63
| 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 | |
| 38.05 | 39.65 | 25.4K | 91.2% | 1.00 | 0.0003 | 0.000 | 40 | 0 | 0.0500 | 1,113 | 54.1% | -0.01 | 0.0007 | -0.002 | ||
| 34.60 | 37.35 | 67.5% | 1.00 | 0.0004 | 0.000 | 42.5 | 0 | 0.1000 | 30 | 53.7% | -0.01 | 0.0009 | -0.002 | |||
| 32.85 | 34.80 | 94 | 75.7% | 1.00 | 0.0006 | 0.000 | 45 | 0 | 0.3200 | 265 | 58.1% | -0.01 | 0.0011 | -0.002 | ||
| 29.65 | 32.75 | 4 | 65.1% | 1.00 | 0.0009 | 0.000 | 47.5 | 0 | 0.1000 | 625 | 44.8% | -0.01 | 0.0014 | -0.002 | ||
| 27.35 | 29.90 | 705 | 56.3% | 0.99 | 0.0013 | 0.000 | 50 | 0 | 0.1400 | 509 | 42.5% | -0.01 | 0.0019 | -0.003 | ||
| 23.10 | 24.85 | 156 | 53.9% | 0.99 | 0.0028 | 0.000 | 55 | 0 | 0.1700 | 1,229 | 35.5% | -0.02 | 0.0034 | -0.004 | ||
| 20.65 | 22.35 | 55 | 48.6% | 0.98 | 0.0042 | -0.000 | 57.5 | 0.0200 | 0.2000 | 3 | 1,460 | 32.9% | -0.03 | 0.0047 | -0.004 | |
| 18.15 | 19.90 | 648 | 43.5% | 0.97 | 0.0063 | -0.002 | 60 | 0.0700 | 0.2600 | 14.6K | 31.2% | -0.04 | 0.0065 | -0.005 | ||
| 15.70 | 17.50 | 589 | 39.2% | 0.96 | 0.0094 | -0.004 | 62.5 | 0.0600 | 0.4200 | 2 | 536 | 29.3% | -0.05 | 0.0094 | -0.007 | |
| 13.40 | 15.10 | 282 | 35.8% | 0.93 | 0.0137 | -0.006 | 65 | 0.3000 | 0.4500 | 2 | 4,590 | 27.9% | -0.08 | 0.0136 | -0.009 | |
| 11.15 | 12.80 | 173 | 33.0% | 0.89 | 0.0192 | -0.009 | 67.5 | 0.3800 | 0.7900 | 56 | 3,643 | 26.6% | -0.12 | 0.0192 | -0.011 | |
| 9.00 | 9.80 | 11 | 15.1K | 26.6% | 0.83 | 0.0257 | -0.012 | 70 | 0.6300 | 0.9900 | 114 | 4,927 | 24.4% | -0.17 | 0.0262 | -0.014 |
| 7.05 | 8.50 | 389 | 28.4% | 0.76 | 0.0329 | -0.015 | 72.5 | 1.32 | 1.50 | 170 | 2,295 | 24.6% | -0.24 | 0.0339 | -0.017 | |
| 5.35 | 6.65 | 29 | 3,129 | 27.2% | 0.67 | 0.0398 | -0.018 | 75 | 2.00 | 2.18 | 48 | 8,518 | 23.5% | -0.34 | 0.0414 | -0.019 |
| 3.90 | 4.20 | 67 | 973 | 23.4% | 0.57 | 0.0448 | -0.019 | 77.5 | 2.90 | 3.20 | 4 | 4,625 | 22.6% | -0.45 | 0.0471 | -0.020 |
| 2.70 | 2.98 | 164 | 1,343 | 23.0% | 0.45 | 0.0462 | -0.019 | 80 | 4.15 | 4.70 | 243 | 8,584 | 22.8% | -0.57 | 0.0489 | -0.020 |
| 1.74 | 1.96 | 135 | 1,130 | 22.3% | 0.35 | 0.0435 | -0.017 | 82.5 | 5.70 | 6.25 | 1,431 | 22.1% | -0.68 | 0.0460 | -0.018 | |
| 1.03 | 1.26 | 40 | 2,489 | 21.8% | 0.25 | 0.0377 | -0.015 | 85 | 7.60 | 8.20 | 4 | 1,429 | 22.2% | -0.78 | 0.0392 | -0.014 |
| 0.4400 | 0.8500 | 28 | 3,725 | 21.1% | 0.17 | 0.0304 | -0.012 | 87.5 | 8.95 | 10.30 | 1,239 | 15.4% | -0.86 | 0.0303 | -0.011 | |
| 0.4600 | 0.5200 | 26 | 9,261 | 22.7% | 0.12 | 0.0232 | -0.009 | 90 | 11.75 | 12.60 | 678 | 20.0% | -0.92 | 0.0217 | -0.007 | |
| 0.2600 | 0.3800 | 1 | 3,946 | 23.2% | 0.08 | 0.0171 | -0.007 | 92.5 | 13.80 | 15.00 | 504 | -0.95 | 0.0147 | -0.004 | ||
| 0.1600 | 0.2100 | 5 | 4,382 | 23.1% | 0.06 | 0.0126 | -0.006 | 95 | 15.80 | 17.40 | 1 | 1,500 | -0.97 | 0.0099 | -0.001 | |
| 0.1000 | 0.3500 | 920 | 26.6% | 0.04 | 0.0095 | -0.005 | 97.5 | 17.95 | 20.95 | 12 | -0.98 | 0.0068 | 0.000 | |||
| 0.0900 | 0.1500 | 11 | 5,919 | 25.8% | 0.03 | 0.0075 | -0.004 | 100 | 20.55 | 22.85 | 1 | -0.98 | 0.0050 | 0.000 | ||
| 0.0500 | 0.1300 | 4,789 | 28.7% | 0.02 | 0.0050 | -0.003 | 105 | 25.50 | 27.35 | -0.99 | 0.0030 | 0.000 | ||||
| 0.0200 | 0.2700 | 30 | 2,147 | 35.0% | 0.02 | 0.0036 | -0.003 | 110 | 30.40 | 32.40 | -0.99 | 0.0021 | 0.000 | |||
| 0 | 0.1200 | 1,443 | 34.1% | 0.01 | 0.0028 | -0.003 | 115 | 34.95 | 37.45 | -0.99 | 0.0015 | 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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs