NEE option chain NextEra Energy, Inc.

Expiration Cboe delayed options data · as of 22:00 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 ±11.1% (69.47–86.87) · ATM IV 23.9% · P/C open interest 0.91

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
34.60	37.40			55.6%	0.99	0.0009	0.000	42.5	0	0.2000		15	50.3%	-0.01	0.0010	-0.002
32.15	35.30			58.2%	0.99	0.0013	0.000	45	0	0.1400		6	43.8%	-0.01	0.0014	-0.002
30.55	32.40			58.6%	0.99	0.0018	0.000	47.5	0	0.1500		4	40.4%	-0.01	0.0018	-0.002
28.05	29.95		3	53.3%	0.98	0.0023	0.000	50	0	0.1800		4	37.7%	-0.02	0.0024	-0.003
23.25	24.95		21	44.4%	0.97	0.0042	-0.001	55	0	0.6500		9	38.5%	-0.03	0.0043	-0.004
18.45	20.20		23	37.8%	0.95	0.0079	-0.004	60	0.0300	0.5000		2,523	29.3%	-0.06	0.0080	-0.006
13.90	15.60		15	33.0%	0.90	0.0142	-0.007	65	0.4100	0.7900		2,890	27.2%	-0.11	0.0145	-0.009
11.75	13.40			31.0%	0.86	0.0185	-0.010	67.5	0.6800	1.23		1,966	26.9%	-0.15	0.0190	-0.011
9.75	10.95		67	28.1%	0.81	0.0234	-0.012	70	1.26	1.47	29	977	25.9%	-0.20	0.0243	-0.013
7.85	9.30		33	27.9%	0.74	0.0285	-0.014	72.5	1.79	2.14	9	4,271	25.3%	-0.27	0.0297	-0.015
6.15	6.80	15	126	24.6%	0.67	0.0331	-0.015	75	2.40	2.76	5	2,549	23.6%	-0.35	0.0349	-0.017
4.85	5.20	7	1,862	24.2%	0.58	0.0364	-0.017	77.5	3.55	3.80	1	367	23.6%	-0.44	0.0390	-0.018
3.60	4.30	86	2,235	24.7%	0.49	0.0379	-0.017	80	4.80	5.10		347	23.2%	-0.54	0.0411	-0.018
2.63	3.10	19	676	24.0%	0.40	0.0371	-0.016	82.5	6.30	6.75		845	23.1%	-0.64	0.0407	-0.017
1.86	2.03	8	2,080	23.1%	0.31	0.0344	-0.015	85	8.05	8.60	25	612	23.0%	-0.73	0.0375	-0.015
1.26	1.40	32	6,647	22.7%	0.24	0.0301	-0.013	87.5	9.30	10.60		200	19.4%	-0.81	0.0321	-0.012
0.6300	1.20	14	1,108	22.8%	0.18	0.0253	-0.011	90	11.25	12.80		77		-0.87	0.0256	-0.009
0.4900	0.7100		490	22.6%	0.13	0.0205	-0.009	92.5	13.45	15.15		160		-0.92	0.0192	-0.006
0.4000	0.8100	2	221	25.2%	0.10	0.0165	-0.007	95	15.25	18.55		84		-0.95	0.0138	-0.004
0.2500	0.4800		221	24.5%	0.08	0.0131	-0.006	97.5	18.00	20.60		2		-0.97	0.0098	-0.002
0.1700	0.3700		1,928	25.0%	0.06	0.0105	-0.005	100	20.10	23.35				-0.98	0.0070	-0.001
0.0700	0.8300		1,003	32.1%	0.04	0.0070	-0.004	105	25.40	28.30				-0.99	0.0038	0.000
0.0100	0.5800		120	33.1%	0.03	0.0050	-0.003	110	30.35	32.95				-0.99	0.0022	0.000
0	0.5500		220	36.0%	0.02	0.0037	-0.003	115	35.30	38.15				-1.00	0.0014	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 — Feb 19, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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NEE option chain NextEra Energy, Inc.

Volatility smile — Feb 19, 2027

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