NEE option chain NextEra Energy, Inc.
Cboe delayed options data · as of 03:36 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 ±13.3% (72.05–94.15) · ATM IV 22.7% · P/C open interest 1.63
| 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 | |
| 36.65 | 40.55 | 45.7% | 0.99 | 0.0009 | 0.000 | 45 | 0 | 0.3000 | 1 | 41.9% | -0.01 | 0.0013 | -0.002 | |||
| 34.05 | 38.10 | 39.5% | 0.99 | 0.0013 | 0.000 | 47.5 | 0 | 0.2400 | 1 | 37.3% | -0.02 | 0.0017 | -0.002 | |||
| 31.60 | 35.65 | 2 | 36.0% | 0.99 | 0.0018 | 0.000 | 50 | 0 | 0.4500 | 9 | 38.0% | -0.02 | 0.0022 | -0.003 | ||
| 27.45 | 30.05 | 6 | 33.0% | 0.97 | 0.0032 | 0.000 | 55 | 0.1500 | 0.5500 | 34 | 34.6% | -0.03 | 0.0036 | -0.003 | ||
| 22.65 | 24.65 | 7 | 23.3% | 0.95 | 0.0055 | 0.000 | 60 | 0.3100 | 0.6000 | 36 | 30.3% | -0.05 | 0.0060 | -0.005 | ||
| 18.20 | 19.95 | 34 | 24.0% | 0.92 | 0.0092 | -0.003 | 65 | 0.6500 | 0.8700 | 818 | 27.6% | -0.09 | 0.0098 | -0.007 | ||
| 14.05 | 15.50 | 67 | 24.1% | 0.86 | 0.0145 | -0.006 | 70 | 1.26 | 1.57 | 462 | 26.3% | -0.15 | 0.0152 | -0.009 | ||
| 10.25 | 11.45 | 33 | 23.4% | 0.77 | 0.0208 | -0.009 | 75 | 2.18 | 2.63 | 501 | 4,596 | 24.7% | -0.25 | 0.0214 | -0.011 | |
| 8.50 | 9.65 | 31 | 23.0% | 0.71 | 0.0239 | -0.011 | 77.5 | 2.85 | 3.40 | 338 | 24.2% | -0.31 | 0.0243 | -0.012 | ||
| 7.35 | 7.90 | 1 | 99 | 23.3% | 0.65 | 0.0265 | -0.012 | 80 | 3.80 | 4.30 | 338 | 23.9% | -0.37 | 0.0267 | -0.013 | |
| 5.60 | 6.50 | 29 | 22.3% | 0.58 | 0.0284 | -0.013 | 82.5 | 4.80 | 5.20 | 185 | 23.0% | -0.44 | 0.0285 | -0.013 | ||
| 4.55 | 5.30 | 8 | 2,034 | 22.5% | 0.51 | 0.0293 | -0.013 | 85 | 5.90 | 6.65 | 273 | 23.2% | -0.51 | 0.0294 | -0.013 | |
| 3.55 | 4.25 | 186 | 22.4% | 0.44 | 0.0291 | -0.013 | 87.5 | 7.55 | 8.10 | 234 | 23.0% | -0.58 | 0.0294 | -0.012 | ||
| 2.71 | 3.30 | 214 | 22.1% | 0.37 | 0.0280 | -0.013 | 90 | 8.90 | 10.75 | 329 | 25.0% | -0.65 | 0.0284 | -0.011 | ||
| 2.03 | 2.67 | 611 | 22.2% | 0.31 | 0.0261 | -0.012 | 92.5 | 10.90 | 11.45 | 282 | 22.5% | -0.71 | 0.0266 | -0.010 | ||
| 1.59 | 2.11 | 2 | 393 | 22.4% | 0.25 | 0.0237 | -0.011 | 95 | 12.85 | 13.40 | 423 | 22.5% | -0.77 | 0.0242 | -0.009 | |
| 1.10 | 1.66 | 252 | 22.2% | 0.21 | 0.0210 | -0.009 | 97.5 | 14.90 | 16.30 | 44 | 25.0% | -0.82 | 0.0217 | -0.007 | ||
| 0.8000 | 1.37 | 287 | 22.0% | 0.17 | 0.0183 | -0.008 | 100 | 16.05 | 18.75 | 505 | 22.9% | -0.86 | 0.0199 | -0.006 | ||
| 0.5400 | 0.7600 | 216 | 23.0% | 0.11 | 0.0133 | -0.006 | 105 | 21.70 | 23.45 | 1 | 28.6% | -0.94 | 0.0216 | -0.005 | ||
| 0.3200 | 0.4800 | 2 | 235 | 23.5% | 0.07 | 0.0094 | -0.005 | 110 | 25.40 | 28.50 | 26.3% | -0.99 | 0.0044 | -0.014 | ||
| 0.1600 | 0.3700 | 153 | 24.4% | 0.05 | 0.0067 | -0.004 | 115 | 30.65 | 33.30 | 30.2% | -1.00 | 0.0000 | -0.015 | |||
| 0.0600 | 0.4700 | 243 | 27.0% | 0.03 | 0.0049 | -0.003 | 120 | 35.05 | 39.00 | 33.6% | -1.00 | 0.0000 | -0.015 | |||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs