NEE cadena de opciones NextEra Energy, Inc.

Vencimiento Cboe delayed options data · a fecha de 06:40 UTC

Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.

Este vencimiento descuenta un movimiento de aproximadamente ±6.1% (73.52–83.15) · ATM IV 24.7% · P/C interés abierto 1.74

CALLS								Strike	PUTS
Bid	Preguntar	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	Preguntar	Vol	OI	IV	Δ	Γ	Θ
32.10	35.35		4	101.0%	1.00	0.0005	0.000	45	0	0.0400		15	72.6%	-0.00	0.0006	-0.003
27.00	30.10		26		1.00	0.0008	0.000	50	0	0.0600		309	62.6%	-0.01	0.0011	-0.003
22.05	25.50		5	69.2%	1.00	0.0015	-0.000	55	0	0.0700		21	51.4%	-0.01	0.0018	-0.004
16.85	20.45		2	44.1%	0.99	0.0030	-0.002	60	0	0.0700	5	11.2K	39.9%	-0.01	0.0037	-0.005
12.25	14.75		1		0.98	0.0077	-0.006	65	0	0.2600	25	354	36.0%	-0.03	0.0092	-0.009
10.70	12.65			44.5%	0.96	0.0132	-0.009	67.5	0.1100	0.2200	4	265	31.3%	-0.06	0.0155	-0.013
10.25	11.80			39.2%	0.95	0.0147	-0.011	68	0.0600	0.3000			30.6%	-0.06	0.0172	-0.014
8.65	11.20			33.5%	0.94	0.0182	-0.013	69	0.0900	0.3600			29.5%	-0.08	0.0211	-0.016
8.35	9.90	1	61	35.5%	0.92	0.0225	-0.015	70	0.2900	0.3700	107	2,518	29.7%	-0.10	0.0257	-0.018
6.80	9.35			31.2%	0.90	0.0275	-0.018	71	0.1800	0.5200			27.3%	-0.13	0.0309	-0.021
6.65	8.30			35.3%	0.87	0.0333	-0.021	72	0.4500	0.6300	2		28.1%	-0.16	0.0369	-0.024
6.25	7.80		52	34.4%	0.85	0.0365	-0.022	72.5	0.5500	0.6400	14	784	27.5%	-0.17	0.0401	-0.025
5.80	6.65			27.7%	0.84	0.0398	-0.024	73	0.4100	0.7700			25.7%	-0.19	0.0434	-0.027
5.00	5.80			27.1%	0.80	0.0469	-0.027	74	0.4100	1.08	15		24.8%	-0.24	0.0503	-0.029
4.25	4.95	101	489	26.2%	0.75	0.0541	-0.029	75	0.9900	1.16	419	10.8K	25.5%	-0.29	0.0572	-0.032
3.55	4.25			26.1%	0.69	0.0609	-0.032	76	0.9300	1.52	10		23.2%	-0.35	0.0633	-0.034
2.95	3.55	5		25.8%	0.63	0.0667	-0.034	77	1.54	1.84	20		24.0%	-0.41	0.0680	-0.035
2.72	3.05	34	2,614	25.0%	0.60	0.0690	-0.035	77.5	1.85	2.16	92	4,385	25.0%	-0.45	0.0696	-0.035
2.39	2.83	16		24.9%	0.56	0.0705	-0.035	78	2.05	2.36	28		24.5%	-0.48	0.0707	-0.035
1.90	2.38	4		25.2%	0.49	0.0720	-0.035	79	2.45	2.94	78		24.0%	-0.55	0.0708	-0.035
1.62	1.75	483	3,049	24.9%	0.42	0.0709	-0.034	80	3.10	3.50	61	4,049	23.9%	-0.62	0.0686	-0.033
1.17	1.44	16		24.7%	0.35	0.0675	-0.033	81	2.99	4.20			19.1%	-0.68	0.0643	-0.031
0.8900	1.30	18		25.8%	0.29	0.0622	-0.030	82	3.60	4.95			17.6%	-0.74	0.0584	-0.028
0.8100	0.9500	252	1,648	24.7%	0.26	0.0592	-0.029	82.5	3.95	5.35		2,456	16.7%	-0.77	0.0551	-0.026
0.6600	0.8900	64		24.8%	0.24	0.0557	-0.027	83	4.95	5.75	2		21.6%	-0.79	0.0517	-0.024
0.4600	0.6400	120		24.3%	0.19	0.0486	-0.024	84	4.85	7.40			19.9%	-0.84	0.0446	-0.021
0.3900	0.4500	155	2,353	24.6%	0.15	0.0416	-0.021	85	5.90	7.45		301		-0.87	0.0377	-0.018
0.2600	0.3900	18		25.1%	0.12	0.0349	-0.018	86	6.80	9.15			20.1%	-0.90	0.0314	-0.015
0.0300	0.5600	3		26.7%	0.09	0.0290	-0.015	87	7.80	10.05	2		19.7%	-0.92	0.0260	-0.013
0.1500	0.3900	2	1,008	27.1%	0.08	0.0264	-0.014	87.5	8.15	10.50		18		-0.93	0.0236	-0.011
0.0300	0.3000	4		25.1%	0.08	0.0240	-0.013	88	8.50	10.45				-0.94	0.0214	-0.010
0.0800	0.3600	2		28.8%	0.06	0.0199	-0.011	89	9.10	12.35				-0.95	0.0178	-0.009
0.0100	0.1600	26	510	25.4%	0.05	0.0167	-0.010	90	10.35	12.90		1		-0.96	0.0148	-0.007
0.0300	0.2300	2		29.3%	0.04	0.0140	-0.009	91	10.85	14.25				-0.97	0.0125	-0.006
0	0.2000	3		29.6%	0.04	0.0119	-0.008	92	12.35	14.50				-0.97	0.0106	-0.005
0.0400	0.1800	1	158	30.9%	0.03	0.0110	-0.007	92.5	12.80	15.35				-0.97	0.0098	-0.005
0	0.1300	7	265	32.0%	0.02	0.0076	-0.006	95	14.80	18.15				-0.98	0.0068	-0.003
0	0.0500		9,101	34.5%	0.01	0.0040	-0.004	100	20.30	22.55				-0.99	0.0049	-0.002
0	0.3000		6	51.9%	0.01	0.0022	-0.003	105	25.30	28.55			51.7%	-1.00	0.0000	-0.015
0	0.1000		5	50.0%	0.00	0.0014	-0.002	110	29.80	33.15				-1.00	0.0000	-0.015
0	0.0900		134	54.8%	0.00	0.0009	-0.001	115	35.30	37.85				-1.00	0.0000	-0.015

Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.

Sonrisa de volatilidad — Nov 20, 2026

Página de volatilidad →

Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.

callsputs

NEE cadena de opciones NextEra Energy, Inc.

Sonrisa de volatilidad — Nov 20, 2026

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