NextEra Energy, Inc. (NEE)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 18:41 UTC · Figures derived from the full chain (906 contracts, 14 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±6.3% (range 73.34–83.27) by Nov 20, 2026. ATM straddle: 4.96 @ strike 78 · ATM IV: 25.4%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 70.47 | -10% | 91.3% | 8.7% |
| 74.39 | -5% | 74.0% | 26.0% |
| 78.31 | +0% | 48.5% | 51.5% |
| 82.22 | +5% | 24.6% | 75.4% |
| 86.14 | +10% | 9.6% | 90.4% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±3.7% | 43.2% | 17.3K |
| Oct 30, 2026 | 11 | ±4.6% | 32.9% | 8,075 |
| Nov 06, 2026 | 18 | ±5.2% | 28.9% | 3,002 |
| Nov 13, 2026 | 25 | ±5.7% | 27.2% | 3,590 |
| Nov 20, 2026 | 32 | ±6.3% | 25.4% | 58.9K |
| Nov 27, 2026 | 39 | ±6.6% | 24.5% | 1,096 |
| Dec 18, 2026 | 60 | ±7.8% | 24.0% | 64.2K |
| Jan 15, 2027 | 88 | ±9.0% | 22.9% | 168.1K |
| Feb 19, 2027 | 123 | ±11.1% | 23.8% | 37.6K |
| Mar 19, 2027 | 151 | ±12.5% | 24.2% | 28.0K |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 75 P · 18.0K100 C · 11.8K60 P · 11.5K85 C · 11.1K80 P · 10.6K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 36.6% of the time.
Past earnings reactions
Avg |reaction| 4.5% · median 2.7% (20 reports). Two-session close-to-close window; definition
About NextEra Energy, Inc.
NextEra Energy, Inc., operating through its diverse subsidiaries, is a prominent electric power provider in North America. The company's operations encompass the generation, transmission, distribution, and sale of electricity to both individual consumers and large-scale wholesale clients. Its energy portfolio is broad, featuring power generation from wind, solar, nuclear, coal, and natural gas facilities. Beyond direct power supply, NextEra Energy is actively involved in developing, constructing, and managing long-term contracted clean energy infrastructure, including renewable energy generation sites, battery storage solutions, and electric transmission networks. The firm also participates in the sale of energy commodities and oversees the development, construction, and operation of generation assets within competitive wholesale energy markets. As of December 31, 2021, NextEra Energy boasted a net generating capacity of approximately 28,564 megawatts. Its extensive infrastructure included about 77,000 circuit miles of transmission and distribution lines and 696 substations. Within Florida, the company delivers electricity to roughly 11 million individuals, serving approximately 5.
Utilities · Regulated Electric · NYSE · Profile: Financial Modeling Prep
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