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Data is delayed from April 5, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Call Short Call Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 NRG 72.77 21 Jun '24 77 65.00 0.278 10.10 0 70.00 0.391 6.40 17 3.70 5.00 1.35 0.11
2 NRG 72.77 19 Apr '24 14 75.00 0.369 1.25 417 80.00 0.407 0.20 144 1.05 5.00 4.76 0.04
3 NRG 72.77 19 Jul '24 105 65.00 0.336 11.10 0 70.00 0.370 7.10 11 4.00 5.00 1.25 0.03
4 NRG 72.77 19 Apr '24 14 70.00 0.351 3.80 691 75.00 0.369 1.15 417 2.65 5.00 1.89 0.02
5 NRG 72.77 17 May '24 42 80.00 0.388 1.50 110 85.00 0.404 0.65 18 0.85 5.00 5.88 0.02
6 NRG 72.77 19 Dec '25 623 75.00 0.225 13.60 0 80.00 0.240 10.60 8 3.00 5.00 1.67 0.01
7 NRG 72.77 19 Jul '24 105 80.00 0.370 3.30 165 85.00 0.382 2.10 301 1.20 5.00 4.17 0.01
8 NRG 72.77 20 Sep '24 168 75.00 0.361 6.70 7 80.00 0.370 4.50 71 2.20 5.00 2.27 0.01
9 NRG 72.77 19 Jul '24 105 70.00 0.370 7.50 11 75.00 0.377 4.70 23 2.80 5.00 1.79 0.01
10 NRG 72.77 21 Jun '24 77 75.00 0.380 4.20 123 80.00 0.386 2.45 178 1.75 5.00 2.86 0.01
11 NRG 72.77 21 Jun '24 77 80.00 0.386 2.65 178 85.00 0.392 1.50 241 1.15 5.00 4.35 0.01
12 NRG 72.77 17 May '24 42 75.00 0.385 2.90 215 80.00 0.388 1.35 110 1.55 5.00 3.23 0.00
13 NRG 72.77 17 Jan '25 287 80.00 0.343 7.20 5 85.00 0.346 5.30 15 1.90 5.00 2.63 0.00
14 NRG 72.77 17 Jan '25 287 70.00 0.347 11.60 0 75.00 0.348 8.80 12 2.80 5.00 1.79 0.00
15 NRG 72.77 17 Jan '25 287 65.00 0.348 14.70 0 70.00 0.347 11.10 0 3.60 5.00 1.39 -0.00
16 NRG 72.77 17 May '24 42 70.00 0.386 5.40 74 75.00 0.385 2.70 215 2.70 5.00 1.85 -0.00
17 NRG 72.77 20 Sep '24 168 65.00 0.369 12.20 3 70.00 0.367 8.70 0 3.50 5.00 1.43 -0.00
18 NRG 72.77 17 Jan '25 287 75.00 0.348 9.20 12 80.00 0.343 6.80 5 2.40 5.00 2.08 -0.00
19 NRG 72.77 20 Sep '24 168 70.00 0.367 9.20 0 75.00 0.361 6.30 7 2.90 5.00 1.72 -0.01
20 NRG 72.77 19 Jul '24 105 75.00 0.377 5.10 23 80.00 0.370 3.10 165 2.00 5.00 2.50 -0.01
21 NRG 72.77 21 Jun '24 77 70.00 0.391 6.80 17 75.00 0.380 4.00 123 2.80 5.00 1.79 -0.01
22 NRG 72.77 20 Sep '24 168 80.00 0.370 4.90 71 85.00 0.356 3.10 1 1.80 5.00 2.78 -0.01
23 NRG 72.77 19 Dec '25 623 70.00 0.245 18.00 0 75.00 0.225 12.40 0 5.60 5.00 0.89 -0.02
24 NRG 72.77 17 May '24 42 65.00 0.432 9.10 3 70.00 0.386 5.10 74 4.00 5.00 1.25 -0.05
25 NRG 72.77 19 Apr '24 14 65.00 0.445 8.20 22 70.00 0.351 3.50 691 4.70 5.00 1.06 -0.09
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