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Data is delayed from April 11, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Call Short Call Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 NRG 74.59 21 Jun '24 71 70.00 0.375 8.40 7 65.00 1.310 9.30 0 -0.90 5.00 1.22 0.94
2 NRG 74.59 19 Apr '24 8 65.00 0.569 9.80 5 60.00 0.818 14.30 3 -4.50 5.00 10.00 0.25
3 NRG 74.59 19 Apr '24 8 70.00 0.382 5.10 110 65.00 0.569 9.30 5 -4.20 5.00 6.25 0.19
4 NRG 74.59 16 Jan '26 645 70.00 0.103 17.40 0 65.00 0.249 18.90 0 -1.50 5.00 1.43 0.15
5 NRG 74.59 19 Dec '25 617 65.00 0.166 20.10 0 60.00 0.249 22.00 0 -1.90 5.00 1.61 0.08
6 NRG 74.59 19 Apr '24 8 75.00 0.339 1.40 680 70.00 0.382 4.60 110 -3.20 5.00 2.78 0.04
7 NRG 74.59 17 May '24 36 70.00 0.382 6.40 12 65.00 0.416 10.00 0 -3.60 5.00 3.57 0.03
8 NRG 74.59 17 May '24 36 65.00 0.416 10.60 0 60.00 0.441 14.60 505 -4.00 5.00 5.00 0.03
9 NRG 74.59 17 Jan '25 281 75.00 0.347 10.10 20 70.00 0.368 11.30 0 -1.20 5.00 1.32 0.02
10 NRG 74.59 19 Dec '25 617 80.00 0.211 12.70 0 75.00 0.229 13.90 1 -1.20 5.00 1.32 0.02
11 NRG 74.59 19 Jul '24 99 75.00 0.369 5.80 9 70.00 0.380 8.20 3 -2.40 5.00 1.92 0.01
12 NRG 74.59 20 Sep '24 162 75.00 0.366 7.70 46 70.00 0.372 9.70 0 -2.00 5.00 1.67 0.01
13 NRG 74.59 17 May '24 36 80.00 0.377 1.65 51 75.00 0.383 3.20 114 -1.55 5.00 1.45 0.01
14 NRG 74.59 20 Sep '24 162 70.00 0.372 10.30 0 65.00 0.374 13.00 0 -2.70 5.00 2.17 0.00
15 NRG 74.59 20 Sep '24 162 80.00 0.364 5.50 20 75.00 0.366 7.10 46 -1.60 5.00 1.47 0.00
16 NRG 74.59 21 Jun '24 71 80.00 0.374 2.95 129 75.00 0.375 4.70 5 -1.75 5.00 1.54 0.00
17 NRG 74.59 17 Jan '25 281 80.00 0.346 8.00 2 75.00 0.347 9.70 20 -1.70 5.00 1.52 0.00
18 NRG 74.59 16 Jan '26 645 65.00 0.249 20.20 0 60.00 0.249 22.40 0 -2.20 5.00 1.79  0
19 NRG 74.59 19 Jul '24 99 80.00 0.369 3.80 0 75.00 0.369 5.50 9 -1.70 5.00 1.52 -0.00
20 NRG 74.59 21 Jun '24 71 75.00 0.375 4.90 5 70.00 0.375 7.00 7 -2.10 5.00 1.72 -0.00
21 NRG 74.59 17 May '24 36 75.00 0.383 3.50 114 70.00 0.382 6.10 12 -2.60 5.00 2.08 -0.00
22 NRG 74.59 16 Jan '26 645 80.00 0.230 12.80 0 75.00 0.217 14.30 0 -1.50 5.00 1.43 -0.01
23 NRG 74.59 19 Dec '25 617 75.00 0.229 14.70 1 70.00 0.214 16.40 0 -1.70 5.00 1.52 -0.02
24 NRG 74.59 19 Jul '24 99 70.00 0.380 8.70 3 65.00 0.362 10.00 0 -1.30 5.00 1.35 -0.02
25 NRG 74.59 19 Dec '25 617 70.00 0.214 17.20 0 65.00 0.166 18.60 0 -1.40 5.00 1.39 -0.05
26 NRG 74.59 19 Jul '24 99 65.00 0.362 12.30 0 60.00 0.281 13.90 0 -1.60 5.00 1.47 -0.08
27 NRG 74.59 19 Apr '24 8 80.00 0.454 0.65 3 75.00 0.339 1.25 680 -0.60 5.00 1.14 -0.12
28 NRG 74.59 20 Sep '24 162 65.00 0.374 13.40 0 60.00 0.206 15.00 0 -1.60 5.00 1.47 -0.17
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