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Data is delayed from May 3, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Put Short Put Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 NRG 76.65 17 May '24 14 70.00 0.454 0.65 28 65.00 0.533 0.15 241 0.50 5.00 10.00 0.08
2 NRG 76.65 21 Jun '24 49 70.00 0.385 1.70 33 65.00 0.406 0.60 599 1.10 5.00 4.55 0.02
3 NRG 76.65 21 Jun '24 49 80.00 0.364 6.10 6 75.00 0.380 3.30 9 2.80 5.00 1.79 0.02
4 NRG 76.65 17 May '24 14 80.00 0.433 4.90 0 75.00 0.447 1.80 127 3.10 5.00 1.61 0.01
5 NRG 76.65 19 Jul '24 77 80.00 0.354 6.90 3 75.00 0.365 4.10 28 2.80 5.00 1.79 0.01
6 NRG 76.65 19 Jul '24 77 75.00 0.365 4.30 28 70.00 0.376 2.25 13 2.05 5.00 2.44 0.01
7 NRG 76.65 20 Sep '24 140 70.00 0.375 3.90 0 65.00 0.386 2.20 5 1.70 5.00 2.94 0.01
8 NRG 76.65 20 Sep '24 140 75.00 0.366 5.90 0 70.00 0.375 3.60 0 2.30 5.00 2.17 0.01
9 NRG 76.65 17 May '24 14 75.00 0.447 2.00 127 70.00 0.454 0.50 28 1.50 5.00 3.33 0.01
10 NRG 76.65 17 Jan '25 259 75.00 0.370 7.70 3 70.00 0.375 5.30 3 2.40 5.00 2.08 0.01
11 NRG 76.65 21 Jun '24 49 75.00 0.380 3.50 9 70.00 0.385 1.55 33 1.95 5.00 2.56 0.00
12 NRG 76.65 19 Dec '25 595 70.00 0.447 9.00 0 65.00 0.451 6.40 7 2.60 5.00 1.92 0.00
13 NRG 76.65 19 Jul '24 77 70.00 0.376 2.40 13 65.00 0.380 1.10 14 1.30 5.00 3.85 0.00
14 NRG 76.65 17 Jan '25 259 80.00 0.366 10.30 0 75.00 0.370 7.40 3 2.90 5.00 1.72 0.00
15 NRG 76.65 17 Jan '25 259 70.00 0.375 5.60 3 65.00 0.378 3.60 0 2.00 5.00 2.50 0.00
16 NRG 76.65 16 Jan '26 623 70.00 0.447 9.00 0 65.00 0.449 6.70 0 2.30 5.00 2.17 0.00
17 NRG 76.65 19 Dec '25 595 80.00 0.454 13.70 0 75.00 0.456 10.40 7 3.30 5.00 1.52 0.00
18 NRG 76.65 20 Sep '24 140 80.00 0.367 8.60 4 75.00 0.366 5.60 0 3.00 5.00 1.67 -0.00
19 NRG 76.65 20 Dec '24 231 80.00 0.369 10.10 0 75.00 0.368 7.00 0 3.10 5.00 1.61 -0.00
20 NRG 76.65 16 Jan '26 623 75.00 0.449 11.10 0 70.00 0.447 8.30 0 2.80 5.00 1.79 -0.00
21 NRG 76.65 17 Jan '25 259 85.00 0.371 13.50 0 80.00 0.366 9.90 0 3.60 5.00 1.39 -0.01
22 NRG 76.65 19 Dec '25 595 75.00 0.456 11.40 7 70.00 0.447 8.40 0 3.00 5.00 1.67 -0.01
23 NRG 76.65 16 Jan '26 623 80.00 0.460 13.70 0 75.00 0.449 10.40 0 3.30 5.00 1.52 -0.01
24 NRG 76.65 19 Jul '24 77 85.00 0.372 11.00 0 80.00 0.354 6.70 3 4.30 5.00 1.16 -0.02
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