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Quote for NRG (NRG ENERGY INC)

Enter Symbol: Register to see the Volatility Skew instead of the Strike Pegger
 NRG  OPTION CHAIN   STRIKE PEGGER   TRADE FINDER 

 LAST

36.63 

 NRG ENERGY INC       CHANGE

0.38 

 HIGH 36.94   LOW 36.25   DIVIDEND DATE 2017-10-31 
 OPEN 36.77   CLOSE 36.25   DIVIDEND AMOUNT 0.03 
 BID 0.00   ASK 0.00   YIELD 0.48 
 VOLUME 1,576,437   SPLIT DATE  2007-06-01   DATE/TIME: 2021-11-29 
 OPTION VOLUME 15486   IMPLIED VOLATILITY 0.34   HISTORICAL VOL  0.39 
Data used in the screeners below are delayed from November 5, 2021.   You must subscribe to get the latest data.
Covered Calls   more... 
Stock Stock Price   Symbol Expiry Strike Premium Time Value % of Stock   IVol  Months
 NRG  36.285    NRG  Nov 19 '21  34.00  2.50  0.21  0.59%    0.35  0
 NRG  36.285    NRG  Nov 19 '21  39.00  0.17  0.17  0.48%    0.34  0
 NRG  36.285    NRG  Nov 19 '21  38.00  0.33  0.33  0.91%    0.33  0
 NRG  36.285    NRG  Jan 21 '22  35.00  2.77  1.48  4.09%    0.32  2
Straddles   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Price ITM
 NRG  Nov 19 '21  34.00   C  2.50    NRG  Nov 19 '21  34.00   P  0.17    2.67  2.28
 NRG  Nov 19 '21  39.00   C  0.17    NRG  Nov 19 '21  39.00   P  2.85    3.02  2.72
 NRG  Jun 17 '22  34.00   C  4.60    NRG  Jun 17 '22  34.00   P  2.75    7.35  2.28
 NRG  Jun 17 '22  35.00   C  4.05    NRG  Jun 17 '22  35.00   P  3.20    7.25  1.28
Bull Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 NRG  Dec 17 '21  39.00   P  3.20    NRG  Dec 17 '21  37.00   P  1.71    1.49  2.00
 NRG  Dec 17 '21  38.00   P  2.45    NRG  Dec 17 '21  37.00   P  1.71    0.74  1.00
 NRG  Mar 18 '22  39.00   P  4.55    NRG  Mar 18 '22  38.00   P  3.85    0.70  1.00
 NRG  Nov 19 '21  39.00   P  2.85    NRG  Nov 19 '21  38.00   P  2.00    0.85  1.00
Bear Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 NRG  Nov 19 '21  34.00   C  2.50    NRG  Nov 19 '21  37.00   C  0.56    1.94  3.00
 NRG  Nov 19 '21  34.00   C  2.50    NRG  Nov 19 '21  35.00   C  1.65    0.85  1.00
 NRG  Nov 19 '21  34.00   C  2.50    NRG  Nov 19 '21  36.00   C  1.02    1.48  2.00
 NRG  Dec 17 '21  35.00   C  2.23    NRG  Dec 17 '21  37.00   C  1.09    1.14  2.00
Bull Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 NRG  Dec 16 '22  38.00   C  3.55    NRG  Dec 16 '22  35.00   C  4.03    -0.48  3.00
 NRG  Nov 19 '21  39.00   C  0.17    NRG  Nov 19 '21  35.00   C  1.65    -1.47  4.00
 NRG  Nov 19 '21  39.00   C  0.17    NRG  Nov 19 '21  36.00   C  1.02    -0.85  3.00
 NRG  Nov 19 '21  38.00   C  0.33    NRG  Nov 19 '21  35.00   C  1.65    -1.32  3.00
Bear Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 NRG  Dec 17 '21  35.00   P  0.92    NRG  Dec 17 '21  37.00   P  1.71    -0.79  2.00
 NRG  Dec 17 '21  34.00   P  0.58    NRG  Dec 17 '21  37.00   P  1.71    -1.13  3.00
 NRG  Dec 17 '21  35.00   P  0.92    NRG  Dec 17 '21  38.00   P  2.45    -1.53  3.00
 NRG  Dec 17 '21  35.00   P  0.92    NRG  Dec 17 '21  36.00   P  1.26    -0.34  1.00
Calendar Call Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 NRG  Jan 21 '22  35.00   C  2.77    NRG  Dec 16 '22  35.00   C  4.03    -1.26  11
 NRG  Dec 17 '21  35.00   C  2.23    NRG  Dec 16 '22  35.00   C  4.03    -1.80  12
 NRG  Mar 18 '22  35.00   C  3.35    NRG  Dec 16 '22  35.00   C  4.03    -0.68  9
 NRG  Nov 19 '21  35.00   C  1.65    NRG  Dec 16 '22  35.00   C  4.03    -2.38  13
Calendar Put Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 NRG  Dec 16 '22  35.00   P  4.70    NRG  Jan 19 '24  35.00   P  5.80    -1.10  13
 NRG  Nov 19 '21  37.00   P  1.30    NRG  Dec 17 '21  37.00   P  1.71    -0.41  1
 NRG  Jun 17 '22  35.00   P  3.20    NRG  Jan 19 '24  35.00   P  5.80    -2.60  19
 NRG  Nov 19 '21  36.00   P  0.75    NRG  Dec 17 '21  36.00   P  1.26    -0.51  1
Data Provided by HistoricalOptionData.com
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