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Data is delayed from September 2, 2022. 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 41.47 16 Sep '22 14 42.00 0.289 0.80 24 41.00 0.317 1.20 3 -0.40 1.00 1.67 0.03
2 NRG 41.47 21 Oct '22 49 41.00 0.323 2.30 2 40.00 0.340 2.75 0 -0.45 1.00 1.82 0.02
3 NRG 41.47 16 Dec '22 105 42.00 0.311 2.60 0 41.00 0.327 2.95 25 -0.35 1.00 1.54 0.02
4 NRG 41.47 17 Mar '23 196 40.00 0.304 4.90 0 39.00 0.319 5.00 0 -0.10 1.00 1.11 0.02
5 NRG 41.47 21 Oct '22 49 43.00 0.297 1.25 5 42.00 0.311 1.60 2 -0.35 1.00 1.54 0.01
6 NRG 41.47 21 Oct '22 49 40.00 0.340 2.95 0 39.00 0.353 3.40 0 -0.45 1.00 1.82 0.01
7 NRG 41.47 21 Oct '22 49 42.00 0.311 1.70 2 41.00 0.323 2.10 2 -0.40 1.00 1.67 0.01
8 NRG 41.47 16 Sep '22 14 43.00 0.279 0.40 45 42.00 0.289 0.65 24 -0.25 1.00 1.33 0.01
9 NRG 41.47 16 Dec '22 105 40.00 0.323 3.80 8 39.00 0.332 4.20 0 -0.40 1.00 1.67 0.01
10 NRG 41.47 16 Dec '22 105 43.00 0.304 2.15 1 42.00 0.311 2.45 0 -0.30 1.00 1.43 0.01
11 NRG 41.47 16 Sep '22 14 41.00 0.317 1.35 3 40.00 0.322 1.85 51 -0.50 1.00 2.00 0.01
12 NRG 41.47 16 Sep '22 14 40.00 0.322 2.00 51 39.00 0.326 2.60 50 -0.60 1.00 2.50 0.00
13 NRG 41.47 17 Mar '23 196 42.00 0.303 3.70 0 41.00 0.300 3.90 0 -0.20 1.00 1.25 -0.00
14 NRG 41.47 16 Dec '22 105 41.00 0.327 3.20 25 40.00 0.323 3.50 8 -0.30 1.00 1.43 -0.00
15 NRG 41.47 17 Mar '23 196 43.00 0.310 3.30 0 42.00 0.303 3.40 0 -0.10 1.00 1.11 -0.01
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