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Data is delayed from April 4, 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 70.70 19 Apr '24 15 75.00 0.376 0.75 958 80.00 0.415 0.15 252 0.60 5.00 8.33 0.04
2 NRG 70.70 21 Jun '24 78 65.00 0.331 8.70 1 70.00 0.367 5.10 3 3.60 5.00 1.39 0.04
3 NRG 70.70 16 Jan '26 652 65.00 0.173 17.60 0 70.00 0.198 13.80 0 3.80 5.00 1.32 0.02
4 NRG 70.70 19 Dec '25 624 70.00 0.207 14.10 0 75.00 0.229 11.20 1 2.90 5.00 1.72 0.02
5 NRG 70.70 19 Apr '24 15 70.00 0.356 2.50 217 75.00 0.376 0.65 958 1.85 5.00 2.70 0.02
6 NRG 70.70 16 Jan '26 652 70.00 0.198 14.50 0 75.00 0.217 11.70 0 2.80 5.00 1.79 0.02
7 NRG 70.70 17 May '24 43 80.00 0.393 1.05 18 85.00 0.412 0.40 11 0.65 5.00 7.69 0.02
8 NRG 70.70 17 May '24 43 75.00 0.376 2.05 73 80.00 0.393 0.85 18 1.20 5.00 4.17 0.02
9 NRG 70.70 17 May '24 43 70.00 0.365 4.10 42 75.00 0.376 1.95 73 2.15 5.00 2.33 0.01
10 NRG 70.70 19 Jul '24 106 80.00 0.360 2.50 210 85.00 0.371 1.40 86 1.10 5.00 4.55 0.01
11 NRG 70.70 21 Jun '24 78 75.00 0.365 3.20 10 80.00 0.374 1.70 248 1.50 5.00 3.33 0.01
12 NRG 70.70 21 Jun '24 78 80.00 0.374 1.95 248 85.00 0.382 0.95 1 1.00 5.00 5.00 0.01
13 NRG 70.70 17 Jan '25 288 75.00 0.336 7.80 9 80.00 0.341 5.80 0 2.00 5.00 2.50 0.00
14 NRG 70.70 20 Sep '24 169 80.00 0.352 3.90 101 85.00 0.355 2.40 1 1.50 5.00 3.33 0.00
15 NRG 70.70 20 Sep '24 169 75.00 0.351 5.50 8 80.00 0.352 3.50 101 2.00 5.00 2.50 0.00
16 NRG 70.70 17 Jan '25 288 80.00 0.341 6.10 0 85.00 0.341 4.40 0 1.70 5.00 2.94 0.00
17 NRG 70.70 19 Jul '24 106 70.00 0.364 6.10 14 75.00 0.363 3.70 6 2.40 5.00 2.08 -0.00
18 NRG 70.70 20 Sep '24 169 70.00 0.352 7.70 0 75.00 0.351 5.00 8 2.70 5.00 1.85 -0.00
19 NRG 70.70 21 Jun '24 78 70.00 0.367 5.30 3 75.00 0.365 3.00 10 2.30 5.00 2.17 -0.00
20 NRG 70.70 19 Jul '24 106 75.00 0.363 4.00 6 80.00 0.360 2.30 210 1.70 5.00 2.94 -0.00
21 NRG 70.70 20 Sep '24 169 65.00 0.361 10.60 0 70.00 0.352 7.20 0 3.40 5.00 1.47 -0.01
22 NRG 70.70 19 Dec '25 624 65.00 0.220 18.60 0 70.00 0.207 13.30 0 5.30 5.00 0.94 -0.01
23 NRG 70.70 17 May '24 43 65.00 0.384 7.30 15 70.00 0.365 3.80 42 3.50 5.00 1.43 -0.02
24 NRG 70.70 19 Jul '24 106 65.00 0.390 9.50 0 70.00 0.364 5.90 14 3.60 5.00 1.39 -0.03
25 NRG 70.70 17 Jan '25 288 65.00 0.344 12.80 500 70.00 0.301 7.80 7 5.00 5.00 1.00 -0.04
26 NRG 70.70 19 Apr '24 15 65.00 0.406 6.30 5 70.00 0.356 2.30 217 4.00 5.00 1.25 -0.05
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