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Stocks / United States / NRG / Options

NRG Energy, Inc. options tape

Read from CBOE's delayed chain on 23 September 2026, with NRG Energy, Inc. at $103.00: open interest within 90 days was 102,618 call and 17,319 put contracts, a put/call ratio of 0.17; the day's volume was 88,611 calls and 1,151 puts (0.01). The most call open interest sits at the $170.00 strike (29,868 contracts) and the most put open interest at $55.00 (2,541). The at-the-money straddle for 25 September 2026, 2 days out, was priced at 3.8% of spot. For 16 October 2026, implied volatility was 45.4% at the put 5% below spot and 48.2% at the call 5% above, -2.9 points.

Spot$103.00-0.51% on the day
Put/call, open interest0.1717,319 puts, 102,618 calls
Put/call, volume0.011,151 puts, 88,611 calls
Priced move3.8%straddle to 25 September 2026, 2 days
30-day implied volatility46.9%
Put minus call IV, 5% out-2.9 ptsto 16 October 2026

Where the open interest sits

SideStrikeOpen interest
Calls$170.0029,868
Puts$55.002,541

The strike with the most open interest on each side, across expiries within 90 days.

Strikes where the day's volume was at least twice the open interest

ContractVolumeOpen interest beforePremium traded
18 December 2026 call at $125.0010,075792$3.3 million
20 November 2026 call at $120.0010,224162$3.2 million

Volume of at least 200 contracts and at least twice the open interest, with at least $25,000 of premium at the mid; contracts expiring the same day are left out. Premium is mid price times volume times 100.

Open interest built since 22 September 2026

ContractOpen interest nowChange
25 September 2026 call at $113.001,543+1,512
18 December 2026 put at $90.001,233+850
18 December 2026 call at $110.00664+556
18 December 2026 call at $130.00696+478

Contracts whose open interest rose by 250 or more against the previous day's snapshot.

Source

CBOE delayed quotes for NRG, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.

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