NRG Energy Inc.

NYSE: NRG · Real-Time Price · USD
148.48
-5.30 (-3.45%)
At close: Aug 15, 2025, 3:59 PM
148.55
0.05%
After-hours: Aug 15, 2025, 07:56 PM EDT

NRG Option Overview

Overview for all option chains of NRG. As of August 15, 2025, NRG options have an IV of 61.37% and an IV rank of 53.32%. The volume is 1,177 contracts, which is 39.01% of average daily volume of 3,017 contracts. The volume put-call ratio is 1.31, indicating a bearish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
61.37%
IV Rank
53.32%
Historical Volatility
54.31%
IV Low
40.3% on Oct 15, 2024
IV High
79.81% on Aug 14, 2025

Open Interest (OI)

Today's Open Interest
85,828
Put-Call Ratio
0.82
Put Open Interest
38,569
Call Open Interest
47,259
Open Interest Avg (30-day)
69,006
Today vs Open Interest Avg (30-day)
124.38%

Option Volume

Today's Volume
1,177
Put-Call Ratio
1.31
Put Volume
668
Call Volume
509
Volume Avg (30-day)
3,017
Today vs Volume Avg (30-day)
39.01%

Option Chain Statistics

This table provides a comprehensive overview of all NRG options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Aug 15, 2025 218 116 0.53 10,672 6,984 0.65 153.84% 150
Aug 22, 2025 93 90 0.97 726 2,384 3.28 55.58% 150
Aug 29, 2025 19 11 0.58 690 1,389 2.01 45.38% 152.5
Sep 05, 2025 5 5 1 193 61 0.32 61.37% 150
Sep 12, 2025 0 11 0 38 1,054 27.74 61.9% 150
Sep 19, 2025 62 367 5.92 13,853 8,554 0.62 51.64% 145
Sep 26, 2025 3 0 0 73 7 0.1 52.88% 145
Oct 17, 2025 3 1 0.33 0 0 0 39.8% 100
Nov 21, 2025 5 11 2.2 7,036 6,907 0.98 46.12% 160
Dec 19, 2025 2 1 0.5 3,926 4,996 1.27 53.09% 70
Jan 16, 2026 37 8 0.22 6,507 3,748 0.58 48.84% 100
Mar 20, 2026 34 35 1.03 1,082 918 0.85 44.12% 110
Jun 18, 2026 14 1 0.07 760 643 0.85 42.67% 145
Dec 18, 2026 0 0 0 504 412 0.82 43.84% 75
Jan 15, 2027 14 11 0.79 1,199 512 0.43 43.57% 80