NRG Energy Inc. (NRG) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

NRG Energy Inc.

NYSE: NRG · Real-Time Price · USD
158.01
-3.20 (-1.98%)
At close: Sep 11, 2025, 3:59 PM
157.15
-0.54%
After-hours: Sep 11, 2025, 07:44 PM EDT

NRG Option Overview

Overview for all option chains of NRG. As of September 11, 2025, NRG options have an IV of 57.16% and an IV rank of 46.2%. The volume is 7,472 contracts, which is 402.37% of average daily volume of 1,857 contracts. The volume put-call ratio is 0.88, indicating a neutral sentiment in the market.

Implied Volatility

Implied Volatility (30d)
57.16%
IV Rank
46.2%
Historical Volatility
53.99%
IV Low
40.3% on Oct 15, 2024
IV High
76.79% on Sep 10, 2025

Open Interest (OI)

Today's Open Interest
81,018
Put-Call Ratio
0.86
Put Open Interest
37,565
Call Open Interest
43,453
Open Interest Avg (30-day)
67,374
Today vs Open Interest Avg (30-day)
120.25%

Option Volume

Today's Volume
7,472
Put-Call Ratio
0.88
Put Volume
3,490
Call Volume
3,982
Volume Avg (30-day)
1,857
Today vs Volume Avg (30-day)
402.37%

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
Sep 12, 2025 289 1,129 3.91 1,781 1,827 1.03 117.83% 145
Sep 19, 2025 1,542 1,331 0.86 15,571 11,638 0.75 59.44% 145
Sep 26, 2025 162 43 0.27 198 112 0.57 52.63% 150
Oct 03, 2025 20 5 0.25 25 1,054 42.16 57.16% 145
Oct 10, 2025 21 17 0.81 99 5 0.05 56.84% 145
Oct 17, 2025 1,290 90 0.07 3,466 3,053 0.88 46.58% 150
Oct 24, 2025 22 0 0 45 39 0.87 51.65% 150
Nov 21, 2025 161 69 0.43 7,337 7,401 1.01 51.25% 160
Dec 19, 2025 108 363 3.36 4,516 5,373 1.19 56.2% 80
Jan 16, 2026 243 51 0.21 6,454 4,131 0.64 52.94% 105
Mar 20, 2026 26 199 7.65 1,227 1,203 0.98 46.54% 125
Jun 18, 2026 30 12 0.4 795 662 0.83 44.27% 145
Sep 18, 2026 8 0 0 14 73 5.21 43.67% 145
Dec 18, 2026 2 70 35 525 454 0.86 44.68% 85
Jan 15, 2027 58 111 1.91 1,400 540 0.39 44.54% 85