NEE Options Chain Analysis

As of previous close (2026-10-02) · OPRA historical data

Spot $76.86 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.83

218k P / 262k C

Put/Call (Volume)

0.31

5k P / 18k C that session

30d ATM IV

24%

annualized implied move

Call wall

$100

24k contracts

Put wall

$75

53k contracts

Tail hedging

0.3×

deep-OTM puts vs calls

What the positioning says

●Call wall at $100 (24k contracts), 30% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $75 (53k contracts), 2% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 2.9× deep-OTM put OI — speculative upside positioning dominates the tails.
●30-day ATM implied volatility is 24% — calm pricing; option premium is cheap.

Open interest by strike

All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.

IV term structure

At-the-money implied volatility per expiry.

Volatility smile

IV by strike — expiry 2026-10-30. A steep left side = expensive downside protection.

30-day implied volatility history

Daily ATM IV (~30 DTE bucket) collected since March 2026. Rising IV into an event = the market bracing; collapsing IV after = the crush.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-09	8k	5k	0.62	5k
2026-10-16	23k	24k	1.05	1k
2026-10-23	2k	2k	0.80	3k
2026-10-30	2k	872	0.50	357
2026-11-06	1k	112	0.10	213
2026-11-13	21	8	0.38	56
2026-11-20	17k	31k	1.85	4k
2026-12-18	33k	25k	0.76	2k
2027-01-15	96k	52k	0.54	1k
2027-02-19	14k	13k	0.93	397
2027-03-19	9k	16k	1.76	726
2027-06-17	11k	14k	1.24	1k
2027-09-17	3k	7k	2.55	69
2028-01-21	25k	18k	0.71	930
2029-01-19	2k	400	0.16	9

Source: Cboe end-of-session option chains, summarized after each US market close and published from the following trading day — OPRA historical data. Under the OPRA plan options data becomes historical, and freely publishable, at the opening of the next trading session; data from the session in progress is never displayed or served here. Open interest is exchange-reported once a day. Research, not investment advice.