Options Skew Analytics

NEE option chain

Strikes around the forward, as they were quoted at the close

Data as of 23 September 2026 (end of day)

2026-10-02(9 days)ATM 20.92%±2.54skew +0.91
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
750$17.05$18.65—$60.00—————
20$4.10$5.05—$73.0024.37%$0.06$0.12201
20$3.30$4.10—$74.00—————
02$2.42$3.30—$75.00—————
62$1.65$1.85—$76.0021.80%$0.46$0.6327392
122$1.02$1.23—$77.0020.90%$0.79$1.0175442
37352$0.59$0.7721.01%$78.00—$1.37$1.502,190849
52129$0.31$0.4320.88%$79.00—$2.08$2.2417115
—————$80.00—$2.75$3.151,09617
—————$81.00—$3.10$4.009611
—————$82.00—$4.65$4.951,0738
48134$0.01$0.0523.72%$83.00—$4.85$5.951003
—————$84.00—$4.95$7.1060
10337$0.01$0.0227.25%$85.00—$7.10$8.00100

Forward $77.23. The 25-delta put carries +0.91 volatility points over the 25-delta call.

2026-10-09(16 days)ATM 20.38%±3.30skew +1.23
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$74.0021.69%$0.26$0.3620
010$2.72$2.92—$75.0021.27%$0.47$0.5419365
—————$76.0020.72%$0.74$0.822943
20$1.41$1.51—$77.0020.41%$1.12$1.23963
208$0.95$1.0320.33%$78.00—$1.65$1.75242,139
3711$0.59$0.6720.14%$79.00—$2.26$2.427224
3021$0.34$0.4220.04%$80.00—$2.69$3.35754
2327$0.19$0.2920.62%$81.00—$3.20$4.151,74917
—————$82.00—$4.75$5.053401
—————$83.00—$5.05$6.10191
—————$84.00—$6.15$7.005210
—————$85.00—$6.05$8.05190

Forward $77.29. The 25-delta put carries +1.23 volatility points over the 25-delta call.

2026-10-16(23 days)ATM 20.35%±3.95skew +0.99
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
013$7.30$8.25—$70.00—————
20$5.40$5.65—$72.00—————
—————$73.0022.01%$0.26$0.3710
—————$74.0021.18%$0.41$0.50133
156$2.93$3.35—$75.0020.89%$0.64$0.7315,865390
21$2.29$2.60—$76.0020.60%$0.96$1.031635
—————$77.0020.34%$1.36$1.445418
12973$1.45$1.5520.35%$77.50—$1.60$1.702,024419
950$1.24$1.3120.34%$78.00—$1.85$1.961037
65$0.83$0.9220.01%$79.00—$2.41$2.651417
7082,112$0.55$0.6219.91%$80.00—$3.15$3.351,746184
660142$0.35$0.4220.01%$81.00—$3.35$4.1583
896203$0.22$0.2920.34%$82.00—$3.75$5.1030
—————$82.50—$5.25$5.501,7928
—————$85.00—$7.20$8.057604
—————$87.50—$8.25$11.20190

Forward $77.35. The 25-delta put carries +0.99 volatility points over the 25-delta call.

2026-10-23(30 days)ATM 20.81%±4.62skew +1.25
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$11.50$14.60—$65.00—————
—————$74.0021.88%$0.59$0.7104
—————$75.0021.50%$0.83$0.971331
—————$76.0020.34%$1.00$1.31191
—————$77.0020.42%$1.45$1.732119
610$1.53$1.6621.04%$78.00—$2.08$2.24138
33011$1.13$1.2320.83%$79.00—$2.72$2.821509
110$0.74$0.9320.49%$80.00—$3.25$3.7090
2122$0.53$0.6720.63%$81.00—$3.70$4.45160
—————$82.00—$4.50$5.3052
—————$83.00—$4.75$6.20121
—————$84.00—$5.30$7.1540
—————$85.00—$5.95$9.7543

Forward $77.43. The 25-delta put carries +1.25 volatility points over the 25-delta call.

2026-10-30(37 days)ATM 23.12%±5.71skew +1.31
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$20.55$24.55—$55.00—————
—————$72.0024.78%$0.48$0.6024
—————$73.0024.99%$0.61$0.9152
—————$74.0024.36%$0.82$1.12312
310$3.60$3.90—$75.0023.47%$1.09$1.324111
—————$76.0023.52%$1.42$1.74373
272$2.39$2.74—$77.0023.28%$1.93$2.06442
33$1.87$2.2823.11%$78.00—$2.34$2.63400
—————$79.00—$2.92$3.15454
3018$1.14$1.4623.13%$80.00—$3.55$3.80139106
42$0.73$1.1822.53%$81.00—$3.95$4.60124
011$0.58$0.9423.05%$82.00—$4.90$5.3561
—————$83.00—$5.20$6.2070
—————$84.00—$5.35$7.10590
—————$85.00—$6.50$8.05260
—————$86.00—$6.75$10.5520

Forward $77.59. The 25-delta put carries +1.31 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 23.07%±7.14skew +1.88
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$30.65$34.30—$45.00—————
026$25.60$28.95—$50.00—————
04$21.70$24.00—$55.00—————
—————$60.0032.33%$0.05$0.106,0021
036$8.05$9.15—$70.0024.79%$0.51$0.608629
—————$72.5024.15%$0.98$1.0510432
3286$4.25$4.50—$75.0023.30%$1.66$1.759,119256
11682$2.83$2.93—$77.5023.12%$2.73$2.841,03291
110880$1.74$1.8422.70%$80.00—$4.15$4.252,861116
121906$0.99$1.0622.28%$82.50—$5.50$6.201,90947
82836$0.50$0.6222.18%$85.00—$7.30$8.2035134
36819$0.23$0.3522.17%$87.50—$9.35$10.75372
19468$0.11$0.1822.28%$90.00—————

Forward $77.60. The 25-delta put carries +1.88 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 22.44%±8.43skew +1.47
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$33.05$36.40—$42.50—————
03$25.60$29.15—$50.00—————
01$22.00$24.00—$55.00—————
018$17.40$19.10—$60.00—————
042$12.70$14.25—$65.00—————
0394$8.30$9.75—$70.0024.09%$0.90$0.953,01262
181$6.35$6.95—$72.5023.37%$1.44$1.5270311
5972$4.60$5.00—$75.0022.87%$2.25$2.344,787137
6782$3.20$3.3522.48%$77.50—$3.30$3.501,86346
64864$2.15$2.2522.15%$80.00—$4.75$4.903,6531,076
747837$1.36$1.4621.90%$82.50—$6.00$6.651,2344
269947$0.82$0.9121.74%$85.00—$7.90$8.656306
1,9693,307$0.50$0.5822.02%$87.50—$8.95$10.805840
1463,441$0.26$0.3521.87%$90.00—$12.30$13.101,44147
14962$0.18$0.2623.06%$92.50—$14.60$15.506970
352,700$0.11$0.1823.70%$95.00—$16.05$18.153330
6072,736$0.05$0.1125.74%$100.00—————

Forward $77.37. The 25-delta put carries +1.47 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 22.31%±9.68skew +0.82
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0700$27.30$28.95—$50.00—————
0156$22.45$24.05—$55.00—————
055$19.35$21.60—$57.50—————
0599$17.60$18.90—$60.0027.73%$0.16$0.263,962327
0588$15.25$16.75—$62.50—————
10400$12.90$14.40—$65.00—————
1174$10.70$12.20—$67.5024.07%$0.62$0.874716
1314,775$8.65$9.55—$70.0023.52%$1.13$1.233,03339
10321$6.80$7.05—$72.5022.36%$1.57$1.841,65822
42,984$5.15$5.65—$75.0022.69%$2.62$2.706,6509
22693$3.80$3.95—$77.5022.43%$3.70$3.854,57530
219683$2.70$2.7821.97%$80.00—$5.05$5.257,915151
29958$1.81$1.9321.65%$82.50—$6.25$6.951,379180
1591,379$1.20$1.3021.54%$85.00—$8.10$8.851,4510
3743,247$0.79$0.8721.64%$87.50—$9.20$11.001,3710
1425,702$0.54$0.6422.32%$90.00—$12.10$13.207081
74,027$0.33$0.5423.15%$92.50—$14.40$15.605400
182,340$0.25$0.3323.38%$95.00—$16.05$18.151,9720
—————$97.50—$18.25$21.30240
85,836$0.14$0.1824.82%$100.00—$20.75$23.4510
44,803$0.06$0.1125.86%$105.00—————

Forward $77.60. The 25-delta put carries +0.82 volatility points over the 25-delta call.

How to read this

Calls on the left, puts on the right, the strike between them — the layout every chain uses. Each block is one expiration, and the heading carries its days to expiry, the at-the-money implied volatility, and the one-standard-deviation move that volatility implies over that time.

Only the 21 strikes nearest the forward are stored, which is the part of the board that carries the volume. The shaded side is in the money: below the forward for calls, above it for puts.

Implied volatility is shown on the out-of-the-money side only. An in-the-money option is nearly all intrinsic value quoted on a wide market, so a volatility solved from it would look authoritative and mean very little. The price is still shown, because the price is real; the blank is deliberate.