NRG Energy Inc. (NRG)
NYSE: NRG
· Real-Time Price · USD
166.39
-0.91 (-0.54%)
At close: Oct 03, 2025, 3:59 PM
166.28
-0.07%
After-hours: Oct 03, 2025, 07:51 PM EDT
NRG Energy Greeks
Delta, Gamma, Theta, and Vega Greek Charts for NRG options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 75.00 | 0.9191 | 0.0020 | -1.104 | 0.0393 |
| 80.00 | 0.9419 | 0.0016 | -0.7203 | 0.0285 |
| 85.00 | 0.9083 | 0.0025 | -1.0374 | 0.0434 |
| 90.00 | 0.9040 | 0.0029 | -0.9829 | 0.0452 |
| 95.00 | 0.8911 | 0.0034 | -1.0345 | 0.0496 |
| 100.00 | 0.8830 | 0.0039 | -1.0062 | 0.0525 |
| 105.00 | 0.8712 | 0.0046 | -1.0004 | 0.0567 |
| 110.00 | 0.8610 | 0.0053 | -0.9685 | 0.0602 |
| 115.00 | 0.8417 | 0.0063 | -0.9923 | 0.0666 |
| 120.00 | 0.8247 | 0.0074 | -0.9811 | 0.0718 |
| 125.00 | 0.8051 | 0.0089 | -0.9604 | 0.0776 |
| 130.00 | 0.7933 | 0.0108 | -0.8665 | 0.0814 |
| 135.00 | 0.7659 | 0.0131 | -0.8547 | 0.0883 |
| 140.00 | 0.8084 | 0.0125 | -0.6045 | 0.0698 |
| 141.00 | 0.7253 | 0.0173 | -0.8058 | 0.0988 |
| 142.00 | 0.7163 | 0.0182 | -0.8011 | 0.1009 |
| 143.00 | 0.7082 | 0.0193 | -0.7898 | 0.1028 |
| 144.00 | 0.7026 | 0.0203 | -0.768 | 0.1041 |
| 145.00 | 0.7707 | 0.0175 | -0.5844 | 0.0805 |
| 146.00 | 0.7612 | 0.0191 | -0.5761 | 0.0834 |
| 147.00 | 0.7421 | 0.0209 | -0.5959 | 0.0887 |
| 148.00 | 0.7313 | 0.0226 | -0.5858 | 0.0918 |
| 149.00 | 0.7205 | 0.0243 | -0.5798 | 0.0942 |
| 150.00 | 0.7003 | 0.0267 | -0.5894 | 0.0994 |
| 152.50 | 0.6793 | 0.0328 | -0.5309 | 0.1039 |
| 155.00 | 0.5912 | 0.0447 | -0.541 | 0.1261 |
| 157.50 | 0.4838 | 0.0557 | -0.5753 | 0.1448 |
| 160.00 | 0.3541 | 0.0710 | -0.5407 | 0.1628 |
| 162.50 | 0.1732 | 0.0844 | -0.537 | 0.1770 |
| 165.00 | -0.0414 | 0.0865 | -0.5698 | 0.1811 |
| 167.50 | -0.286 | 0.0894 | -0.487 | 0.1678 |
| 170.00 | -0.5748 | 0.0703 | -0.3465 | 0.1211 |
| 172.50 | -0.7476 | 0.0278 | -0.2479 | 0.0726 |
| 175.00 | -0.8125 | 0.0238 | -0.2019 | 0.0612 |
| 177.50 | -0.8722 | 0.0192 | -0.1461 | 0.0475 |
| 180.00 | -0.8972 | 0.0155 | -0.1307 | 0.0407 |
| 182.50 | -0.9363 | 0.0112 | -0.0809 | 0.0284 |
| 185.00 | -0.9517 | 0.0087 | -0.0638 | 0.0228 |
| 187.50 | -0.9551 | 0.0076 | -0.0657 | 0.0215 |
| 190.00 | -0.9649 | 0.0060 | -0.0522 | 0.0176 |
| 192.50 | -0.9669 | 0.0053 | -0.0534 | 0.0168 |
| 195.00 | -0.9654 | 0.0051 | -0.0627 | 0.0174 |
| 200.00 | -0.9222 | 0.0067 | -0.2065 | 0.0331 |
| 205.00 | -0.9074 | 0.0064 | -0.2869 | 0.0377 |
| 210.00 | -0.9114 | 0.0057 | -0.3015 | 0.0365 |
| 215.00 | -0.916 | 0.0051 | -0.3099 | 0.0351 |
| 220.00 | -0.9199 | 0.0047 | -0.3175 | 0.0338 |
| 225.00 | -0.9283 | 0.0041 | -0.3004 | 0.0311 |
| 230.00 | -0.9275 | 0.0039 | -0.325 | 0.0314 |
| 235.00 | -0.9289 | 0.0037 | -0.3371 | 0.0309 |