NRG dealer exposure

NRG dealer gamma (GEX), delta (DEX), vanna (VEX) and charm by strike, over all expiries or one.

• NRG options traded $18.84M in premium on 2026-11-04: $688.34K in calls and $18.15M in puts, a net bullish lean of $13.04M.
• Put/call ratio 26.37, implied volatility 55.6%.
• Options price a move of about ±$7.71 by 2026-11-06.
• Max pain for 2027-01-15 is $90.0.

Updated 2026-11-04 15:50 UTC