NRG · Covered-Calls
NRG Energy, Inc. Common Stock (NRG) covered calls
A modelled covered call from the published implied volatility, with premium yield and capped upside.
- Modelled strike
- $112.00
- Modelled premium
- $1.70
- Premium yield
- 1.8%
- Annualized premium yield
- 22.7%
- Breakeven
- $95.10
- Downside protection
- 1.8%
- Days to expiration
- 31
Update time unavailable
Loading graph — the exact table is available below.
$48.40Expiration P/L -$4,670.00Update time unavailable
Event / reference markers
- Spot: $96.80
- Expiry breakeven $95.10: $95.10
- sell call strike $112.00: $112.00
Exact data table
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$4,670.00 | Update time unavailable | ||
| -$4,573.20 | Update time unavailable | ||
| -$4,476.40 | Update time unavailable | ||
| -$4,379.60 | Update time unavailable | ||
| -$4,282.80 | Update time unavailable | ||
| -$4,186.00 | Update time unavailable | ||
| -$4,089.20 | Update time unavailable | ||
| -$3,992.40 | Update time unavailable | ||
| -$3,895.60 | Update time unavailable | ||
| -$3,798.80 | Update time unavailable | ||
| -$3,702.00 | Update time unavailable | ||
| -$3,605.20 | Update time unavailable | ||
| -$3,508.40 | Update time unavailable | ||
| -$3,411.60 | Update time unavailable | ||
| -$3,314.80 | Update time unavailable | ||
| -$3,218.00 | Update time unavailable | ||
| -$3,121.20 | Update time unavailable | ||
| -$3,024.40 | Update time unavailable | ||
| -$2,927.60 | Update time unavailable | ||
| -$2,830.80 | Update time unavailable | ||
| -$2,734.00 | Update time unavailable | ||
| -$2,637.20 | Update time unavailable | ||
| -$2,540.40 | Update time unavailable | ||
| -$2,443.60 | Update time unavailable | ||
| -$2,346.80 | Update time unavailable | ||
| -$2,250.00 | Update time unavailable | ||
| -$2,153.20 | Update time unavailable | ||
| -$2,056.40 | Update time unavailable | ||
| -$1,959.60 | Update time unavailable | ||
| -$1,862.80 | Update time unavailable | ||
| -$1,766.00 | Update time unavailable | ||
| -$1,669.20 | Update time unavailable | ||
| -$1,572.40 | Update time unavailable | ||
| -$1,475.60 | Update time unavailable | ||
| -$1,378.80 | Update time unavailable | ||
| -$1,282.00 | Update time unavailable | ||
| -$1,185.20 | Update time unavailable | ||
| -$1,088.40 | Update time unavailable | ||
| -$991.60 | Update time unavailable | ||
| -$894.80 | Update time unavailable | ||
| -$798.00 | Update time unavailable | ||
| -$701.20 | Update time unavailable | ||
| -$604.40 | Update time unavailable | ||
| -$507.60 | Update time unavailable | ||
| -$410.80 | Update time unavailable | ||
| -$314.00 | Update time unavailable | ||
| -$217.20 | Update time unavailable | ||
| -$120.40 | Update time unavailable | ||
| -$23.60 | Update time unavailable | ||
| -$0.00 | Update time unavailable | ||
| $73.20 | Update time unavailable | ||
| $170.00 | Update time unavailable | ||
| $170.00 | Spot reference | Update time unavailable | |
| $266.80 | Update time unavailable | ||
| $363.60 | Update time unavailable | ||
| $460.40 | Update time unavailable | ||
| $557.20 | Update time unavailable | ||
| $654.00 | Update time unavailable | ||
| $750.80 | Update time unavailable | ||
| $847.60 | Update time unavailable | ||
| $944.40 | Update time unavailable | ||
| $1,041.20 | Update time unavailable | ||
| $1,138.00 | Update time unavailable | ||
| $1,234.80 | Update time unavailable | ||
| $1,331.60 | Update time unavailable | ||
| $1,428.40 | Update time unavailable | ||
| $1,525.20 | Update time unavailable | ||
| $1,622.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable | ||
| $1,690.00 | Update time unavailable |
Black-Scholes from the published at-the-money implied volatility (one expected move above spot). Requires 100 shares per contract; above the strike the shares are called away.
Next steps
Data provenance
Figures are from published, reviewed research as of Oct 5, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.