Shares of NRG Energy Inc. (NRG) are up .26 to 35.71. NRG is near the upper end of the 52 week range.
Today paper traded 12092 NRG Jan 2015 35 calls for 2.45.? The ADV is 8209 contracts. The OI is 8803 contracts.
The volume went up in 1 large block.? The calls went up close to the offer and with call buying in other strikes in NRG.? Most likely this was a buyer looking to get long as the calls are now 2.60 bid.
?30-day implied volatility is 23%.?? 10-day implied volatility is 18%.? 30 day implied volatility is trading above the 10 Day Historical volatility.
NRG Energy, Inc. (NRG) is an integrated wholesale power generation and retail electricity company in the United States.?