The Options Insider

Calls Trade in NRG – Hunt for Yield

by | Mar 6, 2017 | Unusual Activity

Shares of NRG are up .04 to 17.34 today.? NRG is near the top of the 52 week range.

  • Paper traded 9900 NRG Jun16 19 call at .75.
  • The ADV is 5320 contracts.
  • The OI is 1154 contracts.

The volume went up in 1 block on the AMEX marked Stopped IM. Most likely this is a buy-write of some sort for an existing stockholder. These calls traded on the bid and the yield is not too bad to Jun at just under 5% for the calls.

  • IV 30 is trading 40%.
  • HV10 is trading for 31%.
  • IV 30 is trading above the HV 10.

NRG Energy, Inc. (NRG) is an integrated power company that produces, sells and delivers energy, and energy products and services in various power markets in the United States.