NRG · Iron Condor Setups

NRG Energy, Inc.

Iron condor opportunities for NRG based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.

NRG IV rank history

30 sessions

IV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).

Current Iron Condor Setup for NRG
Score
6.07
Breach Rate
32.0%
184 of 575 observations
Avg Straddle
$13.27
13.3% of price
IV Rank
72%
IV Premium
1.18x
IV ÷ Realized Vol
Beta vs SPY
1.37
P/C Vol
0.67
Current Price
$99.80
Score formula: (1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty. Higher is better. NRG is ranked against all other tracked symbols by score; see the full Iron Condor Screener for the leaderboard.
NRG IV Rank — Last 30 Days
DateIV Rank
2026102172%
2026102072%
2026101969%
2026101671%
20261015100%
2026101480%
2026101364%
2026101264%
2026100967%
2026100857%
2026100771%
2026100655%
2026100556%
2026100238%
2026100145%
2026093029%
2026092932%
2026092850%
2026092524%
2026092421%
2026092320%
2026092223%
2026092121%
2026091822%
2026091726%
2026091635%
2026091533%
2026091437%
2026091129%
2026091023%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.