Options/NEE

NEENextEra Energy, Inc.

Options Analysis Report•ELECTRIC SERVICES

Market Cap $172.0B|NYSE

● 2026-09-11$82.44

NEUTRAL

Analysis: 2026-09-10 EOD data

1Y +15.6%YTD +1.9%7D -1.2%

Options Vol

18,024

30D

Implied Move

±5.9%

IV Rank

NEE Options Overview

IV is low. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for option buyers

Learn

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NEE Gamma Walls

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Value

Is IV priced right?

6.8

ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks6/9 checks passed

IV Rank

≤35%

IV Rank 7.8% — cheap vs history

IV/HV Ratio

<1.05x

IV/HV 1.71x — IV premium over HV

Sector Relative≤50%

Sector percentile 63% — above sector median

Term Structure

<1.1x

Front/Back 0.87x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 22.7% — normal range

Spread-Adjusted Value

<80%

Effective IV 37.2% (ATM 22.7% + spread 7.3% + bias) — excellent value

Execution Efficiency

<3.0%

Total drag 11.50% (spread 7.27% + slippage 4.23%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 14.54 (vega 10.567 / spread 7.27%) — efficient

Sentiment

Bullish or bearish?

5.9

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksVery Bullish - Moderate signal (Conviction: +42%, Raw: +23%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +42% (strong bullish) — Raw: +23%

OI Skew Magnitude

≥15%

|OI skew| 11.4% — balanced

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew -40.2%, OI skew +11.4% — divergent (opposite)

Conviction Quality

≥2/3 conditions

0-DTE 20%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: +98%, ATM: -5%, OTM: +15% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 80% — very bearish vs sector

Activity

Unusual activity?

4.2

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed

Volume Surge

≥1.5x

Volume 0.7x avg — normal

Turnover Rate

≥15%

Vol/OI 3.7% — normal turnover

Multi-Day Persistence

≥2 days

1 day(s) elevated — may be one-day event

OI Build

≥5%

OI change +2.9% (5d) — building

Sector Relative≥60%

Sector activity percentile 59% — neutral vs sector

Trade Quality

≥30%

Large trade volume 44% — institutional presence

Execution Urgency

≥60%

Aggressive execution 41% — patient

Flow Conviction

≥30

Conviction +42 (bullish) — moderate

Liquidity

Can I trade efficiently?

4.8

IlliquidLiquid

Evaluates

bid-ask spreads

, volume depth, and open interest for trade execution quality.

Risk Checks4/8 checks passed

Tradeable Spread

≤5.0%

Spread 7.3% — wide

Adequate OI

≥10,000

OI 486,852 — deep

Active Volume

≥500

Volume 18,024/day — active

Reasonable Cost

≤$0.50

$0.36 to cross — cheap

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 66% — wider than sector

Order Book Depth

≥100 contracts

Depth 205.89999999999998 contracts (bid:93.8 ask:112.1) — adequate

Execution Quality

<1.0%

Avg slippage 4.23% — poor

Timing

Is now a good time?

7.3

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -13.3% — contango

IV Percentile Clarity

<30 or >70

IV percentile 8% — buyer opportunity

Event Detection

≥10pts kink

IV kink -1.8pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 276.63 — favors income trades

Expiration Distribution

≥3 expirations

5 liquid expirations — flexible

Event Risk

≥60% (safe)

caution advised: FOMC in 5d; CPI in 0d (HIGH)

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow +42% @ 71% consistency — STRONG directional (bullish)

Smart Money Timing

≥40 composite score

Score 74 (ITM 20% + inst 44%) — HIGH institutional

Directional Strategy Fit

Option Buyers

Long Calls6.3

bullishIV cheap, mixed flow

Long Puts5.6

bearishIV cheap, mixed flow

Premium Sellers

Cash-Secured Put5.1

bullishIV too cheap, mixed flow

Covered Call4.5

bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on NEE

NEE gamma walls NEE option chain NEE max pain NEE expected move NEE IV rank NEE put/call ratio NEE options flow