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No strategies meet current entry criteria.
Duke Energy (DUK) is a Utilities stock with actively traded listed options. IV Rank 20% is 7pp below the Utilities sector median of 27%. See Walls for support and resistance levels.
DUK Edge Score: 60/100 — data coverage is strong, but current trading conditions are unfavorable.
Earnings in 12d. The best trade today might be no trade.
See full analysis →DUK conditions are unfavorable — but other tickers may have edge today
When conditions are weak for one stock, others in the S&P 500 often show strong setups. Check today's top-ranked candidates instead of forcing a trade here.
Why two RV values? Yang-Zhang RV (19.8%, OHLC-based) captures intraday volatility, while ORATS RV (16.1%, close-to-close) uses only closing prices. For DUK, YZ is higher — suggesting significant intraday movement not captured in closing prices. VRP is computed using ORATS RV to match the IV source. Gap: 3.7pp. Full IV Analysis →
Earnings impact: Raw VRP (+4.6pp) includes an IV premium from upcoming earnings (12d). Excluding this premium, VRP is +0.2pp. The 4pp gap is earnings-driven — not a structural edge.
Weak — Unfavorable for premium selling
EM = Price × RV₂₀d × √(t/252). Uses Yang-Zhang 20d realized volatility (not implied). ±1σ (68% confidence).
Conditions are weak — explore alternatives or wait for a better setup.
Volatility
IV Rank, IV vs RV comparison
Volatility Risk Premium edge
Volatility smile & skew shifts
IV curve across expirations
Strategy
P&L calculator for any strategy
Ranked strategies & selling conditions
Best CC strikes, premiums & scores
CSP → assignment → CC calculator
Early assignment probability & alerts
Flow & Events
Support & resistance from OI
IV crush & historical earnings
Price range & strike placement
Historical expected move hit rates
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Edge Score = weighted composite of VRP, IV Rank, RV Regime, Earnings Proximity, Term Structure, and Liquidity. Ranges: Defensive (0–39), Selective (40–64), Favorable (65–100).IV Rank, VRP, RV Ratio, days to earnings, backwardation/contango, bid-ask spread quality
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
The score reflects current market conditions and changes daily. A high score indicates favorable conditions for premium selling, not guaranteed profit. Always verify execution quality with your broker.
Duke Energy shows moderately favorable conditions for premium selling. Yang-Zhang realized volatility reads 19.8% over 20 days versus a 16.5% 60-day baseline. The RV Ratio (HV 20d / IV 30d) is 0.78, indicating calming conditions relative to implied expectations. An utilities sector component tracked by volradar. For premium sellers tracking DUK, this ratio suggests options are likely priced for more movement than the stock is currently delivering.
Looking at the past 20 trading days, DUK's RV ratio has been trending lower. The ratio ranged from 1.38 to 1.22, with the current reading of 0.78 near the lower end. 0 of 20 days showed seller-favorable conditions. A gradual decline is often more sustainable than a sharp drop, suggesting DUK may remain in this lower-vol regime for a while.
Based on current realized volatility, traders can expect DUK to move approximately ±$1.65 (1.2%) per day and ±$3.68 (2.8%) over five trading days. At a stock price of $131.96, these ranges are derived from the Yang-Zhang volatility model which accounts for overnight gaps and intraday range — more accurate than simple close-to-close calculations. Premium sellers typically place short strikes outside these 1-standard-deviation ranges to achieve approximately 68%+ probability of profit.
Current conditions on DUK point toward range-bound strategies like iron condor (tight wings). Moderately calm conditions (ratio 0.78). Range-bound behavior favors iron condors. Earnings in 12d — tighten wings. Iron Condor (Tight Wings) benefits from time decay while defining maximum risk on both sides — a structure that suits DUK's current volatility profile where directional edge is limited but overall conditions are acceptable for premium collection.
DUK has earnings in roughly 12 trading days. While not immediate, this proximity means implied volatility may begin expanding as the market prices in event risk. Premium sellers should factor this into DTE selection — positions expiring before earnings avoid the binary risk entirely, while positions spanning the event carry significantly higher uncertainty.
Utilities are traditionally low-vol defensive plays, but interest rate sensitivity can create unexpected moves. DUK specifically an Utilities sector component tracked by VolRadar. Understanding sector-level volatility dynamics helps premium sellers diversify their positions across different correlation regimes.
VolRadar tracks DUK daily as part of the S&P 500 universe, providing Yang-Zhang (OHLC-based) realized volatility across 10, 20, and 60-day windows, RV ratio analysis, expected move calculations, and premium selling condition assessments. Note: RV values on this page use the Yang-Zhang estimator (captures overnight gaps); VRP and RV Ratio use ORATS close-to-close RV to match the IV data source. Data is updated daily after market close (~6:00 PM ET). All analysis is for educational purposes only and does not constitute financial advice. Options trading involves significant risk of loss.
More about DUK
Duke Energy currently shows a weak premium selling signal because earnings in 12 days, low IV Rank. Consider waiting for conditions to improve. The VRP Analysis page tracks historical premium edge trends that may signal when conditions are turning.
Duke Energy's IV Rank is 20%, indicating relatively cheap options. While premiums are thinner, low IV can present opportunities for option buyers or for sellers who focus on probability rather than absolute premium. See the IV Analysis page for detailed breakdown.
Duke Energy has earnings in 12 days. Earnings are the largest source of gap risk for option positions. The Earnings Crush page shows historical post-earnings IV crush patterns, while the Strategy Builder can help model defined-risk positions around the announcement.
Duke Energy currently shows a weak premium selling signal because earnings in 12 days, low IV Rank (20%). Consider waiting for conditions to improve.
Duke Energy's volatility is measured using two key metrics. The RV Ratio compares realized volatility (ORATS HV 20d) to implied volatility (IV 30d). When the RV Ratio drops below 0.85, realized movement is well below what options are pricing — the sweet spot for premium sellers. VRP (Volatility Risk Premium) measures the gap between IV and HV in percentage points — positive VRP means options are overpriced relative to actual movement. Current RV Ratio: 0.78.
Duke Energy's snapshot: IV Rank 20% (low premiums), VRP +4.6pp (options overpriced), RV Ratio 0.78 (calming volatility). These three metrics work together — IV Rank shows historical context, VRP shows current overpricing, and RV Ratio shows the volatility trend. See the IV Analysis page for peer comparisons and deeper breakdown.
VolRadar provides 10 analysis pages for Duke Energy: Overview (this page), Premium Selling (signal and strategy verdict), VRP Analysis (volatility risk premium history), Expected Move (range and probabilities), IV Analysis (implied volatility breakdown and peer comparison), Earnings Crush (historical post-earnings IV patterns), Options Strategy Builder (18 presets + custom calculator), Covered Call Analysis (ranked by CC Score), Wheel Strategy (CSP calculator and viability), and Support & Resistance Walls (options-derived price levels).
Key risks for Duke Energy right now: earnings in 12 days — the largest source of overnight gap risk that can blow through short strikes. These risks are worse when combined — for example, selling into earnings with negative VRP removes both your statistical edge and your safety margin. Use VolRadar's sub-pages to contextualize: VRP Analysis for edge confirmation, IV Analysis for premium adequacy, and Expected Move for strike distance guidance.
Duke Energy has earnings in approximately 12 days, the largest source of gap risk for option positions. Three VolRadar pages are especially relevant: the Earnings Crush page shows Duke Energy's historical win rate and implied-vs-actual move pattern; the Premium Selling page reflects whether the signal accounts for event risk; and the Strategy Builder can model defined-risk positions around the announcement.
Based on Yang-Zhang realized volatility, Duke Energy has a 1-day expected move of ±$1.65 (±1.3%) and a 5-day expected move of ±$3.68 (±2.8%). This means the stock is expected to trade between $128 and $136 over the next week with approximately 68% probability.
Higher RV Ratio (closer to 1.0) means IV barely exceeds RV, resulting in slimmer VRP edge. Lower RV Ratio = wider gap between IV and actual movement = stronger seller edge.
View all Utilities tickers →More analysis sections planned — Dark Pool Flow, Unusual Activity, Sector Comparison, and more.