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They have the ability to create small bolts of lightning that can be directed to strike near them; doing so drains them a moderate amount.
They have the ability to shed their flesh and turn into pure lightning for a short time and while in this state, the user is immune to all attacks and anything they touch is intensely burned; however, once the user changes back they will be extremely drained and immobile for a long time.
They have the ability to hover or fly, however, the longer they fly the more it drains them.
They can predict where lightning will strike and when during an electrical or lightning storm
They are innately resistant to both electricity and lightning.
They have a telepathic/empathetic connection with nature and other nymphs
As they are nymphs they do not age, remaining eternally young.
They are rarely afraid of heights.
They are prone to being claustrophobic, as they generally prefer open spaces.
More than likely they are created or turned into one by Zeus, or other gods or goddesses whose scope involves the sky or the weather