SMCI option chain Super Micro Computer, Inc.

Expiration Cboe delayed options data · as of 21:53 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

This expiration prices a move of about ±17.4% (31.27–44.41) · ATM IV 69.3% · P/C open interest 0.30

CALLS								Strike	PUTS
Bid	Ask	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Ask	Vol	OI	IV	Δ	Γ	Θ
17.80	18.30		16	109.8%	0.98	0.0032	0.000	20	0.0100	0.0900	5		96.6%	-0.02	0.0032	-0.006
12.90	13.40		2	83.9%	0.96	0.0086	-0.005	25	0.0100	0.2700		13	78.8%	-0.04	0.0087	-0.011
11.95	12.45			81.1%	0.95	0.0107	-0.008	26	0.0900	0.3200			78.6%	-0.05	0.0108	-0.013
11.05	11.50		1	79.3%	0.94	0.0133	-0.010	27	0.1700	0.3200	4	17	75.1%	-0.06	0.0134	-0.015
10.10	10.60		1	76.6%	0.92	0.0164	-0.013	28	0.3000	0.3700	12	30	74.3%	-0.08	0.0164	-0.018
9.15	9.70			73.4%	0.90	0.0199	-0.017	29	0.4000	0.4900	16	12	73.2%	-0.10	0.0200	-0.021
8.40	8.85	2	10	74.7%	0.88	0.0238	-0.021	30	0.5300	0.6500	15	34	72.5%	-0.12	0.0239	-0.024
7.60	8.00		13	73.5%	0.85	0.0279	-0.025	31	0.6900	0.8000	17	17	71.0%	-0.15	0.0280	-0.028
6.85	7.25		16	73.6%	0.81	0.0320	-0.029	32	0.8900	1.06	21	19	71.0%	-0.19	0.0322	-0.031
6.10	6.50		22	72.5%	0.77	0.0360	-0.032	33	1.14	1.28	37	45	69.8%	-0.23	0.0362	-0.035
5.35	5.80		10	71.0%	0.73	0.0396	-0.036	34	1.42	1.60	17	59	69.3%	-0.27	0.0399	-0.038
4.75	5.15	9	22	71.0%	0.69	0.0428	-0.039	35	1.75	2.01	14	42	69.3%	-0.31	0.0431	-0.040
4.05	4.55	22	31	69.3%	0.64	0.0454	-0.041	36	2.05	2.40	6	137	67.7%	-0.36	0.0457	-0.042
3.60	3.95	22	62	69.4%	0.59	0.0472	-0.043	37	2.53	2.88	2	18	68.0%	-0.41	0.0476	-0.044
3.15	3.50	26	60	70.0%	0.54	0.0483	-0.044	38	3.10	3.40	6	22	68.6%	-0.46	0.0487	-0.044
2.67	3.10	6	29	69.9%	0.50	0.0486	-0.044	39	3.55	4.00		8	67.7%	-0.51	0.0491	-0.044
2.30	2.56	60	46	68.4%	0.45	0.0482	-0.044	40	4.15	4.65		16	68.0%	-0.55	0.0487	-0.044
2.02	2.34	4	14	70.4%	0.41	0.0472	-0.043	41	4.80	5.30	1	1	67.8%	-0.60	0.0477	-0.043
1.72	1.92	19	102	69.2%	0.36	0.0456	-0.042	42	5.50	6.00			67.8%	-0.64	0.0462	-0.041
1.45	1.77	7	35	70.5%	0.33	0.0436	-0.041	43	6.25	6.75			68.2%	-0.68	0.0442	-0.039
1.26	1.50	32	21	70.6%	0.29	0.0412	-0.039	44	7.05	7.50	20	10	68.3%	-0.72	0.0419	-0.037
1.07	1.19	43	23	69.5%	0.26	0.0387	-0.036	45	7.85	8.30			68.2%	-0.75	0.0394	-0.034
0.9100	1.11	1,535	1,035	71.0%	0.23	0.0360	-0.034	46	8.65	9.20	1		68.8%	-0.78	0.0368	-0.032
0.7100	1.02	17	26	73.0%	0.20	0.0333	-0.032	47	9.50	10.00			67.9%	-0.81	0.0341	-0.029
0.6100	0.7800	18	11	70.2%	0.18	0.0306	-0.030	48	10.40	10.90			68.7%	-0.83	0.0315	-0.026
0.5700	0.6700	68	22	71.5%	0.15	0.0280	-0.027	49	11.30	11.80			68.9%	-0.85	0.0289	-0.024
0.4900	0.5400	35	17	71.8%	0.14	0.0255	-0.025	50	12.20	12.65			67.2%	-0.87	0.0265	-0.021
0.1400	0.2800	2	17	71.4%	0.08	0.0158	-0.017	55	17.00	17.50			72.4%	-0.94	0.0166	-0.011

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Oct 09, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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SMCI option chain Super Micro Computer, Inc.

Volatility smile — Oct 09, 2026

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