SMCI option chain Super Micro Computer, Inc.
Cboe delayed options data · as of 18:05 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 ±16.4% (26.79–37.30) · ATM IV 92.3% · P/C open interest 0.52
| 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 | |
| 12.10 | 12.30 | 1 | 10 | 118.0% | 0.98 | 0.0068 | -0.010 | 20 | 0.0700 | 0.0800 | 19 | 27 | 113.6% | -0.02 | 0.0068 | -0.012 |
| 7.45 | 7.60 | 27 | 78 | 99.8% | 0.89 | 0.0260 | -0.035 | 25 | 0.3600 | 0.4100 | 211 | 311 | 98.2% | -0.11 | 0.0260 | -0.036 |
| 6.55 | 6.75 | 96.4% | 0.86 | 0.0319 | -0.042 | 26 | 0.5200 | 0.5900 | 16 | 526 | 98.0% | -0.14 | 0.0320 | -0.043 | ||
| 5.80 | 5.95 | 2 | 96.8% | 0.82 | 0.0380 | -0.049 | 27 | 0.7300 | 0.7600 | 17 | 349 | 96.4% | -0.18 | 0.0381 | -0.050 | |
| 5.05 | 5.20 | 52 | 20 | 95.8% | 0.77 | 0.0441 | -0.056 | 28 | 0.9700 | 1.01 | 87 | 513 | 95.1% | -0.23 | 0.0442 | -0.057 |
| 4.35 | 4.45 | 11 | 49 | 93.6% | 0.72 | 0.0496 | -0.062 | 29 | 1.26 | 1.30 | 67 | 823 | 93.9% | -0.28 | 0.0498 | -0.062 |
| 3.70 | 3.85 | 175 | 294 | 93.4% | 0.67 | 0.0544 | -0.067 | 30 | 1.62 | 1.66 | 137 | 1,053 | 93.1% | -0.33 | 0.0546 | -0.067 |
| 3.15 | 3.25 | 239 | 279 | 92.7% | 0.61 | 0.0580 | -0.070 | 31 | 2.02 | 2.08 | 64 | 375 | 92.0% | -0.39 | 0.0583 | -0.070 |
| 2.64 | 2.78 | 363 | 316 | 92.9% | 0.55 | 0.0603 | -0.072 | 32 | 2.52 | 2.57 | 21 | 626 | 91.7% | -0.45 | 0.0606 | -0.072 |
| 2.39 | 2.55 | 19 | 92.4% | 0.52 | 0.0609 | -0.072 | 32.5 | 2.77 | 2.89 | 51 | 92.1% | -0.48 | 0.0612 | -0.072 | ||
| 2.20 | 2.22 | 1,242 | 191 | 90.9% | 0.49 | 0.0611 | -0.072 | 33 | 3.05 | 3.15 | 14 | 783 | 91.4% | -0.51 | 0.0614 | -0.072 |
| 1.99 | 2.12 | 47 | 92.2% | 0.46 | 0.0609 | -0.071 | 33.5 | 3.35 | 3.45 | 2 | 91.3% | -0.54 | 0.0613 | -0.072 | ||
| 1.82 | 1.85 | 395 | 611 | 90.8% | 0.43 | 0.0604 | -0.071 | 34 | 3.65 | 3.75 | 82 | 713 | 90.7% | -0.57 | 0.0608 | -0.071 |
| 1.61 | 1.76 | 51 | 91.5% | 0.40 | 0.0596 | -0.069 | 34.5 | 3.95 | 4.10 | 14 | 90.5% | -0.60 | 0.0600 | -0.070 | ||
| 1.48 | 1.54 | 1,624 | 1,535 | 90.8% | 0.38 | 0.0584 | -0.068 | 35 | 4.30 | 4.45 | 98 | 881 | 90.7% | -0.63 | 0.0589 | -0.068 |
| 1.31 | 1.45 | 10 | 91.4% | 0.35 | 0.0570 | -0.066 | 35.5 | 4.65 | 4.80 | 5 | 90.5% | -0.65 | 0.0575 | -0.066 | ||
| 1.20 | 1.27 | 137 | 676 | 90.9% | 0.32 | 0.0554 | -0.064 | 36 | 5.00 | 5.15 | 23 | 514 | 89.8% | -0.68 | 0.0558 | -0.064 |
| 1.08 | 1.16 | 16 | 91.2% | 0.30 | 0.0535 | -0.062 | 36.5 | 5.40 | 5.55 | 8 | 90.6% | -0.70 | 0.0540 | -0.062 | ||
| 0.9700 | 1.02 | 115 | 608 | 90.6% | 0.28 | 0.0516 | -0.060 | 37 | 5.80 | 5.95 | 84 | 433 | 91.0% | -0.73 | 0.0520 | -0.060 |
| 0.8700 | 0.9200 | 131 | 90.7% | 0.26 | 0.0494 | -0.057 | 37.5 | 6.15 | 6.35 | 5 | 90.0% | -0.75 | 0.0500 | -0.057 | ||
| 0.7800 | 0.8300 | 113 | 775 | 90.8% | 0.24 | 0.0472 | -0.055 | 38 | 6.60 | 6.75 | 18 | 448 | 90.7% | -0.77 | 0.0478 | -0.055 |
| 0.7000 | 0.7400 | 8 | 90.7% | 0.22 | 0.0450 | -0.052 | 38.5 | 7.00 | 7.15 | 89.9% | -0.79 | 0.0455 | -0.052 | |||
| 0.6300 | 0.6700 | 162 | 732 | 91.0% | 0.20 | 0.0427 | -0.050 | 39 | 7.45 | 7.60 | 20 | 188 | 91.1% | -0.81 | 0.0433 | -0.049 |
| 0.5100 | 0.5300 | 451 | 1,588 | 91.1% | 0.17 | 0.0382 | -0.045 | 40 | 8.25 | 8.45 | 8 | 522 | 88.5% | -0.84 | 0.0388 | -0.044 |
| 0.4200 | 0.4500 | 70 | 263 | 92.6% | 0.14 | 0.0338 | -0.040 | 41 | 9.20 | 9.35 | 24 | 248 | 90.1% | -0.86 | 0.0344 | -0.039 |
| 0.3400 | 0.3700 | 182 | 880 | 93.3% | 0.12 | 0.0297 | -0.035 | 42 | 10.10 | 10.30 | 2 | 223 | 90.7% | -0.89 | 0.0304 | -0.035 |
| 0.2800 | 0.3100 | 20 | 348 | 94.4% | 0.10 | 0.0260 | -0.031 | 43 | 11.05 | 11.25 | 1 | 263 | 92.1% | -0.91 | 0.0267 | -0.031 |
| 0.2300 | 0.2600 | 42 | 2,451 | 95.5% | 0.08 | 0.0228 | -0.028 | 44 | 12.00 | 12.20 | 177 | 92.6% | -0.92 | 0.0235 | -0.027 | |
| 0.1900 | 0.2200 | 252 | 1,492 | 96.6% | 0.07 | 0.0199 | -0.025 | 45 | 12.95 | 13.15 | 205 | 91.6% | -0.94 | 0.0207 | -0.024 | |
| 0.1500 | 0.1800 | 13 | 1,097 | 96.9% | 0.06 | 0.0174 | -0.022 | 46 | 13.90 | 14.15 | 2 | 8 | 92.6% | -0.95 | 0.0183 | -0.022 |
| 0.1300 | 0.1500 | 187 | 283 | 98.2% | 0.05 | 0.0153 | -0.020 | 47 | 14.90 | 15.10 | 12 | 92.5% | -0.95 | 0.0161 | -0.019 | |
| 0.1100 | 0.1400 | 10 | 987 | 100.2% | 0.05 | 0.0135 | -0.018 | 48 | 15.85 | 16.10 | 9 | 90.3% | -0.96 | 0.0144 | -0.017 | |
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs