SMCI option chain Super Micro Computer, Inc.
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 ±18.5% (26.11–37.98) · ATM IV 88.6% · P/C open interest 0.85
| 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 | |
| 12.15 | 12.35 | 5 | 105.9% | 0.97 | 0.0084 | -0.011 | 20 | 0.0900 | 0.1800 | 11 | 23 | 107.7% | -0.03 | 0.0084 | -0.013 | |
| 7.60 | 7.80 | 18 | 94.1% | 0.87 | 0.0262 | -0.032 | 25 | 0.5300 | 0.5800 | 89 | 530 | 94.0% | -0.13 | 0.0263 | -0.033 | |
| 6.80 | 7.00 | 5 | 93.6% | 0.84 | 0.0311 | -0.037 | 26 | 0.7200 | 0.7700 | 5 | 420 | 93.2% | -0.16 | 0.0312 | -0.038 | |
| 6.05 | 6.20 | 10 | 92.3% | 0.80 | 0.0361 | -0.042 | 27 | 0.9200 | 0.9900 | 27 | 92 | 91.4% | -0.20 | 0.0362 | -0.043 | |
| 5.30 | 5.50 | 2 | 31 | 91.3% | 0.76 | 0.0408 | -0.047 | 28 | 1.17 | 1.27 | 63 | 113 | 90.2% | -0.24 | 0.0410 | -0.048 |
| 4.65 | 4.80 | 4 | 36 | 90.3% | 0.71 | 0.0451 | -0.051 | 29 | 1.49 | 1.61 | 38 | 427 | 89.6% | -0.29 | 0.0452 | -0.052 |
| 4.05 | 4.20 | 6 | 53 | 90.2% | 0.66 | 0.0486 | -0.054 | 30 | 1.90 | 1.98 | 76 | 324 | 89.2% | -0.34 | 0.0489 | -0.055 |
| 3.50 | 3.60 | 14 | 24 | 89.1% | 0.61 | 0.0513 | -0.057 | 31 | 2.32 | 2.42 | 49 | 158 | 88.4% | -0.39 | 0.0516 | -0.057 |
| 3.00 | 3.10 | 69 | 341 | 88.7% | 0.56 | 0.0530 | -0.058 | 32 | 2.83 | 2.93 | 70 | 236 | 88.4% | -0.45 | 0.0533 | -0.059 |
| 2.55 | 2.64 | 92 | 356 | 88.1% | 0.50 | 0.0537 | -0.059 | 33 | 3.35 | 3.50 | 59 | 465 | 87.8% | -0.50 | 0.0541 | -0.059 |
| 2.16 | 2.27 | 96 | 149 | 88.3% | 0.45 | 0.0534 | -0.058 | 34 | 3.95 | 4.10 | 102 | 884 | 87.4% | -0.55 | 0.0538 | -0.058 |
| 1.83 | 1.89 | 170 | 273 | 87.6% | 0.40 | 0.0523 | -0.057 | 35 | 4.55 | 4.75 | 102 | 498 | 86.2% | -0.60 | 0.0527 | -0.057 |
| 1.53 | 1.63 | 36 | 152 | 88.1% | 0.36 | 0.0504 | -0.055 | 36 | 5.30 | 5.45 | 92 | 224 | 86.7% | -0.65 | 0.0509 | -0.054 |
| 1.29 | 1.36 | 80 | 470 | 88.1% | 0.31 | 0.0478 | -0.052 | 37 | 6.05 | 6.20 | 14 | 256 | 86.7% | -0.69 | 0.0484 | -0.052 |
| 1.07 | 1.13 | 65 | 418 | 87.8% | 0.27 | 0.0449 | -0.049 | 38 | 6.85 | 7.00 | 26 | 357 | 87.3% | -0.73 | 0.0455 | -0.048 |
| 0.8900 | 0.9300 | 31 | 195 | 87.6% | 0.24 | 0.0417 | -0.045 | 39 | 7.70 | 7.80 | 4 | 135 | 87.6% | -0.77 | 0.0423 | -0.045 |
| 0.7500 | 0.7700 | 645 | 1,268 | 87.9% | 0.21 | 0.0383 | -0.042 | 40 | 8.50 | 8.70 | 4 | 235 | 87.8% | -0.80 | 0.0390 | -0.041 |
| 0.6200 | 0.6700 | 31 | 224 | 88.7% | 0.18 | 0.0349 | -0.038 | 41 | 9.40 | 9.55 | 6 | 35 | 88.0% | -0.83 | 0.0357 | -0.038 |
| 0.5200 | 0.5500 | 79 | 492 | 88.9% | 0.15 | 0.0316 | -0.035 | 42 | 10.30 | 10.45 | 108 | 88.5% | -0.85 | 0.0323 | -0.034 | |
| 0.4300 | 0.4600 | 47 | 241 | 89.2% | 0.13 | 0.0284 | -0.032 | 43 | 11.20 | 11.40 | 24 | 89.5% | -0.87 | 0.0293 | -0.031 | |
| 0.3600 | 0.3900 | 38 | 132 | 89.8% | 0.11 | 0.0255 | -0.029 | 44 | 12.15 | 12.30 | 40 | 89.6% | -0.89 | 0.0263 | -0.028 | |
| 0.3100 | 0.3300 | 229 | 314 | 90.6% | 0.10 | 0.0228 | -0.026 | 45 | 13.10 | 13.25 | 565 | 90.6% | -0.91 | 0.0237 | -0.025 | |
| 0.2600 | 0.3400 | 97 | 93.4% | 0.09 | 0.0204 | -0.024 | 46 | 14.05 | 14.20 | 3 | 90.9% | -0.92 | 0.0213 | -0.022 | ||
| 0.2200 | 0.2500 | 1 | 66 | 92.4% | 0.08 | 0.0182 | -0.021 | 47 | 15.00 | 15.15 | 3 | 90.3% | -0.93 | 0.0192 | -0.020 | |
| 0.1900 | 0.2100 | 5 | 117 | 93.0% | 0.07 | 0.0163 | -0.019 | 48 | 15.95 | 16.15 | 1 | 91.3% | -0.94 | 0.0173 | -0.018 | |
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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.