SMCI option chain Super Micro Computer, Inc.

Expiration 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 ±21.1% (25.27–38.82) · ATM IV 81.3% · P/C open interest 0.79

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
12.30	12.50		5	98.0%	0.95	0.0098	-0.011	20	0.2000	0.2500		360	96.5%	-0.05	0.0099	-0.013
7.90	8.10	4	4	87.0%	0.85	0.0257	-0.026	25	0.7300	0.8000	19	120	84.9%	-0.15	0.0258	-0.027
7.10	7.35			86.1%	0.82	0.0296	-0.029	26	0.9200	1.03	12	25	83.8%	-0.18	0.0298	-0.030
6.35	6.55		8	83.8%	0.78	0.0334	-0.032	27	1.16	1.29	21	144	82.8%	-0.22	0.0336	-0.033
5.65	5.85		6	82.8%	0.74	0.0370	-0.035	28	1.45	1.59	17	282	81.8%	-0.26	0.0372	-0.036
5.05	5.20	1	5	82.7%	0.70	0.0402	-0.038	29	1.86	1.95	11	590	82.2%	-0.30	0.0405	-0.039
4.45	4.60	4	22	82.0%	0.66	0.0429	-0.040	30	2.24	2.35	97	563	81.3%	-0.35	0.0432	-0.041
3.90	4.05	2	3	81.4%	0.61	0.0449	-0.042	31	2.65	2.82	17	73	80.6%	-0.39	0.0453	-0.042
3.40	3.60	73	27	81.5%	0.56	0.0463	-0.043	32	3.20	3.35	57	128	81.1%	-0.44	0.0467	-0.043
3.00	3.10	25	39	81.1%	0.52	0.0470	-0.043	33	3.75	3.90	33	190	80.7%	-0.49	0.0474	-0.043
2.61	2.78	28	136	81.9%	0.47	0.0470	-0.043	34	4.35	4.50	6	75	80.5%	-0.53	0.0475	-0.043
2.25	2.41	18	217	81.4%	0.43	0.0464	-0.042	35	5.00	5.15	3	132	80.4%	-0.57	0.0470	-0.043
1.95	2.09	274	264	81.4%	0.39	0.0453	-0.041	36	5.70	5.85	1	176	80.7%	-0.62	0.0459	-0.042
1.68	1.77	41	424	80.8%	0.35	0.0437	-0.040	37	6.35	6.60	1	63	79.9%	-0.66	0.0444	-0.040
1.44	1.57	23	180	81.3%	0.31	0.0418	-0.038	38	7.10	7.35	17	38	79.6%	-0.69	0.0425	-0.038
1.23	1.30	11	58	80.5%	0.28	0.0396	-0.036	39	8.00	8.15	17	28	81.2%	-0.73	0.0404	-0.036
1.06	1.11	56	580	80.6%	0.25	0.0372	-0.034	40	8.80	8.95	1	142	80.7%	-0.76	0.0381	-0.034
0.9100	1.00	22	82	81.5%	0.22	0.0348	-0.032	41	9.55	9.80	2	16	79.2%	-0.79	0.0357	-0.032
0.7800	0.8900	7	85	82.2%	0.20	0.0323	-0.030	42	10.40	10.70		1	79.5%	-0.81	0.0333	-0.030
0.6700	0.7600	12	6	82.2%	0.17	0.0298	-0.028	43	11.35	11.55		30	80.0%	-0.84	0.0309	-0.028
0.5800	0.6600	161	31	82.6%	0.15	0.0275	-0.026	44	12.20	12.50		14	79.9%	-0.86	0.0286	-0.026
0.4800	0.5400	63	188	81.8%	0.14	0.0252	-0.024	45	13.15	13.40		31	80.2%	-0.87	0.0263	-0.024
0.4300	0.4800	10	286	82.9%	0.12	0.0231	-0.022	46	14.15	14.35	1	4	82.6%	-0.89	0.0242	-0.022
0.3700	0.4400	31	31	83.8%	0.11	0.0211	-0.021	47	15.05	15.30		2	81.8%	-0.90	0.0223	-0.020
0.2900	0.4200	1	426	84.4%	0.10	0.0193	-0.019	48	16.05	16.25		18	83.6%	-0.92	0.0206	-0.019

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 27, 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 — Nov 27, 2026

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