SMCI option chain Super Micro Computer, Inc.
Cboe delayed options data · as of 00:38 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 ±31.9% (24.98–48.42) · ATM IV 74.0% · P/C open interest 0.74
| 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 | |
| 18.30 | 18.90 | 80 | 85.4% | 0.96 | 0.0054 | -0.001 | 19 | 0.3000 | 0.3700 | 1,429 | 83.8% | -0.04 | 0.0054 | -0.007 | ||
| 17.40 | 18.00 | 14 | 4,314 | 84.0% | 0.95 | 0.0064 | -0.002 | 20 | 0.3900 | 0.4400 | 10 | 5,368 | 81.8% | -0.05 | 0.0065 | -0.008 |
| 16.50 | 17.00 | 273 | 80.1% | 0.94 | 0.0076 | -0.003 | 21 | 0.4800 | 0.5900 | 1,584 | 81.8% | -0.06 | 0.0076 | -0.009 | ||
| 15.65 | 16.15 | 404 | 79.9% | 0.92 | 0.0088 | -0.005 | 22 | 0.6000 | 0.7000 | 4 | 2,072 | 80.4% | -0.08 | 0.0088 | -0.010 | |
| 14.80 | 15.40 | 395 | 80.5% | 0.91 | 0.0101 | -0.007 | 23 | 0.6600 | 0.9100 | 1,280 | 79.3% | -0.09 | 0.0102 | -0.012 | ||
| 14.00 | 14.50 | 269 | 79.0% | 0.90 | 0.0115 | -0.008 | 24 | 0.8600 | 1.00 | 941 | 3,782 | 78.1% | -0.11 | 0.0116 | -0.013 | |
| 13.25 | 13.75 | 2 | 888 | 79.5% | 0.88 | 0.0129 | -0.010 | 25 | 0.9200 | 1.18 | 2 | 2,911 | 75.8% | -0.12 | 0.0130 | -0.014 |
| 12.40 | 13.00 | 6 | 696 | 78.2% | 0.86 | 0.0143 | -0.012 | 26 | 1.16 | 1.48 | 3 | 3,098 | 76.7% | -0.14 | 0.0144 | -0.016 |
| 11.65 | 12.25 | 2 | 535 | 77.5% | 0.84 | 0.0157 | -0.013 | 27 | 1.50 | 1.75 | 5 | 1,897 | 77.5% | -0.16 | 0.0159 | -0.017 |
| 10.95 | 11.50 | 39 | 1,650 | 76.9% | 0.82 | 0.0172 | -0.015 | 28 | 1.67 | 2.05 | 4 | 2,672 | 76.3% | -0.18 | 0.0173 | -0.018 |
| 10.25 | 10.85 | 4 | 1,761 | 76.7% | 0.80 | 0.0185 | -0.017 | 29 | 1.94 | 2.25 | 229 | 4,311 | 74.8% | -0.21 | 0.0187 | -0.020 |
| 9.60 | 10.15 | 24 | 2,394 | 76.0% | 0.77 | 0.0198 | -0.018 | 30 | 2.30 | 2.57 | 267 | 8,378 | 74.7% | -0.23 | 0.0200 | -0.021 |
| 9.00 | 9.55 | 25 | 1,147 | 76.1% | 0.75 | 0.0210 | -0.019 | 31 | 2.68 | 2.99 | 6 | 1,532 | 75.9% | -0.25 | 0.0213 | -0.022 |
| 8.40 | 8.95 | 22 | 1,777 | 75.8% | 0.72 | 0.0221 | -0.021 | 32 | 3.00 | 3.40 | 7 | 1,189 | 74.4% | -0.28 | 0.0224 | -0.023 |
| 7.85 | 8.25 | 397 | 74.7% | 0.70 | 0.0231 | -0.022 | 33 | 3.60 | 3.90 | 10 | 1,728 | 76.0% | -0.31 | 0.0234 | -0.024 | |
| 7.30 | 7.70 | 75 | 1,308 | 74.3% | 0.67 | 0.0240 | -0.023 | 34 | 4.05 | 4.25 | 1 | 1,662 | 75.0% | -0.33 | 0.0243 | -0.024 |
| 6.85 | 7.20 | 57 | 2,556 | 74.6% | 0.65 | 0.0247 | -0.024 | 35 | 4.40 | 4.75 | 36 | 7,141 | 74.0% | -0.36 | 0.0251 | -0.025 |
| 6.35 | 6.85 | 27 | 1,842 | 75.1% | 0.62 | 0.0253 | -0.024 | 36 | 5.00 | 5.30 | 9 | 1,410 | 74.7% | -0.38 | 0.0258 | -0.025 |
| 5.95 | 6.25 | 39 | 770 | 74.3% | 0.59 | 0.0258 | -0.025 | 37 | 5.45 | 5.80 | 10 | 714 | 73.7% | -0.41 | 0.0263 | -0.026 |
| 5.50 | 5.80 | 7 | 1,530 | 73.9% | 0.57 | 0.0262 | -0.026 | 38 | 6.05 | 6.40 | 27 | 933 | 74.0% | -0.44 | 0.0267 | -0.026 |
| 5.10 | 5.40 | 9 | 1,117 | 73.8% | 0.54 | 0.0264 | -0.026 | 39 | 6.65 | 7.00 | 23 | 931 | 74.0% | -0.46 | 0.0270 | -0.026 |
| 4.85 | 5.00 | 691 | 7,861 | 74.2% | 0.52 | 0.0265 | -0.026 | 40 | 7.25 | 7.65 | 31 | 3,923 | 73.9% | -0.49 | 0.0271 | -0.026 |
| 4.45 | 4.85 | 2 | 931 | 75.4% | 0.49 | 0.0265 | -0.026 | 41 | 8.05 | 8.30 | 2,052 | 74.8% | -0.51 | 0.0272 | -0.026 | |
| 4.20 | 4.55 | 4 | 2,093 | 75.7% | 0.47 | 0.0264 | -0.026 | 42 | 8.70 | 9.10 | 5 | 1,180 | 75.5% | -0.54 | 0.0271 | -0.025 |
| 3.95 | 4.25 | 8 | 715 | 76.0% | 0.45 | 0.0263 | -0.026 | 43 | 9.30 | 9.70 | 896 | 74.3% | -0.56 | 0.0270 | -0.025 | |
| 3.65 | 4.00 | 16 | 511 | 76.1% | 0.43 | 0.0260 | -0.026 | 44 | 10.10 | 10.40 | 2,452 | 74.7% | -0.58 | 0.0268 | -0.025 | |
| 3.40 | 3.55 | 109 | 3,360 | 75.0% | 0.40 | 0.0257 | -0.026 | 45 | 10.75 | 11.15 | 521 | 74.3% | -0.60 | 0.0265 | -0.024 | |
| 3.05 | 3.35 | 298 | 959 | 74.6% | 0.38 | 0.0253 | -0.026 | 46 | 11.50 | 11.95 | 599 | 74.6% | -0.63 | 0.0261 | -0.024 | |
| 2.87 | 3.25 | 357 | 774 | 75.8% | 0.36 | 0.0248 | -0.025 | 47 | 12.40 | 12.85 | 679 | 76.4% | -0.65 | 0.0257 | -0.023 | |
| 2.72 | 2.99 | 78 | 1,132 | 75.9% | 0.35 | 0.0243 | -0.025 | 48 | 13.10 | 13.65 | 557 | 75.9% | -0.66 | 0.0253 | -0.022 | |
| 2.49 | 2.87 | 19 | 715 | 76.2% | 0.33 | 0.0238 | -0.025 | 49 | 13.90 | 14.45 | 1,783 | 75.9% | -0.68 | 0.0248 | -0.022 | |
| 2.32 | 2.70 | 379 | 7,445 | 76.4% | 0.31 | 0.0232 | -0.024 | 50 | 14.70 | 15.30 | 3,713 | 76.1% | -0.70 | 0.0242 | -0.021 | |
| 2.01 | 2.30 | 3 | 3,011 | 76.2% | 0.28 | 0.0220 | -0.023 | 52 | 16.50 | 17.00 | 1,040 | 77.5% | -0.73 | 0.0231 | -0.019 | |
| 1.74 | 2.04 | 1,093 | 76.6% | 0.25 | 0.0207 | -0.022 | 54 | 18.05 | 18.75 | 593 | 76.6% | -0.76 | 0.0220 | -0.018 | ||
| 1.63 | 2.00 | 21 | 3,613 | 77.5% | 0.24 | 0.0201 | -0.021 | 55 | 18.95 | 19.60 | 966 | 76.7% | -0.78 | 0.0214 | -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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs