SMCI option chain Super Micro Computer, Inc.
Cboe delayed options data · as of 13:05 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 ±25.7% (23.37–39.57) · ATM IV 79.1% · P/C open interest 0.78
| 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 | |
| 16.30 | 16.45 | 11 | 69 | 102.0% | 0.97 | 0.0046 | -0.004 | 16 | 0.1200 | 0.1700 | 271 | 99.3% | -0.03 | 0.0046 | -0.006 | |
| 15.35 | 15.50 | 10 | 51 | 98.7% | 0.97 | 0.0058 | -0.005 | 17 | 0.1600 | 0.2100 | 1 | 889 | 96.2% | -0.03 | 0.0059 | -0.007 |
| 14.40 | 14.55 | 6 | 130 | 94.8% | 0.96 | 0.0073 | -0.007 | 18 | 0.2100 | 0.2500 | 5 | 3,058 | 92.9% | -0.04 | 0.0074 | -0.009 |
| 13.45 | 13.65 | 83 | 94.1% | 0.95 | 0.0091 | -0.009 | 19 | 0.2700 | 0.3400 | 21 | 1,513 | 91.3% | -0.05 | 0.0091 | -0.011 | |
| 12.60 | 12.70 | 9 | 3,942 | 90.6% | 0.93 | 0.0111 | -0.011 | 20 | 0.3600 | 0.4000 | 200 | 5,419 | 88.8% | -0.07 | 0.0111 | -0.012 |
| 11.70 | 11.85 | 261 | 89.3% | 0.92 | 0.0133 | -0.013 | 21 | 0.4900 | 0.5400 | 39 | 1,669 | 88.6% | -0.08 | 0.0134 | -0.014 | |
| 10.85 | 11.00 | 2 | 397 | 88.1% | 0.90 | 0.0158 | -0.015 | 22 | 0.6000 | 0.6600 | 15 | 2,724 | 86.3% | -0.10 | 0.0159 | -0.017 |
| 10.00 | 10.15 | 322 | 85.9% | 0.88 | 0.0184 | -0.017 | 23 | 0.7600 | 0.8400 | 10 | 1,551 | 85.4% | -0.12 | 0.0185 | -0.019 | |
| 9.20 | 9.35 | 8 | 248 | 84.8% | 0.85 | 0.0211 | -0.020 | 24 | 0.9500 | 1.03 | 48 | 2,924 | 84.2% | -0.15 | 0.0213 | -0.021 |
| 8.45 | 8.60 | 5 | 1,033 | 84.2% | 0.82 | 0.0239 | -0.022 | 25 | 1.19 | 1.26 | 267 | 6,503 | 82.7% | -0.18 | 0.0240 | -0.023 |
| 7.70 | 7.85 | 8 | 385 | 82.7% | 0.79 | 0.0266 | -0.024 | 26 | 1.43 | 1.53 | 95 | 3,309 | 82.3% | -0.21 | 0.0268 | -0.025 |
| 7.00 | 7.15 | 13 | 528 | 81.7% | 0.76 | 0.0292 | -0.026 | 27 | 1.73 | 1.83 | 29 | 3,383 | 81.5% | -0.24 | 0.0294 | -0.027 |
| 6.35 | 6.50 | 7 | 1,669 | 81.0% | 0.73 | 0.0316 | -0.028 | 28 | 2.07 | 2.17 | 150 | 5,313 | 80.8% | -0.27 | 0.0318 | -0.029 |
| 5.75 | 5.90 | 336 | 1,861 | 80.7% | 0.69 | 0.0337 | -0.030 | 29 | 2.45 | 2.53 | 66 | 4,370 | 79.9% | -0.31 | 0.0340 | -0.031 |
| 5.20 | 5.30 | 107 | 2,118 | 80.0% | 0.65 | 0.0355 | -0.031 | 30 | 2.88 | 2.95 | 485 | 9,423 | 79.3% | -0.35 | 0.0358 | -0.032 |
| 4.65 | 4.80 | 180 | 1,194 | 79.5% | 0.62 | 0.0370 | -0.032 | 31 | 3.30 | 3.45 | 542 | 2,868 | 78.7% | -0.39 | 0.0374 | -0.033 |
| 4.15 | 4.30 | 1,011 | 2,414 | 78.8% | 0.58 | 0.0380 | -0.033 | 32 | 3.85 | 4.00 | 165 | 2,606 | 79.1% | -0.43 | 0.0385 | -0.033 |
| 3.75 | 3.85 | 196 | 628 | 78.9% | 0.54 | 0.0387 | -0.033 | 33 | 4.40 | 4.55 | 295 | 2,239 | 78.7% | -0.46 | 0.0392 | -0.034 |
| 3.30 | 3.45 | 375 | 1,507 | 78.2% | 0.50 | 0.0390 | -0.034 | 34 | 5.00 | 5.10 | 492 | 3,671 | 78.1% | -0.50 | 0.0396 | -0.034 |
| 2.99 | 3.10 | 369 | 3,217 | 78.7% | 0.47 | 0.0390 | -0.033 | 35 | 5.65 | 5.75 | 255 | 7,537 | 78.3% | -0.54 | 0.0396 | -0.034 |
| 2.64 | 2.73 | 159 | 1,791 | 78.0% | 0.43 | 0.0386 | -0.033 | 36 | 6.25 | 6.40 | 63 | 1,553 | 77.3% | -0.58 | 0.0392 | -0.033 |
| 2.34 | 2.43 | 250 | 1,334 | 77.8% | 0.40 | 0.0378 | -0.032 | 37 | 6.95 | 7.15 | 13 | 1,882 | 77.7% | -0.61 | 0.0386 | -0.032 |
| 2.10 | 2.17 | 1,471 | 2,757 | 78.1% | 0.36 | 0.0369 | -0.031 | 38 | 7.70 | 7.85 | 37 | 1,473 | 77.5% | -0.64 | 0.0377 | -0.031 |
| 1.87 | 1.93 | 100 | 1,838 | 78.2% | 0.33 | 0.0357 | -0.030 | 39 | 8.50 | 8.65 | 129 | 1,935 | 78.3% | -0.67 | 0.0366 | -0.030 |
| 1.66 | 1.70 | 1,678 | 9,841 | 78.0% | 0.31 | 0.0344 | -0.029 | 40 | 9.25 | 9.40 | 92 | 6,174 | 77.5% | -0.70 | 0.0353 | -0.029 |
| 1.47 | 1.53 | 56 | 1,627 | 78.3% | 0.28 | 0.0329 | -0.028 | 41 | 10.05 | 10.25 | 7 | 2,496 | 77.8% | -0.73 | 0.0339 | -0.028 |
| 1.31 | 1.36 | 179 | 3,162 | 78.4% | 0.26 | 0.0314 | -0.027 | 42 | 10.90 | 11.05 | 55 | 1,744 | 77.7% | -0.75 | 0.0324 | -0.027 |
| 1.16 | 1.20 | 151 | 1,110 | 78.4% | 0.23 | 0.0298 | -0.026 | 43 | 11.75 | 11.90 | 5 | 1,060 | 77.7% | -0.78 | 0.0309 | -0.025 |
| 1.03 | 1.09 | 497 | 1,123 | 78.8% | 0.21 | 0.0282 | -0.024 | 44 | 12.65 | 12.80 | 24 | 2,819 | 78.6% | -0.80 | 0.0294 | -0.024 |
| 0.9000 | 0.9700 | 739 | 5,995 | 78.3% | 0.19 | 0.0266 | -0.023 | 45 | 13.50 | 13.70 | 3 | 917 | 78.5% | -0.82 | 0.0278 | -0.022 |
| 0.8000 | 0.8700 | 228 | 1,318 | 79.0% | 0.18 | 0.0250 | -0.022 | 46 | 14.40 | 14.60 | 23 | 653 | 78.7% | -0.84 | 0.0263 | -0.021 |
| 0.7000 | 0.7800 | 8 | 1,219 | 79.1% | 0.16 | 0.0235 | -0.021 | 47 | 15.35 | 15.50 | 761 | 79.3% | -0.85 | 0.0249 | -0.020 | |
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