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 ±28.9% (23.55–42.70) · ATM IV 74.3% · P/C open interest 1.34
| 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 | |
| 15.10 | 15.95 | 1,370 | 75.6% | 0.95 | 0.0073 | -0.007 | 18 | 0.2800 | 0.4300 | 6 | 8,568 | 88.4% | -0.05 | 0.0073 | -0.009 | |
| 13.30 | 14.10 | 2,042 | 74.2% | 0.92 | 0.0102 | -0.010 | 20 | 0.5500 | 0.6100 | 101 | 29.9K | 86.3% | -0.08 | 0.0103 | -0.011 | |
| 10.80 | 11.60 | 11 | 683 | 74.7% | 0.87 | 0.0157 | -0.015 | 23 | 0.9900 | 1.11 | 125 | 7,069 | 82.4% | -0.13 | 0.0158 | -0.016 |
| 10.00 | 10.75 | 672 | 73.3% | 0.85 | 0.0177 | -0.016 | 24 | 1.11 | 1.36 | 6,648 | 80.8% | -0.15 | 0.0178 | -0.017 | ||
| 9.45 | 10.00 | 14 | 2,091 | 75.7% | 0.83 | 0.0197 | -0.018 | 25 | 1.39 | 1.53 | 4 | 15.3K | 79.5% | -0.17 | 0.0198 | -0.019 |
| 8.75 | 9.25 | 1 | 1,807 | 75.1% | 0.80 | 0.0216 | -0.019 | 26 | 1.67 | 1.77 | 9 | 8,669 | 78.5% | -0.20 | 0.0219 | -0.020 |
| 7.90 | 8.55 | 1,461 | 72.9% | 0.78 | 0.0236 | -0.021 | 27 | 1.97 | 2.14 | 3,679 | 78.5% | -0.23 | 0.0238 | -0.022 | ||
| 7.35 | 7.90 | 5 | 915 | 73.6% | 0.75 | 0.0254 | -0.022 | 28 | 2.30 | 2.48 | 57 | 8,708 | 77.8% | -0.26 | 0.0256 | -0.023 |
| 6.70 | 7.25 | 1,123 | 72.7% | 0.72 | 0.0270 | -0.023 | 29 | 2.61 | 2.89 | 2,415 | 77.0% | -0.29 | 0.0274 | -0.024 | ||
| 6.30 | 6.70 | 204 | 8,574 | 74.2% | 0.69 | 0.0285 | -0.024 | 30 | 3.10 | 3.25 | 392 | 12.5K | 76.7% | -0.32 | 0.0289 | -0.025 |
| 5.70 | 6.15 | 17 | 982 | 73.4% | 0.66 | 0.0298 | -0.025 | 31 | 3.50 | 3.70 | 87 | 8,305 | 75.9% | -0.35 | 0.0302 | -0.026 |
| 5.35 | 5.60 | 19 | 1,342 | 74.0% | 0.62 | 0.0309 | -0.026 | 32 | 4.00 | 4.25 | 3 | 9,349 | 76.2% | -0.38 | 0.0314 | -0.026 |
| 4.70 | 5.15 | 311 | 2,423 | 72.6% | 0.59 | 0.0318 | -0.026 | 33 | 4.55 | 4.75 | 86 | 5,146 | 76.0% | -0.41 | 0.0323 | -0.027 |
| 4.25 | 4.70 | 309 | 1,480 | 72.2% | 0.56 | 0.0324 | -0.027 | 34 | 5.05 | 5.40 | 35 | 3,111 | 76.0% | -0.45 | 0.0330 | -0.027 |
| 4.10 | 4.25 | 332 | 21.4K | 73.6% | 0.53 | 0.0328 | -0.027 | 35 | 5.65 | 5.75 | 45 | 9,389 | 74.1% | -0.48 | 0.0334 | -0.027 |
| 3.65 | 3.90 | 134 | 3,191 | 73.1% | 0.50 | 0.0330 | -0.027 | 36 | 6.25 | 6.55 | 1 | 1,950 | 75.1% | -0.51 | 0.0337 | -0.027 |
| 3.25 | 3.55 | 52 | 1,216 | 72.5% | 0.47 | 0.0329 | -0.027 | 37 | 6.90 | 7.15 | 16 | 2,887 | 74.6% | -0.54 | 0.0337 | -0.027 |
| 2.96 | 3.25 | 17 | 1,819 | 72.7% | 0.44 | 0.0327 | -0.027 | 38 | 7.60 | 8.10 | 25 | 7,000 | 76.7% | -0.57 | 0.0335 | -0.027 |
| 2.78 | 2.94 | 52 | 1,385 | 73.2% | 0.41 | 0.0323 | -0.026 | 39 | 8.30 | 8.90 | 1,037 | 77.3% | -0.60 | 0.0332 | -0.026 | |
| 2.52 | 2.66 | 604 | 19.2K | 73.1% | 0.38 | 0.0317 | -0.026 | 40 | 9.05 | 9.55 | 61 | 7,248 | 76.8% | -0.63 | 0.0326 | -0.026 |
| 2.32 | 2.43 | 161 | 3,582 | 73.5% | 0.36 | 0.0310 | -0.025 | 41 | 9.80 | 10.05 | 642 | 74.7% | -0.65 | 0.0320 | -0.025 | |
| 2.11 | 2.18 | 174 | 2,491 | 73.3% | 0.33 | 0.0302 | -0.024 | 42 | 10.60 | 11.15 | 100 | 1,710 | 77.6% | -0.68 | 0.0313 | -0.025 |
| 1.88 | 2.03 | 11 | 4,940 | 73.4% | 0.31 | 0.0292 | -0.024 | 43 | 11.40 | 11.90 | 1,027 | 77.3% | -0.70 | 0.0304 | -0.024 | |
| 1.72 | 1.88 | 9 | 2,344 | 73.9% | 0.29 | 0.0283 | -0.023 | 44 | 12.20 | 12.90 | 15 | 540 | 78.9% | -0.73 | 0.0295 | -0.023 |
| 1.57 | 1.65 | 198 | 12.2K | 73.5% | 0.27 | 0.0272 | -0.022 | 45 | 13.05 | 13.75 | 3,339 | 79.4% | -0.75 | 0.0286 | -0.022 | |
| 1.42 | 1.51 | 13 | 2,879 | 73.6% | 0.25 | 0.0262 | -0.021 | 46 | 13.90 | 14.65 | 473 | 80.1% | -0.77 | 0.0276 | -0.021 | |
| 1.29 | 1.40 | 138 | 2,838 | 74.0% | 0.23 | 0.0251 | -0.021 | 47 | 14.75 | 15.35 | 5,562 | 78.6% | -0.79 | 0.0266 | -0.021 | |
| 1.15 | 1.27 | 68 | 1,642 | 73.8% | 0.21 | 0.0240 | -0.020 | 48 | 15.65 | 16.30 | 430 | 79.8% | -0.80 | 0.0255 | -0.020 | |
| 1.04 | 1.16 | 6 | 844 | 73.9% | 0.20 | 0.0229 | -0.019 | 49 | 16.55 | 17.25 | 15 | 1,107 | 80.9% | -0.82 | 0.0245 | -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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.