SMCI option chain Super Micro Computer, Inc.
Cboe delayed options data · as of 15:04 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 ±29.4% (23.16–42.45) · ATM IV 75.2% · 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 | 15.75 | 1,370 | 88.8% | 0.95 | 0.0075 | -0.007 | 18 | 0.2800 | 0.4300 | 6 | 8,568 | 87.5% | -0.05 | 0.0076 | -0.009 | |
| 13.25 | 14.00 | 2,042 | 84.3% | 0.92 | 0.0106 | -0.010 | 20 | 0.5600 | 0.6000 | 101 | 29.9K | 85.3% | -0.08 | 0.0107 | -0.011 | |
| 10.75 | 11.50 | 11 | 683 | 80.6% | 0.87 | 0.0163 | -0.015 | 23 | 0.9800 | 1.11 | 125 | 7,069 | 81.2% | -0.13 | 0.0164 | -0.016 |
| 10.00 | 10.75 | 672 | 80.3% | 0.85 | 0.0183 | -0.017 | 24 | 1.11 | 1.36 | 6,648 | 79.6% | -0.16 | 0.0184 | -0.018 | ||
| 9.25 | 10.00 | 14 | 2,091 | 79.3% | 0.82 | 0.0203 | -0.018 | 25 | 1.42 | 1.56 | 3 | 15.3K | 79.0% | -0.18 | 0.0205 | -0.019 |
| 8.55 | 9.05 | 1 | 1,807 | 76.1% | 0.80 | 0.0223 | -0.020 | 26 | 1.70 | 1.83 | 7 | 8,669 | 78.2% | -0.21 | 0.0225 | -0.021 |
| 7.90 | 8.35 | 1,461 | 75.7% | 0.77 | 0.0242 | -0.021 | 27 | 1.97 | 2.32 | 3,679 | 78.9% | -0.23 | 0.0245 | -0.022 | ||
| 7.25 | 7.70 | 1 | 915 | 75.1% | 0.74 | 0.0260 | -0.022 | 28 | 2.40 | 2.50 | 57 | 8,708 | 77.4% | -0.26 | 0.0263 | -0.023 |
| 6.65 | 7.20 | 1,123 | 75.7% | 0.71 | 0.0276 | -0.024 | 29 | 2.72 | 2.89 | 2,415 | 76.3% | -0.29 | 0.0280 | -0.024 | ||
| 6.25 | 6.50 | 193 | 8,574 | 75.6% | 0.68 | 0.0291 | -0.025 | 30 | 3.15 | 3.30 | 391 | 12.5K | 75.9% | -0.33 | 0.0295 | -0.025 |
| 5.55 | 6.05 | 17 | 982 | 74.6% | 0.65 | 0.0304 | -0.025 | 31 | 3.60 | 3.75 | 86 | 8,305 | 75.3% | -0.36 | 0.0308 | -0.026 |
| 5.10 | 5.50 | 18 | 1,342 | 74.2% | 0.61 | 0.0314 | -0.026 | 32 | 4.10 | 4.30 | 3 | 9,349 | 75.5% | -0.39 | 0.0319 | -0.026 |
| 4.85 | 5.00 | 290 | 2,423 | 75.4% | 0.58 | 0.0322 | -0.026 | 33 | 4.65 | 4.80 | 7 | 5,146 | 75.1% | -0.42 | 0.0327 | -0.027 |
| 4.25 | 4.65 | 309 | 1,480 | 74.4% | 0.55 | 0.0327 | -0.027 | 34 | 5.20 | 5.40 | 3 | 3,111 | 75.0% | -0.46 | 0.0333 | -0.027 |
| 3.90 | 4.15 | 309 | 21.4K | 73.7% | 0.52 | 0.0331 | -0.027 | 35 | 5.80 | 5.95 | 42 | 9,389 | 74.5% | -0.49 | 0.0337 | -0.027 |
| 3.60 | 3.80 | 51 | 3,191 | 74.2% | 0.49 | 0.0331 | -0.027 | 36 | 6.45 | 6.60 | 1 | 1,950 | 74.6% | -0.52 | 0.0339 | -0.027 |
| 3.25 | 3.45 | 52 | 1,216 | 73.8% | 0.46 | 0.0330 | -0.027 | 37 | 7.05 | 7.35 | 16 | 2,887 | 74.7% | -0.55 | 0.0338 | -0.027 |
| 3.00 | 3.10 | 16 | 1,819 | 74.6% | 0.43 | 0.0327 | -0.026 | 38 | 7.70 | 8.10 | 25 | 7,000 | 74.7% | -0.58 | 0.0336 | -0.027 |
| 2.74 | 2.90 | 50 | 1,385 | 74.6% | 0.40 | 0.0322 | -0.026 | 39 | 8.40 | 9.00 | 1,037 | 76.0% | -0.61 | 0.0332 | -0.026 | |
| 2.51 | 2.57 | 480 | 19.2K | 74.1% | 0.37 | 0.0316 | -0.025 | 40 | 9.20 | 9.55 | 61 | 7,248 | 74.9% | -0.64 | 0.0326 | -0.026 |
| 2.27 | 2.36 | 42 | 3,582 | 74.2% | 0.35 | 0.0309 | -0.025 | 41 | 9.80 | 10.55 | 642 | 75.5% | -0.66 | 0.0319 | -0.025 | |
| 2.06 | 2.17 | 171 | 2,491 | 74.4% | 0.32 | 0.0300 | -0.024 | 42 | 10.80 | 11.15 | 100 | 1,710 | 77.0% | -0.69 | 0.0312 | -0.024 |
| 1.72 | 2.00 | 10 | 4,940 | 73.4% | 0.30 | 0.0290 | -0.023 | 43 | 11.45 | 12.15 | 1,027 | 76.1% | -0.71 | 0.0303 | -0.024 | |
| 1.70 | 1.80 | 2 | 2,344 | 74.6% | 0.28 | 0.0280 | -0.023 | 44 | 12.25 | 12.90 | 15 | 540 | 75.3% | -0.73 | 0.0293 | -0.023 |
| 1.48 | 1.62 | 175 | 12.2K | 73.8% | 0.26 | 0.0270 | -0.022 | 45 | 13.05 | 13.75 | 3,339 | 75.0% | -0.75 | 0.0284 | -0.022 | |
| 1.35 | 1.50 | 1 | 2,879 | 74.2% | 0.24 | 0.0259 | -0.021 | 46 | 13.95 | 14.75 | 473 | 77.0% | -0.77 | 0.0274 | -0.021 | |
| 1.22 | 1.33 | 85 | 2,838 | 73.9% | 0.23 | 0.0248 | -0.020 | 47 | 14.90 | 15.55 | 5,562 | 77.2% | -0.79 | 0.0264 | -0.020 | |
| 1.17 | 1.23 | 58 | 1,642 | 74.9% | 0.21 | 0.0237 | -0.019 | 48 | 15.85 | 16.30 | 430 | 76.7% | -0.81 | 0.0254 | -0.019 | |
| 0.9800 | 1.18 | 2 | 844 | 74.7% | 0.19 | 0.0226 | -0.019 | 49 | 16.65 | 17.25 | 15 | 1,107 | 76.4% | -0.82 | 0.0244 | -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.
callsputs