SMCI option chain Super Micro Computer, Inc.
Cboe delayed options data · as of 06:42 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 ±45.4% (17.57–46.83) · ATM IV 76.1% · P/C open interest 0.95
| 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 | |
| 14.15 | 14.95 | 81.8% | 0.87 | 0.0107 | -0.007 | 20 | 1.68 | 1.87 | 3 | 75 | 80.7% | -0.13 | 0.0109 | -0.010 | ||
| 10.95 | 11.60 | 85 | 138 | 78.5% | 0.78 | 0.0155 | -0.011 | 25 | 3.25 | 3.65 | 24 | 207 | 78.4% | -0.22 | 0.0159 | -0.013 |
| 9.40 | 10.10 | 5 | 12 | 78.4% | 0.72 | 0.0179 | -0.013 | 28 | 4.35 | 4.85 | 250 | 75.4% | -0.29 | 0.0184 | -0.014 | |
| 8.90 | 9.60 | 4 | 84 | 78.0% | 0.70 | 0.0185 | -0.013 | 29 | 4.85 | 5.40 | 105 | 75.7% | -0.31 | 0.0191 | -0.015 | |
| 8.45 | 9.05 | 47 | 122 | 77.4% | 0.68 | 0.0191 | -0.014 | 30 | 5.45 | 5.90 | 31 | 741 | 75.9% | -0.33 | 0.0198 | -0.015 |
| 8.00 | 8.45 | 6 | 7 | 76.2% | 0.66 | 0.0197 | -0.014 | 31 | 5.80 | 6.35 | 110 | 74.2% | -0.35 | 0.0204 | -0.015 | |
| 7.55 | 8.25 | 18 | 77.1% | 0.64 | 0.0201 | -0.015 | 32 | 6.40 | 7.05 | 54 | 75.0% | -0.37 | 0.0209 | -0.016 | ||
| 7.10 | 7.85 | 64 | 76.7% | 0.62 | 0.0205 | -0.015 | 33 | 6.90 | 7.60 | 1 | 174 | 74.2% | -0.39 | 0.0213 | -0.016 | |
| 6.80 | 7.45 | 19 | 76.9% | 0.60 | 0.0208 | -0.015 | 34 | 7.50 | 8.20 | 319 | 74.1% | -0.41 | 0.0217 | -0.016 | ||
| 6.50 | 7.00 | 209 | 235 | 76.6% | 0.58 | 0.0211 | -0.016 | 35 | 8.15 | 8.90 | 161 | 74.5% | -0.43 | 0.0221 | -0.016 | |
| 6.10 | 6.70 | 8 | 76.4% | 0.56 | 0.0213 | -0.016 | 36 | 8.80 | 9.45 | 2 | 25 | 74.0% | -0.45 | 0.0223 | -0.016 | |
| 5.70 | 6.45 | 15 | 76.3% | 0.54 | 0.0215 | -0.016 | 37 | 9.45 | 10.15 | 38 | 74.0% | -0.47 | 0.0226 | -0.016 | ||
| 5.40 | 6.05 | 21 | 75.8% | 0.52 | 0.0216 | -0.016 | 38 | 10.10 | 10.85 | 56 | 73.8% | -0.49 | 0.0227 | -0.016 | ||
| 5.15 | 5.85 | 14 | 76.3% | 0.51 | 0.0216 | -0.016 | 39 | 10.80 | 11.55 | 26 | 1 | 73.8% | -0.51 | 0.0228 | -0.016 | |
| 4.80 | 5.60 | 14 | 190 | 76.0% | 0.49 | 0.0216 | -0.016 | 40 | 11.60 | 12.25 | 64 | 74.1% | -0.53 | 0.0229 | -0.016 | |
| 4.65 | 5.30 | 62 | 76.3% | 0.47 | 0.0215 | -0.016 | 41 | 12.25 | 13.15 | 174 | 74.5% | -0.55 | 0.0229 | -0.016 | ||
| 4.40 | 5.10 | 62 | 76.5% | 0.45 | 0.0214 | -0.016 | 42 | 13.00 | 13.75 | 30 | 47 | 73.7% | -0.57 | 0.0229 | -0.015 | |
| 4.10 | 4.85 | 2 | 25 | 76.0% | 0.44 | 0.0213 | -0.016 | 43 | 13.75 | 14.50 | 2 | 73.6% | -0.58 | 0.0229 | -0.015 | |
| 3.95 | 4.65 | 78 | 76.4% | 0.42 | 0.0212 | -0.016 | 44 | 14.50 | 15.35 | 26 | 9 | 73.8% | -0.60 | 0.0228 | -0.015 | |
| 3.85 | 4.35 | 21 | 71 | 76.5% | 0.41 | 0.0210 | -0.016 | 45 | 15.45 | 16.05 | 18 | 74.2% | -0.62 | 0.0227 | -0.015 | |
| 3.55 | 4.25 | 9 | 76.5% | 0.39 | 0.0208 | -0.016 | 46 | 16.05 | 16.90 | 9 | 73.3% | -0.63 | 0.0226 | -0.015 | ||
| 3.40 | 3.90 | 10 | 75.8% | 0.38 | 0.0205 | -0.016 | 47 | 16.90 | 17.70 | 1 | 73.5% | -0.65 | 0.0224 | -0.014 | ||
| 3.15 | 3.85 | 24 | 76.1% | 0.36 | 0.0203 | -0.015 | 48 | 17.70 | 18.60 | 2 | 73.8% | -0.66 | 0.0222 | -0.014 | ||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs