SMCI option chain Super Micro Computer, Inc.
Cboe delayed options data · as of 15:03 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 ±61.8% (13.95–59.05) · ATM IV 78.3% · P/C open interest 2.13
| 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 | |
| 19.70 | 20.40 | 5 | 80.7% | 0.89 | 0.0064 | -0.005 | 20 | 2.45 | 2.81 | 174 | 81.8% | -0.12 | 0.0066 | -0.008 | ||
| 17.85 | 18.60 | 2 | 79.9% | 0.85 | 0.0078 | -0.007 | 23 | 3.45 | 3.70 | 134 | 79.6% | -0.15 | 0.0080 | -0.009 | ||
| 16.80 | 17.45 | 26 | 79.8% | 0.83 | 0.0086 | -0.008 | 25 | 4.25 | 4.75 | 3 | 80.5% | -0.18 | 0.0089 | -0.010 | ||
| 15.25 | 15.90 | 8 | 79.2% | 0.79 | 0.0098 | -0.009 | 28 | 5.55 | 6.05 | 27 | 79.5% | -0.22 | 0.0102 | -0.011 | ||
| 14.30 | 14.95 | 4 | 15 | 78.8% | 0.76 | 0.0105 | -0.010 | 30 | 6.55 | 7.05 | 23 | 79.3% | -0.25 | 0.0110 | -0.012 | |
| 13.05 | 13.65 | 23 | 78.6% | 0.73 | 0.0114 | -0.011 | 33 | 8.10 | 8.65 | 10 | 78.7% | -0.29 | 0.0120 | -0.013 | ||
| 12.25 | 12.85 | 65 | 78.4% | 0.70 | 0.0119 | -0.012 | 35 | 9.25 | 9.80 | 27 | 78.5% | -0.31 | 0.0126 | -0.013 | ||
| 11.55 | 12.10 | 1 | 96 | 78.3% | 0.68 | 0.0124 | -0.013 | 37 | 10.45 | 11.00 | 343 | 78.4% | -0.34 | 0.0131 | -0.013 | |
| 10.55 | 11.10 | 1 | 144 | 78.2% | 0.64 | 0.0129 | -0.013 | 40 | 12.25 | 12.90 | 101 | 77.8% | -0.38 | 0.0138 | -0.014 | |
| 9.90 | 10.45 | 7 | 77.8% | 0.62 | 0.0132 | -0.013 | 42 | 13.60 | 14.25 | 21 | 77.8% | -0.40 | 0.0142 | -0.014 | ||
| 9.10 | 9.50 | 165 | 77.5% | 0.58 | 0.0135 | -0.014 | 45 | 15.65 | 16.25 | 2 | 77.5% | -0.44 | 0.0146 | -0.014 | ||
| 8.55 | 9.05 | 4 | 77.6% | 0.56 | 0.0136 | -0.014 | 47 | 17.10 | 17.65 | 22 | 77.2% | -0.46 | 0.0148 | -0.014 | ||
| 7.85 | 8.30 | 11 | 77.4% | 0.53 | 0.0137 | -0.014 | 50 | 19.15 | 19.95 | 76.8% | -0.50 | 0.0151 | -0.015 | |||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs