SMCI option chain Super Micro Computer, Inc.
Cboe delayed options data · as of 00:38 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 ±70.7% (10.75–62.65) · ATM IV 77.5% · P/C open interest 1.63
| 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 | |
| 21.20 | 22.25 | 2 | 1,554 | 82.7% | 0.88 | 0.0055 | -0.004 | 20 | 3.25 | 3.65 | 1 | 4,865 | 82.2% | -0.12 | 0.0057 | -0.007 |
| 19.50 | 20.45 | 383 | 80.8% | 0.85 | 0.0065 | -0.006 | 23 | 4.50 | 5.00 | 3,136 | 82.4% | -0.15 | 0.0068 | -0.008 | ||
| 18.45 | 19.60 | 1,090 | 81.0% | 0.83 | 0.0071 | -0.007 | 25 | 5.35 | 5.60 | 4,638 | 80.5% | -0.17 | 0.0075 | -0.009 | ||
| 17.05 | 17.90 | 10 | 530 | 79.3% | 0.80 | 0.0080 | -0.008 | 28 | 6.70 | 7.10 | 2 | 1,553 | 79.8% | -0.21 | 0.0085 | -0.009 |
| 16.45 | 17.00 | 17 | 2,536 | 80.0% | 0.78 | 0.0086 | -0.008 | 30 | 7.80 | 8.25 | 6,016 | 80.2% | -0.23 | 0.0091 | -0.010 | |
| 14.95 | 15.90 | 1 | 1,130 | 78.9% | 0.75 | 0.0092 | -0.009 | 33 | 9.45 | 9.95 | 568 | 79.9% | -0.26 | 0.0099 | -0.011 | |
| 14.25 | 15.10 | 24 | 2,157 | 78.7% | 0.73 | 0.0096 | -0.010 | 35 | 10.60 | 11.00 | 3,019 | 79.2% | -0.29 | 0.0104 | -0.011 | |
| 13.15 | 13.95 | 991 | 77.8% | 0.70 | 0.0102 | -0.010 | 38 | 11.95 | 12.85 | 1,178 | 77.3% | -0.32 | 0.0110 | -0.011 | ||
| 12.90 | 13.35 | 5 | 5,595 | 79.0% | 0.68 | 0.0105 | -0.011 | 40 | 13.70 | 14.25 | 785 | 79.0% | -0.34 | 0.0114 | -0.012 | |
| 11.70 | 12.50 | 390 | 77.9% | 0.65 | 0.0108 | -0.011 | 43 | 15.65 | 16.15 | 1,808 | 78.3% | -0.37 | 0.0119 | -0.012 | ||
| 11.30 | 11.85 | 633 | 2,443 | 78.0% | 0.63 | 0.0110 | -0.011 | 45 | 17.10 | 17.55 | 207 | 78.5% | -0.39 | 0.0122 | -0.012 | |
| 10.65 | 11.40 | 629 | 77.6% | 0.61 | 0.0112 | -0.012 | 47 | 17.95 | 18.90 | 427 | 76.5% | -0.41 | 0.0125 | -0.012 | ||
| 10.25 | 10.70 | 5 | 4,739 | 78.5% | 0.59 | 0.0114 | -0.012 | 50 | 20.10 | 21.20 | 559 | 76.6% | -0.44 | 0.0128 | -0.012 | |
| 9.05 | 9.65 | 7 | 845 | 78.0% | 0.55 | 0.0116 | -0.012 | 55 | 24.50 | 25.20 | 2,121 | 78.8% | -0.49 | 0.0133 | -0.013 | |
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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs