SMR cadena de opciones NuScale Power Corporation
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±12.6% (8.38–10.79) · ATM IV 75.6% · P/C interés abierto 0.49
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 4.20 | 4.75 | 8 | 25 | 0.99 | 0.0076 | -0.001 | 5 | 0 | 0.0200 | 848 | 141.8% | -0.01 | 0.0065 | -0.001 | ||
| 3.55 | 4.25 | 0.99 | 0.0114 | -0.001 | 5.5 | 0 | 0.0900 | 157.7% | -0.01 | 0.0105 | -0.002 | |||||
| 3.15 | 3.70 | 64 | 0.98 | 0.0180 | -0.002 | 6 | 0 | 0.0500 | 1,106 | 122.0% | -0.01 | 0.0172 | -0.002 | |||
| 2.65 | 3.25 | 0.98 | 0.0293 | -0.003 | 6.5 | 0 | 0.0600 | 1 | 3 | 107.4% | -0.02 | 0.0287 | -0.003 | |||
| 2.16 | 2.73 | 159 | 0.96 | 0.0485 | -0.005 | 7 | 0.0200 | 0.0600 | 42 | 549 | 95.4% | -0.04 | 0.0480 | -0.005 | ||
| 1.68 | 2.32 | 10 | 0.93 | 0.0800 | -0.007 | 7.5 | 0.0200 | 0.0500 | 3 | 338 | 75.7% | -0.07 | 0.0795 | -0.007 | ||
| 1.60 | 1.80 | 19 | 918 | 82.9% | 0.88 | 0.1266 | -0.010 | 8 | 0.0800 | 0.1400 | 136 | 3,494 | 81.4% | -0.12 | 0.1262 | -0.010 |
| 1.25 | 1.37 | 93 | 890 | 82.8% | 0.80 | 0.1844 | -0.013 | 8.5 | 0.1600 | 0.2200 | 58 | 751 | 76.7% | -0.20 | 0.1841 | -0.013 |
| 0.9000 | 0.9400 | 133 | 2,199 | 75.0% | 0.68 | 0.2368 | -0.017 | 9 | 0.3000 | 0.3500 | 253 | 3,040 | 73.7% | -0.31 | 0.2367 | -0.017 |
| 0.6200 | 0.6800 | 1,559 | 1,864 | 76.2% | 0.55 | 0.2633 | -0.019 | 9.5 | 0.5100 | 0.6000 | 111 | 406 | 75.0% | -0.45 | 0.2634 | -0.019 |
| 0.4100 | 0.5000 | 800 | 7,973 | 78.5% | 0.43 | 0.2570 | -0.019 | 10 | 0.7700 | 0.8800 | 45 | 1,118 | 73.0% | -0.57 | 0.2572 | -0.019 |
| 0.2700 | 0.3000 | 232 | 1,217 | 76.5% | 0.32 | 0.2276 | -0.017 | 10.5 | 1.10 | 1.23 | 11 | 575 | 71.9% | -0.68 | 0.2281 | -0.017 |
| 0.1400 | 0.2000 | 309 | 9,273 | 75.2% | 0.23 | 0.1890 | -0.015 | 11 | 1.42 | 1.66 | 132 | 3,672 | 67.7% | -0.77 | 0.1896 | -0.015 |
| 0.0800 | 0.1400 | 59 | 553 | 77.2% | 0.17 | 0.1509 | -0.013 | 11.5 | 1.92 | 2.09 | 100 | 537 | 73.5% | -0.83 | 0.1516 | -0.013 |
| 0.0700 | 0.0900 | 544 | 4,142 | 81.5% | 0.12 | 0.1176 | -0.011 | 12 | 2.35 | 2.61 | 16 | 442 | 78.4% | -0.88 | 0.1184 | -0.010 |
| 0.0300 | 0.0800 | 7 | 129 | 84.0% | 0.09 | 0.0905 | -0.008 | 12.5 | 2.86 | 3.30 | 1 | 113.1% | -0.91 | 0.0914 | -0.008 | |
| 0.0400 | 0.0500 | 423 | 1,912 | 89.4% | 0.06 | 0.0692 | -0.007 | 13 | 3.30 | 3.90 | 45 | 128.2% | -0.94 | 0.0701 | -0.006 | |
| 0.0100 | 0.0600 | 84 | 93.2% | 0.05 | 0.0528 | -0.005 | 13.5 | 3.80 | 4.50 | 148.8% | -0.95 | 0.0539 | -0.005 | |||
| 0.0200 | 0.0500 | 9 | 1,357 | 100.8% | 0.03 | 0.0403 | -0.004 | 14 | 4.30 | 4.65 | 21 | 114.1% | -0.97 | 0.0417 | -0.004 | |
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Sep 18, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.