SMR option chain NuScale Power Corporation
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 ±8.9% (8.73–10.44) · ATM IV 70.8% · P/C open interest 0.56
| 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 | |
| 3.90 | 4.75 | 1.00 | 0.0041 | -0.001 | 5 | 0 | 0.2900 | 313.7% | -0.00 | 0.0039 | -0.001 | |||||
| 3.65 | 4.20 | 1 | 0.99 | 0.0064 | -0.001 | 5.5 | 0 | 0.2900 | 2 | 275.3% | -0.00 | 0.0062 | -0.001 | |||
| 2.91 | 3.70 | 1 | 0.99 | 0.0104 | -0.001 | 6 | 0 | 0.0300 | 6 | 149.5% | -0.01 | 0.0103 | -0.002 | |||
| 2.41 | 3.25 | 3 | 0.99 | 0.0178 | -0.002 | 6.5 | 0 | 0.0300 | 28 | 126.9% | -0.01 | 0.0177 | -0.003 | |||
| 1.90 | 2.82 | 4 | 0.98 | 0.0319 | -0.003 | 7 | 0 | 0.0400 | 17 | 237 | 111.1% | -0.02 | 0.0319 | -0.004 | ||
| 1.50 | 2.25 | 4 | 0.96 | 0.0592 | -0.005 | 7.5 | 0.0100 | 0.0200 | 11 | 121 | 85.6% | -0.04 | 0.0592 | -0.006 | ||
| 1.51 | 1.73 | 94 | 708 | 77.4% | 0.93 | 0.1106 | -0.009 | 8 | 0.0300 | 0.0400 | 75 | 628 | 79.2% | -0.07 | 0.1107 | -0.009 |
| 1.03 | 1.28 | 3 | 58 | 69.2% | 0.86 | 0.1966 | -0.014 | 8.5 | 0.0400 | 0.1300 | 239 | 1,074 | 75.1% | -0.14 | 0.1969 | -0.014 |
| 0.7500 | 0.9000 | 2,747 | 239 | 81.3% | 0.73 | 0.3023 | -0.020 | 9 | 0.1800 | 0.2100 | 268 | 2,479 | 73.3% | -0.27 | 0.3029 | -0.020 |
| 0.4500 | 0.5000 | 260 | 759 | 71.7% | 0.56 | 0.3662 | -0.024 | 9.5 | 0.3400 | 0.4100 | 95 | 754 | 69.9% | -0.44 | 0.3669 | -0.024 |
| 0.2600 | 0.3000 | 353 | 1,661 | 74.3% | 0.38 | 0.3462 | -0.024 | 10 | 0.6000 | 0.7100 | 156 | 960 | 68.2% | -0.62 | 0.3470 | -0.024 |
| 0.1400 | 0.1600 | 547 | 1,146 | 75.0% | 0.24 | 0.2736 | -0.020 | 10.5 | 0.9000 | 1.17 | 26 | 366 | 69.5% | -0.76 | 0.2742 | -0.020 |
| 0.0700 | 0.0800 | 527 | 2,588 | 75.6% | 0.15 | 0.1947 | -0.015 | 11 | 1.40 | 1.57 | 165 | 304 | 75.6% | -0.85 | 0.1952 | -0.015 |
| 0.0400 | 0.0500 | 91 | 2,893 | 80.6% | 0.09 | 0.1312 | -0.011 | 11.5 | 1.85 | 2.04 | 84 | 360 | 75.9% | -0.91 | 0.1321 | -0.011 |
| 0.0200 | 0.0500 | 17 | 1,043 | 89.3% | 0.06 | 0.0861 | -0.007 | 12 | 2.33 | 2.54 | 18 | 117 | 83.3% | -0.95 | 0.0879 | -0.007 |
| 0.0100 | 0.0800 | 2 | 1,297 | 107.0% | 0.03 | 0.0558 | -0.005 | 12.5 | 2.82 | 3.25 | 2 | 137.8% | -0.97 | 0.0585 | -0.005 | |
| 0.0100 | 0.0400 | 9 | 217 | 106.3% | 0.02 | 0.0361 | -0.003 | 13 | 3.30 | 3.95 | 10 | 177.7% | -0.98 | 0.0394 | -0.003 | |
| 0 | 0.3000 | 28 | 172.2% | 0.01 | 0.0234 | -0.002 | 13.5 | 3.80 | 4.65 | 1 | 216.8% | -0.99 | 0.0262 | -0.002 | ||
| 0 | 0.0700 | 44 | 134.2% | 0.01 | 0.0152 | -0.002 | 14 | 4.30 | 5.15 | 1 | 230.6% | -1.00 | 0.0158 | -0.001 | ||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs