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 ±15.3% (8.29–11.28) · ATM IV 76.8% · P/C open interest 0.58
| 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 | |
| 4.40 | 5.35 | 51 | 194.5% | 0.99 | 0.0060 | 0.000 | 5 | 0 | 0.3200 | 40 | 210.0% | -0.01 | 0.0060 | -0.001 | ||
| 3.85 | 4.85 | 2 | 160.9% | 0.99 | 0.0100 | 0.000 | 5.5 | 0 | 0.3300 | 186.6% | -0.01 | 0.0100 | -0.001 | |||
| 3.30 | 4.35 | 6 | 129.8% | 0.98 | 0.0169 | -0.000 | 6 | 0 | 0.3400 | 15 | 165.0% | -0.02 | 0.0169 | -0.002 | ||
| 2.82 | 3.85 | 115.1% | 0.97 | 0.0283 | -0.001 | 6.5 | 0 | 0.0300 | 1 | 34 | 84.4% | -0.03 | 0.0284 | -0.003 | ||
| 2.38 | 3.30 | 22 | 99.1% | 0.95 | 0.0468 | -0.003 | 7 | 0.0300 | 0.0500 | 1 | 123 | 85.0% | -0.05 | 0.0468 | -0.004 | |
| 2.01 | 2.71 | 11 | 87.6% | 0.92 | 0.0745 | -0.005 | 7.5 | 0.0600 | 0.0800 | 14 | 299 | 80.3% | -0.08 | 0.0747 | -0.006 | |
| 1.64 | 1.96 | 5 | 25 | 54.5% | 0.87 | 0.1118 | -0.008 | 8 | 0.0900 | 0.1800 | 19 | 961 | 81.1% | -0.13 | 0.1121 | -0.009 |
| 1.29 | 1.66 | 71 | 73.8% | 0.80 | 0.1543 | -0.011 | 8.5 | 0.2000 | 0.2800 | 98 | 561 | 78.4% | -0.20 | 0.1548 | -0.011 | |
| 0.9300 | 1.19 | 32 | 238 | 65.5% | 0.70 | 0.1927 | -0.014 | 9 | 0.3500 | 0.4000 | 54 | 622 | 75.5% | -0.30 | 0.1934 | -0.014 |
| 0.7200 | 0.8800 | 27 | 579 | 68.2% | 0.60 | 0.2170 | -0.015 | 9.5 | 0.5400 | 0.6600 | 35 | 149 | 77.1% | -0.40 | 0.2179 | -0.016 |
| 0.5900 | 0.6500 | 201 | 803 | 75.5% | 0.49 | 0.2223 | -0.016 | 10 | 0.8100 | 0.9400 | 23 | 91 | 78.0% | -0.51 | 0.2235 | -0.016 |
| 0.3300 | 0.4800 | 62 | 772 | 71.8% | 0.39 | 0.2107 | -0.016 | 10.5 | 0.9500 | 1.37 | 122 | 74.4% | -0.62 | 0.2122 | -0.015 | |
| 0.2600 | 0.3700 | 270 | 1,264 | 77.0% | 0.30 | 0.1882 | -0.014 | 11 | 1.48 | 1.71 | 21 | 888 | 82.8% | -0.71 | 0.1898 | -0.014 |
| 0.1400 | 0.2500 | 46 | 253 | 74.2% | 0.23 | 0.1607 | -0.013 | 11.5 | 1.89 | 2.14 | 18 | 1,354 | 86.3% | -0.78 | 0.1626 | -0.012 |
| 0.1300 | 0.1900 | 37 | 624 | 79.8% | 0.17 | 0.1330 | -0.011 | 12 | 2.31 | 2.60 | 66 | 257 | 89.7% | -0.83 | 0.1351 | -0.010 |
| 0.0500 | 0.1700 | 4 | 3,451 | 80.4% | 0.13 | 0.1076 | -0.009 | 12.5 | 2.54 | 3.05 | 1 | 14 | 68.7% | -0.88 | 0.1098 | -0.008 |
| 0.0500 | 0.1000 | 3 | 267 | 80.9% | 0.10 | 0.0858 | -0.007 | 13 | 3.20 | 3.60 | 33 | 100.5% | -0.91 | 0.0879 | -0.006 | |
| 0.0100 | 0.1200 | 119 | 85.9% | 0.07 | 0.0677 | -0.006 | 13.5 | 3.70 | 4.00 | 99.0% | -0.94 | 0.0694 | -0.004 | |||
| 0 | 0.1000 | 7 | 138 | 88.1% | 0.05 | 0.0530 | -0.005 | 14 | 4.20 | 4.50 | 10 | 106.8% | -0.95 | 0.0541 | -0.003 | |
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs