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 ±17.2% (7.93–11.23) · ATM IV 75.7% · P/C open interest 0.28
| 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 | |
| 4.15 | 4.90 | 1 | 0.99 | 0.0113 | -0.001 | 5 | 0 | 0.3000 | 173.9% | -0.01 | 0.0113 | -0.002 | ||||
| 3.40 | 4.45 | 0.98 | 0.0175 | -0.002 | 5.5 | 0 | 0.3200 | 155.5% | -0.02 | 0.0175 | -0.002 | |||||
| 2.94 | 3.75 | 135 | 0.97 | 0.0270 | -0.003 | 6 | 0 | 0.2000 | 3 | 119.7% | -0.03 | 0.0271 | -0.003 | |||
| 2.52 | 3.30 | 0.95 | 0.0414 | -0.004 | 6.5 | 0 | 0.0900 | 2 | 2 | 85.5% | -0.05 | 0.0415 | -0.004 | |||
| 2.15 | 2.80 | 0.92 | 0.0620 | -0.005 | 7 | 0.0100 | 0.1300 | 2 | 221 | 79.7% | -0.08 | 0.0622 | -0.005 | |||
| 1.85 | 2.35 | 0.88 | 0.0890 | -0.007 | 7.5 | 0.1100 | 0.1700 | 18 | 494 | 80.4% | -0.12 | 0.0892 | -0.007 | |||
| 1.76 | 1.93 | 2 | 16 | 80.2% | 0.82 | 0.1202 | -0.009 | 8 | 0.2000 | 0.2700 | 57 | 224 | 79.2% | -0.18 | 0.1205 | -0.009 |
| 1.42 | 1.50 | 2 | 15 | 76.5% | 0.75 | 0.1506 | -0.011 | 8.5 | 0.3200 | 0.3800 | 9 | 97 | 75.8% | -0.25 | 0.1510 | -0.011 |
| 1.08 | 1.29 | 7 | 90 | 80.1% | 0.66 | 0.1741 | -0.013 | 9 | 0.4700 | 0.6100 | 16 | 80 | 76.2% | -0.34 | 0.1748 | -0.013 |
| 0.8200 | 0.9700 | 743 | 129 | 77.2% | 0.56 | 0.1866 | -0.014 | 9.5 | 0.6900 | 0.8200 | 2 | 56 | 74.2% | -0.44 | 0.1874 | -0.014 |
| 0.6100 | 0.7400 | 32 | 336 | 76.7% | 0.47 | 0.1874 | -0.014 | 10 | 0.9700 | 1.13 | 7 | 25 | 75.1% | -0.53 | 0.1884 | -0.014 |
| 0.4800 | 0.5300 | 120 | 192 | 76.8% | 0.39 | 0.1785 | -0.014 | 10.5 | 1.15 | 1.45 | 2 | 6 | 67.5% | -0.61 | 0.1798 | -0.014 |
| 0.3200 | 0.4000 | 90 | 361 | 75.7% | 0.31 | 0.1633 | -0.013 | 11 | 1.66 | 1.85 | 5 | 108 | 76.1% | -0.69 | 0.1648 | -0.013 |
| 0.2700 | 0.3300 | 24 | 463 | 80.4% | 0.25 | 0.1450 | -0.012 | 11.5 | 2.05 | 2.25 | 37 | 614 | 75.7% | -0.75 | 0.1466 | -0.011 |
| 0.1800 | 0.2500 | 45 | 5,228 | 79.9% | 0.20 | 0.1258 | -0.010 | 12 | 2.50 | 2.70 | 17 | 253 | 79.1% | -0.80 | 0.1277 | -0.010 |
| 0.1500 | 0.1900 | 43 | 205 | 82.2% | 0.16 | 0.1074 | -0.009 | 12.5 | 2.93 | 3.45 | 9 | 99.8% | -0.84 | 0.1094 | -0.009 | |
| 0.0800 | 0.1900 | 73 | 475 | 84.3% | 0.13 | 0.0905 | -0.008 | 13 | 3.40 | 3.95 | 1 | 37 | 106.5% | -0.88 | 0.0927 | -0.008 |
| 0.0600 | 0.2600 | 10 | 17 | 95.7% | 0.10 | 0.0757 | -0.007 | 13.5 | 3.85 | 4.50 | 114.6% | -0.90 | 0.0779 | -0.006 | ||
| 0.0500 | 0.1500 | 205 | 245 | 91.1% | 0.08 | 0.0628 | -0.006 | 14 | 4.35 | 5.05 | 125.6% | -0.93 | 0.0650 | -0.005 | ||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs