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 ±19.5% (7.71–11.46) · ATM IV 77.1% · P/C open interest 0.03
| 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 | 4.95 | 0.98 | 0.0141 | -0.002 | 5 | 0 | 0.3100 | 158.8% | -0.02 | 0.0141 | -0.002 | |||||
| 3.40 | 4.30 | 0.97 | 0.0208 | -0.002 | 5.5 | 0 | 0.3200 | 140.9% | -0.03 | 0.0208 | -0.003 | |||||
| 2.99 | 3.80 | 0.96 | 0.0306 | -0.003 | 6 | 0 | 0.3100 | 1 | 122.0% | -0.04 | 0.0307 | -0.003 | ||||
| 2.59 | 3.35 | 0.94 | 0.0446 | -0.004 | 6.5 | 0.0300 | 0.1500 | 4 | 6 | 91.1% | -0.06 | 0.0447 | -0.004 | |||
| 2.42 | 2.86 | 10 | 0.91 | 0.0634 | -0.005 | 7 | 0.0100 | 0.1500 | 2 | 75.0% | -0.09 | 0.0636 | -0.006 | |||
| 1.85 | 2.42 | 0.87 | 0.0869 | -0.007 | 7.5 | 0.1200 | 0.2400 | 11 | 15 | 79.7% | -0.13 | 0.0871 | -0.007 | |||
| 1.50 | 2.11 | 9 | 61.9% | 0.81 | 0.1126 | -0.009 | 8 | 0.2100 | 0.3600 | 25 | 9 | 78.5% | -0.19 | 0.1130 | -0.009 | |
| 1.47 | 1.71 | 16 | 17 | 78.6% | 0.74 | 0.1368 | -0.010 | 8.5 | 0.3600 | 0.5100 | 2 | 11 | 78.2% | -0.26 | 0.1373 | -0.010 |
| 1.17 | 1.36 | 2 | 7 | 76.5% | 0.66 | 0.1552 | -0.012 | 9 | 0.5500 | 0.7300 | 2 | 4 | 79.0% | -0.34 | 0.1559 | -0.012 |
| 0.9100 | 1.10 | 42 | 6 | 76.5% | 0.57 | 0.1653 | -0.012 | 9.5 | 0.8100 | 0.9200 | 10 | 77.7% | -0.43 | 0.1662 | -0.013 | |
| 0.7400 | 0.8900 | 5 | 49 | 78.7% | 0.49 | 0.1669 | -0.013 | 10 | 1.07 | 1.21 | 1 | 77.1% | -0.51 | 0.1681 | -0.013 | |
| 0.5700 | 0.6400 | 17 | 5 | 76.1% | 0.42 | 0.1616 | -0.013 | 10.5 | 1.40 | 1.58 | 2 | 79.5% | -0.58 | 0.1629 | -0.013 | |
| 0.4400 | 0.5000 | 15 | 7 | 76.8% | 0.35 | 0.1513 | -0.012 | 11 | 1.73 | 1.94 | 1 | 20 | 78.7% | -0.65 | 0.1529 | -0.012 |
| 0.3200 | 0.4800 | 3 | 81.0% | 0.29 | 0.1383 | -0.011 | 11.5 | 2.14 | 2.34 | 14 | 31 | 80.8% | -0.71 | 0.1400 | -0.011 | |
| 0.2600 | 0.3900 | 25 | 5,039 | 82.9% | 0.24 | 0.1240 | -0.011 | 12 | 2.56 | 2.76 | 1 | 54 | 82.2% | -0.76 | 0.1260 | -0.010 |
| 0.1700 | 0.3200 | 1 | 82.4% | 0.20 | 0.1098 | -0.009 | 12.5 | 3.00 | 3.35 | 92.3% | -0.80 | 0.1119 | -0.009 | |||
| 0.1500 | 0.2000 | 1 | 17 | 80.8% | 0.17 | 0.0962 | -0.009 | 13 | 3.40 | 4.05 | 5 | 105.7% | -0.84 | 0.0985 | -0.008 | |
| 0.1000 | 0.2300 | 7 | 86.0% | 0.14 | 0.0836 | -0.008 | 13.5 | 3.85 | 4.55 | 2 | 110.6% | -0.87 | 0.0861 | -0.007 | ||
| 0.0100 | 0.2600 | 87.4% | 0.11 | 0.0723 | -0.007 | 14 | 4.35 | 5.00 | 114.7% | -0.89 | 0.0749 | -0.006 | ||||
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 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs