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 ±22.4% (7.44–11.73) · ATM IV 78.6% · P/C open interest 1.77
| 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 | |
| 4.05 | 4.80 | 6 | 0.97 | 0.0165 | -0.002 | 5 | 0 | 0.1100 | 1 | 114.1% | -0.02 | 0.0165 | -0.002 | |||
| 3.10 | 3.80 | 7 | 0.95 | 0.0340 | -0.003 | 6 | 0 | 0.1500 | 90 | 92.4% | -0.05 | 0.0341 | -0.004 | |||
| 2.41 | 2.91 | 39 | 62.4% | 0.89 | 0.0663 | -0.005 | 7 | 0.1200 | 0.1900 | 8 | 793 | 82.2% | -0.11 | 0.0666 | -0.006 | |
| 1.80 | 2.06 | 2 | 23 | 75.1% | 0.79 | 0.1103 | -0.008 | 8 | 0.2900 | 0.3600 | 79 | 256 | 75.5% | -0.21 | 0.1108 | -0.008 |
| 1.29 | 1.40 | 45 | 475 | 78.8% | 0.65 | 0.1445 | -0.011 | 9 | 0.6800 | 0.7700 | 75 | 1,096 | 78.2% | -0.35 | 0.1454 | -0.011 |
| 0.8700 | 0.9100 | 474 | 5,487 | 79.3% | 0.50 | 0.1529 | -0.012 | 10 | 1.19 | 1.32 | 9 | 173 | 77.9% | -0.50 | 0.1542 | -0.012 |
| 0.5600 | 0.5900 | 273 | 546 | 80.0% | 0.37 | 0.1405 | -0.011 | 11 | 1.74 | 1.99 | 25 | 20.4K | 72.6% | -0.64 | 0.1423 | -0.011 |
| 0.3300 | 0.3900 | 387 | 743 | 80.2% | 0.27 | 0.1191 | -0.010 | 12 | 2.57 | 2.90 | 1 | 50 | 79.7% | -0.74 | 0.1212 | -0.010 |
| 0.2100 | 0.3300 | 85 | 305 | 86.0% | 0.19 | 0.0964 | -0.009 | 13 | 3.50 | 4.00 | 1 | 7 | 96.5% | -0.81 | 0.0990 | -0.008 |
| 0.1200 | 0.3000 | 36 | 403 | 91.3% | 0.14 | 0.0762 | -0.007 | 14 | 4.40 | 5.05 | 4 | 107.3% | -0.87 | 0.0790 | -0.007 | |
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs