SMR option chain NuScale Power Corporation
Cboe delayed options data · as of 18:38 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 ±28.4% (6.94–12.44) · ATM IV 97.5% · P/C open interest —
| 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 | |
| 2.95 | 6.85 | 146.4% | 0.96 | 0.0190 | -0.000 | 5 | 0 | 0.2100 | 124.8% | -0.03 | 0.0190 | -0.003 | ||||
| 2.48 | 6.40 | 136.1% | 0.95 | 0.0261 | -0.001 | 5.5 | 0 | 2.15 | 253.8% | -0.05 | 0.0262 | -0.004 | ||||
| 2.00 | 5.90 | 120.7% | 0.94 | 0.0356 | -0.002 | 6 | 0 | 2.17 | 228.6% | -0.06 | 0.0357 | -0.004 | ||||
| 1.53 | 5.45 | 110.7% | 0.91 | 0.0480 | -0.003 | 6.5 | 0 | 2.20 | 206.1% | -0.09 | 0.0482 | -0.005 | ||||
| 0.9900 | 4.95 | 92.8% | 0.88 | 0.0633 | -0.004 | 7 | 0 | 2.25 | 186.1% | -0.12 | 0.0636 | -0.006 | ||||
| 0.6200 | 4.60 | 94.3% | 0.84 | 0.0809 | -0.006 | 7.5 | 0 | 2.34 | 169.1% | -0.16 | 0.0812 | -0.007 | ||||
| 0.2800 | 4.25 | 93.8% | 0.79 | 0.0990 | -0.007 | 8 | 0 | 1.82 | 126.5% | -0.21 | 0.0995 | -0.008 | ||||
| 0.1300 | 3.90 | 98.5% | 0.73 | 0.1155 | -0.008 | 8.5 | 0 | 2.60 | 139.6% | -0.27 | 0.1161 | -0.009 | ||||
| 0 | 3.60 | 102.7% | 0.66 | 0.1282 | -0.009 | 9 | 0 | 0.9500 | 57.2% | -0.34 | 0.1291 | -0.010 | ||||
| 0.8800 | 1.71 | 83.4% | 0.59 | 0.1361 | -0.010 | 9.5 | 0.1700 | 2.74 | 111.6% | -0.41 | 0.1371 | -0.011 | ||||
| 0.5800 | 1.46 | 1 | 79.3% | 0.52 | 0.1389 | -0.011 | 10 | 0.6000 | 1.67 | 68.7% | -0.48 | 0.1402 | -0.011 | |||
| 0 | 2.94 | 1 | 123.9% | 0.46 | 0.1373 | -0.011 | 10.5 | 0 | 3.50 | 89.9% | -0.54 | 0.1388 | -0.011 | |||
| 0.2500 | 0.9400 | 1 | 80.6% | 0.40 | 0.1324 | -0.011 | 11 | 0.5000 | 2.42 | 41.3% | -0.60 | 0.1341 | -0.010 | |||
| 0 | 2.68 | 136.5% | 0.35 | 0.1252 | -0.011 | 11.5 | 0.2700 | 4.20 | 73.4% | -0.66 | 0.1271 | -0.010 | ||||
| 0.1700 | 0.6900 | 78.5% | 0.30 | 0.1166 | -0.010 | 12 | 0.5800 | 4.60 | 69.6% | -0.70 | 0.1187 | -0.009 | ||||
| 0 | 0.8300 | 84.9% | 0.26 | 0.1074 | -0.009 | 12.5 | 1.01 | 4.95 | 66.0% | -0.75 | 0.1097 | -0.008 | ||||
| 0 | 0.6100 | 81.8% | 0.22 | 0.0980 | -0.009 | 13 | 2.75 | 5.45 | 126.2% | -0.78 | 0.1005 | -0.007 | ||||
| 0 | 2.39 | 159.4% | 0.19 | 0.0888 | -0.008 | 13.5 | 2.00 | 5.85 | 71.6% | -0.81 | 0.0915 | -0.006 | ||||
| 0 | 2.35 | 164.8% | 0.17 | 0.0801 | -0.007 | 14 | 2.35 | 6.50 | 77.1% | -0.84 | 0.0830 | -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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs