SMR option chain NuScale Power Corporation
Cboe delayed options data · as of 15:44 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 ±19.1% (4.71–6.94) · ATM IV 89.5% · P/C open interest 1.10
| 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 | |
| 2.51 | 3.30 | 186.2% | 0.97 | 0.0280 | -0.002 | 3 | 0 | 0.2700 | 214.9% | -0.03 | 0.0275 | -0.003 | ||||
| 1.70 | 2.20 | 134.2% | 0.92 | 0.0834 | -0.004 | 4 | 0.0100 | 0.0700 | 12 | 1 | 98.5% | -0.07 | 0.0832 | -0.005 | ||
| 1.13 | 1.64 | 80.2% | 0.87 | 0.1395 | -0.006 | 4.5 | 0.0700 | 0.1100 | 114 | 92.3% | -0.13 | 0.1395 | -0.006 | |||
| 0.9400 | 1.15 | 35 | 35 | 93.9% | 0.78 | 0.2128 | -0.008 | 5 | 0.1800 | 0.2100 | 2 | 14 | 89.5% | -0.22 | 0.2131 | -0.008 |
| 0.6400 | 0.9200 | 19 | 101.4% | 0.64 | 0.2754 | -0.010 | 5.5 | 0.3500 | 0.3900 | 80 | 87.7% | -0.36 | 0.2761 | -0.010 | ||
| 0.4600 | 0.5000 | 147 | 174 | 90.5% | 0.50 | 0.2945 | -0.011 | 6 | 0.6100 | 0.6600 | 14 | 151 | 88.5% | -0.50 | 0.2956 | -0.011 |
| 0.2900 | 0.3300 | 12 | 183 | 90.7% | 0.37 | 0.2717 | -0.010 | 6.5 | 0.9400 | 1.00 | 112 | 89.6% | -0.63 | 0.2731 | -0.010 | |
| 0.1800 | 0.2100 | 29 | 127 | 91.0% | 0.27 | 0.2296 | -0.009 | 7 | 1.30 | 1.50 | 1 | 108 | 98.8% | -0.73 | 0.2314 | -0.009 |
| 0.1100 | 0.1400 | 9 | 323 | 92.6% | 0.20 | 0.1856 | -0.008 | 7.5 | 1.72 | 1.89 | 108 | 96.2% | -0.80 | 0.1878 | -0.008 | |
| 0.0700 | 0.1000 | 179 | 260 | 95.7% | 0.14 | 0.1471 | -0.007 | 8 | 2.19 | 2.42 | 80 | 111.2% | -0.86 | 0.1494 | -0.007 | |
| 0.0500 | 0.1000 | 56 | 104.6% | 0.11 | 0.1157 | -0.006 | 8.5 | 2.48 | 2.99 | 59 | 103.0% | -0.90 | 0.1183 | -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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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