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 ±23.3% (4.46–7.18) · ATM IV 88.1% · P/C open interest 0.97
| 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 | 144.6% | 0.96 | 0.0353 | -0.003 | 3 | 0 | 0.2800 | 10 | 175.1% | -0.04 | 0.0353 | -0.003 | |||
| 2.07 | 2.74 | 115.2% | 0.93 | 0.0561 | -0.003 | 3.5 | 0 | 0.2700 | 1 | 140.5% | -0.07 | 0.0562 | -0.004 | |||
| 1.55 | 2.18 | 1 | 71.2% | 0.90 | 0.0881 | -0.004 | 4 | 0.0100 | 0.1400 | 93.4% | -0.10 | 0.0884 | -0.004 | |||
| 1.31 | 1.70 | 92.0% | 0.84 | 0.1336 | -0.005 | 4.5 | 0.1100 | 0.1900 | 4 | 89.3% | -0.16 | 0.1340 | -0.006 | |||
| 1.05 | 1.33 | 97.8% | 0.75 | 0.1867 | -0.007 | 5 | 0.2400 | 0.3500 | 54 | 89.7% | -0.25 | 0.1875 | -0.007 | |||
| 0.7700 | 0.9000 | 4 | 87.8% | 0.64 | 0.2289 | -0.008 | 5.5 | 0.4500 | 0.5500 | 5 | 51 | 89.6% | -0.36 | 0.2302 | -0.008 | |
| 0.5400 | 0.6600 | 19 | 87.5% | 0.52 | 0.2432 | -0.008 | 6 | 0.7000 | 0.8200 | 1 | 73 | 88.7% | -0.48 | 0.2450 | -0.008 | |
| 0.3700 | 0.5000 | 11 | 268 | 89.1% | 0.41 | 0.2322 | -0.008 | 6.5 | 0.9500 | 1.17 | 68 | 85.7% | -0.59 | 0.2344 | -0.008 | |
| 0.2600 | 0.3600 | 9 | 249 | 90.0% | 0.33 | 0.2078 | -0.008 | 7 | 1.41 | 1.53 | 1 | 23 | 91.6% | -0.68 | 0.2106 | -0.008 |
| 0.1800 | 0.2500 | 7 | 19 | 90.0% | 0.26 | 0.1799 | -0.007 | 7.5 | 1.80 | 1.94 | 1 | 24 | 91.1% | -0.75 | 0.1831 | -0.007 |
| 0.1300 | 0.1900 | 209 | 92.5% | 0.20 | 0.1533 | -0.007 | 8 | 2.24 | 2.37 | 21 | 117 | 91.8% | -0.80 | 0.1568 | -0.007 | |
| 0.1000 | 0.1400 | 2 | 35 | 94.8% | 0.16 | 0.1297 | -0.006 | 8.5 | 2.54 | 2.93 | 117 | 86.1% | -0.84 | 0.1336 | -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 — Nov 27, 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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