SMR option chain NuScale Power Corporation

Expiration Cboe delayed options data · as of 06:42 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 ±52.2% (2.71–8.64) · ATM IV 84.5% · P/C open interest 0.73

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
2.75	3.25		21	80.0%	0.92	0.0427	-0.001	3	0.1500	0.2100		313	82.2%	-0.09	0.0434	-0.001
2.25	2.57		60	88.7%	0.83	0.0714	-0.002	4	0.4200	0.5200	10	301	81.6%	-0.18	0.0730	-0.002
1.72	1.90	4	229	82.7%	0.73	0.0932	-0.003	5	0.8200	1.00	5	438	81.3%	-0.29	0.0962	-0.003
1.29	1.49	10	248	82.1%	0.63	0.1052	-0.003	6	1.43	1.72	12	286	86.9%	-0.39	0.1098	-0.003
1.10	1.17	10	413	85.4%	0.53	0.1089	-0.003	7	2.19	2.33	64	729	87.4%	-0.49	0.1152	-0.003
0.8000	0.9900	517	241	85.4%	0.46	0.1070	-0.003	8	2.87	3.10		254	85.9%	-0.58	0.1150	-0.003

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 — May 21, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

callsputs

SMR option chain NuScale Power Corporation

Volatility smile — May 21, 2027

Consumer Cyclical

ETF

Technology

Financial Services

Industrials

Consumer Defensive