SMR option chain NuScale Power Corporation
Cboe delayed options data · as of 18:43 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 ±70.5% (1.69–9.73) · ATM IV 86.5% · P/C open interest 0.29
| 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 | |
| 3.35 | 3.75 | 11 | 1,696 | 94.0% | 0.90 | 0.0342 | -0.001 | 3 | 0.4600 | 0.5000 | 9 | 2,451 | 85.2% | -0.11 | 0.0356 | -0.001 |
| 2.46 | 2.57 | 19 | 2,323 | 85.2% | 0.77 | 0.0568 | -0.002 | 5 | 1.46 | 1.56 | 381 | 2,134 | 87.8% | -0.25 | 0.0609 | -0.002 |
| 1.66 | 1.78 | 266 | 5,532 | 87.4% | 0.60 | 0.0697 | -0.002 | 8 | 3.45 | 3.65 | 74 | 3,465 | 87.0% | -0.44 | 0.0789 | -0.002 |
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.