SMR option chain NuScale Power Corporation
Cboe delayed options data · as of 15:38 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 ±12.9% (8.52–11.05) · ATM IV 77.9% · P/C open interest 0.49
| 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 | |
| 4.60 | 5.15 | 23 | 223.6% | 0.99 | 0.0052 | 0.000 | 5 | 0 | 0.0900 | 848 | 190.0% | -0.00 | 0.0051 | -0.001 | ||
| 4.10 | 4.70 | 207.4% | 0.99 | 0.0083 | 0.000 | 5.5 | 0 | 0.0900 | 166.3% | -0.01 | 0.0082 | -0.001 | ||||
| 3.60 | 4.10 | 64 | 159.1% | 0.99 | 0.0136 | -0.000 | 6 | 0 | 0.0400 | 1,106 | 124.7% | -0.01 | 0.0136 | -0.002 | ||
| 3.10 | 3.65 | 147.4% | 0.98 | 0.0227 | -0.001 | 6.5 | 0 | 0.0300 | 3 | 101.8% | -0.02 | 0.0227 | -0.003 | |||
| 2.66 | 3.15 | 159 | 135.4% | 0.97 | 0.0383 | -0.003 | 7 | 0.0100 | 0.0300 | 6 | 549 | 89.8% | -0.03 | 0.0384 | -0.004 | |
| 2.13 | 2.43 | 6 | 10 | 0.94 | 0.0645 | -0.005 | 7.5 | 0 | 0.0400 | 339 | 73.9% | -0.06 | 0.0646 | -0.006 | ||
| 1.71 | 1.92 | 1 | 914 | 64.6% | 0.90 | 0.1056 | -0.008 | 8 | 0.0600 | 0.0800 | 188 | 3,470 | 78.4% | -0.10 | 0.1058 | -0.009 |
| 1.35 | 1.50 | 101 | 982 | 76.3% | 0.83 | 0.1614 | -0.012 | 8.5 | 0.1300 | 0.1500 | 10 | 789 | 76.1% | -0.16 | 0.1618 | -0.012 |
| 1.02 | 1.13 | 4 | 2,157 | 79.0% | 0.73 | 0.2195 | -0.016 | 9 | 0.2600 | 0.2800 | 1,316 | 3,012 | 76.0% | -0.27 | 0.2200 | -0.016 |
| 0.7400 | 0.7800 | 395 | 1,339 | 77.4% | 0.61 | 0.2574 | -0.019 | 9.5 | 0.4400 | 0.4800 | 436 | 420 | 75.4% | -0.39 | 0.2581 | -0.019 |
| 0.5100 | 0.5400 | 310 | 7,841 | 77.8% | 0.48 | 0.2618 | -0.020 | 10 | 0.7100 | 0.7700 | 604 | 1,118 | 77.9% | -0.52 | 0.2627 | -0.020 |
| 0.3300 | 0.3700 | 116 | 1,437 | 78.2% | 0.36 | 0.2389 | -0.019 | 10.5 | 1.03 | 1.08 | 585 | 77.0% | -0.64 | 0.2399 | -0.019 | |
| 0.2200 | 0.2400 | 1,401 | 9,443 | 79.2% | 0.27 | 0.2030 | -0.017 | 11 | 1.40 | 1.52 | 8 | 3,561 | 81.7% | -0.73 | 0.2041 | -0.017 |
| 0.1400 | 0.1600 | 90 | 606 | 80.5% | 0.20 | 0.1652 | -0.015 | 11.5 | 1.59 | 1.99 | 571 | 64.7% | -0.80 | 0.1664 | -0.014 | |
| 0.0800 | 0.1300 | 73 | 4,321 | 83.7% | 0.15 | 0.1312 | -0.013 | 12 | 2.22 | 2.46 | 5 | 454 | 88.5% | -0.86 | 0.1324 | -0.012 |
| 0.0500 | 0.1000 | 135 | 87.0% | 0.11 | 0.1028 | -0.011 | 12.5 | 2.44 | 2.92 | 1 | -0.89 | 0.1039 | -0.009 | |||
| 0.0400 | 0.0600 | 22 | 1,921 | 88.4% | 0.08 | 0.0802 | -0.009 | 13 | 3.10 | 3.45 | 45 | 92.2% | -0.92 | 0.0811 | -0.007 | |
| 0.0200 | 0.0900 | 84 | 99.2% | 0.06 | 0.0624 | -0.007 | 13.5 | 3.40 | 3.90 | -0.94 | 0.0631 | -0.005 | ||||
| 0.0300 | 0.0700 | 1 | 1,361 | 105.5% | 0.05 | 0.0486 | -0.006 | 14 | 4.15 | 4.30 | 21 | 69.0% | -0.96 | 0.0497 | -0.004 | |
| 0 | 0.1100 | 38 | 115.5% | 0.03 | 0.0380 | -0.005 | 14.5 | 4.35 | 4.90 | -0.97 | 0.0400 | -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.
Volatility smile — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs