SMR cadena de opciones NuScale Power Corporation
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±12.0% (8.53–10.85) · ATM IV 74.1% · P/C interés abierto 0.49
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 4.60 | 5.15 | 23 | 260.2% | 1.00 | 0.0042 | 0.000 | 5 | 0 | 0.0900 | 848 | 189.1% | -0.00 | 0.0043 | -0.001 | ||
| 4.10 | 4.70 | 237.8% | 0.99 | 0.0073 | 0.000 | 5.5 | 0 | 0.0900 | 165.2% | -0.01 | 0.0074 | -0.001 | ||||
| 3.65 | 4.00 | 64 | 182.5% | 0.99 | 0.0128 | 0.000 | 6 | 0 | 0.0400 | 1 | 1,106 | 123.5% | -0.01 | 0.0128 | -0.002 | |
| 3.10 | 3.65 | 173.6% | 0.98 | 0.0225 | -0.001 | 6.5 | 0 | 0.0300 | 3 | 100.5% | -0.02 | 0.0225 | -0.003 | |||
| 2.67 | 3.05 | 56 | 159 | 144.6% | 0.97 | 0.0395 | -0.003 | 7 | 0.0100 | 0.0300 | 8 | 549 | 88.4% | -0.03 | 0.0396 | -0.004 |
| 2.19 | 2.42 | 8 | 10 | 106.5% | 0.94 | 0.0682 | -0.005 | 7.5 | 0.0100 | 0.0600 | 2 | 339 | 80.9% | -0.06 | 0.0684 | -0.006 |
| 1.73 | 1.91 | 5 | 914 | 89.7% | 0.90 | 0.1130 | -0.008 | 8 | 0.0700 | 0.0800 | 225 | 3,470 | 77.9% | -0.10 | 0.1133 | -0.009 |
| 1.28 | 1.58 | 183 | 982 | 90.2% | 0.83 | 0.1725 | -0.012 | 8.5 | 0.1400 | 0.1500 | 103 | 789 | 74.6% | -0.17 | 0.1730 | -0.013 |
| 0.8100 | 1.08 | 33 | 2,157 | 68.7% | 0.72 | 0.2324 | -0.016 | 9 | 0.2700 | 0.2900 | 1,480 | 3,012 | 74.4% | -0.28 | 0.2332 | -0.016 |
| 0.6700 | 0.6900 | 540 | 1,339 | 74.3% | 0.59 | 0.2694 | -0.018 | 9.5 | 0.4700 | 0.4900 | 442 | 420 | 74.0% | -0.42 | 0.2705 | -0.019 |
| 0.4400 | 0.4700 | 627 | 7,841 | 74.1% | 0.45 | 0.2702 | -0.019 | 10 | 0.7400 | 0.7700 | 645 | 1,118 | 74.5% | -0.55 | 0.2715 | -0.019 |
| 0.2900 | 0.3100 | 180 | 1,437 | 75.5% | 0.33 | 0.2422 | -0.018 | 10.5 | 1.03 | 1.13 | 9 | 585 | 73.1% | -0.67 | 0.2438 | -0.018 |
| 0.1900 | 0.2000 | 1,555 | 9,443 | 77.2% | 0.24 | 0.2013 | -0.016 | 11 | 1.40 | 1.55 | 24 | 3,561 | 74.2% | -0.76 | 0.2030 | -0.015 |
| 0.1200 | 0.1500 | 159 | 606 | 80.8% | 0.17 | 0.1598 | -0.013 | 11.5 | 1.75 | 1.96 | 1 | 571 | 61.9% | -0.83 | 0.1615 | -0.013 |
| 0.0800 | 0.1000 | 116 | 4,321 | 83.0% | 0.12 | 0.1235 | -0.011 | 12 | 2.24 | 2.43 | 5 | 454 | 65.3% | -0.88 | 0.1250 | -0.010 |
| 0.0400 | 0.1000 | 57 | 135 | 88.2% | 0.09 | 0.0943 | -0.009 | 12.5 | 2.57 | 2.92 | 1 | -0.92 | 0.0954 | -0.007 | ||
| 0.0300 | 0.0500 | 48 | 1,921 | 86.9% | 0.06 | 0.0716 | -0.007 | 13 | 3.15 | 3.40 | 45 | -0.94 | 0.0722 | -0.005 | ||
| 0.0200 | 0.0500 | 4 | 84 | 93.0% | 0.05 | 0.0543 | -0.006 | 13.5 | 3.40 | 3.90 | -0.96 | 0.0565 | -0.004 | |||
| 0.0200 | 0.0300 | 5 | 1,361 | 95.2% | 0.03 | 0.0413 | -0.004 | 14 | 4.10 | 4.45 | 10 | 21 | -0.97 | 0.0464 | -0.002 | |
| 0 | 0.1100 | 38 | 118.1% | 0.03 | 0.0316 | -0.004 | 14.5 | 4.35 | 4.90 | -0.98 | 0.0402 | -0.001 | ||||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Sep 18, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.