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 ±20.1% (4.50–6.77) · ATM IV 88.4% · P/C interés abierto 0.56
| 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 | |
| 2.35 | 3.05 | 25 | 11 | 182.5% | 0.96 | 0.0368 | -0.002 | 3 | 0.0100 | 0.0800 | 2 | 188 | 139.5% | -0.03 | 0.0360 | -0.003 |
| 1.98 | 2.40 | 141.6% | 0.94 | 0.0636 | -0.003 | 3.5 | 0 | 0.0600 | 4 | 100.4% | -0.06 | 0.0629 | -0.003 | |||
| 1.61 | 1.80 | 100 | 110 | 114.2% | 0.90 | 0.1079 | -0.004 | 4 | 0.0500 | 0.0900 | 151 | 1,085 | 94.1% | -0.10 | 0.1074 | -0.005 |
| 1.12 | 1.48 | 106.5% | 0.82 | 0.1716 | -0.006 | 4.5 | 0.1300 | 0.1700 | 29 | 29 | 89.7% | -0.18 | 0.1714 | -0.006 | ||
| 0.8300 | 1.03 | 5 | 267 | 97.6% | 0.71 | 0.2378 | -0.008 | 5 | 0.2800 | 0.3200 | 547 | 5,984 | 88.4% | -0.29 | 0.2380 | -0.008 |
| 0.5400 | 0.7000 | 11 | 7 | 90.3% | 0.57 | 0.2745 | -0.009 | 5.5 | 0.4700 | 0.5600 | 80 | 48 | 86.4% | -0.43 | 0.2752 | -0.009 |
| 0.3900 | 0.4700 | 377 | 747 | 92.1% | 0.44 | 0.2707 | -0.009 | 6 | 0.7800 | 0.8600 | 135 | 3,569 | 87.7% | -0.56 | 0.2717 | -0.009 |
| 0.2600 | 0.3000 | 22 | 9 | 91.2% | 0.33 | 0.2414 | -0.009 | 6.5 | 1.14 | 1.26 | 9 | 91.7% | -0.67 | 0.2428 | -0.009 | |
| 0.1800 | 0.2100 | 553 | 2,059 | 94.0% | 0.25 | 0.2041 | -0.008 | 7 | 1.55 | 1.69 | 7 | 3,969 | 95.8% | -0.75 | 0.2059 | -0.008 |
| 0.1200 | 0.1500 | 20 | 181 | 96.2% | 0.19 | 0.1681 | -0.007 | 7.5 | 1.96 | 2.10 | 15 | 91.3% | -0.81 | 0.1703 | -0.007 | |
| 0.0800 | 0.1100 | 127 | 4,873 | 98.4% | 0.15 | 0.1369 | -0.006 | 8 | 2.48 | 2.57 | 34 | 8,826 | 102.8% | -0.85 | 0.1395 | -0.006 |
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 — Nov 20, 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.