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NuScale Power Corporation SMR

i

Market datapartial · fetched 2026-11-06T22:45:29.077Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T22:44:39.45634886Z

FundamentalsAlpha Vantage · unavailable

Share price$5.09
1D+8.5%
AH$4.63$4.75$4.87$4.99$5.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMR
Sold putSold callAH

NuScale Power Corporation options

Live interpolated SMR call and put midpoint premiums by absolute delta.NuScale Power Corporation$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESMR PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend100.79%
Daily close
SMR64.0%83.7%103.5%2026-08-10: 88.42%2026-08-11: 88.41%2026-08-12: 85.79%2026-08-13: 86.61%2026-08-14: 77.50%2026-08-17: 80.33%2026-08-18: 76.03%2026-08-19: 78.91%2026-08-20: 89.00%2026-08-21: 78.80%2026-08-24: 83.16%2026-08-25: 91.83%2026-08-26: 84.77%2026-08-27: 83.58%2026-08-28: 73.74%2026-08-31: 74.30%2026-09-01: 75.61%2026-09-02: 76.00%2026-09-03: 77.69%2026-09-04: 70.89%2026-09-08: 97.35%2026-09-09: 88.98%2026-09-10: 86.25%2026-09-11: 74.35%2026-09-14: 77.93%2026-09-15: 79.01%2026-09-16: 80.45%2026-09-17: 83.52%2026-09-18: 73.26%2026-09-21: 81.00%2026-09-22: 79.58%2026-09-23: 76.45%2026-09-24: 81.01%2026-09-25: 72.06%2026-09-28: 73.59%2026-09-29: 75.40%2026-09-30: 75.80%2026-10-02: 66.68%2026-10-05: 69.53%2026-10-06: 74.71%2026-10-07: 72.56%2026-10-09: 69.17%2026-10-12: 72.75%2026-10-13: 78.10%2026-10-14: 87.35%2026-10-16: 80.61%2026-10-19: 86.66%2026-10-20: 85.77%2026-10-21: 95.59%2026-10-23: 92.72%2026-10-26: 96.62%2026-10-27: 96.84%2026-10-28: 100.33%2026-10-30: 100.79%Aug 10Sep 16Oct 30
54 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
88.42%
88.41%
85.79%
86.61%
77.50%
80.33%
76.03%
78.91%
89.00%
78.80%
83.16%
91.83%
84.77%
83.58%
73.74%
74.30%
75.61%
76.00%
77.69%
70.89%
97.35%
88.98%
86.25%
74.35%
77.93%
79.01%
80.45%
83.52%
73.26%
81.00%
79.58%
76.45%
81.01%
72.06%
73.59%
75.40%
75.80%
66.68%
69.53%
74.71%
72.56%
69.17%
72.75%
78.10%
87.35%
80.61%
86.66%
85.77%
95.59%
92.72%
96.62%
96.84%
100.33%
100.79%