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NuScale Power Corporation SMR

i

Market dataready · fetched 2026-11-07T05:30:25.163Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:59:00.300439703Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T05:30:24.513692+00:00

Share price$5.05
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$0.05$0.32$0.60$0.87$1.15$3.90$4.46$5.01$5.57$6.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMR spot · $5.05SMR PRICE$0.08$0.10$0.13$0.16$0.19$0.22$0.25$0.28$0.34$0.41$0.48$0.54$0.61$0.09$0.12$0.15$0.18$0.21$0.25$0.33$0.40$0.48$0.56$0.69$0.89$1.07
PutsCheap0.84×
CallsCheap0.84×
SkewBearish+9.59 pp
Implied moveBearish±$0.57
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.78109.2%16.0%4.52110.9%12.2%
25Δ5.64109.6%13.6%4.62109.0%10.8%
30Δ5.50109.9%11.3%4.72107.1%9.5%
35Δ5.40108.1%10.0%4.82105.1%8.1%
40Δ5.30106.2%8.7%4.92103.2%6.8%
45Δ5.21104.3%7.5%5.02102.3%5.6%
50Δ5.11102.5%6.2%5.12106.7%5.0%
55Δ5.02100.6%4.9%5.23111.1%4.4%
60Δ4.92101.8%4.2%5.34115.6%3.9%
65Δ4.82103.7%3.6%5.44120.0%3.3%
70Δ4.72105.5%3.0%5.60127.5%2.8%
75Δ4.63107.4%2.4%5.82138.9%2.3%
80Δ4.53109.2%1.8%6.02145.3%1.9%

20Δ

Calls
Pseudo strike
5.78
IV
109.2%
B/E move
16.0%
Puts
Pseudo strike
4.52
IV
110.9%
B/E move
12.2%

25Δ

Calls
Pseudo strike
5.64
IV
109.6%
B/E move
13.6%
Puts
Pseudo strike
4.62
IV
109.0%
B/E move
10.8%

30Δ

Calls
Pseudo strike
5.50
IV
109.9%
B/E move
11.3%
Puts
Pseudo strike
4.72
IV
107.1%
B/E move
9.5%

35Δ

Calls
Pseudo strike
5.40
IV
108.1%
B/E move
10.0%
Puts
Pseudo strike
4.82
IV
105.1%
B/E move
8.1%

40Δ

Calls
Pseudo strike
5.30
IV
106.2%
B/E move
8.7%
Puts
Pseudo strike
4.92
IV
103.2%
B/E move
6.8%

45Δ

Calls
Pseudo strike
5.21
IV
104.3%
B/E move
7.5%
Puts
Pseudo strike
5.02
IV
102.3%
B/E move
5.6%

50Δ

Calls
Pseudo strike
5.11
IV
102.5%
B/E move
6.2%
Puts
Pseudo strike
5.12
IV
106.7%
B/E move
5.0%

55Δ

Calls
Pseudo strike
5.02
IV
100.6%
B/E move
4.9%
Puts
Pseudo strike
5.23
IV
111.1%
B/E move
4.4%

60Δ

Calls
Pseudo strike
4.92
IV
101.8%
B/E move
4.2%
Puts
Pseudo strike
5.34
IV
115.6%
B/E move
3.9%

65Δ

Calls
Pseudo strike
4.82
IV
103.7%
B/E move
3.6%
Puts
Pseudo strike
5.44
IV
120.0%
B/E move
3.3%

70Δ

Calls
Pseudo strike
4.72
IV
105.5%
B/E move
3.0%
Puts
Pseudo strike
5.60
IV
127.5%
B/E move
2.8%

75Δ

Calls
Pseudo strike
4.63
IV
107.4%
B/E move
2.4%
Puts
Pseudo strike
5.82
IV
138.9%
B/E move
2.3%

80Δ

Calls
Pseudo strike
4.53
IV
109.2%
B/E move
1.8%
Puts
Pseudo strike
6.02
IV
145.3%
B/E move
1.9%

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%