IntraAlpha
Create free account Start free

Nuscale Power Corp SMR

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-15T20:03:53.947Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:32.101951497Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:57:12.591815+00:00

Share price$6.17
1D+10.4%
AH$5.40$5.61$5.82$6.03$6.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMR
Sold putSold callAH

Nuscale Power Corp options

Live interpolated SMR call and put midpoint premiums by absolute delta.Nuscale Power Corp$0.00$0.82$1.64$2.46$3.27$5.37$5.70$6.03$6.36$6.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $6.17OPTION PRICELive SMR spot · $6.17SMR PRICE$0.04$0.05$0.07$0.08$0.10$0.11$0.13$0.14$0.16$0.17$0.19$0.20$0.22$0.08$0.07$0.07$0.10$0.14$0.17$0.21$0.24$0.28$0.31$0.35$0.38$3.04
PutsExpensive2.34×
CallsCheap0.69×
SkewBearish+105.01 pp
Implied moveBearish±$0.34
TiltBearish53.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.4694.8%5.4%5.10369.6%18.7%
25Δ6.4293.2%5.0%5.57230.8%10.9%
30Δ6.3891.5%4.5%6.01105.3%3.8%
35Δ6.3489.9%4.1%6.06108.6%3.5%
40Δ6.3088.2%3.7%6.11111.9%3.2%
45Δ6.2686.5%3.3%6.17115.2%2.9%
50Δ6.2284.9%2.8%6.22118.5%2.6%
55Δ6.1883.2%2.4%6.28121.8%2.2%
60Δ6.1481.6%2.0%6.33125.1%1.9%
65Δ6.0979.9%1.6%6.38128.5%1.6%
70Δ6.0578.3%1.1%6.44131.8%1.3%
75Δ6.0176.6%0.7%6.49135.1%1.0%
80Δ5.9774.9%0.3%9.01666.5%3.1%

20Δ

Calls
Pseudo strike
6.46
IV
94.8%
B/E move
5.4%
Puts
Pseudo strike
5.10
IV
369.6%
B/E move
18.7%

25Δ

Calls
Pseudo strike
6.42
IV
93.2%
B/E move
5.0%
Puts
Pseudo strike
5.57
IV
230.8%
B/E move
10.9%

30Δ

Calls
Pseudo strike
6.38
IV
91.5%
B/E move
4.5%
Puts
Pseudo strike
6.01
IV
105.3%
B/E move
3.8%

35Δ

Calls
Pseudo strike
6.34
IV
89.9%
B/E move
4.1%
Puts
Pseudo strike
6.06
IV
108.6%
B/E move
3.5%

40Δ

Calls
Pseudo strike
6.30
IV
88.2%
B/E move
3.7%
Puts
Pseudo strike
6.11
IV
111.9%
B/E move
3.2%

45Δ

Calls
Pseudo strike
6.26
IV
86.5%
B/E move
3.3%
Puts
Pseudo strike
6.17
IV
115.2%
B/E move
2.9%

50Δ

Calls
Pseudo strike
6.22
IV
84.9%
B/E move
2.8%
Puts
Pseudo strike
6.22
IV
118.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
6.18
IV
83.2%
B/E move
2.4%
Puts
Pseudo strike
6.28
IV
121.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
6.14
IV
81.6%
B/E move
2.0%
Puts
Pseudo strike
6.33
IV
125.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
6.09
IV
79.9%
B/E move
1.6%
Puts
Pseudo strike
6.38
IV
128.5%
B/E move
1.6%

70Δ

Calls
Pseudo strike
6.05
IV
78.3%
B/E move
1.1%
Puts
Pseudo strike
6.44
IV
131.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
6.01
IV
76.6%
B/E move
0.7%
Puts
Pseudo strike
6.49
IV
135.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
5.97
IV
74.9%
B/E move
0.3%
Puts
Pseudo strike
9.01
IV
666.5%
B/E move
3.1%