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Nuscale Power Corp SMR

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
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Market dataready · fetched 2026-10-15T20:35:25.599Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:34:56.221017663Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:22.901976+00:00

Share price$6.16
1D+10.0%
AH$5.40$5.61$5.82$6.02$6.235:30 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$0.62$1.25$1.87$2.49$5.37$5.70$6.02$6.35$6.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $6.16OPTION PRICELive SMR spot · $6.16SMR PRICE$0.04$0.05$0.07$0.09$0.10$0.12$0.13$0.15$0.16$0.18$0.19$0.21$0.23$0.08$0.07$0.07$0.10$0.13$0.17$0.20$0.23$0.27$0.30$0.34$0.37$2.31
PutsExpensive2.15×
CallsCheap0.72×
SkewBearish+86.56 pp
Implied moveBearish±$0.33
TiltBearish46.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.4697.1%5.5%5.07380.4%19.1%
25Δ6.4295.8%5.1%5.53243.3%11.5%
30Δ6.3794.5%4.6%5.99106.1%3.9%
35Δ6.3393.3%4.2%6.05104.9%3.4%
40Δ6.2992.0%3.7%6.10107.5%3.1%
45Δ6.2590.7%3.3%6.16110.2%2.8%
50Δ6.2089.4%2.8%6.21112.9%2.5%
55Δ6.1688.1%2.4%6.26115.5%2.2%
60Δ6.1286.8%1.9%6.31118.2%1.9%
65Δ6.0785.6%1.5%6.37120.9%1.6%
70Δ6.0384.3%1.0%6.42123.6%1.3%
75Δ5.9983.0%0.6%6.47126.2%1.0%
80Δ5.9481.7%0.1%8.33517.9%2.4%

20Δ

Calls
Pseudo strike
6.46
IV
97.1%
B/E move
5.5%
Puts
Pseudo strike
5.07
IV
380.4%
B/E move
19.1%

25Δ

Calls
Pseudo strike
6.42
IV
95.8%
B/E move
5.1%
Puts
Pseudo strike
5.53
IV
243.3%
B/E move
11.5%

30Δ

Calls
Pseudo strike
6.37
IV
94.5%
B/E move
4.6%
Puts
Pseudo strike
5.99
IV
106.1%
B/E move
3.9%

35Δ

Calls
Pseudo strike
6.33
IV
93.3%
B/E move
4.2%
Puts
Pseudo strike
6.05
IV
104.9%
B/E move
3.4%

40Δ

Calls
Pseudo strike
6.29
IV
92.0%
B/E move
3.7%
Puts
Pseudo strike
6.10
IV
107.5%
B/E move
3.1%

45Δ

Calls
Pseudo strike
6.25
IV
90.7%
B/E move
3.3%
Puts
Pseudo strike
6.16
IV
110.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
6.20
IV
89.4%
B/E move
2.8%
Puts
Pseudo strike
6.21
IV
112.9%
B/E move
2.5%

55Δ

Calls
Pseudo strike
6.16
IV
88.1%
B/E move
2.4%
Puts
Pseudo strike
6.26
IV
115.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
6.12
IV
86.8%
B/E move
1.9%
Puts
Pseudo strike
6.31
IV
118.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
6.07
IV
85.6%
B/E move
1.5%
Puts
Pseudo strike
6.37
IV
120.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
6.03
IV
84.3%
B/E move
1.0%
Puts
Pseudo strike
6.42
IV
123.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
5.99
IV
83.0%
B/E move
0.6%
Puts
Pseudo strike
6.47
IV
126.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
5.94
IV
81.7%
B/E move
0.1%
Puts
Pseudo strike
8.33
IV
517.9%
B/E move
2.4%