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Nuscale Power Corp SMR

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
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Market dataready · fetched 2026-10-16T01:04:33.736Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:56:15.096993088Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:04:32.963793+00:00

Share price$6.15
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$0.06$1.07$2.08$3.09$4.10$3.52$5.55$7.58$9.61$11.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMR spot · $6.15SMR PRICE$0.17$0.23$0.29$0.35$0.42$0.51$0.59$0.67$0.76$0.87$0.98$1.09$1.20$0.24$0.33$0.41$0.50$0.59$0.73$0.88$1.02$1.17$1.42$1.72$2.03$3.81
PutsExpensive1.25×
CallsExpensive1.38×
SkewBearish+9.53 pp
Implied moveBearish±$1.47
TiltBearish29.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.2592.1%37.0%5.0294.5%22.2%
25Δ7.8089.6%30.6%5.2693.4%19.7%
30Δ7.4889.2%26.5%5.5092.3%17.3%
35Δ7.1788.8%22.3%5.7491.2%14.8%
40Δ6.8988.3%19.0%5.9890.2%12.4%
45Δ6.6687.9%16.6%6.2190.1%10.9%
50Δ6.4387.5%14.2%6.4490.2%9.4%
55Δ6.2087.1%11.9%6.6890.3%8.0%
60Δ5.9886.4%9.6%6.9190.4%6.6%
65Δ5.7884.2%8.1%7.2392.2%5.4%
70Δ5.5881.9%6.7%7.6094.9%4.4%
75Δ5.3779.6%5.2%7.9697.7%3.5%
80Δ5.1777.3%3.7%9.76136.4%3.2%

20Δ

Calls
Pseudo strike
8.25
IV
92.1%
B/E move
37.0%
Puts
Pseudo strike
5.02
IV
94.5%
B/E move
22.2%

25Δ

Calls
Pseudo strike
7.80
IV
89.6%
B/E move
30.6%
Puts
Pseudo strike
5.26
IV
93.4%
B/E move
19.7%

30Δ

Calls
Pseudo strike
7.48
IV
89.2%
B/E move
26.5%
Puts
Pseudo strike
5.50
IV
92.3%
B/E move
17.3%

35Δ

Calls
Pseudo strike
7.17
IV
88.8%
B/E move
22.3%
Puts
Pseudo strike
5.74
IV
91.2%
B/E move
14.8%

40Δ

Calls
Pseudo strike
6.89
IV
88.3%
B/E move
19.0%
Puts
Pseudo strike
5.98
IV
90.2%
B/E move
12.4%

45Δ

Calls
Pseudo strike
6.66
IV
87.9%
B/E move
16.6%
Puts
Pseudo strike
6.21
IV
90.1%
B/E move
10.9%

50Δ

Calls
Pseudo strike
6.43
IV
87.5%
B/E move
14.2%
Puts
Pseudo strike
6.44
IV
90.2%
B/E move
9.4%

55Δ

Calls
Pseudo strike
6.20
IV
87.1%
B/E move
11.9%
Puts
Pseudo strike
6.68
IV
90.3%
B/E move
8.0%

60Δ

Calls
Pseudo strike
5.98
IV
86.4%
B/E move
9.6%
Puts
Pseudo strike
6.91
IV
90.4%
B/E move
6.6%

65Δ

Calls
Pseudo strike
5.78
IV
84.2%
B/E move
8.1%
Puts
Pseudo strike
7.23
IV
92.2%
B/E move
5.4%

70Δ

Calls
Pseudo strike
5.58
IV
81.9%
B/E move
6.7%
Puts
Pseudo strike
7.60
IV
94.9%
B/E move
4.4%

75Δ

Calls
Pseudo strike
5.37
IV
79.6%
B/E move
5.2%
Puts
Pseudo strike
7.96
IV
97.7%
B/E move
3.5%

80Δ

Calls
Pseudo strike
5.17
IV
77.3%
B/E move
3.7%
Puts
Pseudo strike
9.76
IV
136.4%
B/E move
3.2%