Option Greeks measure how NuScale Power Corporation (SMR) option prices respond to changes in the stock price (delta and gamma), the passage of time (theta), implied volatility (vega), and interest rates (rho). These charts plot each Greek by strike, so you can see where an expiration's price risk, time decay, and volatility exposure are concentrated. SMR implied volatility is in the lower part of its one-year range, which keeps delta and gamma in a narrower range of strikes than usual.
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SMR Option Greeks FAQ
What are option Greeks?
Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).
How do I read the SMR Greeks charts?
Gamma, theta, and vega are largest for strikes near the NuScale Power stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.
How does implied volatility affect SMR's Greeks?
NuScale Power IV rank is 38, so implied volatility is in the lower part of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 72.2% to 127.8%. See the SMR implied volatility history for a longer view.
How much gamma and delta do SMR options carry in total?
Across all open NuScale Power options on Nov 4, 2026, net gamma exposure was $279.74K and net delta exposure was -$12.7M per 1% move in the stock. The SMR gamma exposure chart shows where that gamma sits by strike.
What is NuScale Power Corporation?
NuScale Power Corp is redefining nuclear power through the development of proprietary and inventive SMR technology that the Company believes will deliver safe, scalable, cost-effective and reliable carbon-free power.