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SMRNuScale Power Corporation

Options Analysis Report•FABRICATED PLATE WORK (BOILER SHOPS)
Market Cap $3.8B|NYSE
● 2026-08-28$9.29
BULLISH
Analysis: 2026-08-27 EOD data
1Y -75.1%YTD -43.0%7D +2.7%
44,869
30D
±22.9%
20%

SMR Options Overview

unusual activity. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

6.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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SMR Gamma Walls

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Value

Is IV priced right?

6.8
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 50.0% — elevated vs history

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 50% — below sector median

<1.1x

Front/Back 0.92x — contango

<1.25x

Put/Call IV 1.00x — normal

<80%

ATM IV 0.0% — normal range

<80%

Effective IV 15.8% (ATM 0.0% + spread 7.9% + bias) — excellent value

<3.0%

Total drag 12.39% (spread 7.90% + slippage 4.49%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 7.90%) — spread drag

Sentiment

Bullish or bearish?

6.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +8%, Raw: +2%)
|net sentiment| ≥25%

Conviction-weighted: +8% (neutral) — Raw: +2%

≥15%

|OI skew| 35.0% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +41.5%, OI skew +35.0% — aligned

≥2/3 conditions

0-DTE 34%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -3%, ATM: +8%, OTM: +2% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 35% — bullish vs sector

Activity

Unusual activity?

4.4
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.9x avg — normal

≥15%

Vol/OI 8.8% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change -7.6% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 91% — very active vs sector

≥30%

Large trade volume 22% — mixed

≥60%

Aggressive execution 61% — urgent

≥30

Conviction +8 (bullish) — mixed

Liquidity

Can I trade efficiently?

5.4
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks5/8 checks passed
≤5.0%

Spread 7.9% — wide

≥10,000

OI 509,856 — deep

≥500

Volume 44,869/day — active

≤$0.50

$0.40 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

≥100 contracts

Depth 685.9 contracts (bid:369.2 ask:316.7) — deep

<1.0%

Avg slippage 4.49% — poor

Timing

Is now a good time?

6.4
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope -8.2% — contango

<30 or >70

IV percentile 50% — neutral

≥10pts kink

IV kink -5.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +8% @ 54% consistency — unclear

≥40 composite score

Score 52 (ITM 20% + inst 22%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls6.5
bullishIV cheap, bullish flow
Long Puts5.3
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.4
bullishIV too cheap, bullish flow
Covered Call4.1
bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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