SMRNuScale Power Corporation
Options Analysis Report•FABRICATED PLATE WORK (BOILER SHOPS)
Market Cap $3.7B|NYSE
● 2026-06-09$10.76
BULLISH
Analysis: 2026-06-08 EOD data
1Y -69.5%YTD -34.0%7D -22.9%
Options Vol
53,005
30D
Implied Move
±30.7%
IV Rank
41%
SMR Options Overview
unusual activity. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.9
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks6/9 checks passed
IV Rank
≤35%IV Rank 50.0% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.00x — IV ≤ HV
Sector Relative≤50%
Sector percentile 50% — below sector median
Term Structure
<1.1xFront/Back 1.06x — backwardation
Skew Normal
<1.25xPut/Call IV 1.00x — normal
Absolute IV
<80%ATM IV 0.0% — normal range
Spread-Adjusted Value
<80%Effective IV 17.9% (ATM 0.0% + spread 9.0% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 13.09% (spread 8.97% + slippage 4.12%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.00 (vega 0.000 / spread 8.97%) — spread drag
Sentiment
Bullish or bearish?
6.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: -6%, Raw: -10%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -6% (neutral) — Raw: -10%
OI Skew Magnitude
≥15%|OI skew| 33.4% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +44.2%, OI skew +33.4% — aligned
Conviction Quality
≥2/3 conditions0-DTE 0%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +5%, ATM: +15%, OTM: -14% — neutral (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 29% — very bullish vs sector
Activity
Unusual activity?
3.7
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.7x avg — normal
Turnover Rate
≥15%Vol/OI 7.9% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +0.1% (5d) — stable
Sector Relative≥60%
Sector activity percentile 89% — very active vs sector
Trade Quality
≥30%Large trade volume 14% — mostly retail
Execution Urgency
≥60%Aggressive execution 59% — patient
Flow Conviction
≥30Conviction -6 (bearish) — mixed
Liquidity
Can I trade efficiently?
5.4
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks5/8 checks passed
Tradeable Spread
≤5.0%Spread 9.0% — wide
Adequate OI
≥10,000OI 673,777 — deep
Active Volume
≥500Volume 53,005/day — active
Reasonable Cost
≤$0.50$0.45 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 0% — much tighter than sector
Order Book Depth
≥100 contractsDepth 429.4 contracts (bid:232.7 ask:196.7) — adequate
Execution Quality
<1.0%Avg slippage 4.12% — poor
Timing
Is now a good time?
6.5
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks4/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +5.9% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 50% — neutral
Event Detection
≥10pts kinkIV kink 9.9pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1.00 — favors mixed
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: No earnings detected; CPI in 1d (HIGH)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -6% @ 53% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 44 (ITM 20% + inst 14%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls6.0
bullishIV fair, bullish flow
Long Puts5.1
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.5
bullishIV fair, bullish flow
Covered Call4.6
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.