Quantchabot has detected a new Bear Call Spread trade opportunity for NUSCALE POWER CORPORATION (SMR) for the 1-Aug-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
SMR was recently trading at $36.62 and has an implied volatility of 100.15% for this period. Based on an analysis of the options available for SMR expiring on 1-Aug-2025, there is a 34.20% likelihood that the underlying will close within the analyzed range of $27.36-$36.76 at expiration. In this scenario, the average linear return for the trade would be 13.67%.
Big -7.43% Change: After closing the last trading session at $39.56, NUSCALE POWER CORPORATION opened today at $39.00 and has reached a low of $36.61.
Trade approach: A movement as big as -7.43% is a significantly bearish indicator, so this trade is designed to be profitable if SMR maintains its current direction and does not revert back to pricing on the bullish side of $36.62 on 1-Aug-2025. If possible, the trade has been padded such that slight movement against the trade would still return a profit.
Upside potential: Using this bearish strategy, the trade would be profitable if NUSCALE POWER CORPORATION closes at or below $36.92 on 1-Aug-2025. Based on our risk-neutral analysis, there is a 50.59% likelihood of this return.
Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.
To analyze this trade in depth, please visit the Quantcha Options Search Engine.
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