Quantchabot has detected a new Bear Call Spread trade opportunity for NUSCALE POWER CORPORATION (SMR) for the 30-Oct-2026 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
SMR was recently trading at $9.40 and has an implied volatility of 81.54% for this period. Based on an analysis of the options available for SMR expiring on 30-Oct-2026, there is a 34.18% likelihood that the underlying will close within the analyzed range of $6.99-$9.45 at expiration. In this scenario, the average linear return for the trade would be 25.76%.
Big -7.95% Change: After closing the last trading session at $10.21, NUSCALE POWER CORPORATION opened today at $9.66 and has reached a low of $9.16.
Trade approach: A movement as big as -7.95% 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 $9.40 on 30-Oct-2026. 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 $9.58 on 30-Oct-2026. Based on our risk-neutral analysis, there is a 51.82% 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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