Standard Nuclear (STDN) Options Chain
NYSE: STDNBasic MaterialsMajor ChemicalsUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Apr 16, 2027
- Days to expiration
- 188
- Share price
- $13.69
- Put/call ratio (OI)
- 0.00
- Put/call ratio (volume)
- 0.00
- Expected move
- ±$8.56
- Open interest (C / P)
- 62 / 0
STDN options summary
The STDN options chain for the April 16, 2027 expiration lists 5 call and 0 put contracts, with 188 days until expiration. Open interest stands at 62 calls and 0 puts, a put/call ratio of 0.00, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $12.50 strike is 87.1%, which implies the market expects a move of about ±$8.56 (62.5%) in Standard Nuclear stock by expiration.
Summary generated from market data by MetaCap's automated system. Methodology
STDN options chain · April 16, 2027
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| 9.82 | 7.20 | 10.60 | 5.00 | — | — | — | |||||
| 5.70 | 3.70 | 7.10 | 10.00 | — | — | — | |||||
| 5.00 | 2.10 | 5.60 | 12.50 | — | — | — | |||||
| 2.62 | 0.75 | 4.40 | 15.00 | — | — | — | |||||
| 1.37 | 0.05 | 2.70 | 20.00 | — | — | — | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
What is the STDN put/call ratio?
For the April 16, 2027 expiration, the STDN put/call ratio based on open interest is 0.00 (0 puts vs 62 calls), and 0.00 based on today's volume. A ratio above 1 means more puts than calls.
What is STDN's implied volatility?
At-the-money implied volatility for STDN options expiring April 16, 2027 is about 87.1%, an annualized estimate of how much the market expects Standard Nuclear stock to move.
How many STDN option expiration dates are there?
STDN has 4 listed expiration dates, from Oct 16, 2026 to Apr 16, 2027.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.