We've only produced carbon nanotubes with an ultimate tensile strength (UTS) of 63 GPa. As I mentioned previously, the maximum theoretical UTS of carbon nanotubes is 300 GPa and that's the highest value for any currently known material. However, the figure of 63 GPA is only obtained on a small scale -- carbon nanotube rope has a UTS of only 3.6 GPa. Graphene has an ultimate tensile strength of 130 GPa but again only on a small scale so far. For comparison, steel has a UTS of from 0.4 to 5 GPA, depending on type. Kevlar has a UTS of about 3.7 GPa. Spider silk has a UTS of about 1 GPa.
There's a material talked about known as
Carbyne, but that's probably too unstable to realise its predicted UTS of about 250 GPa.
The UTS is greater than the yield strength beyond which deformation is not recoverable for ductile materials. You permanently deform these materials by taking them to the yield limit and that isn't generally desirable from an engineering point of view. So the practical tensile strength is going to be lower, though usually not by a great deal, than the UTS.
I expect someone with a great deal more knowledge of material science can correct me or provide more up-to-date thoughts about what's theoretically possible. I have no idea how you might possibly make materials with the strength of the strong nuclear force as imagined in SF. That might well be fantasy as nuclear matter is usually modelled as a liquid.
ETA: Of course, if you don't spin your megastructures or perhaps use spin for smaller diameter component habitats where artificial gravity is required, you can make them larger than several tens of thousands of kilometers across. The original Dyson conjecture was for a swarm of small solar collectors that could gather all the available photons to use for energy and not for a solid shell. A swarm of habitats and collectors also provides multiple redundancy against system failure and enough living space and power for factional diversification, assuming alien societies are like Earth's -- not a Star Trek monoculture.