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NVIDIA Corporation NVDA

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-20T15:39:30.904Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday expirations. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-20T15:39:28.971423217Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-20T15:39:30.381480+00:00

Share price$216.47
1D+0.7%
$213$214$216$217$2195:30 AM6:30 AM9:00 AM1:00 PMNVDA
Sold putSold call

NVIDIA Corporation options

Live interpolated NVDA call and put midpoint premiums by absolute delta.NVIDIA Corporation$0.63$2.64$4.66$6.67$8.68$206.32$211.42$216.52$221.62$226.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVDA spot · $216.47NVDA PRICE$0.84$1.13$1.46$1.81$2.22$2.64$3.16$3.69$4.30$5.04$5.82$6.89$8.10$0.98$1.29$1.61$1.98$2.35$2.79$3.26$3.75$4.33$4.90$5.63$6.44$7.50
PutsExpensive1.24×
CallsExpensive1.45×
SkewBullish-0.52 pp
Implied moveBalanced±$6.42
TiltBalanced0.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ223.2538.7%3.5%209.5743.6%3.6%
25Δ221.9439.0%3.1%211.0442.8%3.1%
30Δ220.8139.3%2.7%212.4042.1%2.6%
35Δ219.7139.6%2.3%213.5341.5%2.3%
40Δ218.7040.0%2.1%214.6441.0%1.9%
45Δ217.6940.4%1.8%215.6740.6%1.7%
50Δ216.6840.7%1.6%216.6740.3%1.4%
55Δ215.6641.1%1.3%217.6740.0%1.2%
60Δ214.6241.5%1.1%218.6639.5%1.0%
65Δ213.4942.0%1.0%219.6639.0%0.8%
70Δ212.3442.6%0.8%220.7438.7%0.6%
75Δ210.9543.5%0.6%221.8638.4%0.5%
80Δ209.4344.5%0.5%223.2138.5%0.4%

20Δ

Calls
Pseudo strike
223.25
IV
38.7%
B/E move
3.5%
Puts
Pseudo strike
209.57
IV
43.6%
B/E move
3.6%

25Δ

Calls
Pseudo strike
221.94
IV
39.0%
B/E move
3.1%
Puts
Pseudo strike
211.04
IV
42.8%
B/E move
3.1%

30Δ

Calls
Pseudo strike
220.81
IV
39.3%
B/E move
2.7%
Puts
Pseudo strike
212.40
IV
42.1%
B/E move
2.6%

35Δ

Calls
Pseudo strike
219.71
IV
39.6%
B/E move
2.3%
Puts
Pseudo strike
213.53
IV
41.5%
B/E move
2.3%

40Δ

Calls
Pseudo strike
218.70
IV
40.0%
B/E move
2.1%
Puts
Pseudo strike
214.64
IV
41.0%
B/E move
1.9%

45Δ

Calls
Pseudo strike
217.69
IV
40.4%
B/E move
1.8%
Puts
Pseudo strike
215.67
IV
40.6%
B/E move
1.7%

50Δ

Calls
Pseudo strike
216.68
IV
40.7%
B/E move
1.6%
Puts
Pseudo strike
216.67
IV
40.3%
B/E move
1.4%

55Δ

Calls
Pseudo strike
215.66
IV
41.1%
B/E move
1.3%
Puts
Pseudo strike
217.67
IV
40.0%
B/E move
1.2%

60Δ

Calls
Pseudo strike
214.62
IV
41.5%
B/E move
1.1%
Puts
Pseudo strike
218.66
IV
39.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
213.49
IV
42.0%
B/E move
1.0%
Puts
Pseudo strike
219.66
IV
39.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
212.34
IV
42.6%
B/E move
0.8%
Puts
Pseudo strike
220.74
IV
38.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
210.95
IV
43.5%
B/E move
0.6%
Puts
Pseudo strike
221.86
IV
38.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
209.43
IV
44.5%
B/E move
0.5%
Puts
Pseudo strike
223.21
IV
38.5%
B/E move
0.4%

Options history

No recorded observations

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