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NVIDIA Corporation Common Stock NVDA

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Market dataready · fetched 2026-11-09T20:54:06.088Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-09T20:54:04.354271077Z

FundamentalsSEC EDGAR · ready · as of 2026-07-26 · fetched 2026-11-09T20:54:05.504135+00:00

Share price$177.99
1D+1.0%
$172$174$176$178$1805:30 AM6:30 AM9:00 AM1:00 PMNVDA
Sold putSold call

NVIDIA Corporation Common Stock options

Live interpolated NVDA call and put midpoint premiums by absolute delta.NVIDIA Corporation Common Stock$0.96$4.05$7.13$10.21$13.29$155.37$165.95$176.52$187.09$197.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVDA spot · $177.99NVDA PRICE$1.30$1.74$2.23$2.80$3.42$4.09$4.87$5.71$6.67$7.78$9.06$10.58$12.41$1.58$2.08$2.62$3.21$3.84$4.52$5.28$6.08$6.99$8.00$9.10$10.42$12.02
PutsCheap0.68×
CallsExpensive1.11×
SkewBullish-0.54 pp
Implied moveBearish±$10.15
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ188.9063.9%6.9%167.4673.3%6.8%
25Δ186.8664.4%6.0%169.7671.9%5.8%
30Δ185.0165.0%5.2%171.7770.7%5.0%
35Δ183.3665.8%4.6%173.6069.8%4.3%
40Δ181.7466.6%4.0%175.3369.1%3.7%
45Δ180.1567.3%3.5%176.9668.3%3.1%
50Δ178.5668.1%3.1%178.5667.6%2.6%
55Δ176.9668.8%2.6%180.1366.9%2.2%
60Δ175.3169.6%2.2%181.7166.2%1.8%
65Δ173.5770.5%1.9%183.3365.5%1.5%
70Δ171.7071.5%1.6%184.9964.8%1.2%
75Δ169.6572.9%1.3%186.8064.0%0.9%
80Δ167.3174.4%1.0%188.8563.6%0.7%

20Δ

Calls
Pseudo strike
188.90
IV
63.9%
B/E move
6.9%
Puts
Pseudo strike
167.46
IV
73.3%
B/E move
6.8%

25Δ

Calls
Pseudo strike
186.86
IV
64.4%
B/E move
6.0%
Puts
Pseudo strike
169.76
IV
71.9%
B/E move
5.8%

30Δ

Calls
Pseudo strike
185.01
IV
65.0%
B/E move
5.2%
Puts
Pseudo strike
171.77
IV
70.7%
B/E move
5.0%

35Δ

Calls
Pseudo strike
183.36
IV
65.8%
B/E move
4.6%
Puts
Pseudo strike
173.60
IV
69.8%
B/E move
4.3%

40Δ

Calls
Pseudo strike
181.74
IV
66.6%
B/E move
4.0%
Puts
Pseudo strike
175.33
IV
69.1%
B/E move
3.7%

45Δ

Calls
Pseudo strike
180.15
IV
67.3%
B/E move
3.5%
Puts
Pseudo strike
176.96
IV
68.3%
B/E move
3.1%

50Δ

Calls
Pseudo strike
178.56
IV
68.1%
B/E move
3.1%
Puts
Pseudo strike
178.56
IV
67.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
176.96
IV
68.8%
B/E move
2.6%
Puts
Pseudo strike
180.13
IV
66.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
175.31
IV
69.6%
B/E move
2.2%
Puts
Pseudo strike
181.71
IV
66.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
173.57
IV
70.5%
B/E move
1.9%
Puts
Pseudo strike
183.33
IV
65.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
171.70
IV
71.5%
B/E move
1.6%
Puts
Pseudo strike
184.99
IV
64.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
169.65
IV
72.9%
B/E move
1.3%
Puts
Pseudo strike
186.80
IV
64.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
167.31
IV
74.4%
B/E move
1.0%
Puts
Pseudo strike
188.85
IV
63.6%
B/E move
0.7%

Options history

IV · four-Friday blend43.53%
Daily close
NVDA25.1%44.8%64.5%2026-08-11: 38.79%2026-08-12: 38.93%2026-08-13: 37.52%2026-08-14: 37.58%2026-08-17: 40.29%2026-08-18: 41.92%2026-08-19: 43.26%2026-08-20: 43.77%2026-08-21: 45.88%2026-08-24: 53.17%2026-08-25: 55.72%2026-08-26: 61.74%2026-08-27: 36.84%2026-08-28: 32.35%2026-08-31: 31.62%2026-09-01: 32.54%2026-09-02: 33.19%2026-09-03: 32.97%2026-09-04: 32.06%2026-09-08: 35.34%2026-09-09: 34.95%2026-09-10: 35.33%2026-09-11: 30.53%2026-09-14: 34.43%2026-09-15: 35.04%2026-09-16: 34.80%2026-09-17: 30.13%2026-09-18: 29.70%2026-09-21: 31.66%2026-09-22: 31.24%2026-09-23: 31.02%2026-09-24: 31.07%2026-09-25: 29.35%2026-09-28: 32.22%2026-09-29: 31.91%2026-09-30: 31.99%2026-10-01: 30.51%2026-10-02: 27.81%2026-10-05: 28.80%2026-10-06: 27.90%2026-10-07: 29.20%2026-10-08: 32.34%2026-10-09: 29.17%2026-10-12: 31.25%2026-10-13: 33.25%2026-10-14: 38.09%2026-10-15: 39.18%2026-10-16: 36.56%2026-10-19: 35.31%2026-10-20: 37.25%2026-10-21: 34.47%2026-10-22: 41.11%2026-10-23: 38.94%2026-10-26: 38.88%2026-10-27: 37.48%2026-10-28: 39.82%2026-10-29: 36.49%2026-10-30: 43.53%Aug 11Sep 21Oct 30
58 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
38.79%
38.93%
37.52%
37.58%
40.29%
41.92%
43.26%
43.77%
45.88%
53.17%
55.72%
61.74%
36.84%
32.35%
31.62%
32.54%
33.19%
32.97%
32.06%
35.34%
34.95%
35.33%
30.53%
34.43%
35.04%
34.80%
30.13%
29.70%
31.66%
31.24%
31.02%
31.07%
29.35%
32.22%
31.91%
31.99%
30.51%
27.81%
28.80%
27.90%
29.20%
32.34%
29.17%
31.25%
33.25%
38.09%
39.18%
36.56%
35.31%
37.25%
34.47%
41.11%
38.94%
38.88%
37.48%
39.82%
36.49%
43.53%

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