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NVIDIA Corporation NVDA

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-16T01:00:48.781Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:57.2543663Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T01:00:48.207265+00:00

Share price$216.71
1D-0.4%
AH$213$214$216$217$2195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVDA
Sold putSold callAH

NVIDIA Corporation options

Live interpolated NVDA call and put midpoint premiums by absolute delta.NVIDIA Corporation$0.42$2.38$4.33$6.28$8.23$211.05$214.25$217.45$220.65$223.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVDA spot · $216.71NVDA PRICE$0.66$0.89$1.12$1.45$1.77$2.09$2.56$3.05$3.55$4.32$5.14$6.27$7.67$0.64$0.83$1.04$1.25$1.49$1.75$2.01$2.27$2.61$2.98$3.35$3.72
PutsExpensive1.06×
CallsExpensive1.59×
SkewBullish-14.66 pp
Implied moveBullish±$4.57
TiltBullish25.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ221.9151.9%2.7%212.0749.4%2.4%
25Δ220.9452.3%2.4%213.0648.2%2.1%
30Δ219.9752.6%2.0%213.9147.1%1.8%
35Δ219.1853.5%1.8%214.7646.0%1.5%
40Δ218.4054.3%1.6%215.4645.1%1.3%
45Δ217.6155.1%1.4%216.1044.1%1.1%
50Δ216.7956.4%1.2%216.7443.2%0.9%
55Δ215.9657.7%1.1%217.3842.2%0.7%
60Δ215.1359.0%0.9%217.9941.4%0.6%
65Δ214.0961.5%0.8%218.5840.5%0.5%
70Δ213.0064.3%0.7%219.1839.6%0.4%
75Δ211.6368.2%0.6%219.7838.8%0.3%
80Δ210.0173.2%0.4%

20Δ

Calls
Pseudo strike
221.91
IV
51.9%
B/E move
2.7%
Puts
Pseudo strike
212.07
IV
49.4%
B/E move
2.4%

25Δ

Calls
Pseudo strike
220.94
IV
52.3%
B/E move
2.4%
Puts
Pseudo strike
213.06
IV
48.2%
B/E move
2.1%

30Δ

Calls
Pseudo strike
219.97
IV
52.6%
B/E move
2.0%
Puts
Pseudo strike
213.91
IV
47.1%
B/E move
1.8%

35Δ

Calls
Pseudo strike
219.18
IV
53.5%
B/E move
1.8%
Puts
Pseudo strike
214.76
IV
46.0%
B/E move
1.5%

40Δ

Calls
Pseudo strike
218.40
IV
54.3%
B/E move
1.6%
Puts
Pseudo strike
215.46
IV
45.1%
B/E move
1.3%

45Δ

Calls
Pseudo strike
217.61
IV
55.1%
B/E move
1.4%
Puts
Pseudo strike
216.10
IV
44.1%
B/E move
1.1%

50Δ

Calls
Pseudo strike
216.79
IV
56.4%
B/E move
1.2%
Puts
Pseudo strike
216.74
IV
43.2%
B/E move
0.9%

55Δ

Calls
Pseudo strike
215.96
IV
57.7%
B/E move
1.1%
Puts
Pseudo strike
217.38
IV
42.2%
B/E move
0.7%

60Δ

Calls
Pseudo strike
215.13
IV
59.0%
B/E move
0.9%
Puts
Pseudo strike
217.99
IV
41.4%
B/E move
0.6%

65Δ

Calls
Pseudo strike
214.09
IV
61.5%
B/E move
0.8%
Puts
Pseudo strike
218.58
IV
40.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
213.00
IV
64.3%
B/E move
0.7%
Puts
Pseudo strike
219.18
IV
39.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
211.63
IV
68.2%
B/E move
0.6%
Puts
Pseudo strike
219.78
IV
38.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
210.01
IV
73.2%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move