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NVIDIA Corporation NVDA

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-16T00:18:36.087Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:18:35.121716+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$1.97$8.90$15.82$22.74$29.66$184.61$201.18$217.76$234.33$250.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVDA spot · $216.71NVDA PRICE$2.72$3.66$4.70$5.84$7.12$8.57$10.14$11.92$13.99$16.34$19.07$22.29$27.67$3.37$4.41$5.52$6.75$8.08$9.51$11.08$12.80$14.63$16.73$19.09$21.76$24.96
PutsExpensive1.38×
CallsExpensive1.54×
SkewBullish-3.08 pp
Implied moveBearish±$21.22
TiltBalanced1.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ242.1337.7%13.0%196.5141.5%10.9%
25Δ237.5738.0%11.3%201.1940.6%9.2%
30Δ233.5038.4%9.9%205.3539.8%7.8%
35Δ229.7438.9%8.7%209.0239.2%6.7%
40Δ226.1839.2%7.7%212.4838.6%5.7%
45Δ222.7239.7%6.7%215.8438.1%4.8%
50Δ219.2940.2%5.9%219.0737.7%4.0%
55Δ215.8340.8%5.1%222.2937.2%3.3%
60Δ212.2541.4%4.4%225.5236.7%2.7%
65Δ208.4942.2%3.7%228.8336.3%2.1%
70Δ204.4643.2%3.1%232.2935.8%1.6%
75Δ200.0244.2%2.6%235.9735.3%1.2%
80Δ193.7248.1%2.2%240.0735.0%0.7%

20Δ

Calls
Pseudo strike
242.13
IV
37.7%
B/E move
13.0%
Puts
Pseudo strike
196.51
IV
41.5%
B/E move
10.9%

25Δ

Calls
Pseudo strike
237.57
IV
38.0%
B/E move
11.3%
Puts
Pseudo strike
201.19
IV
40.6%
B/E move
9.2%

30Δ

Calls
Pseudo strike
233.50
IV
38.4%
B/E move
9.9%
Puts
Pseudo strike
205.35
IV
39.8%
B/E move
7.8%

35Δ

Calls
Pseudo strike
229.74
IV
38.9%
B/E move
8.7%
Puts
Pseudo strike
209.02
IV
39.2%
B/E move
6.7%

40Δ

Calls
Pseudo strike
226.18
IV
39.2%
B/E move
7.7%
Puts
Pseudo strike
212.48
IV
38.6%
B/E move
5.7%

45Δ

Calls
Pseudo strike
222.72
IV
39.7%
B/E move
6.7%
Puts
Pseudo strike
215.84
IV
38.1%
B/E move
4.8%

50Δ

Calls
Pseudo strike
219.29
IV
40.2%
B/E move
5.9%
Puts
Pseudo strike
219.07
IV
37.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
215.83
IV
40.8%
B/E move
5.1%
Puts
Pseudo strike
222.29
IV
37.2%
B/E move
3.3%

60Δ

Calls
Pseudo strike
212.25
IV
41.4%
B/E move
4.4%
Puts
Pseudo strike
225.52
IV
36.7%
B/E move
2.7%

65Δ

Calls
Pseudo strike
208.49
IV
42.2%
B/E move
3.7%
Puts
Pseudo strike
228.83
IV
36.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
204.46
IV
43.2%
B/E move
3.1%
Puts
Pseudo strike
232.29
IV
35.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
200.02
IV
44.2%
B/E move
2.6%
Puts
Pseudo strike
235.97
IV
35.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
193.72
IV
48.1%
B/E move
2.2%
Puts
Pseudo strike
240.07
IV
35.0%
B/E move
0.7%