thetaOwl

NVDA

NVIDIA CorporationClose $214.86EOD only
Max Pain
$220.00
Next expiry May 27, 2026
Expected Move
±$3.35
1.6% from close
Price Gap
+5.14
Distance to max pain
IV Rank
32
Middle-high premium
P/C OI
0.82
Slightly call-heavy
Consensus
8.0/10
Bullish tilt
Published snapshot: May 26, 2026 close
End-of-day snapshot

This page reflects NVDA options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
May 26, 2026 close
NVDA Directional Report
Analysis based on market close April 8, 2026

Historical consensus-supported lens with full content, report chain context, and metric rail.

You are viewing an older report from April 8, 2026. A newer directional report is available for May 26, 2026.

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Outlook

Neutral-to-bullish with a short-term pin toward the $175 max-pain but an above-MP spot and strong positive GEX create a sticky range ~ $178.6–$185.6 over 2 days; Confidence: 7.5/10. Strong supporting signals: GEX +$681.7M concentrated at $182.50/$180/$185, net premium inflow $277.3M and bullish top-flow at $180/$185, and MP anchored at $175 across near expiries; conflict: spot sits 4.0% above MP which limits upside without sustained buyflow.

Confidence:
7.5 / 10
Base 5; +2 GEX/flow aligned; +1 GEX positive (pinning); -0.5 spot 4.0% above MP — no override (no omitted catalyst).
Supports: GEX concentrations at $180.00 and $182.50 with put OI clusters (170/175) plus MP $175 provide near-term buying into dips.
Conflicts: Spot 4.0% above MP and call OI wall $195–$200 creates resistance; longer-dated IV lift (May/June) suggests event/term premium for upside.
📌GEX pin concentrations: +$137.7M at $182.50, +$85.1M at $180.00 — dealers will hedge heavily near spot
💰Top premium flow concentrated on 180/185 calls (net +$32M and +$36M) — institutional skew to bullish exposure
🧭Max pain locked at $175 across near expiries — pin risk into weekly expiries

Regime Classification

Vol Regime
Normal
IV is Normal: ATM near-term IV ~32–33% vs avg IV 44.1% longer-dated — short-dated vols are subdued, favorable for selling near-term premium.
Gamma Regime
Pinning
Pinning: large positive GEX (+$681.7M) concentrated at $182.50/$180/$185 means dealer delta hedging will create mean-reverting flows around spot.
Flow Regime
Bullish
Bullish flow: net premium +$277.3M, call-heavy premium at $180/$185 and large OI at $140/160/200 calls — directionally biased to the upside but concentrated near current strikes.
Spot vs Max Pain
Above
Spot at $182.08 is Above MP ($175) by ~4.0% which exerts a pull toward $175 but current dealer positioning and call flow counteract sharp moves down.
Thesis duration: Multi-week — Pinning and GEX concentration persist across multiple near expiries and MP trends slightly higher over 20 expirations (175→180), suggesting a 2–4 week mean-reversion/range thesis; prefer 30–45 DTE for primary trades with weeklies for tactical overlays.

Price Range Forecast

Next 2 days
$178.56$185.61
Dealer hedging around $182.50/$180 and concentrated call flow at $185 should cap rallies; break >$185.61 on flow or chunky call buying removes cap.
Next 1 week
$176.75$187.42
MP $175 anchors downside; sustained buys or break of $187.42 requires liquidation of dealer short-gamma at concentrated calls.
Next 2 weeks
$173.66$190.50
Trend above MP and rising MP trend toward $180 can lift mid-May strikes; breach <$173.66 would flip dealers to long-gamma behavior and accelerate downside.

Key Levels

Max pain pins: $175 (2026-04-08); $175 (2026-04-10); $175 (2026-04-13)
EM guardrails: 2d $178.56/$185.61; 1w $176.75/$187.42
Support: $180.00 · $177.50 · $175.00
Resistance: $185.00 · $190.00 · $195.00
Gamma flip: ~$140.00Approx — based on put OI concentration of 91,574 (23.1% below spot)
Structural: Call OI wall at $195–$200 caps sustained rallies; put floor/gamma flip ~ $140 is a structural long-term backstop (far outside near-term expected moves).

Dealer Positioning (GEX/DEX)

GEX: $+681.7M

DEX: +381.1M shares

Gamma flip: ~$140 (Approx — based on put OI concentration of 91,574 (23.1% below spot))

NTM gamma: Near-term positive gamma concentrated at $182.50 (+$137.7M), $180 (+$85.1M) and $185 (+$61.9M) — dealers will sell deltas on upticks and buy deltas on downticks, creating mean-reversion; a ±2% move (~$178–$186) will materially reduce hedging needs near the pins, but a move below $175 or above $195 removes pin hedges and accelerates directional flows.

IV Analysis

IV vs VIX: Near-term ATM IV ~32–33% (2–12d) is normal-to-low versus longer-dated ATM 34–40% and aggregate avg IV 44.1%, implying near-dated selling is favored.

Term structure: Mildly upward after 3 weeks: 2–12d ~31–33% then 23–44d 34–40% — front-end cheap vs monthly/quarterly expiries (calendar/diagonal fertile).

Skew: Skew: large skew to high-IV deep OTM puts (140 PUT OI 91,574) and elevated May/June IV; mispriced opportunity: sell longer-dated vol (May 5/22 ATM 39.9%) and buy front 4/10 ATM 32.9% (reverse calendar) to capture ~+7.0 vol-pt differential.

Flow Analysis

Net premium: + $277.3M bullish; P/C vol 0.68 indicates call-dominant flow

Directional prints: 32 put 182.5 ITM 4/10 — Large print vol=32,926 vs OI=1,100 (29.9x) — could be aggressive hedging or long-protective bought puts; consistent with dealers selling premium and buyers buying protection into pin. 35.2 put 180 OTM 4/10 — Huge flow vol=48,060 OI=5,429 — likely institutional short-dated protection or rolling hedges; alternative is large sellers carrying puts but overall flow and net premium favor protective buys interpretation.

Unusual: 32 put 182.5 ITM 4/10 — Single standout: 4/10 182.5P vol 32,926 (29.9x) — heavy short-dated protection into pin; more consistent with buyers of downside insurance given bullish net premium but could be dispersal hedges.

Risks & Catalysts

!Gamma flip far below at ~$140 would reverse dealer behavior and remove the pin support if realized
!Concentrated pin risk into multiple near expiries (MP $175) — rapid pin release at expiry could produce a fast gap to $175
!Elevated long-dated IV (May/June) exposes short-weekly sellers to basis risk if institutional buyers roll volatility
!Macro shock or NVDA-specific news (earnings 2026-05-20 outside immediate window) could invalidate mean-reversion and force directional gamma unwind

Strategy Viability

StrategyEdgeBest SetupPrimary Risk
Long stockModerate-Weak
Buy NVDA shares at market $182.08
Exposure to sharp downside toward MP $175 and large IV drops; leverage risk
Short stockWeak
Avoid initiating naked short — pin and positive GEX create mean-reversion
Dealer hedging likely to push spot back toward pins causing losses
Covered callModerate
Buy stock and sell 5/22 195 call (sell higher OI cap)
Capped upside at call OI wall; earnings or gap risk through late-May
Cash-secured put / put spreadModerate-Strong
Sell 5/22 175 put or sell 5/22 180/175 put spread
Pin toward $175 at weekly expiries — gap risk into MP; need margin for assignment
Long callsModerate-Weak
Buy 5/22 190 call to express upside beyond call OI wall
Time decay and high long-dated IV; downside if pin holds
Long puts / bear put spreadModerate
Buy 4/10 182.5 put and sell 4/10 175 put (weekend tactical bear spread)
Crush if pin holds; limited by defined risk but short-dated vega exposure
Iron condorModerate-Strong
Sell 4/10 177.5/172.5 put spread and sell 4/10 185/190 call spread (defined-risk weekly condor around EM bounds)
Pin release outside EM bounds or VIX spike; close if spot <175 or >187.5
Reverse calendar (sell longer-dated)Strong
Sell 5/22 182.5 and buy 4/10 182.5 (reverse calendar) — sell higher-IV long-dated leg (39.9%) and buy cheaper front (32.9%)
Negative carry if front vol spikes or large directional gap; margin and assignment considerations on sold longer-dated leg
PMCC / LEAPS diagonalModerate-Strong
Buy 5/22 (or 7/17) LEAP call (~45–100 DTE) and sell shorter 4/10–5/01 calls at 185–190 to finance — use 5/22 190 long / 4/10 185 short as example
Assignment on short leg; requires margin and directional conviction over multi-week period

Top Plays

#1
Front-end Iron Condor (weekly)
Sell 4/10 177.5/172.5 put spread and sell 4/10 185/190 call spread
Uses pin/GEX and 2d EM bounds ($178.56–$185.61) to collect weekly premium with concentrated dealer hedges supporting the range.
Credit: $0.60-$1.00
Max loss: $430.00
BE: Lower: 177.5 - premium; Upper: 190 + premium
Mgmt: Take profit at 50–70% of max credit; cut if spot <175 or >187.5 or VIX jumps >6 pts.
Defined-risk premium sellers who are comfortable with weekly gamma
#2
30–45 DTE Reverse Calendar (multi-week)
Sell 5/22 182.5 and buy 4/10 182.5 (reverse calendar): sell 39.9% IV and buy 32.9% IV (+7.0 vol-pt edge)
Selling the higher-IV long-dated leg (5/22) and buying the cheap front (4/10) captures term premium while using dealer pinning to keep spot near strike.
Credit: $0.40-$1.20
Max loss: $800.00
BE: Dependent on vol/spot movement; monitor theta bleed on bought front leg
Mgmt: Close if front IV > back IV by >3 vol pts or if spot breaks <$175 or >187.5.
Traders seeking vol arbitrage and willing to manage carry/assignment on sold longer-dated leg
#3
Sell 5/22 180/175 cash-secured put spread
Sell 5/22 180/175 put spread (defined risk)
Leans into MP $175 and positive GEX; collects multi-week premium with defined assignment view into MP.
Credit: $0.75-$1.50
Max loss: $425.00
BE: $179.25
Mgmt: Take profit at 50–70% of premium; cut if spot <173.5 or unexpected heavy sell flow appears.
Accounts willing to own NVDA at ~175–180 with defined risk

Watchlist Triggers

Entry Triggers
IFIf spot trades down to $180.00 and holds 30 minSell 4/10 177.5/172.5 put spread and sell 4/10 185/190 call spread (initiate iron condor)
IFIf spot is between $181.50–$183.00 pre-closeSell 5/22 182.5 and buy 4/10 182.5 (establish reverse calendar: sell higher-IV 5/22, buy front 4/10)
IFIf spot retraces to $178.56 (2d EM lower bound) intra-day and shows buying interestSell 5/22 180/175 cash-secured put spread
Exit Triggers
EXITIf trade reaches 50–70% of max profit (iron condor or put spread)Close position to capture gains
EXITIf VIX spikes >6 pts intraday or spot breaks and holds below $173.66 (2-week lower EM)Close all short-premium positions and hedge with long calls/puts

Tactical Summary

Primary thesis: mean-reversion/range trade around $180–$185 supported by GEX pinning and bullish call flow; invalidation below $173.66 (2-week EM lower) or sustained break above $190 removes short-premium edge. Top plays: weekly iron condor for income (best for active weekly sellers), 30–45 DTE reverse calendar for multi-week vol capture (best for vol arbitrageurs), and 5/22 put spreads for defined assignment into MP (best for willing-to-own accounts).
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This directional reflects the market close on April 8, 2026.
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