thetaOwl

NVDA

NVIDIA CorporationClose $205.19EOD only
Max Pain
$205.00
Next expiry Jun 15, 2026
Expected Move
±$3.93
1.9% from close
Price Gap
-0.19
Distance to max pain
IV Rank
49
Middle-high premium
P/C OI
0.85
Slightly call-heavy
Consensus
7.0/10
Bullish tilt
Published snapshot: Jun 12, 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
Jun 12, 2026 close
NVDA Directional Report
Analysis based on market close June 15, 2026

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

Outlook

Bullish bias with strong dealer gamma and flow support. Spot above $205 max pain, but pinning risk. Upside to $220 resistance, downside protected by $200 gamma flip. Event-driven week with multiple expiries.

Confidence:
8.5 / 10
Base 5 +2 GEX/flow alignment +1 GEX positive pinning -0.5 spot 3.6% from MP +1 VIX 16 = 8.5
Supports: Strong dealer gamma ($+881M), bullish flow, low VIX (16.2), pinning at $205 support
Conflicts: Spot above MP 3.6%, resistance at $220, gamma flip at $200
📈Bullish flow and positive gamma support upside bias
⚠️Spot 3.6% above MP increases pin risk near $205
📊Gamma flip at $200 key downside level

Regime Classification

Vol Regime
Normal
Normal: IV stable, VIX at 16.2, typical for NVDA
Gamma Regime
Pinning
Pinning: Strong positive gamma near $205; flip at ~$200
Flow Regime
Bullish
Bullish: Net positive premium, high call volume
Spot vs Max Pain
Above
Above: Spot above max pain $205, potential drag
Thesis duration: Event-specific — Multiple weekly expiries (Jun15-18) with max pain at $205

Price Range Forecast

Next 2 days
$207.79$217.11
Gamma pin near $205, support $207.79
Next 1 week
$205.27$219.62
Resistance $219.62, gamma support $205
Next 2 weeks
$199.22$225.67
Broader range, gamma flip risk $200

Key Levels

Max pain pins: $205 (2026-06-15); $205 (2026-06-17); $187 (2026-06-18)
EM guardrails: 2d $207.79/$217.11; 1w $205.27/$219.62
Support: $205.00 · $200.00 · $199.22
Resistance: $220.00 · $225.67 · $230.00
Gamma flip: ~$200.00Approx — based on put OI concentration of 101,875 (5.9% below spot)
Structural: Max Pain: $205 (Jun15-18); Support: $205,$200,$199.22; Resistance: $220,$225.67,$230; Gamma Flip ~$200

Dealer Positioning (GEX/DEX)

GEX: $+881.0M

DEX: +403.7M shares

Gamma flip: ~$200 (Approx — based on put OI concentration of 101,875 (5.9% below spot))

NTM gamma: GEX +$881M (strong positive); DEX +403.7M shares; gamma flip ~$200 (put OI)

IV Analysis

IV vs VIX: IV elevated vs VIX 16.2 but normal for NVDA, event premium

Term structure: Flat near term due to weekly expiries, longer-dated contango

Skew: Put skew elevated; selling puts at $200 support may capture premium near gamma flip

Flow Analysis

Net premium: Net premium $608M bullish, P/C vol ratio 0.51 favors calls.

Directional prints: 3 call 212.5 OTM 2026-06-15 — Volume 569k vs OI 8.7k (65x) implies aggressive opening of upside calls, bullish bet. 30.7 call 227.5 OTM 2026-06-22 — Volume 10.9k vs OI 108 (100x) suggests new bullish flow, likely bought.

Unusual: 1.6 put 212.5 ITM 2026-06-15 — Extreme vol/OI 142x, IV 1.6% unusually low; indicates aggressive put buying, bearish hedge or speculation. 10.9 put 210 OTM 2026-06-15 — Vol 226k vs OI 1.9k (114x); low IV suggests opening put flow, bearish positioning. 30.7 call 227.5 OTM 2026-06-22 — Vol/OI 100x, IV 30.7%; unusual call accumulation, upside speculation.

Risks & Catalysts

!Gamma flip at $200 could accelerate drop
!Spot above MP increases pin risk to $205
!Resistance at $220 may cap upside
!Volatility expansion from macro/earnings shock

Strategy Viability

StrategyEdgeBest SetupPrimary Risk
Bull call spreadModerate-Strong
Buy 2026-08-21 $210.00/$220.00 call spread
Why now: Unusual call flow at 212.5 and bullish gamma flip at 200 support upside. Spread limits cost while targeting resistance.
Max loss if spot stays below 210 by expiry; theta decay works against if move delayed.
Put credit spreadModerate
Sell 2026-07-17 $200.00/$195.00 put spread
Why now: Put OI high at 200, with net negative gamma flip. Selling puts benefits from theta decay and support.
If spot drops below 200, max loss incurred; tail risk from gamma flip failure.
Bullish risk reversalModerate-Strong
Buy 2026-08-21 $220.00 call / sell 2026-08-21 $200.00 put
Why now: Flow shows aggressive call buying and put unwinding; risk reversal captures skew and expected rally.
If spot drops sharply below 200, put leg loses; upside capped by short call leg if not long? Actually long call has no cap.
Long callModerate
Buy 2026-08-21 $220.00 call
Why now: Unusual call volume and bullish flow support asymmetric upside; long call for convexity.
Time decay accelerates if spot stays flat; requires directionality.

Top Plays

#1
Bull Call Spread
Buy 2026-08-21 $210.00/$220.00 call spread
Expresses bullish view with defined risk, targeting resistance at $220.
Why this play: Leverages bullish flow and gamma support while capping cost and risk.
Debit: $4.18-$5.11
Max loss: $5.11
BE: $215.11
Mgmt: Monitor pin risk; consider closing near $220 or on breakdown below $200.
Moderate conviction traders seeking defined risk.
#2
Put Credit Spread
Sell 2026-07-17 $200.00/$195.00 put spread
Benefits from support at $200 and time decay, with limited downside.
Why this play: Defensive play capitalizing on support at $200 and theta decay.
Credit: $1.08-$1.31
Max loss: $3.69
BE: $198.69
Mgmt: Close if spot drops below $200; take profit at 50% max gain.
Conservative bullish traders preferring income.
#3
Bullish Risk Reversal
Buy 2026-08-21 $220.00 call / sell 2026-08-21 $200.00 put
Captures bullish skew and expected rally with unlimited upside.
Why this play: Exploits strong call flow and put unwinding for convex upside.
Debit: $3.26-$3.99
Max loss: $200.00
BE: $200.00
Mgmt: Manage put leg if spot nears $200; consider rolling call up on rally.
Aggressive traders comfortable with short put exposure.

Watchlist Triggers

Entry Triggers
IFNVDA holds above $205 with bullish flowBuy 2026-08-21 $210/$220 call spread
IFNVDA dips to $200 and bouncesSell 2026-07-17 $200/$195 put spread
Exit Triggers
EXITNVDA breaks below $200Close all bullish positions

Tactical Summary

Bullish bias above $205, target $220. Gamma support at $200. Preferred: bull call spread on strength, put credit spread on dip. Invalidation below $200. Manage near resistance.
How to Use These Reports
This directional reflects the market close on June 15, 2026.
What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

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What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.