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NVDA

NVIDIA CorporationClose $212.45EOD only
Max Pain
$205.00
Next expiry Jun 17, 2026
Expected Move
±$4.66
2.2% from close
Price Gap
-7.45
Distance to max pain
IV Rank
74
High premium
P/C OI
0.88
Slightly call-heavy
Consensus
7.5/10
Bullish tilt
Published snapshot: Jun 15, 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 15, 2026 close
NVDA Earnings Report
Analysis based on market close June 16, 2026
DirectionalTheta GangFlowEarningsConsensus

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

Earnings Verdict

NVDA earnings 71 days away with strong bullish flow, 100% beat rate, but near-term max pain at $208 may pin spot.

Confidence:
9 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); +1 spot 0.0% from MP; +1 VIX 16
Most important: Aggressive call buying and put selling signal bullish sentiment; $208 max pain is a key near-term magnet.
📊Heavy call buying and put selling imply bullish sentiment, but $208 max pain pins near-term.

Regime Classification

Vol Regime
Normal
Gamma Regime
Pinning
Flow Regime
Bullish
Spot vs MP
At
Gamma flip: ~$200.00 — Approx — based on put OI concentration of 101,881 (3.6% below spot)

Earnings Overview

Next earnings: 2026-08-26 (71 days)explicit

Expected moves:

  • 2026-06-17 (1d): ±$3.36 (1.6%)
  • 2026-06-18 (2d): ±$4.68 (2.3%)
  • 2026-06-22 (6d): ±$6.12 (3.0%)

IV Setup

Term structure: Near-term IV elevated by weekly options; far-term IV lower with earnings hump expected in August.

Crush estimate: 20-30% IV crush post-earnings.

Skew: Put skew elevated due to hedging, but call activity dominates.

Historical Context

Beat rate: 100% (5/5 quarters)

Avg move vs expected: 100% beat rate, but individual move size not specified.

Directional bias: Bullish given consistent beats and strong call flow.

Key Levels

1$200.00 gamma flip
2EM guardrails: 2d $204.06/$210.77; 1w $201.29/$213.53
3Max pain pins: $208 (2026-06-17); $188 (2026-06-18); $205 (2026-06-22)

Flow Highlights

Unusual 207.5 put (149k vol) and 210 call (151k vol) near max pain.

Aggressive put selling hedges downside; call buying shows bullish bet on upside.

Strategies

Earnings Pin Play
Sell 2026-06-26 $200.00/$195.00 put wing and $215.00/$217.50 call wing
Credit: $1.32-$1.61
Max loss: $3.39
Max gain: $1.61
BE: 198.39 / 216.61
Trigger: Adjust if spot breaches $204 or $211 EM guardrails.
Only eligible candidate; profits from max-pin and IV decay.
Outperforms: Sells call/put wings near $208 max pain, capturing time decay and IV crush.
Underperforms: Move outside short strikes invalidates range thesis.

Risk Assessment

!Max pain pinning near $208 may limit upside near term.
!Earnings 71 days away reduces catalyst urgency; positioning may unwind.
!VIX at 16 supports but could spike on macro weakness.

What to Watch

?Spot relationship to max pain $208 and gamma flip level.
?Continuation of heavy call buying into earnings.
?EM guardrails $204/$211 for near-term direction.
How to Use These Reports
This earnings reflects the market close on June 16, 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.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

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.