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NVDA

NVIDIA CorporationClose $215.33EOD only
Max Pain
$220.00
Next expiry May 26, 2026
Expected Move
±$4.51
2.1% from close
Price Gap
+4.67
Distance to max pain
IV Rank
43
Middle-high premium
P/C OI
0.80
Slightly call-heavy
Consensus
8.0/10
Bullish tilt
Published snapshot: May 22, 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 22, 2026 close
NVDA AI Consensus Report
Analysis based on market close April 9, 2026
DirectionalTheta GangFlowEarningsConsensus

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

You are viewing an older report from April 9, 2026. A newer ai consensus report is available for May 22, 2026.

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Conviction
6.5

out of 10

6.5 because positioning, GEX and constructive flow line up for a short-premium pin and defined-risk trades, but the upcoming Apr 10 expiry/earnings window (binary timing) and elevated long-dated IV create a material event risk that can quickly negate the pin; conviction would rise materially if the post-expiry tape remains calm.

Where Perspectives Agree

Market structure is biased to hold a short-premium pin in the $182.5–$185 area with dealers short-gamma amplifying small moves and flow/option positioning favoring mean reversion into that range — a tactical, defined-risk short premium stance is the common conclusion.

Where They Diverge

Earnings/event timing and short-dated expiries create the key conflict: flow and directional see continued pinning and recommend short, defined-risk structures into/exiting around Apr 24, while the earnings persona flags an imminent pin-release/event window that could produce a binary directional unwind — that view implies either avoiding short exposure across the event or buying protection. Theta and directional agree on selling premium, but earnings explicitly undermines that if the pin breaks at expiry.

Top Trade
via directional

Sell 2026-04-24 $180/$175 put spread for a net credit (defined-risk short put spread).

Key Risk

A decisive break and close below $175 on heavy, sustained volume during/after the Apr 10 expiry (pin unwind) would flip dealer gamma, remove the pin, and accelerate downside toward the $168 gap-fill — this single scenario invalidates the short-premium thesis.

How to Use These Reports
This ai consensus reflects the market close on April 9, 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.