thetaOwl

NVDA

NVIDIA CorporationClose $189.31EOD only
Max Pain
$185.00
Next expiry Apr 15, 2026
Expected Move
±$3.52
1.9% from close
Price Gap
-4.31
Distance to max pain
IV Rank
7
Low premium
P/C OI
0.87
Slightly call-heavy
Consensus
6.5/10
Bullish tilt
Published snapshot: Apr 13, 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
Apr 13, 2026 close
NVDA Theta Report
Analysis based on market close April 13, 2026

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

Theta Verdict

Attractiveness8 / 10
Sizing: Moderate
Primary: Sell put spreads near $180–$185 OI support (30–45 DTE)
Invalidation: Close below $183.19 (1-week EM lower guardrail) — re-evaluate; hard invalidation below $180 MP trend
Confidence:
8.5 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); +0.5 VIX 19 (from provided Confidence Base Score)

IV Environment

IV Regime
Normal
IV vs VIX
Avg IV 41.7% vs VIX 19.12 — stock IV is much higher than VIX (rich on NVDA vs index); near-term ATM IVs: 32.5% (5/01) → 33.1% (5/15)
Favorable?
Yes

Term structure: Term structure shows front-week cheapening (7d ATM 27.4%) with higher mid-term vols (32–39% in 18–46d), creating opportunities to sell 18–46 DTE premium; 32d (5/15) ATM = 33.1% is a sweet spot for 30–45 DTE sellers.

💰Avg IV 41.7% is rich relative to index VIX 19.12 — favorable for sellers collecting elevated premium.
📆Front week vols compressed (ATM 27.4% @7d) but 18–46d vols are 32–38% — target 30–45 DTE for best theta vs risk.

Pin Risk Assessment

Spot vs MP: Spot $189.31 is above max pain $185 (0d/2d/next expiries) and above short-term EM upper bounds; MP trending slightly lower (185 → 180 over expirations).

GEX regime: Pinning (GEX +$899.7M) — strong positive GEX implies dealer hedging will magnet price toward OI concentration strikes, especially near $190/$185.

Gamma flip: ~$140.00Gamma flip is far below spot (~$140). Dealers are long gamma above flip; below $140 dealers would accelerate moves — not an immediate concern inside current range.

OI concentrations: Call wall: $190/$195/$200 (large call OI at $190 20,444; $200 multiple large OI entries). Put floor: $140 put OI = 82,694 (structural), near-term put clusters at $185 (11,870) and $180 (10,834). GEX concentration +$102.3M at $190 and +$5.2M at $185.

Verdict: Favorable — strong pinning toward $190/$185 supports selling premium (puts or wings) so long as spot remains above the 1-week EM lower bound ($183.19). Pinning reduces downside tail risk for short premium nearer-term.

Premium Opportunities

#1
put spread
Sell 2026-05-15 180/175 put spread (32 DTE)
Pinning regime (GEX +$899.7M) with put OI clusters at $180 and max pain near $185 gives an asymmetric edge to short puts. 32 DTE sits where ATM IV (33.1%) is elevated vs front-week, offering attractive theta while still keeping decent margin to the 1-week EM lower guardrail $183.19 and MP $185.
Credit: $1.10-$1.50
Max loss: $3.90
BE: $178.90
Mgmt: Take profit at 50–65% of max credit; roll down and out (e.g., to 175/170 or next monthly) if price approaches breakeven with <14 DTE; cut losses if underlying closes below $183.19 (1-week EM lower) or if put spread marks >60% of max loss.
#2
iron condor
Sell 2026-05-15 185/182.5 put spread + 195/200 call spread (32 DTE)
Creates a ~$10+ wide neutral band centered inside the 32d expected move ($174.33–$204.28). Short put width is small (2.5) to take advantage of strong put pinning near $185/$180; call side uses 195/200 where call OI builds and dealer hedging creates resistance. Workable risk/reward in a pinning, normal-vol regime.
Credit: $1.30-$1.80
Max loss: $3.20
BE: Put-side ~183.70 / Call-side ~196.30
Mgmt: Close one wing at 50% of credit; remove/roll call side if NVDA closes above $195 or put side if price closes below $185; cut if either short strike is touched and wing decays to <25% of max credit or if underlying closes beyond either breakeven.
#3
covered call
Buy 100 shares NVDA and sell 2026-05-01 195 call (18 DTE)
Selling short-dated calls against stock captures elevated short-term call premium at $195 resistance (large call OI). Good for investors wanting to collect premium with bullish flow and positive DEX; 18 DTE front-week option still offers decent theta and aligns with near-term EM (7d–18d range).
Credit: $1.20-$2.00
Max loss: Uncapped (stock ownership) — downside protection = credit received
BE: $187.31
Mgmt: Buy back calls if NVDA rallies above $192.50 with strong momentum; take 50–75% of max profit at 60%+ of credit realized; consider rolling up and out if assigned risk is acceptable and bullish thesis remains.
#4
cash-secured put
Sell 2026-05-01 185 put (18 DTE) cash-secured
185 strike lines up with repeated max pain and strong GEX pin concentration at 185; 18 DTE captures front-to-mid term elevated IV while keeping assignment probability limited because spot is above MP and EM short-term lower bound is $183.19 (close watch).
Credit: $1.50-$2.20
Max loss: $183.50
BE: $183.50
Mgmt: Take profit at 50–70% of premium; if NVDA closes below $183.19, either roll down-and-out to 175/170 (later expiry) or close; convert to put spread if wanting defined risk.
#5
calendar (directional income)
Sell near-term 2026-04-24 (11 DTE) 190 call and buy 2026-05-15 (32 DTE) 190 call (calendar)
Front-week IV is suppressed (7–11d cheap) relative to 32d, so a long-calendar at 190 collects short-time decay while keeping upside optionality. Works because 190 is a major GEX magnet and pin is likely to keep price near that strike short-term.
Debit: $0.35-$0.60
Max loss: Premium paid
BE: Complex — depends on forward vol; target is theta decay on short leg
Mgmt: Close short leg and realize calendar if short leg decays >70% of its value or if spot moves >$4 outside short leg (i.e., outside $186–$194); if realized volatility falls, consider widening to 192.5/195 calendars or close for small loss.

Risk Alerts

!Max pain near-term is $185 (2026-04-13 & 04-15) and trending to $180 in later expirations — monitor MP movement; close short puts if price breaches and holds below $183.19 (1-week EM lower).
!Very large positive GEX (+$899.7M) — while pinning helps sellers it can flip to sharp moves if dealers hedge aggressively; cut risk if gamma ramps quickly.
!Unusual heavy flow at $187.50 and $190 strikes (large vol/OI spikes) — these strikes can pin intraday and produce short-term squeezes; avoid naked short single-week positions very close to these strikes.
!Earnings on 2026-05-20 (outside 30–45 DTE window now but within month) — do not sell naked through earnings; close/adjust positions before the event if you hold into the week of 05-20.
!Structural put OI at $140 (82,694) and gamma flip ~140 — a large gap down toward flip would produce fast directional moves and invalidate short-wing neutrality; keep defined-risk or stop levels well above $160.

Read the Theta analysis for NVDA for 2026-04-13. Each report is a market-close snapshot with regime read, key levels, and strategy context that translates options positioning into an actionable setup.