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NVDA

NVIDIA CorporationClose $225.07EOD only

Max Pain

$222.50

Next expiry Sep 28, 2026

Expected Move

±$3.33

1.5% from close

Price Gap

-2.57

Distance to max pain

IV Rank

Low premium

P/C OI

0.88

Slightly call-heavy

Consensus

8.5/10

Bullish tilt

Published snapshot: Sep 25, 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

Sep 25, 2026 close

NVDA Theta Report

Analysis based on market close May 14, 2026

Directional Theta Gang Flow Earnings Consensus

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

You are viewing an older report from May 14, 2026. A newer theta report is available for June 29, 2026.

View latest report

Theta Verdict

Confidence:

8 / 10

base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 20.9% from MP; +1 VIX 17

IV Environment

IV Regime

High

IV vs VIX

Avg IV 61.5% vs VIX 17.3; rich premiums

Favorable?

Yes

Term structure: Spike at 1w (63.8%), backwardation otherwise

💡Term structure spike at 1w suggests event risk

💰Rich IV offers premium selling opportunity

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+930.6M)

Gamma flip: ~$190.00 — Approx — based on put OI concentration of 88,353 (19.4% below spot)

OI concentrations: Put wall $190 (88,353 OI); max pain pins $195/$215/$205

Verdict: Significant pin risk at $195-$215 due to high OI and positive gamma

Premium Opportunities

Call credit spread

Sell 2026-06-05 $260.00/$275.00 call spread

Sells upside call spreads to capture rich premium with defined risk.

Credit: $1.88-$2.30

Max loss: $12.70

BE: $262.30

Mgmt: Close if spot breaches $260, or let expire if below.

Iron condor

Sell 2026-06-05 $215.00/$200.00 put wing and $260.00/$275.00 call wing

Sells OTM put and call spreads to profit from time decay and IV contraction.

Credit: $4.00-$4.89

Max loss: $10.11

BE: 210.11 / 264.89

Mgmt: Adjust put wing if spot approaches $215; close if IV spikes.

Risk Alerts

!Gamma flip near $190

!Spot 20.9% above max pain ($195)

!Earnings risk? Check catalyst calendar

How to Use These Reports

This theta reflects the market close on May 14, 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.