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NVDA

NVIDIA CorporationClose $208.19EOD only

Max Pain

$210.00

Next expiry Jun 10, 2026

Expected Move

±$4.05

1.9% from close

Price Gap

+1.81

Distance to max pain

IV Rank

Middle-high premium

P/C OI

0.85

Slightly call-heavy

Consensus

8.5/10

Bullish tilt

Published snapshot: Jun 9, 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 9, 2026 close

NVDA Theta Report

Analysis based on market close June 9, 2026

Directional Theta Gang Flow Earnings Consensus

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

Theta Verdict

Confidence:

9 / 10

base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); +1 spot 0.9% from MP; +0.5 VIX 20

IV Environment

IV Regime

Normal

IV vs VIX

IV at 49.6% vs VIX 19.9, ratio ~2.5, elevated.

Favorable?

Yes

Term structure: Near-term put skew extreme (1d 61%, 3d 89%), inversion signals hedging demand.

⚡Put skew 1d at 61% vs call 47%, downside hedging.

📌Max pain $210, spot at MP, pinning likely.

📈GEX +$433.8M bullish dealer hedging.

Pin Risk Assessment

Spot vs MP: At

GEX regime: Pinning ($+433.8M)

Gamma flip: ~$200.00 — Approx — based on put OI concentration of 99,960 (3.9% below spot)

OI concentrations: Max pain $210; Put OI 99,960 at $200; Call wall $220-$230.

Verdict: Spot at max pain with heavy put OI below, high pin risk to hold $210.

Premium Opportunities

Put credit spread

Sell 2026-07-02 $200.00/$195.00 put spread

Sells put spread to collect premium from high IV and put skew.

Credit: $1.26-$1.54

Max loss: $3.46

BE: $198.46

Mgmt: Close below $200; roll if near expiration and OTM.

Iron condor

Sell 2026-07-17 $200.00/$195.00 put wing and $210.00/$215.00 call wing

Sells iron condor around max pain for low volatility environment.

Credit: $3.47-$4.24

Max loss: $0.76

BE: 195.76 / 214.24

Mgmt: Adjust wings if price approaches boundaries; close on IV crush.

Risk Alerts

!Expiration pin risk: spot near $210 max pain with large put OI at $200.

!Gamma flip at $200: break below could accelerate selling.

!Near-term put skew extremely high, tail risk elevated.

How to Use These Reports

This theta reflects the market close on June 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.