Home Options NVDAReports

NVDA

NVIDIA CorporationClose $205.19EOD only

Max Pain

$205.00

Next expiry Jun 15, 2026

Expected Move

±$3.93

1.9% from close

Price Gap

-0.19

Distance to max pain

IV Rank

Middle-high premium

P/C OI

0.85

Slightly call-heavy

Consensus

7.0/10

Bullish tilt

Published snapshot: Jun 12, 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 12, 2026 close

NVDA Theta Report

Analysis based on market close June 12, 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 0.1% from MP; +1 VIX 18

IV Environment

IV Regime

Normal

IV vs VIX

NVDA avg IV ~49% vs VIX 17.68, elevated

Favorable?

Yes

Term structure: Backwardated near expiry, front-month ATM IV jumps from ~3% to ~23% at 3DTE, then rises to ~44% at 7 months; pronounced put skew

📈High IV and bullish flow favor premium sales

⚠️Pinning at $205 adds risk of expiration assignment

Pin Risk Assessment

Spot vs MP: At

GEX regime: Pinning ($+739.1M)

Gamma flip: ~$200.00 — Approx — based on put OI concentration of 101,178 (2.5% below spot)

OI concentrations: Max pain $205 across multiple expiries; put floor $140; call wall $220-$250

Verdict: Significant pin risk at $205; spot at max pain and gamma flip at $200 heightens concern

Premium Opportunities

Put credit spread

Sell 2026-07-10 $200.00/$195.00 put spread

Sells put spread to capture premium from high IV with defined risk.

Credit: $1.51-$1.84

Max loss: $3.16

BE: $198.16

Mgmt: Exit if spot breaks below $200; monitor pin risk at $205.

Risk Alerts

!Spot within 0.1% of max pain $205

!Gamma flip at $200 if sold off

!High IV skew indicates tail risk on downside

How to Use These Reports

This theta reflects the market close on June 12, 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.