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NVDA

NVIDIA CorporationClose $212.45EOD only

Max Pain

$205.00

Next expiry Jun 17, 2026

Expected Move

±$4.66

2.2% from close

Price Gap

-7.45

Distance to max pain

IV Rank

High premium

P/C OI

0.88

Slightly call-heavy

Consensus

7.5/10

Bullish tilt

Published snapshot: Jun 15, 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 15, 2026 close

NVDA Theta Report

Analysis based on market close June 16, 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 0.0% from MP; +1 VIX 16

IV Environment

IV Regime

Normal

IV vs VIX

IV 48% well above VIX 16%

Favorable?

Yes

Term structure: Upward sloping term structure; near-term put skew extreme

⚠️Near-term put skew elevated; pinning risk at $208

💰Upward sloping term structure supports premium selling

Pin Risk Assessment

Spot vs MP: At

GEX regime: Pinning ($+509.2M)

Gamma flip: ~$200.00 — Approx — based on put OI concentration of 101,881 (3.6% below spot)

OI concentrations: Put OI concentrated 3.6% below spot; call wall $220-$250

Verdict: Pinning risk high: max pain $208 6/17, $188 6/18, $205 6/22; gamma flip $200

Premium Opportunities

Put credit spread

Sell 2026-08-21 $200.00/$195.00 put spread

Sell 2026-08-21 $200/$195 put spread; IV 48%, premium favorable.

Credit: $1.66-$2.03

Max loss: $2.97

BE: $197.97

Mgmt: Exit if NVDA breaks $200; manage pin risk.

Cash-secured put

Sell 2026-08-21 $200.00 cash-secured put

Sell 2026-08-21 $200 put; collect $8-10 premium, requires cash collateral.

Credit: $8.33-$10.18

Max loss: $189.82

BE: $189.82

Mgmt: Roll if below $200; may assign if breached.

Risk Alerts

!Pinning risk near max pain levels

!Near-term expiry OI imbalance

!High IV may contract post-expiration

How to Use These Reports

This theta reflects the market close on June 16, 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.