Options/NVDA

NVDANvidia Corp

Options Analysis Report•SEMICONDUCTORS & RELATED DEVICES

Market Cap $5.40T|NASDAQ

● 2026-09-10$223.67

NEUTRAL

Analysis: 2026-09-09 EOD data

1Y +26.1%YTD +18.4%7D -2.1%

Options Vol

2,496,817

30D

Implied Move

±9.5%

IV Rank

10%

NVDA Options Overview

bullish flow with unusual activity. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Balanced conditions with no clear edge

Learn

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NVDA Gamma Walls

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Value

Is IV priced right?

8.3

ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks7/9 checks passed

IV Rank

≤35%

IV Rank 60.3% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 0.81x — IV ≤ HV

Sector Relative≤50%

Sector percentile 17% — below sector median

Term Structure

<1.1x

Front/Back 0.89x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 35.8% — normal range

Spread-Adjusted Value

<80%

Effective IV 38.9% (ATM 35.8% + spread 1.6% + bias) — excellent value

Execution Efficiency

<3.0%

Total drag 4.54% (spread 1.55% + slippage 2.99%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 249.36 (vega 38.651 / spread 1.55%) — efficient

Sentiment

Bullish or bearish?

6.2

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksNeutral - Weak signal (Conviction: -1%, Raw: -2%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: -1% (neutral) — Raw: -2%

OI Skew Magnitude

≥15%

|OI skew| 7.0% — balanced

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +29.3%, OI skew +7.0% — aligned

Conviction Quality

≥2/3 conditions

0-DTE 38%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: -1%, ATM: +1%, OTM: -6% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 36% — bullish vs sector

Activity

Unusual activity?

5.2

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks4/8 checks passed

Volume Surge

≥1.5x

Volume 0.7x avg — normal

Turnover Rate

≥15%

Vol/OI 15.8% — high turnover

Multi-Day Persistence

≥2 days

1 day(s) elevated — may be one-day event

OI Build

≥5%

OI change +2.4% (5d) — building

Sector Relative≥60%

Sector activity percentile 91% — very active vs sector

Trade Quality

≥30%

Large trade volume 36% — institutional presence

Execution Urgency

≥60%

Aggressive execution 71% — urgent

Flow Conviction

≥30

Conviction -1 (bearish) — mixed

Liquidity

Can I trade efficiently?

8.8

IlliquidLiquid

Evaluates

bid-ask spreads

, volume depth, and open interest for trade execution quality.

Risk Checks7/8 checks passed

Tradeable Spread

≤5.0%

Spread 1.6% — tight

Adequate OI

≥10,000

OI 15,765,608 — deep

Active Volume

≥500

Volume 2,496,817/day — active

Reasonable Cost

≤$0.50

$0.08 to cross — cheap

Strike Coverage

≥5 strikes

24 liquid strikes — good coverage

Sector Relative≤40%

Sector spread percentile 21% — tighter than sector

Order Book Depth

≥100 contracts

Depth 725.6 contracts (bid:339.5 ask:386.1) — deep

Execution Quality

<1.0%

Avg slippage 2.99% — poor

Timing

Is now a good time?

6.3

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -10.5% — contango

IV Percentile Clarity

<30 or >70

IV percentile 60% — neutral

Event Detection

≥10pts kink

IV kink -1.7pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 325.89 — favors income trades

Expiration Distribution

≥3 expirations

5 liquid expirations — flexible

Event Risk

≥60% (safe)

caution advised: FOMC in 6d; CPI in 1d (HIGH)

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow -1% @ 50% consistency — unclear

Smart Money Timing

≥40 composite score

Score 66 (ITM 20% + inst 36%) — HIGH institutional

Directional Strategy Fit

Option Buyers

Long Calls7.3

bullishIV cheap, bullish flow

Long Puts6.5

bearishIV cheap, bullish flow

Premium Sellers

Cash-Secured Put5.4

bullishIV too cheap, bullish flow

Covered Call4.5

bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on NVDA

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