NVDANvidia Corp
Options Analysis Report•SEMICONDUCTORS & RELATED DEVICES
Market Cap $5.18T|NASDAQ
● 2026-05-01$199.57
NEUTRAL
Analysis: 2026-04-30 EOD data
1Y +78.8%YTD +5.7%7D -4.2%
Options Vol
4,108,276
30D
Implied Move
±11.7%
IV Rank
44%
NVDA Options Overview
Mixed signals. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
6.6
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks6/9 checks passed
IV Rank
≤35%IV Rank 69.7% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.20x — IV premium over HV
Sector Relative≤50%
Sector percentile 28% — below sector median
Term Structure
<1.1xFront/Back 0.84x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 41.5% — normal range
Spread-Adjusted Value
<80%Effective IV 44.9% (ATM 41.5% + spread 1.7% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 3.01% (spread 1.68% + slippage 1.33%) — high friction
Vega Efficiency
≥5.0Vega efficiency 574.55 (vega 96.525 / spread 1.68%) — efficient
Sentiment
Bullish or bearish?
6.2
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: -9%, Raw: -9%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -9% (neutral) — Raw: -9%
OI Skew Magnitude
≥15%|OI skew| 11.2% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +39.8%, OI skew +11.2% — aligned
Conviction Quality
≥2/3 conditions0-DTE 51%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -20%, ATM: -4%, OTM: -10% — bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 26% — very bullish vs sector
Activity
Unusual activity?
6.7
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks5/9 checks passed
Volume Surge
≥1.5xVolume 1.4x avg — normal
Turnover Rate
≥15%Vol/OI 25.1% — high turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +8.3% (5d) — building
Sector Relative≥60%
Sector activity percentile 92% — very active vs sector
Trade Quality
≥30%Large trade volume 34% — institutional presence
Execution Urgency
≥60%Aggressive execution 71% — urgent
Flow Conviction
≥30Conviction -9 (bearish) — mixed
Liquidity
Can I trade efficiently?
8.9
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks7/8 checks passed
Tradeable Spread
≤5.0%Spread 1.7% — tight
Adequate OI
≥10,000OI 16,378,327 — deep
Active Volume
≥500Volume 4,108,276/day — active
Reasonable Cost
≤$0.50$0.08 to cross — cheap
Strike Coverage
≥5 strikes50 liquid strikes — good coverage
Sector Relative≤40%
Sector spread percentile 29% — tighter than sector
Order Book Depth
≥100 contractsDepth 342.9 contracts (bid:161.9 ask:181.0) — adequate
Execution Quality
<1.0%Avg slippage 1.33% — fair
Timing
Is now a good time?
7.2
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -15.7% — contango
IV Percentile Clarity
<30 or >70IV percentile 70% — neutral
Event Detection
≥10pts kinkIV kink -5.6pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 2244.77 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: Earnings in 19d (low risk)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -9% @ 55% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 64 (ITM 20% + inst 34%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls6.9
bullishIV cheap, bullish flow
Long Puts6.1
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put6.0
bullishIV too cheap, bullish flow
Covered Call5.2
bearishIV too cheap, bullish flow
For educational purposes only. Not investment advice.