NVDANvidia Corp
Options Analysis Report•SEMICONDUCTORS & RELATED DEVICES
Market Cap $5.01T|NASDAQ
● 2026-07-27$206.84
NEUTRAL
Analysis: 2026-07-24 EOD data
1Y +17.0%YTD +9.5%7D +1.8%
Options Vol
4,199,501
30D
Implied Move
±11.7%
IV Rank
31%
NVDA Options Overview
bullish flow with unusual activity. No clear edge detected.
REWARDS
RISK ANALYSIS
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NVDA Gamma Walls
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Value
Is IV priced right?
7.2
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 48.1% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.17x — IV premium over HV
Sector Relative≤50%
Sector percentile 11% — below sector median
Term Structure
<1.1xFront/Back 0.93x — 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 47.0% (ATM 41.5% + spread 2.7% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 5.01% (spread 2.73% + slippage 2.28%) — high friction
Vega Efficiency
≥5.0Vega efficiency 41.31 (vega 11.277 / spread 2.73%) — 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: -5%, Raw: -4%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -5% (neutral) — Raw: -4%
OI Skew Magnitude
≥15%|OI skew| 10.5% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +27.3%, OI skew +10.5% — aligned
Conviction Quality
≥2/3 conditions0-DTE 33%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -6%, ATM: -3%, OTM: -5% — neutral (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 38% — bullish vs sector
Activity
Unusual activity?
6.5
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks4/9 checks passed
Volume Surge
≥1.5xVolume 1.2x avg — normal
Turnover Rate
≥15%Vol/OI 30.8% — 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 +4.3% (5d) — building
Sector Relative≥60%
Sector activity percentile 98% — very active vs sector
Trade Quality
≥30%Large trade volume 32% — institutional presence
Execution Urgency
≥60%Aggressive execution 62% — urgent
Flow Conviction
≥30Conviction -5 (bearish) — mixed
Liquidity
Can I trade efficiently?
8.5
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks7/8 checks passed
Tradeable Spread
≤5.0%Spread 2.7% — acceptable
Adequate OI
≥10,000OI 13,645,419 — deep
Active Volume
≥500Volume 4,199,501/day — active
Reasonable Cost
≤$0.50$0.14 to cross — cheap
Strike Coverage
≥5 strikes38 liquid strikes — good coverage
Sector Relative≤40%
Sector spread percentile 13% — much tighter than sector
Order Book Depth
≥100 contractsDepth 505.5 contracts (bid:254.7 ask:250.8) — deep
Execution Quality
<1.0%Avg slippage 2.28% — poor
Timing
Is now a good time?
6.8
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -6.8% — contango
IV Percentile Clarity
<30 or >70IV percentile 48% — neutral
Event Detection
≥10pts kinkIV kink -2.3pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 24.83 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)HIGH RISK: Earnings in 30d (low risk); FOMC in 2d (HIGH)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -5% @ 52% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 62 (ITM 20% + inst 32%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls7.0
bullishIV cheap, bullish flow
Long Puts6.2
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.7
bullishIV too cheap, bullish flow
Covered Call4.9
bearishIV too cheap, bullish flow
For educational purposes only. Not investment advice.