NVDANvidia Corp
Options Analysis Report•SEMICONDUCTORS & RELATED DEVICES
Market Cap $4.90T|NASDAQ
● 2026-04-17$201.68
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y +108.1%YTD +6.8%7D +6.9%
Options Vol
2,258,046
30D
Implied Move
±9.5%
IV Rank
4%
NVDA Options Overview
Mixed signals. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
8.6
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks8/9 checks passed
IV Rank
≤35%IV Rank 56.9% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.05x — IV ≤ HV
Sector Relative≤50%
Sector percentile 15% — below sector median
Term Structure
<1.1xFront/Back 0.71x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 37.9% — normal range
Spread-Adjusted Value
<80%Effective IV 40.1% (ATM 37.9% + spread 1.1% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 2.40% (spread 1.12% + slippage 1.28%) — acceptable
Vega Efficiency
≥5.0Vega efficiency 345.21 (vega 38.664 / spread 1.12%) — efficient
Sentiment
Bullish or bearish?
6.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: -5%, Raw: -3%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -5% (neutral) — Raw: -3%
OI Skew Magnitude
≥15%|OI skew| 8.9% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +32.5%, OI skew +8.9% — 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: +26%, ATM: -4%, OTM: -5% — bullish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 42% — bullish vs sector
Activity
Unusual activity?
5.7
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks4/9 checks passed
Volume Surge
≥1.5xVolume 0.9x avg — normal
Turnover Rate
≥15%Vol/OI 13.9% — normal 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 +6.8% (5d) — building
Sector Relative≥60%
Sector activity percentile 80% — very active vs sector
Trade Quality
≥30%Large trade volume 36% — institutional presence
Execution Urgency
≥60%Aggressive execution 75% — urgent
Flow Conviction
≥30Conviction -5 (bearish) — mixed
Liquidity
Can I trade efficiently?
9.1
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks7/8 checks passed
Tradeable Spread
≤5.0%Spread 1.1% — tight
Adequate OI
≥10,000OI 16,221,453 — deep
Active Volume
≥500Volume 2,258,046/day — active
Reasonable Cost
≤$0.50$0.06 to cross — cheap
Strike Coverage
≥5 strikes59 liquid strikes — good coverage
Sector Relative≤40%
Sector spread percentile 17% — much tighter than sector
Order Book Depth
≥100 contractsDepth 439.5 contracts (bid:221.1 ask:218.4) — adequate
Execution Quality
<1.0%Avg slippage 1.28% — fair
Timing
Is now a good time?
7.0
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -28.6% — contango
IV Percentile Clarity
<30 or >70IV percentile 57% — neutral
Event Detection
≥10pts kinkIV kink -8.7pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 421.63 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No events detected
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 66 (ITM 20% + inst 36%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls7.6
bullishIV cheap, bullish flow
Long Puts6.7
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.5
bullishIV too cheap, bullish flow
Covered Call4.6
bearishIV too cheap, bullish flow
For educational purposes only. Not investment advice.