NVDANvidia Corp
Options Analysis Report•SEMICONDUCTORS & RELATED DEVICES
Market Cap $4.76T|NASDAQ
● 2026-07-28$196.51
NEUTRAL
Analysis: 2026-07-27 EOD data
1Y +11.2%YTD +4.1%7D -5.2%
Options Vol
4,819,819
30D
Implied Move
±12.8%
IV Rank
72%
NVDA Options Overview
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?
4.6
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks4/9 checks passed
IV Rank
≤35%IV Rank 58.8% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.23x — IV premium over HV
Sector Relative≤50%
Sector percentile 15% — below sector median
Term Structure
<1.1xFront/Back 1.58x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 49.0% — normal range
Spread-Adjusted Value
<80%Effective IV 54.2% (ATM 49.0% + spread 2.6% + bias) — good value
Execution Efficiency
<3.0%Total drag 4.54% (spread 2.59% + slippage 1.95%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.00 (vega 0.000 / spread 2.59%) — spread drag
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: -4%, Raw: -5%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -4% (neutral) — Raw: -5%
OI Skew Magnitude
≥15%|OI skew| 10.0% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +24.7%, OI skew +10.0% — aligned
Conviction Quality
≥2/3 conditions0-DTE 22%, 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: -4%, OTM: -6% — neutral (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 44% — bullish vs sector
Activity
Unusual activity?
6.3
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 1.4x avg — normal
Turnover Rate
≥15%Vol/OI 36.4% — 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 +0.3% (5d) — stable
Sector Relative≥60%
Sector activity percentile 95% — very active vs sector
Trade Quality
≥30%Large trade volume 34% — institutional presence
Execution Urgency
≥60%Aggressive execution 60% — patient
Flow Conviction
≥30Conviction -4 (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 2.6% — acceptable
Adequate OI
≥10,000OI 13,244,232 — deep
Active Volume
≥500Volume 4,819,819/day — active
Reasonable Cost
≤$0.50$0.13 to cross — cheap
Strike Coverage
≥5 strikes22 liquid strikes — good coverage
Sector Relative≤40%
Sector spread percentile 17% — much tighter than sector
Order Book Depth
≥100 contractsDepth 499.1 contracts (bid:233.1 ask:266.0) — adequate
Execution Quality
<1.0%Avg slippage 1.95% — fair
Timing
Is now a good time?
6.9
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +58.1% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 59% — neutral
Event Detection
≥10pts kinkIV kink 23.8pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1.00 — favors mixed
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)HIGH RISK: Earnings in 29d (low risk); FOMC in 1d (HIGH)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -4% @ 52% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 64 (ITM 20% + inst 34%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls6.1
bullishIV fair, bullish flow
Long Puts5.3
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put6.5
bullishIV fair, bullish flow
Covered Call5.7
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.