NVDANvidia Corp
Options Analysis Report•SEMICONDUCTORS & RELATED DEVICES
Market Cap $5.18T|NASDAQ
● 2026-04-30$209.25
NEUTRAL
Analysis: 2026-04-29 EOD data
1Y +92.1%YTD +10.8%7D +4.8%
Options Vol
3,111,763
30D
Implied Move
±11.9%
IV Rank
44%
NVDA Options Overview
IV is elevated with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.4
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 74.3% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.40x — IV premium over HV
Sector Relative≤50%
Sector percentile 32% — below sector median
Term Structure
<1.1xFront/Back 1.09x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 46.6% — normal range
Spread-Adjusted Value
<80%Effective IV 50.6% (ATM 46.6% + spread 2.0% + bias) — good value
Execution Efficiency
<3.0%Total drag 3.75% (spread 1.99% + slippage 1.76%) — high friction
Vega Efficiency
≥5.0Vega efficiency 380.37 (vega 75.694 / spread 1.99%) — 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: -6%, Raw: -5%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -6% (neutral) — Raw: -5%
OI Skew Magnitude
≥15%|OI skew| 10.4% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +36.3%, OI skew +10.4% — aligned
Conviction Quality
≥2/3 conditions0-DTE 50%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -15%, ATM: -1%, OTM: -9% — neutral (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 29% — very bullish vs sector
Activity
Unusual activity?
6.1
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks4/9 checks passed
Volume Surge
≥1.5xVolume 1.1x avg — normal
Turnover Rate
≥15%Vol/OI 19.2% — 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 +4.8% (5d) — building
Sector Relative≥60%
Sector activity percentile 89% — very active vs sector
Trade Quality
≥30%Large trade volume 33% — institutional presence
Execution Urgency
≥60%Aggressive execution 74% — urgent
Flow Conviction
≥30Conviction -6 (bearish) — mixed
Liquidity
Can I trade efficiently?
8.7
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks7/8 checks passed
Tradeable Spread
≤5.0%Spread 2.0% — tight
Adequate OI
≥10,000OI 16,163,200 — deep
Active Volume
≥500Volume 3,111,763/day — active
Reasonable Cost
≤$0.50$0.10 to cross — cheap
Strike Coverage
≥5 strikes38 liquid strikes — good coverage
Sector Relative≤40%
Sector spread percentile 34% — tighter than sector
Order Book Depth
≥100 contractsDepth 427.4 contracts (bid:213.5 ask:213.9) — adequate
Execution Quality
<1.0%Avg slippage 1.76% — fair
Timing
Is now a good time?
7.4
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +9.1% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 74% — seller opportunity
Event Detection
≥10pts kinkIV kink 4.9pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1249.07 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: Earnings in 20d (low risk)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -6% @ 53% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 63 (ITM 20% + inst 33%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls6.5
bullishIV fair, bullish flow
Long Puts5.6
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put6.4
bullishIV fair, bullish flow
Covered Call5.5
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.