NVIDIA options
NVIDIA trades at 188.70; 30-day implied volatility is 57.3%, and the market prices a ±7.82% expected move into the 2026-11-13 expiry, 6 days out.
Cheap or dear right now
- Options look expensive: IV30 is 57.3%, 9.5 points above 20-day realised volatility. Sellers collect richer premium; buyers pay more for time value.
- Over the next 6 days (expiring 2026-11-13) the market prices a one-standard-deviation move of ±7.82%, about 14.75 points.
- Skew 7.8: puts are pricier than calls, so the market is paying up for downside protection.
- Put/call volume ratio 0.39: call volume clearly outnumbers puts.
Pricing across strikes
2026-11-13 expiry (6 days), spot 188.70. The further apart the two lines, the bigger the skew.
Implied volatility by expiry
Near-dated IV above far-dated (inverted) points to short-term event risk; the reverse suggests calm now and more movement later.
Where the open interest sits
Bar height is open interest; max pain is the strike that minimises the total value of expiring options.
2026-11-13 expiry, five strikes either side of the money
IV is the implied volatility at that strike; OI is open interest.
| Call OI | Call IV | Strike | Put IV | Put OI |
|---|---|---|---|---|
| 627 | 68.6% | 175 | 68.6% | 5,460 |
| 121 | 66.6% | 178 | 67.0% | 1,585 |
| 564 | 65.4% | 180 | 65.3% | 7,865 |
| 1,658 | 63.7% | 182 | 63.8% | 3,193 |
| 3,084 | 62.4% | 185 | 62.5% | 5,615 |
| 1,277 | 61.1% | 188 ATM | 60.9% | 2,573 |
| 15,025 | 59.5% | 190 | 59.7% | 9,971 |
| 5,722 | 58.2% | 192 | 58.2% | 2,520 |
| 10,137 | 62.6% | 195 | 62.2% | 7,633 |
| 18,094 | 55.9% | 198 | 55.6% | 2,515 |
| 8,805 | 55.0% | 200 | 53.0% | 11,470 |
FAQ
Is the expected move a guarantee?
No. It is a one-standard-deviation move implied by at-the-money option prices — the market's current price for movement, not a forecast or a guarantee.
Why is IV rank empty?
IV rank needs a year of IV30 history. Our database records IV30 once a day and shows a value after 20 trading days; until then the page shows collection progress.
What does a positive skew mean?
25-delta puts carry a higher implied volatility than calls at the same expiry, so the market is paying more for downside protection — typical when hedging demand rises.
Can I trade straight off this page?
No. This is volatility and pricing information, not a buy or sell signal.
Data from CBOE delayed quotes (about 15 minutes behind), for information only and not investment advice. Options carry high risk and can lose the entire premium.