NVDA Implied Volatility
NVDA $216.50 · Updated Oct 26, 4:00 PM ET
NVDA at-the-money implied volatility is 37.8% for Oct 28, 2026 (2 days out). For Nov 27, 2026 it is 41.1%. Longer-dated volatility is priced at or above near-term volatility, the normal upward-sloping term structure.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 28, 2026 | 2 | 217.5 | 37.8% |
| Oct 30, 2026 | 4 | 217.5 | 38.5% |
| Nov 2, 2026 | 7 | 217.5 | 32.7% |
| Nov 4, 2026 | 9 | 217.5 | 35.5% |
| Nov 6, 2026 | 11 | 217.5 | 36.2% |
| Nov 9, 2026 | 14 | 215 | 34.3% |
| Nov 13, 2026 | 18 | 215 | 36.4% |
| Nov 20, 2026 | 25 | 217.5 | 43.1% |
| Nov 27, 2026 | 32 | 215 | 41.1% |
| Dec 4, 2026 | 39 | 215 | 40.3% |
| Dec 18, 2026 | 53 | 216 | 39.4% |
| Jan 15, 2027 | 81 | 215 | 38.5% |
SKEW, OCT 28, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 197.5 | 62.3% | 57.5% |
| 200 | 43.4% | 53.0% |
| 202.5 | 0.0% | 49.7% |
| 205 | 47.4% | 46.8% |
| 207.5 | 44.4% | 44.1% |
| 210 | 41.9% | 42.0% |
| 212.5 | 40.6% | 40.3% |
| 215 | 38.9% | 38.9% |
| 217.5 | 37.9% | 37.8% |
| 220 | 36.9% | 36.3% |
| 222.5 | 36.2% | 36.4% |
| 225 | 36.6% | 37.2% |
| 227.5 | 37.9% | 36.1% |
| 230 | 40.2% | 42.4% |
| 232.5 | 42.5% | 0.0% |
| 235 | 45.1% | 0.0% |
| 237.5 | 50.1% | 0.0% |
How this is calculated: Implied Volatility methodology