NVDA Options Chain
NVDA $216.00 · Updated Oct 26, 4:00 PM ET
NVDA is at $216.00. The nearest expiration, Oct 28, 2026 (2 days out), lists 53 strikes, with 187,374 calls and 140,748 puts traded in the latest session. At-the-money implied volatility is 0.8%. The at-the-money straddle prices a move of about $5.02 (2.3%) by expiration.
EXPIRATION
- Oct 28, 2026
- Oct 30, 2026
- Nov 2, 2026
- Nov 4, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Feb 19, 2027
ATM IV
0.2%
215 strike
EXPECTED MOVE
$22.60
ATM straddle
MAX PAIN
$80.00
-63.0%
PUT/CALL VOLUME
0.81
5,984 / 7,417
DEC 4, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 130 | -0.000 | 0.0000 | -0.000 | 25.0% | 99 | 0.26 | 0.00 | 0.00 | ||||||||||
| 140 | -0.000 | 0.0000 | -0.000 | 25.0% | 17 | 0.40 | 0.00 | 0.00 | ||||||||||
| 150 | -0.000 | 0.0000 | -0.000 | 25.0% | 63 | 0.45 | 0.00 | 0.00 | ||||||||||
| 155 | -0.000 | 0.0000 | -0.000 | 25.0% | 163 | 0.54 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 53.62 | 1 | 0.0% | 1.000 | 0.0000 | -0.020 | 160 | -0.000 | 0.0000 | -0.000 | 25.0% | 9 | 0.66 | 0.00 | 0.00 | ||
| 165 | -0.000 | 0.0000 | -0.000 | 12.5% | 12 | 0.84 | 0.00 | 0.00 | ||||||||||
| 170 | -0.000 | 0.0000 | -0.000 | 12.5% | 54 | 1.00 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 43.95 | 1 | 0.0% | 1.000 | 0.0000 | -0.021 | 175 | -0.000 | 0.0000 | -0.000 | 12.5% | 96 | 1.27 | 0.00 | 0.00 | ||
| 180 | -0.000 | 0.0000 | -0.000 | 12.5% | 40 | 1.76 | 0.00 | 0.00 | ||||||||||
| 185 | -0.000 | 0.0000 | -0.000 | 12.5% | 310 | 2.17 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 30.85 | 2 | 0.0% | 1.000 | 0.0000 | -0.023 | 190 | -0.000 | 0.0000 | -0.000 | 6.3% | 188 | 2.88 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 25.80 | 2 | 0.0% | 1.000 | 0.0000 | -0.024 | 195 | -0.000 | 0.0000 | -0.000 | 6.3% | 167 | 3.95 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 21.90 | 8 | 0.0% | 1.000 | 0.0000 | -0.025 | 200 | -0.000 | 0.0000 | -0.000 | 6.3% | 2,171 | 5.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 16.00 | 24 | 0.0% | 1.000 | 0.0000 | -0.025 | 205 | -0.000 | 0.0000 | -0.000 | 3.1% | 235 | 6.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 15.04 | 71 | 0.0% | 1.000 | 0.0000 | -0.026 | 210 | -0.000 | 0.0000 | -0.000 | 1.6% | 73 | 8.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 12.25 | 320 | 0.0% | 1.000 | 0.0000 | -0.026 | 215 | 0.000 | 0.0000 | -0.000 | 0.4% | 102 | 10.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.68 | 1,070 | 1.6% | 0.004 | 0.0103 | -0.000 | 220 | 0.027 | 0.0000 | -1.000 | 0.0% | 86 | 12.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.65 | 106 | 3.1% | 0.000 | 0.0003 | -0.000 | 225 | 0.028 | 0.0000 | -1.000 | 0.0% | 2,011 | 15.86 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.30 | 157 | 3.1% | 0.000 | 0.0000 | -0.000 | 230 | 0.028 | 0.0000 | -1.000 | 0.0% | 7 | 18.62 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.30 | 2,598 | 6.3% | 0.000 | 0.0000 | -0.000 | 235 | 0.029 | 0.0000 | -1.000 | 0.0% | 3 | 23.06 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.11 | 954 | 6.3% | 0.000 | 0.0000 | -0.000 | 240 | 0.029 | 0.0000 | -1.000 | 0.0% | 7 | 27.06 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.28 | 635 | 6.3% | 0.000 | 0.0000 | -0.000 | 245 | ||||||||||
| 0.00 | 0.00 | 1.64 | 809 | 12.5% | 0.000 | 0.0001 | -0.000 | 250 | 0.031 | 0.0000 | -1.000 | 0.0% | 38.56 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 1.10 | 542 | 12.5% | 0.000 | 0.0000 | -0.000 | 255 | ||||||||||
| 0.00 | 0.00 | 0.85 | 33 | 12.5% | 0.000 | 0.0000 | -0.000 | 260 | ||||||||||
| 0.00 | 0.00 | 0.56 | 57 | 12.5% | 0.000 | 0.0000 | -0.000 | 265 | ||||||||||
| 0.00 | 0.00 | 0.38 | 4 | 12.5% | 0.000 | 0.0000 | -0.000 | 270 | ||||||||||
| 0.00 | 0.00 | 0.28 | 3 | 12.5% | 0.000 | 0.0000 | -0.000 | 275 | ||||||||||
| 0.00 | 0.00 | 0.23 | 17 | 12.5% | 0.000 | 0.0000 | -0.000 | 280 | ||||||||||
| 0.00 | 0.00 | 0.15 | 12.5% | 0.000 | 0.0000 | -0.000 | 285 | |||||||||||
| 0.00 | 0.00 | 0.14 | 3 | 25.0% | 0.000 | 0.0000 | -0.000 | 290 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology