Wednesday, August 12
NVDA options
NVDA$219.45delayed
BalancedATM IV· 0d
38.9%
Exp. move ±1σ
—
Max pain
$217.50
P/C ratio (OI)· whole chain
0.83
Skew
Upside (calls bid)
Dealer GEX· positive · pinning
$121.4M
23 expiries · 3796 contracts
Smile / skew· Aug 12 '26free CBOE chain · delayed ~15m
Chain · Aug 12 '26Calls / Puts
| OI | Vol | IV | Δ | Bid | Ask | Strike | Bid | Ask | Δ | IV | Vol | OI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 151 | 286 | — | 1.00 | 27.25 | 27.65 | $190 | 0.00 | 0.01 | -0.00 | 88% | 37 | 1235 |
| 76 | 169 | — | 1.00 | 23.40 | 26.55 | $192.50 | 0.00 | 0.01 | -0.00 | 81% | 929 | 1371 |
| 120 | 136 | 83% | 1.00 | 20.90 | 24.10 | $195 | 0.00 | 0.01 | -0.00 | 73% | 897 | 4562 |
| 483 | 453 | 74% | 1.00 | 19.75 | 21.60 | $197.50 | 0.00 | 0.01 | -0.00 | 65% | 2191 | 5285 |
| 815 | 401 | 126% | 0.99 | 17.30 | 19.05 | $200 | 0.01 | 0.02 | -0.01 | 64% | 2485 | 8344 |
| 858 | 1361 | 64% | 0.99 | 13.70 | 15.25 | $202.50 | 0.01 | 0.02 | -0.01 | 56% | 10218 | 6675 |
| 1667 | 437 | 71% | 0.99 | 10.95 | 13.00 | $205 | 0.02 | 0.03 | -0.01 | 50% | 6453 | 4867 |
| 2236 | 6971 | 64% | 0.97 | 9.75 | 10.60 | $207.50 | 0.05 | 0.06 | -0.03 | 46% | 10793 | 4607 |
| 2113 | 6462 | 44% | 0.94 | 7.55 | 7.70 | $210 | 0.12 | 0.14 | -0.06 | 43% | 35323 | 12716 |
| 5466 | 6119 | 41% | 0.86 | 5.25 | 5.40 | $212.50 | 0.34 | 0.36 | -0.14 | 41% | 40754 | 7235 |
| 3540 | 15381 | 41% | 0.71 | 3.30 | 3.40 | $215 | 0.85 | 0.87 | -0.29 | 40% | 99578 | 12505 |
| 14446 | 71887 | 40% | 0.50 | 1.79 | 1.83 | $217.50 | 1.81 | 1.84 | -0.50 | 40% | 160227 | 14374 |
| 21311 | 162316 | 39% | 0.29 | 0.80 | 0.82 | $220 | 3.25 | 3.40 | -0.71 | 39% | 58602 | 8897 |
| 34752 | 132859 | 39% | 0.14 | 0.30 | 0.31 | $222.50 | 5.20 | 5.40 | -0.86 | 39% | 5869 | 2112 |
| 32513 | 130140 | 41% | 0.06 | 0.11 | 0.12 | $225 | 7.50 | 7.70 | -0.94 | 37% | 5131 | 1833 |
| 14051 | 30976 | 43% | 0.03 | 0.04 | 0.05 | $227.50 | 8.50 | 10.25 | -0.98 | 44% | 3305 | 1058 |
| 15786 | 18183 | 48% | 0.01 | 0.02 | 0.03 | $230 | 11.00 | 14.00 | -0.99 | — | 4669 | 38 |
| 8339 | 6914 | 52% | 0.01 | 0.01 | 0.02 | $232.50 | 14.85 | 15.20 | -0.99 | — | 511 | 4 |
| 10941 | 5729 | 53% | 0.00 | 0.00 | 0.01 | $235 | 16.00 | 19.00 | -1.00 | — | 125 | 1 |
| 1231 | 1492 | 59% | 0.00 | 0.00 | 0.01 | $237.50 | 19.85 | 20.20 | -1.00 | — | 532 | 0 |
| 4793 | 1399 | 66% | 0.00 | 0.00 | 0.01 | $240 | 20.95 | 24.10 | -1.00 | — | 162 | 0 |
| 386 | 493 | 72% | 0.00 | 0.00 | 0.01 | $242.50 | 24.80 | 25.20 | -1.00 | — | 150 | 0 |
| 4267 | 1996 | 78% | 0.00 | 0.00 | 0.01 | $245 | 27.30 | 27.70 | -1.00 | — | 50 | 0 |
| 2501 | 606 | 90% | 0.00 | 0.00 | 0.01 | $250 | 32.35 | 32.70 | -1.00 | — | 187 | 0 |
| 1849 | 119 | 101% | 0.00 | 0.00 | 0.01 | $255 | 37.35 | 37.70 | -1.00 | — | 0 | 0 |
Shaded row is nearest spot.
Strategy builderAug 12 '26 · 0d
Your view
Risk appetite
Bull call spread · safetyestimates · market-implied (lognormal)
Value nowsolid = expiry
P&L distribution at expiry
Probability of profit37%
Expected value+$22.11
Chance of losing63%
Max loss−$50.50
Capital at risk$50.50
Net debit$50.50
Breakeven cushion0.5% from spot
Net Δ
16
Γ
2.8
Θ / day
−$50.94
Vega
$1.41
Build your own
Start from a strategy
Add legs from the Aug 12 '26 chain to sketch any position and see its payoff + safety.