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NVDA GEX & Options Analytics

NVDA implied volatility, gamma exposure (GEX), dealer positioning, volatility surface, and options flow.

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NVDA Options Key Levels

as of Nov 10, 2026 5:03 PM ET

Price $169.42. ATM IV 87.5%. HV20 51.0%. Net GEX -272.5M.

LevelPriceSignificance
Call Wall$200Maximum call gamma - acts as resistance
Put Wall$150Maximum put gamma - acts as support

NVDA Options Analytics Dashboard

NVDA snapshot (Nov 10, 2026 5:03 PM ET): Price $169.42. ATM IV 87.5%. HV20 51.0%. Net GEX -272.5M. Call wall: $200. Put wall: $150.

NVDA Options Key Levels Summary

LevelPriceSignificance
Call Wall$200Maximum call gamma - acts as resistance
Put Wall$150Maximum put gamma - acts as support

NVDA Options API Access

All NVDA options analytics data is available via the FlashAlpha Lab API. Endpoints:

Free tier: 5 requests/day. See pricing for higher limits. Try the interactive API playground.

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Options Market Closed - options data (IV, GEX, greeks, flow) may be from an earlier snapshot. Stock prices may still update. Options data refreshes when the market reopens.
ATM IV
87.5%
HV20: 51.0%
VRP
Gamma Regime
-
VIX
Updated
Nov 10, 2026 5:03 PM ET
Bid / Ask
Expected Move
Max Pain
P/C Ratio (OI)

Data not yet available for NVDA

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Price Chart

How NVDA compares

Ranked against 1,449 tickers with options data at the Nov 10 close
ATM implied volatility
87.5%
Higher than 83% of tickers, #248 of 1,449
20-day realized volatility
51.0%
Higher than 52% of tickers
Price vs max pain
-10.8%
Below the all-expirations max pain of $190.00; further from it than 57% of tickers
Gamma regime at the close
Undetermined
79 tickers closed in negative gamma, 171 in positive, 1,199 undetermined

NVDA and its Mega-Cap Tech peers

Ticker Price ATM IV 20-day realized vs max pain Gamma regime
NVDA $169.42 87.5% 51.0% -10.8% Undetermined
AAPL $347.80 23.5% 26.7% +12.2% Undetermined
MSFT $534.87 28.7% 37.0% +12.6% Undetermined
GOOGL $287.48 33.2% 52.9% -4.2% Undetermined
AMZN $269.79 34.6% 42.2% +9.0% Undetermined
META $643.73 41.7% 41.9% +2.2% Undetermined
AMD $513.75 76.9% 117.0% +22.3% Positive gamma
AVGO $329.75 56.5% 66.0% -3.0% Negative gamma
INTC $58.30 75.8% 139.6% -16.7% Undetermined

Volatility Term Structure

Skew & smile →

IV by Tenor

GET /v1/stock/nvda/summary Try it | Docs

Dealer Greek Exposure

Full GEX analysis
How we calculate
Dealer exposure is computed from end-of-day options open interest and greeks across all listed strikes and expirations. We assume market makers hold the opposite side of public order flow. GEX, DEX, VEX, and CHEX are aggregated using the Black-Scholes model with dividend-adjusted forwards. Data updates after market close (~8:30 PM ET) based on OCC-reported OI.
What is GEX?

Net dealer gamma exposure. Positive = dealers buy dips/sell rallies (mean reversion). Negative = dealers amplify moves. Formula: GEX = Sum(gamma x OI x 100 x spot).

What is Gamma Flip?

Price where net GEX crosses zero. Above = positive gamma (supportive). Below = negative gamma (amplifying). Key intraday pivot level.

What is Call Wall?

Strike with highest call gamma. Dealers sell here on rallies, creating upside resistance. The upper bound of the dealer-defined trading range.

What is Put Wall?

Strike with highest put gamma. Dealers buy here on dips, creating downside support. The lower bound of the dealer-defined trading range.

Top Strikes by Gamma

Loading gamma exposure data…

GET /v1/exposure/gex/nvda Try it | Docs

NVDA 0DTE Gamma Exposure

Zero days-to-expiration gamma, top strikes by gamma notional, and dealer hedging flow estimates.

Options Flow

How we calculate
Options flow aggregates open interest and volume across all listed strikes and expirations from OCC-reported data. Put/call ratios are computed from total contract counts. Active expirations count distinct expiry dates with meaningful OI. Updated after market close based on end-of-day OI reports.

Open Interest

Calls
Puts
P/C Ratio (OI)

Volume Today

Call Volume
Put Volume
P/C Ratio (Vol)
GET /v1/stock/nvda/summary - includes options flow data Try it

NVDA Max Pain Analysis

Basic Full max pain page
API Docs →

NVDA OI Concentration & Positioning

How concentrated open interest is across strikes - high concentration means a few key levels dominate hedging flows.

Volatility Surface

Full vol surface
How we calculate
The volatility surface is calibrated using the SVI (Stochastic Volatility Inspired) parameterisation fitted to mid-market option prices across all listed strikes and expirations. The 50×50 grid interpolates across log-moneyness and time-to-maturity. Skew metrics use 25-delta put and call IVs from the nearest monthly expiry. Updated after market close.
Full 3D surface tool →
GET /v1/surface/nvda Try it | Docs - public endpoint, no auth required

Put/Call Ratio

Logged in
How to read this
The put/call ratio compares put option activity to call option activity. A ratio above 1.0 means more puts than calls (bearish sentiment). Below 0.7 is typically considered bullish. The ratio by expiration shows where directional bets are concentrated, while the moneyness breakdown reveals whether traders are buying protection (OTM puts) or speculating on upside (OTM calls).

Aggregate Ratios

P/C Ratio (Open Interest)
P/C Ratio (Volume)

By Expiration

OI by Moneyness

Live Options Flow

Alpha
How to read this
The tape buffer tracks every options print in the rolling in-memory window. Net volume = buy-classified contracts minus sell-classified contracts; positive = call/put demand pressure on the ask. Large blocks are prints ≥ 100 contracts, often institutional. Recent trades shows the latest tape with side classification (buy at ask / sell at bid / mid).

IV Edge Map

Growth
What is this?
The edge map shows the difference between SVI-fitted implied volatility and the ATM term structure IV at each strike/expiration point. Positive values (red) indicate options that are expensive relative to ATM - potential sell opportunities. Negative values (blue) indicate cheap options - potential buy opportunities. The larger the deviation, the stronger the signal.

Where the SVI-calibrated surface diverges from ATM term structure IV, options are potentially mispriced. Blue cells are cheap relative to ATM (buy edge). Red cells are rich (sell edge). The bigger the divergence, the stronger the signal.

Market Context

CBOE VIX
S&P 500
Fear & Greed
VVIX
Vol of Vol
SKEW Index
Tail Risk
MOVE Index
Bond Vol

NVDA Volatility Skew by Expiry

How implied volatility varies across delta (10ΔP to 10ΔC) for each expiration. Steep put skew = expensive downside protection. Flat skew = balanced sentiment.

NVDA Theta Decay by DTE

Net theta exposure aggregated by days-to-expiration bucket. Shows where time decay is concentrated - critical for premium sellers and income strategies.

NVDA Bid-Ask Spread & Liquidity

Options market liquidity profile - ATM vs wing spreads and contract depth. Tighter spreads = better execution for traders.

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View details

VIX Term Structure

VIX index family across tenors - contango (rising curve) is normal; backwardation (inverted) signals near-term stress. The VIX futures basis shows the premium/discount of longer-dated vol expectations vs spot VIX.

NVDA Volatility Risk Premium (VRP)

ALPHA

Is selling premium on NVDA profitable right now? VRP measures the spread between implied and realized volatility - positive VRP means options are overpriced relative to actual moves. Combined with dealer positioning and directional decomposition, this tells you whether to sell, what structure to use, and how much to risk.

NVDA Earnings & Expected Move

When NVDA next reports earnings and the options-implied move priced into the front-month straddle, including the IV-crush kink in the volatility term structure.

NVDA Key Options Levels

The full set of NVDA dealer-hedging levels - gamma flip, max positive and negative gamma, call wall, put wall, and the 0DTE magnet - that act as support and resistance.

NVDA Volatility Forecast

Conditional volatility forecasts for NVDA from EWMA (RiskMetrics), HAR-RV (Corsi), and a maximum-likelihood GARCH(1,1) model, with mean-reversion half-life and long-run vol.

NVDA Spot-Vol Correlation

The 20- and 60-day correlation between NVDA spot returns and ATM-IV changes - the leverage effect. Equity indices run strongly negative: vol spikes when price falls.

NVDA Dealer Positioning & Flow Risk

How NVDA dealer gamma and delta exposure have shifted since the open from intraday options flow, and whether that flow is amplifying or dampening price moves.

NVDA Strategy Signal

The systematic dealer-regime decision envelope for NVDA - a descriptive positioning read (gamma regime, score, and best-fit structures), not trading advice.

NVDA 0DTE Options Flow

Live, simulation-aware same-day-expiry positioning for NVDA - net 0DTE gamma, the intraday pin, and dealer hedge-flow direction.

NVDA Liquidity & Open Interest Change

Per-expiry execution quality for NVDA options - the chain-level liquidity score and tightest expiry - plus the biggest day-over-day open-interest shifts.

NVDA Options Positioning Narrative

A plain-English read of NVDA dealer gamma positioning, key option levels, and the resulting price-action bias - generated each minute from live gamma exposure (GEX), vanna, and charm.

Understanding NVDA Options Analytics

Key concepts behind the data on this page - learn how to read dealer positioning, volatility, and options flow.

Gamma exposure (GEX) Gamma flip Call wall Put wall Max pain Implied volatility Term structure Skew Volatility risk premium Volatility surface DEX VEX CHEX

Get more from NVDA

Real-time analytics, full strike-level exposure, vol surface, and historical data.

Start free - no credit card Explore GEX tools
Build with our API - integrate NVDA data into your own tools
GET /v1/stock/nvda/summary
Core
Returns: price, volatility (IV, HV, VRP, term structure, skew), exposure (GEX, DEX, VEX, CHEX, key levels), options flow, macro context
GET /v1/exposure/gex/nvda
Exposure
Returns: per-strike gamma exposure (call GEX, put GEX, net GEX) for all strikes with OI ≥ threshold
GET /v1/surface/nvda
Advanced
Returns: SVI-calibrated implied volatility surface - 50×50 grid (tenors × moneyness), spot price, forward prices
Try in Playground → Full API Reference →

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