›››
Loading...
Loading...
Current NVDA options analysis: Weak Signal for Selling premium on NVDA. This NVDA options page updates daily with IV rank, VRP, expected move, and strategy picks.
No strategies meet current entry criteria.
Nvidia (NVDA) operates in the Information Technology sector and has actively traded listed options. NVDA scores 69/100 for premium selling conditions. NVDA put/call walls.
NVDA Edge Score: 69/100 — data coverage is strong, but current trading conditions are unfavorable.
Earnings in 13d. The best trade today might be no trade.
NVDA See full analysis →NVDA conditions are unfavorable — but other tickers may have edge today
NVDA’s setup is weak today. The Scanner surfaces S&P 500 tickers with positive VRP, high IV Rank, or active earnings crush — check those before forcing a trade on NVDA.
Earnings impact: Raw VRP (+9.1pp) includes an IV premium from upcoming earnings (13d). Excluding this premium, VRP is 0.0pp. The 9pp gap is earnings-driven — not a structural edge.
Weak — Unfavorable for premium selling
EM = Price × RV₂₀d × √(t/252). Uses Yang-Zhang 20d realized volatility (not implied). ±1σ (68% confidence).
Earnings in 13d. The best trade today might be no trade.
Conditions are weak — explore alternatives or wait for a better setup.
Strategy
Flow & Events
Planned
IV curve across expirations
Historical expected move hit rates
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Edge Score = weighted composite of VRP, IV Rank, RV Regime, Earnings Proximity, Term Structure, and Liquidity. Ranges: Defensive (0–39), Selective (40–64), Favorable (65–100).IV Rank, VRP, RV Ratio, days to earnings, backwardation/contango, bid-ask spread quality
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
The score reflects current market conditions and changes daily. A high score indicates favorable conditions for premium selling, not guaranteed profit. Always verify execution quality with your broker.
Nvidia shows moderately favorable conditions for premium selling. Yang-Zhang realized volatility reads 39.3% over 20 days versus a 33.2% 60-day baseline. The RV Ratio (HV 20d / IV 30d) is 0.80, indicating calming conditions relative to implied expectations. AI-driven momentum with high beta. For premium sellers tracking NVDA, this ratio suggests options are likely priced for more movement than the stock is currently delivering.
Over the past 22 trading days, NVDA's volatility has been dropping sharply. The RV ratio moved from a high of 1.18 down to the current 0.80 — a significant compression that often precedes favorable premium selling windows. During this period, 15 out of 22 days (68%) showed conditions favorable for sellers (ratio below 1.0). This kind of rapid vol compression in a information technology name like NVDA typically means options haven't fully repriced lower yet — creating a temporary edge.
At $212.13, NVDA is expected to move ±$5.25 (2.5%) per day and ±$11.75 (5.5%) over a 5-day trading week. These ranges are calculated using the Yang-Zhang realized volatility model, which captures overnight gaps — particularly relevant for NVDA, which AI-driven momentum with high beta. Premium sellers use these ranges to set strike prices outside the expected move zone, targeting high-probability outcomes.
Current conditions on NVDA point toward range-bound strategies like iron condor (tight wings). Moderately calm conditions (ratio 0.80). Range-bound behavior favors iron condors. Earnings in 13d — tighten wings. Iron Condor (Tight Wings) benefits from time decay while defining maximum risk on both sides — a structure that suits NVDA's current volatility profile where directional edge is limited but overall conditions are acceptable for premium collection.
NVDA has earnings in roughly 13 trading days. While not immediate, this proximity means implied volatility may begin expanding as the market prices in event risk. Premium sellers should factor this into DTE selection — positions expiring before earnings avoid the binary risk entirely, while positions spanning the event carry significantly higher uncertainty.
VolRadar tracks NVDA daily as part of the S&P 500 universe, providing Yang-Zhang (OHLC-based) realized volatility across 10, 20, and 60-day windows, RV ratio analysis, expected move calculations, and premium selling condition assessments. Note: RV values on this page use the Yang-Zhang estimator (captures overnight gaps); VRP and RV Ratio use ORATS close-to-close RV to match the IV data source. Data is updated daily after market close (~6:00 PM ET). See the disclaimer for the full risk and regulatory notice.
More about NVDA
Nvidia currently shows a weak premium selling signal because earnings in 13 days. Consider waiting for conditions to improve. The VRP Analysis page tracks historical premium edge trends that may signal when conditions are turning.
Nvidia's IV Rank is 36%, indicating relatively cheap options. While premiums are thinner, low IV can present opportunities for option buyers or for sellers who focus on probability rather than absolute premium. See the IV Analysis page for detailed breakdown.
Nvidia has earnings in 13 days. Earnings are the largest source of gap risk for option positions. The Earnings Crush page shows historical post-earnings IV crush patterns, while the Strategy Builder can help model defined-risk positions around the announcement.
Nvidia currently shows a weak premium selling signal because earnings in 13 days. Consider waiting for conditions to improve.
Nvidia's volatility is measured using two key metrics. The RV Ratio compares realized volatility (ORATS HV 20d) to implied volatility (IV 30d). When the RV Ratio drops below 0.85, realized movement is well below what options are pricing — the sweet spot for premium sellers. VRP (Volatility Risk Premium) measures the gap between IV and HV in percentage points — positive VRP means options are overpriced relative to actual movement. Current RV Ratio: 0.80.
Nvidia's snapshot: IV Rank 36% (average premiums), VRP +9.1pp (options overpriced), RV Ratio 0.80 (calming volatility). These three metrics work together — IV Rank shows historical context, VRP shows current overpricing, and RV Ratio shows the volatility trend. See the IV Analysis page for peer comparisons and deeper breakdown.
VolRadar provides 10 analysis pages for Nvidia: Overview (this page), Premium Selling (signal and strategy verdict), VRP Analysis (volatility risk premium history), Expected Move (range and probabilities), IV Analysis (implied volatility breakdown and peer comparison), Earnings Crush (historical post-earnings IV patterns), Options Strategy Builder (18 presets + custom calculator), Covered Call Analysis (ranked by CC Score), Wheel Strategy (CSP calculator and viability), and Support & Resistance Walls (options-derived price levels).
Key risks for Nvidia right now: earnings in 13 days — the largest source of overnight gap risk that can blow through short strikes. These risks are worse when combined — for example, selling into earnings with negative VRP removes both your statistical edge and your safety margin. Use VolRadar's sub-pages to contextualize: VRP Analysis for edge confirmation, IV Analysis for premium adequacy, and Expected Move for strike distance guidance.
Nvidia has earnings in approximately 13 days, the largest source of gap risk for option positions. Three VolRadar pages are especially relevant: the Earnings Crush page shows Nvidia's historical win rate and implied-vs-actual move pattern; the Premium Selling page reflects whether the signal accounts for event risk; and the Strategy Builder can model defined-risk positions around the announcement.
Nvidia's Volatility Risk Premium (VRP) is +9.1pp, meaning implied volatility exceeds realized volatility by that amount. A positive VRP indicates options are overpriced relative to actual stock movement — this is the statistical edge premium sellers seek.
More analysis sections planned — Dark Pool Flow, Unusual Activity, Sector Comparison, and more.
Daily setups from 500+ tickers — not just this one.
EOD-computed Edge Score, VRP, earnings gates. Built by a premium seller, for premium sellers.
ORATS + CBOE data · No spam · Unsubscribe anytime
Spread +9.0pp — IV is pricing above realized movement. This is the spread theta sellers collect as IV mean-reverts toward RV.