NVDA option chain NVIDIA Corporation

Expiration Cboe delayed options data · as of 09:40 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

CALLS								Strike	PUTS
Bid	Ask	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Ask	Vol	OI	IV	Δ	Γ	Θ
0	0			155.7%	1.00	0.0002	-0.021	120	0	0	10	11	125.4%	-0.00	0.0002	-0.021
0	0			145.4%	1.00	0.0003	-0.022	125	0	0			119.3%	-0.00	0.0003	-0.022
0	0			135.6%	0.99	0.0004	-0.024	130	0	0			111.3%	-0.01	0.0004	-0.024
0	0			129.1%	0.99	0.0004	-0.026	135	0	0			106.7%	-0.01	0.0004	-0.026
0	0			119.8%	0.99	0.0005	-0.028	140	0	0			100.4%	-0.01	0.0005	-0.029
0	0			112.1%	0.99	0.0006	-0.031	145	0	0	1	1	94.0%	-0.01	0.0006	-0.031
0	0			104.6%	0.99	0.0008	-0.034	150	0	0	5	5	87.7%	-0.01	0.0008	-0.034
0	0			96.0%	0.99	0.0010	-0.038	155	0	0	1,258	1,257	82.2%	-0.01	0.0010	-0.038
0	0			89.6%	0.99	0.0012	-0.042	160	0	0	78	96	76.2%	-0.01	0.0012	-0.042
0	0			81.4%	0.98	0.0016	-0.046	165	0	0	67	67	70.7%	-0.02	0.0016	-0.047
0	0	15	3	74.9%	0.98	0.0021	-0.053	170	0	0	21	23	65.4%	-0.02	0.0021	-0.053
0	0			68.3%	0.97	0.0028	-0.060	175	0	0	6	15	60.1%	-0.03	0.0028	-0.060
0	0		3	71.2%	0.96	0.0038	-0.071	180	0	0	97	91	55.4%	-0.04	0.0038	-0.071
0	0			56.7%	0.95	0.0054	-0.085	185	0	0	97	90	51.2%	-0.05	0.0054	-0.086
0	0		10	54.4%	0.92	0.0077	-0.106	190	0	0	27	124	47.5%	-0.08	0.0077	-0.106
0	0		2	46.5%	0.89	0.0111	-0.134	195	0	0	926	1,052	44.1%	-0.11	0.0111	-0.134
0	0	2	1	51.4%	0.86	0.0132	-0.150	197.5	0	0	220	197	42.7%	-0.14	0.0132	-0.150
0	0	4	10	30.9%	0.83	0.0156	-0.168	200	0	0	319	286	41.3%	-0.17	0.0157	-0.168
0	0	2	2	41.9%	0.79	0.0183	-0.186	202.5	0	0	44	69	40.3%	-0.21	0.0184	-0.187
0	0	38	55	34.2%	0.75	0.0210	-0.204	205	0	0	37	142	39.2%	-0.25	0.0211	-0.205
0	0	64	29	43.7%	0.69	0.0236	-0.220	207.5	0	0	156	180	38.2%	-0.31	0.0237	-0.221
0	0	61	47	39.1%	0.63	0.0259	-0.231	210	0	0	1,096	735	37.2%	-0.37	0.0260	-0.233
0	0	57	81	37.1%	0.57	0.0276	-0.237	212.5	0	0	228	165	35.8%	-0.44	0.0277	-0.239
0	0	212	159	36.6%	0.50	0.0284	-0.236	215	0	0	1,901	1,640	35.2%	-0.51	0.0287	-0.238
0	0	148	102	35.0%	0.42	0.0285	-0.227	217.5	0	0	76	62	34.8%	-0.58	0.0287	-0.229
0	0	619	322	34.5%	0.35	0.0275	-0.211	220	0	0	92	441	34.9%	-0.65	0.0278	-0.213
0	0	402	202	33.9%	0.28	0.0256	-0.188	222.5	0	0	21	133	33.2%	-0.72	0.0260	-0.191
0	0	497	450	33.4%	0.22	0.0229	-0.161	225	0	0	48	142	37.4%	-0.78	0.0234	-0.165
0	0	242	273	33.0%	0.17	0.0196	-0.134	227.5	0	0	58	93	31.3%	-0.84	0.0202	-0.138
0	0	12.5K	4,732	32.9%	0.12	0.0161	-0.107	230	0	0	1	35	37.8%	-0.88	0.0167	-0.111
0	0	134	121	32.7%	0.09	0.0128	-0.084	232.5	0	0	1	6	28.5%	-0.92	0.0133	-0.087
0	0	244	324	33.1%	0.07	0.0100	-0.065	235	0	0	1	20		-0.95	0.0102	-0.067
0	0	106	95	33.4%	0.05	0.0077	-0.050	237.5	0	0	17	19		-0.96	0.0076	-0.050
0	0	98	218	33.9%	0.04	0.0059	-0.040	240	0	0	2	10		-0.98	0.0056	-0.037
0	0	27	49	34.3%	0.03	0.0046	-0.032	242.5	0	0				-0.98	0.0041	-0.028
0	0	55	162	35.2%	0.02	0.0036	-0.026	245	0	0		6		-0.99	0.0030	-0.021
0	0	142	137	36.2%	0.02	0.0029	-0.022	247.5	0	0				-0.99	0.0023	-0.016
0	0	14	77	37.6%	0.01	0.0024	-0.019	250	0	0				-0.99	0.0017	-0.012
0	0		14	38.9%	0.01	0.0020	-0.017	252.5	0	0			42.5%	-1.00	0.0014	-0.010
0	0	2	12	40.4%	0.01	0.0016	-0.015	255	0	0				-1.00	0.0011	-0.008
0	0		10	41.3%	0.01	0.0014	-0.013	257.5	0	0				-1.00	0.0009	-0.007
0	0		3	42.5%	0.01	0.0012	-0.012	260	0	0				-1.00	0.0007	-0.006
0	0			44.4%	0.01	0.0011	-0.011	262.5	0	0				-1.00	0.0006	-0.005
0	0	1	17	45.4%	0.01	0.0009	-0.010	265	0	0				-1.00	0.0005	-0.004
0	0	2	3	48.9%	0.00	0.0007	-0.009	270	0	0				-1.00	0.0004	-0.003
0	0	10	10	52.3%	0.00	0.0006	-0.008	275	0	0				-1.00	0.0002	-0.002
0	0	1	4	53.4%	0.00	0.0005	-0.007	280	0	0				-1.00	0.0002	-0.002
0	0	2	1	56.6%	0.00	0.0004	-0.006	285	0	0				-1.00	0.0001	-0.001
0	0	2	1	59.6%	0.00	0.0003	-0.005	290	0	0				-1.00	0.0001	-0.001
0	0	15	16	61.0%	0.00	0.0003	-0.005	295	0	0				-1.00	0.0001	-0.001
0	0	1	3	63.9%	0.00	0.0002	-0.004	300	0	0				-1.00	0.0001	-0.001
0	0	1	1	60.9%	0.00	0.0002	-0.004	305	0	0				-1.00	0.0000	-0.001

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Oct 28, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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NVDA option chain NVIDIA Corporation

Volatility smile — Oct 28, 2026

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