NVDA option chain NVIDIA Corporation
Cboe delayed options data · as of 15:41 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.
This expiration prices a move of about ±5.8% (204.48–229.43) · ATM IV 35.0% · P/C open interest —
| 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 | |
| 69.35 | 76.20 | 109.2% | 0.99 | 0.0006 | -0.014 | 145 | 0.0200 | 0.1600 | 83.8% | -0.01 | 0.0006 | -0.023 | ||||
| 64.40 | 71.25 | 102.7% | 0.99 | 0.0007 | -0.017 | 150 | 0.0300 | 0.1700 | 78.5% | -0.01 | 0.0007 | -0.025 | ||||
| 59.40 | 66.25 | 94.6% | 0.99 | 0.0009 | -0.020 | 155 | 0.0500 | 0.1900 | 74.0% | -0.01 | 0.0009 | -0.028 | ||||
| 54.55 | 61.30 | 89.6% | 0.99 | 0.0011 | -0.024 | 160 | 0.0600 | 0.2100 | 69.0% | -0.01 | 0.0011 | -0.032 | ||||
| 49.45 | 56.30 | 80.5% | 0.98 | 0.0014 | -0.029 | 165 | 0.0900 | 0.2400 | 10 | 64.7% | -0.02 | 0.0014 | -0.036 | |||
| 44.50 | 51.35 | 74.2% | 0.98 | 0.0018 | -0.035 | 170 | 0.1200 | 0.2700 | 60.0% | -0.02 | 0.0018 | -0.041 | ||||
| 41.25 | 45.40 | 74.6% | 0.97 | 0.0024 | -0.041 | 175 | 0.1600 | 0.3300 | 55.9% | -0.03 | 0.0024 | -0.047 | ||||
| 34.65 | 41.50 | 62.4% | 0.97 | 0.0033 | -0.050 | 180 | 0.2300 | 0.4100 | 52.1% | -0.03 | 0.0033 | -0.055 | ||||
| 31.65 | 34.95 | 58.6% | 0.95 | 0.0045 | -0.061 | 185 | 0.3400 | 0.5300 | 48.6% | -0.05 | 0.0046 | -0.066 | ||||
| 25.80 | 30.65 | 49.9% | 0.93 | 0.0064 | -0.078 | 190 | 0.5100 | 0.7200 | 2 | 45.4% | -0.07 | 0.0064 | -0.081 | |||
| 21.70 | 25.10 | 8 | 44.6% | 0.90 | 0.0091 | -0.100 | 195 | 0.6700 | 1.11 | 12 | 42.4% | -0.10 | 0.0092 | -0.103 | ||
| 17.25 | 21.00 | 43.9% | 0.86 | 0.0128 | -0.129 | 200 | 1.20 | 1.59 | 14 | 40.3% | -0.15 | 0.0129 | -0.131 | |||
| 13.50 | 15.20 | 37.0% | 0.79 | 0.0173 | -0.160 | 205 | 1.81 | 2.50 | 5 | 38.2% | -0.22 | 0.0173 | -0.162 | |||
| 10.15 | 11.20 | 16 | 36.4% | 0.69 | 0.0217 | -0.188 | 210 | 2.99 | 3.80 | 8 | 36.8% | -0.31 | 0.0218 | -0.190 | ||
| 6.95 | 7.75 | 4 | 34.6% | 0.57 | 0.0250 | -0.203 | 215 | 4.65 | 5.60 | 183 | 35.4% | -0.43 | 0.0252 | -0.205 | ||
| 4.45 | 5.20 | 20 | 33.9% | 0.45 | 0.0260 | -0.199 | 220 | 7.10 | 8.05 | 9 | 34.5% | -0.56 | 0.0263 | -0.201 | ||
| 2.68 | 3.15 | 34 | 33.1% | 0.32 | 0.0240 | -0.175 | 225 | 10.35 | 11.10 | 86 | 34.1% | -0.69 | 0.0245 | -0.177 | ||
| 1.54 | 1.99 | 36 | 33.5% | 0.21 | 0.0198 | -0.139 | 230 | 12.50 | 17.10 | 36.2% | -0.80 | 0.0203 | -0.141 | |||
| 0.6700 | 1.13 | 38 | 32.6% | 0.13 | 0.0145 | -0.100 | 235 | 16.65 | 21.25 | 2 | 36.1% | -0.88 | 0.0152 | -0.102 | ||
| 0.3700 | 0.5900 | 1 | 33.0% | 0.08 | 0.0098 | -0.066 | 240 | 20.10 | 25.60 | -0.94 | 0.0106 | -0.069 | ||||
| 0.2000 | 0.3600 | 303 | 34.1% | 0.04 | 0.0063 | -0.043 | 245 | 25.90 | 32.35 | 50.2% | -0.97 | 0.0070 | -0.046 | |||
| 0.0700 | 0.2400 | 34.9% | 0.03 | 0.0040 | -0.030 | 250 | 30.95 | 37.35 | 56.3% | -0.99 | 0.0036 | -0.033 | ||||
| 0.0200 | 0.1700 | 1 | 36.2% | 0.02 | 0.0027 | -0.022 | 255 | 35.50 | 42.35 | 58.9% | -1.00 | 0.0015 | -0.028 | |||
| 0.0100 | 0.1400 | 1 | 38.7% | 0.01 | 0.0020 | -0.017 | 260 | 40.95 | 47.35 | 67.0% | -1.00 | 0.0005 | -0.027 | |||
| 0.0100 | 0.1200 | 41.5% | 0.01 | 0.0015 | -0.014 | 265 | 45.30 | 52.35 | 67.5% | -1.00 | 0.0002 | -0.027 | ||||
| 0.0100 | 0.1000 | 44.0% | 0.01 | 0.0011 | -0.012 | 270 | 50.85 | 57.35 | 76.3% | -1.00 | 0.0001 | -0.027 | ||||
| 0.0100 | 0.1000 | 47.2% | 0.01 | 0.0009 | -0.011 | 275 | 55.70 | 62.35 | 79.9% | -1.00 | 0.0000 | -0.027 | ||||
| 0 | 0.0900 | 49.2% | 0.01 | 0.0007 | -0.009 | 280 | 59.90 | 67.35 | 77.4% | -1.00 | 0.0000 | -0.027 | ||||
| 0 | 0.0900 | 52.2% | 0.00 | 0.0006 | -0.009 | 285 | 65.30 | 72.35 | 85.4% | -1.00 | 0.0000 | -0.027 | ||||
| 0 | 0.0800 | 54.4% | 0.00 | 0.0005 | -0.008 | 290 | 70.25 | 77.35 | 89.1% | -1.00 | 0.0000 | -0.027 | ||||
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 — Nov 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs