NVDA option chain NVIDIA Corporation

Expiration Cboe delayed options data · as of 18:04 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 ±20.9% (171.77–262.27) · ATM IV 37.4% · P/C open interest 2.24

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
107.80	113.90		21	62.2%	0.98	0.0006	0.000	110	0.6000	0.8200	1	921	54.1%	-0.02	0.0006	-0.011
103.70	108.25		3	58.9%	0.98	0.0007	0.000	115	0.7400	0.8400	3	439	52.0%	-0.02	0.0007	-0.012
98.95	103.70		12	57.4%	0.97	0.0008	-0.001	120	0.8100	1.04	43	354	50.5%	-0.03	0.0008	-0.014
94.40	98.80			55.2%	0.97	0.0010	-0.003	125	0.9700	1.35		447	49.7%	-0.03	0.0010	-0.015
90.15	94.10	1	13	54.5%	0.96	0.0012	-0.006	130	1.10	1.44		407	47.7%	-0.04	0.0012	-0.018
86.05	88.70	2		52.1%	0.95	0.0014	-0.009	135	1.51	1.67	8	1,502	47.1%	-0.05	0.0014	-0.020
81.40	83.30		7	48.2%	0.94	0.0016	-0.012	140	1.69	2.12		670	46.0%	-0.06	0.0016	-0.022
77.30	78.80		29	48.0%	0.93	0.0019	-0.015	145	2.03	2.36	21	596	44.7%	-0.07	0.0019	-0.025
72.30	74.20		91	45.4%	0.92	0.0022	-0.018	150	2.47	2.91		1,969	44.1%	-0.08	0.0022	-0.028
68.45	69.95		8	45.7%	0.91	0.0025	-0.022	155	3.25	3.35	52	367	43.7%	-0.09	0.0026	-0.031
64.15	65.30		46	44.1%	0.89	0.0028	-0.025	160	3.80	3.95	24	3,677	42.8%	-0.11	0.0029	-0.034
60.05	61.15	1	129	43.5%	0.88	0.0032	-0.029	165	4.50	4.70	77	4,709	42.2%	-0.13	0.0033	-0.037
55.30	57.10	10	49	41.8%	0.86	0.0036	-0.033	170	5.30	5.50	1	1,172	41.5%	-0.15	0.0037	-0.040
52.00	53.10		82	42.0%	0.83	0.0040	-0.036	175	6.25	6.45	501	4,246	40.9%	-0.17	0.0041	-0.043
47.65	49.40	13	83	40.9%	0.81	0.0044	-0.040	180	7.40	7.50	211	7,206	40.5%	-0.19	0.0045	-0.047
44.50	45.15		93	40.3%	0.79	0.0048	-0.044	185	8.65	8.75	206	2,544	40.0%	-0.22	0.0050	-0.050
40.50	41.60		119	39.3%	0.76	0.0052	-0.047	190	9.90	10.15	137	6,092	39.4%	-0.25	0.0054	-0.052
37.60	38.25	1	306	39.4%	0.73	0.0056	-0.050	195	11.40	11.70	136	2,522	38.9%	-0.28	0.0058	-0.055
34.40	34.95	46	521	38.9%	0.70	0.0059	-0.053	200	13.10	13.35	380	9,432	38.4%	-0.31	0.0062	-0.057
30.80	31.90	14	1,132	38.0%	0.67	0.0063	-0.055	205	14.95	15.25	9	2,227	38.1%	-0.34	0.0065	-0.059
28.45	28.75	3	413	37.9%	0.64	0.0066	-0.057	210	17.05	17.30	170	6,404	37.7%	-0.38	0.0068	-0.061
25.70	26.00	59	2,340	37.4%	0.60	0.0068	-0.058	215	19.25	19.55	7	1,344	37.4%	-0.41	0.0071	-0.062
23.25	23.45	134	851	37.2%	0.57	0.0070	-0.059	220	21.70	22.00	12	1,111	37.1%	-0.45	0.0074	-0.063
20.90	21.15	134	820	36.9%	0.53	0.0071	-0.060	225	24.35	24.65	11	10.6K	36.8%	-0.49	0.0075	-0.063
18.65	19.00	65	5,320	36.6%	0.50	0.0072	-0.060	230	27.10	27.55	122	2,496	36.6%	-0.52	0.0076	-0.063
16.75	17.00	35	781	36.5%	0.46	0.0072	-0.059	235	30.15	30.50	3	1,822	36.4%	-0.56	0.0077	-0.062
14.85	15.20	24	1,066	36.2%	0.43	0.0071	-0.058	240	33.30	33.65		838	36.1%	-0.60	0.0077	-0.061
13.25	13.55	23	715	36.1%	0.40	0.0070	-0.057	245	36.20	37.05		235	35.5%	-0.63	0.0077	-0.060
11.80	12.00	100	1,111	35.9%	0.37	0.0069	-0.056	250	39.80	40.60	10	195	35.4%	-0.67	0.0076	-0.058
10.45	10.65	125	778	35.8%	0.34	0.0067	-0.054	255	43.40	44.35	57	159	35.2%	-0.70	0.0075	-0.056
9.25	9.40	138	916	35.7%	0.31	0.0065	-0.052	260	47.25	48.15		467	35.0%	-0.73	0.0073	-0.054
8.15	8.35	1	341	35.6%	0.28	0.0062	-0.049	265	51.25	52.70		15	35.5%	-0.76	0.0072	-0.051
7.15	7.40	80	1,180	35.5%	0.25	0.0060	-0.047	270	54.75	56.50		138	34.2%	-0.79	0.0070	-0.049
6.30	6.45	66	1,048	35.4%	0.23	0.0057	-0.044	275	59.15	60.65		91	34.0%	-0.82	0.0068	-0.046
5.50	5.70	190	1,356	35.3%	0.21	0.0054	-0.042	280	63.40	65.15	1	119	33.8%	-0.85	0.0066	-0.045
4.80	5.05	165	1,886	35.3%	0.19	0.0050	-0.040	285	67.90	69.95		104	34.2%	-0.87	0.0064	-0.042
4.20	4.45	180	931	35.3%	0.17	0.0047	-0.037	290	72.30	74.30		121	32.8%	-0.90	0.0063	-0.040
3.70	3.90	77	639	35.3%	0.15	0.0044	-0.035	295	77.00	79.15		148	32.3%	-0.92	0.0062	-0.036
3.25	3.40	89	1,289	35.3%	0.14	0.0041	-0.032	300	81.90	83.75		53		-0.94	0.0060	-0.037
2.79	2.99	115	805	35.2%	0.12	0.0038	-0.030	305	86.60	89.15		8		-0.96	0.0053	-0.039
2.49	2.73	137	416	35.4%	0.11	0.0035	-0.028	310	91.55	93.55		14		-0.98	0.0042	-0.038
2.19	2.36	36	1,998	35.4%	0.10	0.0033	-0.026	315	96.60	98.65				-0.99	0.0025	-0.031
1.92	2.03	123	268	35.4%	0.09	0.0030	-0.024	320	101.60	103.75				-0.99	0.0011	-0.031
1.68	1.84	121	613	35.5%	0.08	0.0028	-0.022	325	104.05	110.00		3		-1.00	0.0002	-0.031

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 — Apr 16, 2027

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 — Apr 16, 2027

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