NVDA option chain NVIDIA Corporation
Cboe delayed options data · as of 21:53 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 ±5.3% (216.47–240.62) · ATM IV 32.6% · P/C open interest 0.81
| 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 | |
| 112.45 | 115.20 | 7 | 2,542 | 160.7% | 1.00 | 0.0001 | 0.000 | 115 | 0.0200 | 0.0300 | 54 | 9,843 | 119.5% | -0.00 | 0.0001 | -0.009 |
| 107.10 | 110.25 | 2,803 | 137.0% | 1.00 | 0.0001 | 0.000 | 120 | 0.0200 | 0.0400 | 401 | 39.5K | 114.5% | -0.00 | 0.0001 | -0.010 | |
| 102.10 | 105.30 | 1 | 5,149 | 131.3% | 1.00 | 0.0001 | 0.000 | 125 | 0.0300 | 0.0400 | 1,027 | 49.6K | 109.3% | -0.00 | 0.0001 | -0.012 |
| 96.95 | 99.50 | 20 | 3,856 | 1.00 | 0.0002 | 0.000 | 130 | 0.0300 | 0.0500 | 32 | 34.8K | 104.1% | -0.00 | 0.0002 | -0.013 | |
| 92.25 | 94.35 | 14 | 2,588 | 1.00 | 0.0002 | 0.000 | 135 | 0.0400 | 0.0500 | 224 | 18.7K | 98.8% | -0.00 | 0.0002 | -0.014 | |
| 87.05 | 89.75 | 94 | 13.6K | 1.00 | 0.0003 | 0.000 | 140 | 0.0500 | 0.0700 | 16 | 49.7K | 95.5% | -0.00 | 0.0003 | -0.016 | |
| 82.15 | 85.30 | 2 | 3,228 | 102.1% | 1.00 | 0.0003 | 0.000 | 145 | 0.0500 | 0.0700 | 4 | 27.1K | 89.2% | -0.01 | 0.0003 | -0.018 |
| 77.35 | 80.35 | 32 | 22.0K | 103.0% | 0.99 | 0.0004 | 0.000 | 150 | 0.0700 | 0.0800 | 844 | 36.2K | 85.2% | -0.01 | 0.0004 | -0.020 |
| 72.15 | 73.95 | 3 | 5,710 | 0.99 | 0.0005 | 0.000 | 155 | 0.0700 | 0.0900 | 4 | 22.3K | 79.8% | -0.01 | 0.0005 | -0.022 | |
| 67.95 | 70.50 | 21 | 6,450 | 102.2% | 0.99 | 0.0006 | 0.000 | 160 | 0.0900 | 0.1100 | 711 | 43.5K | 76.0% | -0.01 | 0.0006 | -0.025 |
| 62.20 | 64.00 | 21 | 7,923 | 0.99 | 0.0008 | 0.000 | 165 | 0.1000 | 0.1300 | 372 | 31.2K | 71.4% | -0.01 | 0.0008 | -0.027 | |
| 58.25 | 59.10 | 30 | 8,466 | 64.0% | 0.99 | 0.0010 | -0.001 | 170 | 0.1300 | 0.1400 | 339 | 43.9K | 67.0% | -0.01 | 0.0010 | -0.030 |
| 53.10 | 54.10 | 437 | 8,541 | 0.99 | 0.0013 | -0.007 | 175 | 0.1500 | 0.1700 | 647 | 35.3K | 62.7% | -0.02 | 0.0013 | -0.034 | |
| 47.90 | 49.00 | 427 | 14.7K | 0.98 | 0.0017 | -0.014 | 180 | 0.1800 | 0.1900 | 579 | 71.6K | 58.1% | -0.02 | 0.0017 | -0.038 | |
| 43.45 | 44.00 | 79 | 10.5K | 48.1% | 0.98 | 0.0022 | -0.021 | 185 | 0.2100 | 0.2300 | 745 | 40.2K | 53.8% | -0.02 | 0.0022 | -0.043 |
| 37.65 | 45.20 | 11 | 74 | 54.5% | 0.97 | 0.0026 | -0.025 | 187.5 | 0.2300 | 0.2500 | 170 | 422 | 51.6% | -0.03 | 0.0026 | -0.046 |
| 38.55 | 39.05 | 419 | 27.3K | 46.2% | 0.97 | 0.0029 | -0.030 | 190 | 0.2600 | 0.2700 | 1,574 | 29.0K | 49.5% | -0.03 | 0.0030 | -0.049 |
| 32.30 | 40.45 | 60 | 49.5% | 0.97 | 0.0034 | -0.035 | 192.5 | 0.2900 | 0.3100 | 181 | 1,567 | 47.6% | -0.03 | 0.0034 | -0.053 | |
| 33.60 | 34.10 | 104 | 80.4K | 42.9% | 0.96 | 0.0040 | -0.040 | 195 | 0.3300 | 0.3500 | 737 | 30.6K | 45.6% | -0.04 | 0.0040 | -0.057 |
| 28.05 | 35.25 | 7 | 109 | 46.9% | 0.95 | 0.0047 | -0.047 | 197.5 | 0.3800 | 0.4000 | 156 | 3,355 | 43.8% | -0.05 | 0.0048 | -0.063 |
| 28.65 | 29.20 | 1,136 | 39.1K | 41.6% | 0.95 | 0.0056 | -0.055 | 200 | 0.4400 | 0.4600 | 6,629 | 47.6K | 42.0% | -0.05 | 0.0057 | -0.069 |
| 26.55 | 26.80 | 14 | 326 | 40.7% | 0.93 | 0.0067 | -0.064 | 202.5 | 0.5300 | 0.5500 | 342 | 1,412 | 40.5% | -0.07 | 0.0068 | -0.077 |
| 24.15 | 24.40 | 336 | 19.4K | 38.9% | 0.92 | 0.0081 | -0.075 | 205 | 0.6500 | 0.6700 | 1,637 | 20.1K | 39.1% | -0.08 | 0.0082 | -0.087 |
| 21.80 | 22.05 | 23 | 438 | 37.5% | 0.90 | 0.0098 | -0.087 | 207.5 | 0.8100 | 0.8400 | 895 | 2,905 | 37.9% | -0.10 | 0.0098 | -0.099 |
| 19.55 | 19.80 | 4,504 | 63.9K | 36.9% | 0.88 | 0.0117 | -0.102 | 210 | 1.01 | 1.05 | 5,865 | 47.9K | 36.8% | -0.12 | 0.0118 | -0.113 |
| 17.35 | 17.60 | 51 | 1,729 | 35.6% | 0.85 | 0.0139 | -0.119 | 212.5 | 1.29 | 1.35 | 871 | 7,745 | 35.9% | -0.15 | 0.0140 | -0.128 |
| 15.20 | 15.45 | 2,009 | 30.8K | 34.8% | 0.82 | 0.0164 | -0.137 | 215 | 1.66 | 1.72 | 5,585 | 19.8K | 35.1% | -0.19 | 0.0165 | -0.144 |
| 13.20 | 13.40 | 420 | 2,314 | 34.4% | 0.77 | 0.0188 | -0.154 | 217.5 | 2.14 | 2.19 | 678 | 2,904 | 34.4% | -0.23 | 0.0190 | -0.161 |
| 11.30 | 11.50 | 7,847 | 46.8K | 33.8% | 0.72 | 0.0212 | -0.171 | 220 | 2.74 | 2.83 | 5,574 | 21.0K | 33.9% | -0.28 | 0.0214 | -0.176 |
| 9.55 | 9.80 | 432 | 3,085 | 33.4% | 0.67 | 0.0234 | -0.184 | 222.5 | 3.45 | 3.60 | 2,242 | 1,420 | 33.3% | -0.33 | 0.0236 | -0.189 |
| 8.00 | 8.15 | 9,116 | 48.0K | 33.1% | 0.61 | 0.0250 | -0.194 | 225 | 4.35 | 4.50 | 3,188 | 11.1K | 32.9% | -0.39 | 0.0253 | -0.198 |
| 6.50 | 6.70 | 4,778 | 12.6K | 32.7% | 0.54 | 0.0261 | -0.200 | 227.5 | 5.40 | 5.55 | 8,901 | 1,082 | 32.6% | -0.46 | 0.0264 | -0.202 |
| 5.30 | 5.40 | 22.7K | 59.5K | 32.4% | 0.48 | 0.0264 | -0.199 | 230 | 6.65 | 6.80 | 7,887 | 7,113 | 32.2% | -0.53 | 0.0267 | -0.201 |
| 4.20 | 4.30 | 3,934 | 6,881 | 32.2% | 0.41 | 0.0260 | -0.194 | 232.5 | 8.05 | 8.25 | 172 | 268 | 32.0% | -0.59 | 0.0264 | -0.194 |
| 3.30 | 3.40 | 14.5K | 37.7K | 32.0% | 0.35 | 0.0249 | -0.183 | 235 | 9.65 | 9.80 | 978 | 2,649 | 31.9% | -0.66 | 0.0252 | -0.183 |
| 2.50 | 2.63 | 3,096 | 5,387 | 31.8% | 0.29 | 0.0231 | -0.169 | 237.5 | 11.35 | 11.60 | 304 | 77 | 31.8% | -0.71 | 0.0234 | -0.167 |
| 1.91 | 1.99 | 22.2K | 71.5K | 31.8% | 0.24 | 0.0209 | -0.152 | 240 | 13.25 | 13.50 | 188 | 2,401 | 31.7% | -0.77 | 0.0212 | -0.149 |
| 1.10 | 1.14 | 9,811 | 37.5K | 31.9% | 0.15 | 0.0159 | -0.115 | 245 | 17.40 | 17.65 | 33 | 756 | 31.5% | -0.86 | 0.0160 | -0.108 |
| 0.6200 | 0.6400 | 15.8K | 88.3K | 32.4% | 0.09 | 0.0111 | -0.081 | 250 | 21.95 | 22.20 | 61 | 3,450 | 32.0% | -0.91 | 0.0111 | -0.070 |
| 0.3500 | 0.3700 | 6,903 | 18.3K | 33.2% | 0.06 | 0.0075 | -0.057 | 255 | 26.70 | 26.95 | 5 | 346 | 32.4% | -0.95 | 0.0073 | -0.042 |
| 0.2100 | 0.2300 | 2,897 | 29.7K | 34.5% | 0.04 | 0.0050 | -0.041 | 260 | 31.60 | 31.85 | 4 | 1,087 | 33.0% | -0.97 | 0.0047 | -0.022 |
| 0.1400 | 0.1600 | 863 | 51.2K | 36.3% | 0.03 | 0.0035 | -0.030 | 265 | 34.40 | 38.75 | 1 | 75 | 32.6% | -0.98 | 0.0031 | -0.009 |
| 0.0900 | 0.1100 | 684 | 27.0K | 37.8% | 0.02 | 0.0025 | -0.024 | 270 | 39.40 | 43.65 | 19 | -0.99 | 0.0021 | 0.000 | ||
| 0.0700 | 0.0800 | 450 | 11.5K | 39.8% | 0.01 | 0.0018 | -0.019 | 275 | 44.40 | 48.65 | 1 | -0.99 | 0.0015 | 0.000 | ||
| 0.0500 | 0.0700 | 1,291 | 26.6K | 41.9% | 0.01 | 0.0014 | -0.015 | 280 | 50.80 | 53.65 | 400 | 64.8% | -0.99 | 0.0011 | 0.000 | |
| 0.0400 | 0.0600 | 37 | 3,494 | 44.1% | 0.01 | 0.0010 | -0.013 | 285 | 54.35 | 58.60 | -1.00 | 0.0008 | 0.000 | |||
| 0.0400 | 0.0500 | 27 | 7,121 | 46.6% | 0.01 | 0.0008 | -0.011 | 290 | 59.40 | 63.60 | 3 | -1.00 | 0.0006 | 0.000 | ||
| 0.0200 | 0.0400 | 47 | 2,799 | 47.4% | 0.01 | 0.0006 | -0.009 | 295 | 64.25 | 68.65 | -1.00 | 0.0005 | 0.000 | |||
| 0.0200 | 0.0300 | 1,235 | 36.4K | 49.3% | 0.00 | 0.0005 | -0.008 | 300 | 67.85 | 73.65 | 1 | -1.00 | 0.0004 | 0.000 | ||
| 0.0100 | 0.0200 | 1,074 | 6,069 | 52.0% | 0.00 | 0.0004 | -0.006 | 310 | 79.25 | 83.60 | -1.00 | 0.0002 | 0.000 | |||
| 0.0100 | 0.0200 | 968 | 6,989 | 56.8% | 0.00 | 0.0002 | -0.005 | 320 | 89.40 | 93.60 | -1.00 | 0.0002 | 0.000 | |||
| 0.0100 | 0.0200 | 1,191 | 4,662 | 61.5% | 0.00 | 0.0002 | -0.004 | 330 | 99.40 | 103.60 | -1.00 | 0.0001 | 0.000 | |||
| 0 | 0.0200 | 4,506 | 7,102 | 63.7% | 0.00 | 0.0001 | -0.003 | 340 | 109.40 | 113.60 | -1.00 | 0.0001 | 0.000 | |||
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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs