NVDA implied volatility

NVDA implied volatility: the term structure across expirations and the front expiry's smile by strike.

• NVDA options traded $142.21M in premium on 2026-11-02: $95.86M in calls and $46.35M in puts, a net bullish lean of $11.46M.
• Put/call ratio 0.48, implied volatility 45.7%.
• Options price a move of about ±$3.25 by 2026-11-02.
• Max pain for 2026-11-02 is $215.0.

Updated 2026-11-02 17:54 UTC