NVDA Implied Volatility
NVDA $175.75 · Updated Nov 10, 4:00 PM ET
NVDA at-the-money implied volatility is 81.0% for Nov 11, 2026 (1 day out). For Dec 11, 2026 it is 57.9%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Nov 11, 2026 | 1 | 175 | 81.0% |
| Nov 13, 2026 | 3 | 175 | 70.8% |
| Nov 16, 2026 | 6 | 175 | 59.2% |
| Nov 18, 2026 | 8 | 175 | 85.7% |
| Nov 20, 2026 | 10 | 175 | 81.0% |
| Nov 23, 2026 | 13 | 175 | 73.7% |
| Nov 25, 2026 | 15 | 175 | 69.8% |
| Nov 27, 2026 | 17 | 175 | 68.0% |
| Dec 4, 2026 | 24 | 175 | 61.6% |
| Dec 11, 2026 | 31 | 175 | 57.9% |
| Dec 18, 2026 | 38 | 176 | 55.5% |
| Dec 24, 2026 | 44 | 175 | 54.5% |
SKEW, NOV 11, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 155 | 123.5% | 102.4% |
| 157.5 | 89.5% | 96.2% |
| 160 | 83.8% | 90.9% |
| 162.5 | 86.7% | 87.4% |
| 165 | 84.6% | 84.7% |
| 167.5 | 82.6% | 82.7% |
| 170 | 81.3% | 82.0% |
| 172.5 | 80.5% | 80.5% |
| 175 | 80.6% | 81.5% |
| 177.5 | 81.8% | 86.6% |
| 180 | 85.2% | 92.6% |
| 182.5 | 90.0% | 99.6% |
| 185 | 95.8% | 105.9% |
| 187.5 | 101.6% | 0.0% |
| 190 | 106.0% | 126.9% |
| 192.5 | 113.2% | 154.7% |
| 195 | 115.7% | 166.5% |
How this is calculated: Implied Volatility methodology