NVDA Implied Volatility
NVDA $216.00 · Updated Oct 26, 4:00 PM ET
NVDA at-the-money implied volatility is 39.7% for Oct 28, 2026 (2 days out). For Nov 27, 2026 it is 41.7%. Longer-dated volatility is priced at or above near-term volatility, the normal upward-sloping term structure.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 28, 2026 | 2 | 215 | 39.7% |
| Oct 30, 2026 | 4 | 215 | 40.3% |
| Nov 2, 2026 | 7 | 215 | 34.9% |
| Nov 4, 2026 | 9 | 215 | 38.2% |
| Nov 6, 2026 | 11 | 215 | 37.4% |
| Nov 13, 2026 | 18 | 215 | 37.1% |
| Nov 20, 2026 | 25 | 215 | 44.0% |
| Nov 27, 2026 | 32 | 215 | 41.7% |
| Dec 4, 2026 | 39 | 215 | 41.4% |
| Dec 18, 2026 | 53 | 216 | 39.8% |
| Jan 15, 2027 | 81 | 215 | 39.0% |
| Feb 19, 2027 | 116 | 215 | 38.3% |
SKEW, OCT 28, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 195 | 79.4% | 61.3% |
| 197.5 | 72.9% | 57.4% |
| 200 | 59.6% | 52.7% |
| 202.5 | 64.3% | 50.2% |
| 205 | 54.9% | 46.9% |
| 207.5 | 49.9% | 44.3% |
| 210 | 46.4% | 42.0% |
| 212.5 | 42.6% | 40.4% |
| 215 | 40.4% | 38.9% |
| 217.5 | 38.7% | 37.9% |
| 220 | 37.6% | 38.0% |
| 222.5 | 36.8% | 37.6% |
| 225 | 37.4% | 41.9% |
| 227.5 | 38.9% | 45.5% |
| 230 | 41.4% | 49.9% |
| 232.5 | 44.1% | 56.6% |
| 235 | 46.9% | 87.1% |
How this is calculated: Implied Volatility methodology