Option Focus | Nvidia Earnings Week Prices in ~7% Move; Traders Load Up on Near-Dated ITM Calls; Sell Long-Dated $200 Puts for Premium Income

Option Witch17:02

NVIDIA is scheduled to report quarterly earnings after the U.S. market closes on May 20, 2026, with investors closely watching whether AI-chip demand and earnings momentum can continue to outpace guidance. The stock last traded at $222.32.

Consensus expectations point to another blockbuster quarter:

  • Revenue is projected at $78.80 billion, up 81.9% year-over-year.

  • Earnings per share are expected to reach $1.758, up 88.4% from a year earlier.

  • EBIT is forecast at $51.67 billion, representing 90.9% annual growth.

Source: Tiger Trade AppSource: Tiger Trade App

Options Market Prices in a 7% Earnings Move

Options expiring on May 22, 2026 — the first expiration following earnings — imply elevated volatility around the event.

Current implied volatility for the weekly tenor stands at 80.62%, suggesting options traders are pricing in a one-standard-deviation move of approximately ±7.31% through expiration. In practical terms, the market is assigning a roughly 68% probability that NVDA shares trade within a range of about $206 to $239 after earnings.

Large Options Flows Point to Bullish Positioning

Over the past three trading sessions, Nvidia’s options tape has reflected aggressive bullish positioning ahead of earnings, with institutional-sized flows concentrated in near-dated calls alongside selective downside hedging.

Key takeaways:

  • Near-dated call buying has dominated flows, with net premium paid on call purchases reaching roughly $31.9 million.

  • Short-term implied volatility remains elevated, with buyers showing strong urgency ahead of the print.

  • Positioning suggests a layered strategy combining “near-term upside bets, medium-term hedging, and long-dated premium harvesting.”

Key Block Trades

Aggressive Near-Term Bullish Bets

May 22 $205 Calls: Traders bought 9,867 contracts for approximately $22.63 million in premium. As deep in-the-money calls, the trade represents a highly directional wager on a strong post-earnings rally.

$NVDA 20260522 205.0 CALL$

Source: Tiger Trade AppSource: Tiger Trade App

May 22 $210 Calls: Another 11,509 contracts changed hands on the buy side for roughly $20.70 million, reinforcing the bullish near-term view through additional in-the-money call exposure.

$NVDA 20260522 210.0 CALL$

Source: Tiger Trade AppSource: Tiger Trade App

June Downside Protection

June 18 $235 Puts: Buyers accumulated 2,700 contracts worth around $5.49 million. The in-the-money puts appear designed as protection against a post-earnings pullback or broader volatility spike, indicating that some traders are pairing aggressive upside exposure with tactical hedges.

$NVDA 20260618 235.0 PUT$

Source: Tiger Trade AppSource: Tiger Trade App

Long-Dated “Income Collection” Trade Signals Structural Bullishness

September 2027 $200 Puts: One notable trade involved the sale of 2,400 contracts, generating approximately $7.23 million in premium income.

The short put position — far out in time and below spot — suggests traders see a low probability of Nvidia shares falling beneath $200 over the longer term. The structure effectively monetizes time decay while expressing a constructive long-term outlook on the stock.

$NVDA 20270917 200.0 PUT$

Source: Tiger Trade AppSource: Tiger Trade App

Bottom Line

Recent block activity in Nvidia options paints a clear picture: traders are leaning bullish into earnings through aggressive purchases of near-dated in-the-money calls, while simultaneously using medium-dated puts for selective downside protection.

At the same time, selling long-dated out-of-the-money puts indicates that some investors remain structurally optimistic on Nvidia’s longer-term trajectory and are willing to harvest premium while maintaining that view.

Strategy Watch

For options sellers looking to capitalize on elevated earnings volatility, the implied post-earnings range of roughly $206 to $239 may serve as a reference framework.

Selling deep out-of-the-money options outside that range — such as puts below $200 or calls above $245 — could carry a relatively lower probability of assignment.

However, investors unwilling to assume the unlimited risk or high margin requirements associated with naked option selling may consider defined-risk structures such as short strangles or iron condors.

These strategies allow traders to benefit from volatility compression while capping downside exposure within predetermined limits.

Disclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.

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