Option Focus | NVIDIA’s $5.33 Million Double-Call Buy and $3.68 Million Synthetic Long Can’t Offset $14.86 Million Bearish Premium Gap

Option Witch08-22 07:00

NVIDIA Corporation closed at 214.72 USD, down 0.98%.

Large options trades showed a bearish tilt despite some notable bullish structures. The tape included a $5.33 million double-call buy and a $3.68 million synthetic long, but those bullish premium outlays were outweighed by $14.86 million in net bearish premium. Overall, order flow leaned toward capping upside and protecting against downside rather than chasing a breakout.

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Options Indicators

NVDA’s implied volatility is 43.85%, and with an IV percentile of 49.40%, current option pricing sits in a neutral volatility regime rather than at an extreme. The IV/HV ratio of 1.15 indicates implied volatility is running modestly above realized volatility, suggesting the market is assigning a slight premium to forward uncertainty, but not to an exaggerated degree. Overall, NVDA options appear fairly priced to slightly rich, rather than clearly cheap or clearly expensive.

The Call/Put volume ratio is 1.66.

Large Trades

A synthetic long worth $3.68 million was one of the standout bullish trades, built by buying the Jan. 15, 2027 $210.0 call and selling the Jan. 15, 2027 $185.0 put for a net debit of $3.68 million. With NVDA referenced at $214.72, the long call was in the money while the short put was out of the money, creating a classic stock-replacement structure that expresses bullish directional conviction. Strategically, this is not a premium-collection trade but a leveraged upside bet with added downside assignment risk through the short put, signaling the trader wanted long exposure over a long-dated horizon.

A directional double-call buy totaling a $5.33 million net debit was the other highlighted trade, consisting of purchases of the Aug. 28, 2026 $220.0 call and the Aug. 28, 2026 $227.5 call. Both calls were out of the money versus the $214.72 reference price, so this combination reflects an aggressive upside positioning that needs a meaningful move higher to pay off. Because both legs were bought rather than financed by a short option, the trade is best read as a directional volatility bet with premium paid upfront, showing willingness to spend significant premium for convex upside exposure rather than pursue income generation.

Overall, large-order flow leaned bearish, with $15.47 million in bullish premium versus $30.33 million in bearish premium, leaving a bearish net gap of $14.86 million. The conclusion is clearly negative in directional terms: although there were notable bullish expressions including the long-dated synthetic long and the sizable double-call purchase, the broader tape was dominated by larger bearish put spreads, bear call structures, and call-selling activity. That mix suggests the market is still more focused on capping upside and protecting against downside than on chasing a sustained breakout higher.

Strategy Reference

For a low assignment probability in this neutral-to-rich IV environment, a seller could consider a call credit spread such as selling the $230.0 call and buying the $240.0 call in a 30–45 day expiration, collecting a defined premium while keeping margin capped and staying above the recent double-call strike zone.

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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