$NVDA 20260701 220.0 CALL$ Sold with luck as I slept 

$NVDA 20260701 220.0 CALL$ Bought back some profit 

$NVDA 20260701 220.0 CALL$ Sold higher again 

$NVDA 20260701 220.0 CALL$ Bought back earn some 

$NVDA 20260624 217.5 CALL$ Bought back first 

$NFLX 20260717 90.0 CALL$ Sold first 

$NVDA 20260626 220.0 CALL$ Earn some 

$NVDA 20260626 220.0 CALL$ Sold 

$NVDA 20260724 215.0 CALL$ Earn some 

$NVDA 20260724 215.0 CALL$ Sold first 

$NVDA 20260710 210.0 CALL$ Earn $30 and wait $NVDA 20260710 210.0 CALL$ 

If I am selling (shorting) this call option, then the theta works in my favor. From the screenshot: * Theta = -0.157 * Option price = $9.40 * Contract size = 100 shares As the seller The option loses about: 0.157 \times 100 = \$15.70 of value per day, all else being equal. So if: * NVDA stays at the same price, * Implied volatility stays the same, * Time passes by 1 day, then the option may drop by about $0.157 ($15.70 per contract), which is a profit for me as the seller. Example Suppose I sold the call at $9.40. Option Price My Profit $9.40 $0 $8.40 +$100 $7.40 +$200 $5.40 +$400 $0 +$940 (maximum profit) Risks My risk comes from: 1. NVDA rising sharply (Delta = 0.513 is fairly high). 2. Implied volatility increasing (Vega = 0.250). 3. Being naked short rather than covered. Breakeven at e

$NVDA 20260710 210.0 CALL$ Sold first 

$NVIDIA(NVDA)$ Bought some at low lets go and accumulate 

$NVDA 20260710 210.0 CALL$ Bought back 

$NVDA 20260710 210.0 CALL$ Sold again 

$NVDA 20260710 210.0 CALL$ Bought back earn some $NVDA 20260710 210.0 CALL$ 

$NVDA 20260710 210.0 CALL$ Sold first 

$NVDA 20260710 210.0 CALL$ Bought back earn $20 $NVDA 20260710 210.0 CALL$ 

$NVDA 20260710 210.0 CALL$ Sold first