Analysisoptionsimplied volatilitynvidiablack scholes
Nvidia Options Traders Favor Downside Protection
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6.2
Nvidia Corp options markets show put implied volatility above calls for the Feb. 20 expiration, indicating traders prioritize downside protection amid valuation and geopolitical concerns. Black-Scholes implies a $173.44–$201.70 one-standard-deviation move, while a Markov-based forward projection peaks near $195; the author recommends a 197.50/200 Feb. 20 bull-call spread costing $76, breakeven $198.26.
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Actionable, timely options analysis with concrete trade parameters and probability estimates, limited by single-source commentary and model assumptions.
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