Shock & Volatility Controls
● LIVE
Pre-Print Premium
$11.42
Post-Print Value
$10.28
Net P&L Per Contract (100 shs)
-$114.00 (-9.98%)
Delta (Δ)
0.05
Gamma (Γ)
0.02
Vega (ν)
0.08
Theta (θ)
-1.42
Payoff Profile & Volatility Breakeven Cone
BE: $116.58 / $139.42
Recent NVDA Earnings Move & Volatility History
Implied vs Realized Dispersion
| Quarter | Pre-IV | Post-IV | Implied Move | Actual Move | Outcome For Buyers |
|---|
Summary: Market expected ±8.88% ($11.42 ATM straddle). At $136.85 (+6.50%), IV crush overrides the delta gain.
PROCESSED