{"symbol":"NVDA","name":"NVIDIA Corporation","spot":"214.72","strategy":"csp","strategy_label":"cash-secured puts","rv":"37.6","rv_window":30,"gap_distortion":null,"rv_all":"37.6","earnings":"2026-08-26","earnings_days":3,"any_sell":true,"rows":[{"profile":"conservative","band":"0.05–0.15","notes":"~5-15Δ. Assignment is genuinely unlikely; you are paid little for that. Skips anything spanning earnings and demands a real vol premium.","sell":false,"headline":"No puts clear the conservative profile's requirements.","reasons":["Most contracts were rejected because: expiry spans the next earnings report (71 of them).","NVDA reports on 2026-08-26, so every expiry in the horizon follows it. This profile skips earnings entirely — wait until after the report, or use a profile that flags rather than excludes.","A more permissive risk profile, or looser individual filters, may surface candidates here."],"best":null},{"profile":"moderate","band":"0.15–0.25","notes":"~15-25Δ, 21-60 DTE. Where most premium-selling literature sits: meaningful credit, assignment a real but minority outcome.","sell":true,"headline":"Best put to sell: see below.","reasons":["Best contract prices vol at 1.34x realized.","77% chance of expiring unassigned (81% probability of profit at 20Δ).","35% annualized on $19,769 of collateral.","Note: this expiry spans earnings. The elevated premium is payment for that binary event, not free edge."],"best":{"expiry":"2026-09-04","dte":12,"strike":"200","delta":"-0.20","credit":"2.31","capital":"19,769","static":"1.2","aroc":"35","vay":"0.70","vay_band":"rich","pop":"81","p_otm":"77","iv":"50","iv_rv":"1.34","earnings":true,"contract":"NVDA260904P00200000","breakeven":"197.69","cushion":"6.9"}},{"profile":"aggressive","band":"0.25–0.40","notes":"~25-40Δ. Roughly one trade in three finishes in the money, so only coherent if you are willing to own the stock (puts) or be called away (calls) and have sized the position for it.","sell":true,"headline":"Best put to sell: see below.","reasons":["Best contract prices vol at 1.32x realized.","68% chance of expiring unassigned (75% probability of profit at 28Δ).","54% annualized on $20,141 of collateral.","Note: this expiry spans earnings. The elevated premium is payment for that binary event, not free edge."],"best":{"expiry":"2026-09-04","dte":12,"strike":"205","delta":"-0.28","credit":"3.59","capital":"20,141","static":"1.8","aroc":"54","vay":"1.09","vay_band":"rich","pop":"75","p_otm":"68","iv":"50","iv_rv":"1.32","earnings":true,"contract":"NVDA260904P00205000","breakeven":"201.41","cushion":"4.5"}}],"term":[{"expiry":"09-04","dte":12,"atm_iv":"50","iv_pct":100,"earnings":true,"strike":"200","delta":"-0.20","credit":"2.31","aroc":"35","vay":"0.70","p_otm":"77","iv_rv":"1.34","gamma":"0.031"},{"expiry":"09-11","dte":19,"atm_iv":"44","iv_pct":43,"earnings":true,"strike":"200","delta":"-0.22","credit":"3.02","aroc":"29","vay":"0.65","p_otm":"74","iv_rv":"1.20","gamma":"0.029"},{"expiry":"09-18","dte":26,"atm_iv":"42","iv_pct":23,"earnings":true,"strike":"200","delta":"-0.24","credit":"3.79","aroc":"27","vay":"0.63","p_otm":"72","iv_rv":"1.15","gamma":"0.027"},{"expiry":"09-25","dte":33,"atm_iv":"40","iv_pct":10,"earnings":true,"strike":"190","delta":"-0.15","credit":"2.34","aroc":"14","vay":"0.32","p_otm":"82","iv_rv":"1.15","gamma":"0.018"},{"expiry":"10-02","dte":40,"atm_iv":"40","iv_pct":4,"earnings":true,"strike":"195","delta":"-0.21","credit":"3.77","aroc":"18","vay":"0.44","p_otm":"75","iv_rv":"1.10","gamma":"0.021"},{"expiry":"10-16","dte":54,"atm_iv":"39","iv_pct":0,"earnings":true,"strike":"185","delta":"-0.15","credit":"2.91","aroc":"11","vay":"0.26","p_otm":"81","iv_rv":"1.12","gamma":"0.014"},{"expiry":"11-20","dte":89,"atm_iv":"41","iv_pct":14,"earnings":true,"strike":"180","delta":"-0.16","credit":"4.38","aroc":"10","vay":"0.24","p_otm":"78","iv_rv":"1.14","gamma":"0.012"}],"timing":{"window":"weekend","quality":"closed","advice":"Market is closed. Quotes are last week's close.","movement":null,"is_good":false,"clock":"03:49 EDT","streak":"6 consecutive down closes (-4.7%). Reported as context only: streak-based timing showed no measurable effect on the seller's edge (t = 0.02, measured over 33 years of index data)."},"cached":false,"age_minutes":0,"generated":"2026-08-23 07:49 UTC"}