Eureka

options premium scanner

NVDA — NVIDIA Corporation

Spot

214.72

Realized vol 30d

37.6%

Strategy

cash-secured puts

Next earnings

2026-08-26 3d

Best put at each risk tolerance

Profile	Delta band	Expiry	DTE	Strike	Δ	Credit	Collateral	ARoC	VAY	POP	Unassigned	IV/RV	Verdict
conservative	0.05–0.15	— no qualifying contract —											no trade
moderate	0.15–0.25	2026-09-04 ⚠	12	200	-0.20	2.31	$19,769	35%	0.70	81%	77%	1.34×	sell
aggressive	0.25–0.40	2026-09-04 ⚠	12	205	-0.28	3.59	$20,141	54%	1.09	75%	68%	1.32×	sell

conservative declines

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.

Read it as a ladder: a higher delta pays a larger credit precisely because it is likelier to be assigned. The profiles differ in what they accept, not in how much edge they find.

Term structure — every expiry, 7 to 92 days

Expiry	DTE	ATM IV	Ern	Strike	Δ	Credit	ARoC	VAY	Unassigned	IV/RV	Γ risk
09-04	12	50%	⚠	200	-0.20	2.31	35%	0.70	77%	1.34×	0.031
09-11	19	44%	⚠	200	-0.22	3.02	29%	0.65	74%	1.20×	0.029
09-18	26	42%	⚠	200	-0.24	3.79	27%	0.63	72%	1.15×	0.027
09-25	33	40%	⚠	190	-0.15	2.34	14%	0.32	82%	1.15×	0.018
10-02	40	40%	⚠	195	-0.21	3.77	18%	0.44	75%	1.10×	0.021
10-16	54	39%	⚠	185	-0.15	2.91	11%	0.26	81%	1.12×	0.014
11-20	89	41%	⚠	180	-0.16	4.38	10%	0.24	78%	1.14×	0.012

Annualized return is not neutral across the term: at constant delta a short-dated contract annualizes far higher simply because a small credit over a few days extrapolates hugely. Γ risk — the delta change per 1% move — shows what the short end costs you.

Timing

02:36 EDT · weekend

Market is closed. Quotes are last week's close.

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).

Freshly scanned. Generated 2026-08-23 06:36 UTC. JSON

Screening output only — not investment advice. Quotes are delayed roughly 15 minutes and can be stale; verify everything with your broker before trading. Selling options carries risk of substantial loss: a cash-secured put can leave you owning a falling stock, and a covered call caps your upside. Nothing here accounts for your portfolio, position sizing, or circumstances.