NVDA — 2026-07-20

data as of 2026-07-20 (last completed session) · model: naive_oi_model_v1 (assumption over OI, under validation — design 03) · derived indicators only, no positions

GEX by strike ($ per 1% move, naive_oi_model_v1)

125: -1.36M125130: -1.63M135: -0.92M140: -1.92M140145: -2.30M150: -2.81M155: -3.54M155160: -7.58M162.5: -0.00M165: -6.32M165167.5: -0.11M170: -25.90M172.5: -0.24M172.5175: -16.95M177.5: -0.55M180: -35.74M180182.5: -1.62M185: -29.31M187.5: -3.34M187.5190: -6.65M192.5: -6.43M195: -10.18M195197.5: -8.55M200: -20.90M202.5: -24.93M202.5205: -10.47M207.5: +51.74M210: +112.35M210212.5: +40.33M215: +79.24M217.5: +23.50M217.5220: +68.36M222.5: +2.56M225: +37.84M225227.5: +0.80M230: +46.70M232.5: +0.38M232.5235: +15.77M237.5: +0.03M240: +28.86M240242.5: +0.00M245: +8.31M250: +26.61M250255: +10.12M260: +7.26M265: +1.87M265270: +5.01M275: +1.61M280: +2.66M280285: +0.44M290: +0.73M295: +0.19M295300: +2.85M305: +0.02M310: +2.11M310315: +0.01M320: +0.48Mspot 202.81

iv30 history

43%40%2026-07-172026-07-20

today's report

=== NVDA — 2026-07-20 (last completed session) ===  [model: naive_oi_model_v1]
spot 202.81  (-2.21% 1d)
ATM IV: 15d 38.0%   30d 39.8%

gamma regime: POSITIVE   gex_total $347.4M/1%   flip 195.3   flip_dist 3.7%
QA vendor-gamma deviation (median): 3.5%

P/C OI 0.77
max-OI strikes (open contracts, NOT direction):
  puts below spot:  170 (162,036), 180 (147,453), 200 (134,728), 190 (112,334), 185 (92,199)
  calls above spot: 210 (195,346), 220 (151,252), 250 (151,048), 230 (140,014), 215 (132,025)

ATM IV curve: 7d=38%  9d=40%  11d=42%  14d=37%  18d=41%  25d=39%  32d=40%  39d=44%  60d=43%
top |GEX| strikes ($M/1%): 210:+112.4  215:+79.2  220:+68.4  207.5:+51.7  230:+46.7  212.5:+40.3  225:+37.8  180:-35.7

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