Delayed derived options structure
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Not a scanner · Not max pain from volume
tape 2026-09-18 · published 2026-09-20T14:49:11.657872-04:00
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Methodology
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Overview
Expected move
Volume walls
Gamma exposure
IV
History
Max pain (missing)
NVDA implied volatility from the delayed gamma snapshot: ATM 30.26%.
This is snapshot IV, not a full surface and not historical IV rank from a long window.
field
value
ATM IV
30.26
25-delta put IV
32.25
25-delta call IV
29.71
25-delta skew
2.54
snapshot date
2026-09-19