NVDA

$221.30 NVIDIA Corporation

Pre-trade checklist

Long stock swing · NVDA

3/6 pass — no major flags

Risk StatsSheet
ABCDEF
1 Annualised Vol How much the price swings day to day, scaled to a yearly figure. Higher means a bumpier, riskier ride. Details → 28.9% Max Drawdown The worst peak-to-trough drop over the period — the deepest loss you'd have sat through if you bought the top. Details → (7.5%) Skewness Whether the return distribution leans toward big up-moves (positive) or big down-moves (negative). Details → (0.266)
2 Kurtosis How 'fat' the tails are — how often extreme moves happen versus a normal bell curve. Details → (0.896) Mean Daily Ret (0.454%) Daily Std Dev 1.8204%
3 Data Points 9
Fundamentals & ValuationSheet

Trailing P/E Price divided by the last 12 months of earnings. How many dollars you pay per dollar of past profit. Details →

27.98

Forward P/E Price divided by next year's expected earnings. Forward-looking version of the P/E. Details →

13.91

PEG Ratio P/E divided by earnings growth. Puts the valuation multiple in the context of how fast profits grow. Details →

0.48

EV / EBITDA Enterprise value relative to operating cash earnings — a capital-structure-neutral valuation multiple. Details →

26.38

EV / Revenue

17.53

Price / Book Price relative to net asset (book) value. Below 1 can signal value — or distress. Details →

23.34

Price / Sales

17.64

EPS (TTM)

7.91

Forward EPS

15.91

Revenue Growth Year-over-year growth in profits and sales — the engine behind forward valuation multiples. Details →

+105.9%

Earnings Growth Year-over-year growth in profits and sales — the engine behind forward valuation multiples. Details →

+127.8%

Target Mean The consensus 12-month price covering analysts expect, with low/mean/high range and implied upside. Details →

$328.72

Analyst Rating

Strong Buy

Short % Float Share of freely tradable stock sold short. High readings flag bearish bets — and squeeze potential. Details →

1.34%

Short Ratio How many days of average volume it would take shorts to buy back their position. Details →

2.75

Div Yield Annual dividends as a percentage of price — the income return before any price change. Details →

0.44%

Sector

Technology

Industry

Semiconductors

Consensus Forecasts & GuidanceSheet

Next Earnings Date

2026-11-17

Consensus EPS Est.

$2.47

Consensus Revenue Est.

$108.98B

PEG Ratio

0.48

Projected EPS Growth

+127.8%

Projected Rev Growth

+105.9%

Return Distribution

Skew -0.266 · Excess kurtosis -0.896 · Fat tails = higher tail risk than a normal distribution implies.

Cumulative Return vs. Benchmarks Growth of $100 invested at the start, compared against SPY and QQQ. Details →

Growth of $100 from the earliest common date. NVDA vs. SPY (S&P 500) and QQQ (Nasdaq 100). Legend shows the final index value.

Rolling Value-at-Risk & Expected Shortfall A loss threshold you'd expect to exceed only rarely — e.g. VaR 95% is the worst day in a typical 20. Details →

Historical 1-day VaR at 95 % and 99 % confidence using a 252-day rolling window — the daily loss you would not expect to exceed on 95 %/99 % of trading days. ES (CVaR) is the average loss when you do breach VaR: a more conservative tail-risk metric.

Rolling Volatility How much the price swings day to day, scaled to a yearly figure. Higher means a bumpier, riskier ride. Details →

30-day realised volatility annualised (×√252). Spikes indicate elevated uncertainty — useful for sizing positions relative to ATR.

Drawdown from Peak The worst peak-to-trough drop over the period — the deepest loss you'd have sat through if you bought the top. Details →

Maximum drawdown: -7.5%. Depth and duration of drawdowns reveal how difficult a recovery would be.

Options IV Smile / Skew How option-implied volatility changes across strikes. A steep left side means the market prices downside risk dearly. Details →

Implied volatility across strike moneyness for the nearest expirations. A steep left skew means the market prices downside risk (puts) more expensively than upside.

Dealer Gamma Exposure (GEX) How much dealers must buy or sell to stay hedged as price moves. Shapes whether moves get dampened or amplified. Details →

Estimated market-maker gamma at each strike across the nearest 6 expirations (0–21d to expiry), using the standard dealer convention (long calls +, short puts −). Γ is computed via Black-Scholes from open interest & implied volatility. Units: $M of gamma per 1% move.

Spot

$221.3

Call Wall · Resistance

$230 93.6 $M

Zero-Gamma · Trigger

$219.07

Put Wall · Support

$220 -274.6 $M

HVL · Gamma Magnet

$240 57.6 $M

Regime Net positive-gamma · 100.6 $M vol-dampening, mean-reverting

Top concentration nodes

Strike Net GEX ($M) % of Σ|γ| Hedge type
$240.00 +57.6 13.1% Vol-dampening (Call wall)
$220.00 +54.9 12.5% Vol-dampening (Call wall)
$230.00 +49.0 11.1% Vol-dampening (Call wall)
$222.50 -45.8 10.4% Trend-amplifying (Put wall)
$235.00 +34.4 7.8% Vol-dampening (Call wall)

Reading it: Above the γ-flip, dealers are net-long gamma and hedge against moves (vol-dampening, mean-reverting). Below it they are net-short gamma and hedge with moves (trend-amplifying). The call wall often caps rallies; the put wall often cushions selloffs. The dropdown switches between back-to-back Call/Put bars and a single Net bar, and toggles $5 strike binning; the cumulative line (top axis) crosses zero at the γ-flip and steepens where gamma is most concentrated. Naive end-of-day model on delayed yfinance OI — directional, not an institutional feed.

Rolling Sharpe Ratio Return earned per unit of risk taken. Higher is better; above 1 is generally considered strong. Details →

1-year rolling Sharpe (risk-free ≈ 0). Above 1 is generally considered strong risk-adjusted return.

Seasonality Average return by calendar month over the full history — recurring strong/weak periods. Details →

Average daily return by calendar month over the full history. Identifies recurring seasonal patterns and the strongest/weakest calendar periods.

Institutional Quantitative Analytics Institutional Tier

Microstructure toxicity, macro conditioning, higher-order Black-Scholes surface & SEC 8-K material events

Microstructure & Squeeze Risk EngineSheet
SI reported
SI % float Percentage of tradable shares currently sold short. Details → 1.3% · DTC How many days of average volume short sellers would need to buy back their positions. Details → 2.75 · MoM Δ Month-over-month change in shares sold short. Details → +4.4%
VPIN Toxicity Volume-Synchronized Probability of Toxicity measuring informed trader order flow imbalances. Details → CRITICAL
0.973 flow toxicity

Easley-Kiefer-O'Hara volume-synchronized order toxicity probability.

Corwin-Schultz Spread High-Low spread estimator that extracts effective bid-ask spreads from daily high and low prices. Details → High-Low Estimator
21.100%
Roll Spread: 0.000%

Effective bid-ask spread derived from 2-day price extremes.

Squeeze Risk Gauge Multi-factor composite score [0-100] quantifying short squeeze vulnerability. Details → LOW
20.8 / 100 Index

Multi-factor: Short Float, DTC, CTB, and negative Gamma Exposure.

Amihud Illiquidity |R| / Volume
0.00e+00

Price impact per dollar traded. Lower values denote deep institutional absorption capacity.

Macro Conditioning & Asymmetric Dual BetasSheet
Macro Regime State
TIGHT MONETARY POLICY (High Rate Plateau)
Fed Funds Rate 5.33%
2s10s Spread +0.15%
CPI YoY 3.1%
Upside Capture Percentage of benchmark gains captured when the market is rising (>100% outperforms up-markets). Details →

100.0%

Participation in SPY up-market
Downside Capture Percentage of benchmark losses suffered when the market is falling (<100% protects capital). Details →

100.0%

Loss absorption in SPY down-market
Dual Market Betas (Bull vs Bear) Bull Beta vs Bear Beta measuring asymmetric systematic market sensitivity. Details →
Benchmark: SPY
Market Condition Condition Beta Asymmetry vs Benchmark Interpretation
Bull Beta (Up Market) 1.00 +0.00 Market-tracking upside
Bear Beta (Down Market) 1.00 +0.00 Market-parity drawdown
Higher-Order Greeks & Volatility Risk PremiumSheet
Black-Scholes Analytical Higher-Order Greeks
Vanna Sensitivity of option Delta to changes in implied volatility (or dVega / dSpot). Details → ∂Δ/∂σ

-0.0000

Delta sensitivity per 1% vol shift.

Charm Rate of change of option Delta over time (dDelta / dTime). Details → -∂Δ/∂t

-0.0006

Daily delta decay over time elapsed.

Vomma Second-order Greek measuring the acceleration of Vega with respect to implied volatility. Details → ∂Vega/∂σ

0.0000

Vega convexity relative to vol shock.

Delta: 0.5343
Gamma: 0.021677
Vega: 0.2522
Theta: -0.1351
Variance Risk Premium Spread between ATM Implied Volatility and 30-Day Realized Historical Volatility. Details → FAIR_VALUE (Equilibrium)
+1.45% IV − HV30 Spread
ATM Implied Volatility: 30.34%
30D Realized Historical Vol: 28.90%
VRP Ratio (IV / HV30): 1.05x
SEC Form 8-K Material Events & Regulatory FilingsSheet
Filing Date Material unscheduled corporate events filed with the SEC EDGAR system. Details → Event Items Material Description Impact Level CAR How far a stock moved around an event beyond what its normal relationship with SPY would predict. Details → t-stat Significance SEC EDGAR Link
2026-09-03
Item 8.01

Item 8.01: Other Events

8-K

 Routine 8-K — — — EDGAR Doc
2026-08-26
Item 2.02

Item 2.02: Results of Operations and Financial Condition (Earnings)

8-K

 Routine 8-K — — — EDGAR Doc
2026-08-17
Item 1.01 Item 2.03 Item 7.01

Item 1.01: Material Definitive Agreement · Item 2.03: Creation of Direct Financial Obligation · Item 7.01: Regulation FD Disclosure

8-K

 Routine 8-K — — — EDGAR Doc
2026-07-02
Item 5.02

Item 5.02: Departure/Election of Directors or Principal Officers

8-K

 Routine 8-K — — — EDGAR Doc
2026-06-30

8-K

 Routine 8-K — — — EDGAR Doc