NVDA Stock Before Earnings: ±6.8% Priced, IV Ramps +74% Into the Print

What happens to NVDA stock before earnings? Two things are measurable: options currently price a ±6.8% move for the Aug 26, 2026 report (after market close) against a 10-year average move of about ±8.3%; at-the-money implied volatility climbed +74% over the final five sessions before the print on average across Nvidia's last 8 reports (it rose into 8 of the 8), with the last day alone averaging +18%. That ramp is what an IV-rush trade tries to capture — and it collapses the moment the numbers are out (IV crush), which is why buying calls or puts the night before is usually a bet against the odds unless the move beats what was priced.

Options price

±6.8%

for Aug 26, 2026 · after market close

Avg move (10Y)

±8.3%

peak earnings-day move

Typical IV ramp

+74%

-5d → last close, avg of 8 reports

Last-day ramp

+18%

final session alone, average

NVDA live implied move & 10Y history → · NVDA stock after earnings → · Who is on the IV Rush Radar this week → · How the IV rush trade works →

How NVDA's implied volatility ramps into the print

The IV Rush Radar records at-the-money IV twice a day for the last five sessions before every Nvidia report. Its most recent release (May 20, 2026) looked like this — IV at each 4pm close, versus the -5d morning reading of 67%:

Session	ATM IV	vs -5d open
-5d 4pm	67%	-0%
-4d 4pm	67%	+0%
-3d 4pm	76%	+13%
-2d 4pm	82%	+22%
-1d 4pm	94%	+40%

Across all 8 tracked reports the five-session ramp averaged +74% and the last day alone +18%.

Report	IV at -5d	IV at last close	Ramp
May 20, 2026	67%	94%	+40%
Feb 25, 2026	▮▮%	▮▮▮%	+▮▮%
Nov 19, 2025	▮▮%	▮▮▮%	+▮▮%
Aug 27, 2025	▮▮%	▮▮▮%	+▮▮%

The other 7 Nvidia reports, side by side — and the live curve for the next one — are in the IV Rush Radar. This is the tool members use to trade the ramp before the crush: the historical median IV path for NVDA drawn against today's real-time IV, three snapshot signals (is IV rising now, is the projected straddle gain worth it, does NVDA usually rise on the last day), a projected straddle price into the close, and the platform's daily P1/P2/P3 rush picks. Ideal setups light all three signals green — and the radar tells you when to be out (always before the last close). See member plans →

What holding NVDA options through the print actually cost

The clearest way to see IV crush: an at-the-money straddle bought one minute before the last close before Nvidia's report, marked at 10:00 the next morning. Both legs together — so this is the premium lost even after the stock moved:

Report	ATM straddle, last close → 10am next day
Feb 26, 2025	-51%
Nov 20, 2024	-69%
Aug 28, 2024	-74%

Out-of-the-money strangles lost more. Members see every strike and the same figures for the reports the radar tracks.

Buying the NVDA straddle at the last close and holding through: 0 of 8 paid

The backtester replays a long ATM straddle entered at the last close before each of Nvidia's last 8 reports and marked at the reaction-day close — real contract prices, not theory. Long vol won 0 of 8; short vol is the mirror image.

Report	Straddle at entry	At reaction close	Long-vol P&L
May 20, 2026	$10.81	$3.02	-72%
Feb 25, 2026	$11.98	$10.44	-13%
Nov 19, 2025	$▮▮.▮▮	$▮▮.▮▮	▮▮%
Aug 27, 2025	$▮▮.▮▮	$▮▮.▮▮	▮▮%
May 28, 2025	$▮▮.▮▮	$▮▮.▮▮	▮▮%

Every one of the 8 instances — entry, open, midday and close prices for straddles, strangles, iron butterflies and condors — is in the Backtester, and the Simulator gives the likelihood of success and risk/reward for the exact position you'd put on for the next report. See member plans →

Free weekly email

Get Monday’s implied-move card in your inbox

This chart — every notable stock reporting next week and the move options are pricing for each — lands in your inbox every Monday. Free.

No spam, unsubscribe anytime. Education only — not financial advice.

This week's implied-move card: every notable earnings release placed by its options-implied move

Frequently asked questions

Should I buy NVDA before earnings?

That is a decision only you can make, and this page does not give advice. What the data says: options price a move of ±6.8% for the Aug 26, 2026 report, so a long call or put needs Nvidia to move more than that in the right direction to profit after IV crush. Implied volatility has climbed +74% on average over the final five sessions, which is why some traders trade the ramp itself and exit before the print.

Does NVDA implied volatility go up before earnings?

Usually. Across Nvidia's last 8 reports at-the-money IV rose into the print 8 times, averaging +74% from five sessions out to the last close, with the last day alone averaging +18%. Into its May 20, 2026 report IV went from 67% to 94%.

When does NVDA IV peak before earnings?

At the last close before the report — the final session before the print carries the biggest step for most names, which is why an IV-rush trade is exited before that close and never held through the announcement.

What is NVDA's implied move for the next earnings?

Options currently price about ±6.8% for Aug 26, 2026 (after market close); the 10-year average move is about ±8.3%.