OptionsPeek Scenario Page

NVDA put estimate if NVIDIA drops 6%

Estimate how a NVDA $118 put for June 20 could move if the stock falls 6% over 1 day. Review the scenario and option assumptions in OptionsPeek.

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What this scenario is modeling

This sample scenario looks at the downside case for NVIDIA and estimates how an NVDA put could move if the stock drops 6% over 1 day.

It adds a bearish semiconductor page to the library so you can compare an upside call setup and a downside put setup on the same ticker.

Current assumptions include delta -0.35, implied volatility 43%.

This is a Black-Scholes-style scenario estimate, not pricing truth.
Powered by Qurxa (pronounced KURK-sa).
Ticker
NVDA
Contract
put $118
Expiration
June 20
Stock Move
-6%

Helpful FAQ answers

Use these plain-English FAQ links when you want more context on how OptionsPeek and Qurxa handle the assumptions behind this scenario.

What does OptionsPeek actually estimate? Why does the app say this is not pricing truth? What is Vega, and why does implied volatility matter so much? What is the difference between Hold IV constant and Use target IV?

Compare with related scenarios

Explore a few other sample option-move pages built to show how different tickers, directions, and move types can be modeled.

NVDA call if the stock rises 5% IWM put if the ETF drops 4% QQQ put if the ETF drops 2% SPY put if the ETF drops 3% VIX put if volatility drops 10%