The option chain data is extensive. The two nearest expirations with active trading are Jul 15, 2026 and Jul 17, 2026. Let me present each as a focused put option table centered around the at-the-money range.

NVDA Put Options — Expiration: July 15, 2026 (2 days to expiry) Data as of Jul 13 close. Heavy liquidity near 200-210 strike.

NVDA Put Options — Expiration: July 17, 2026 (4 days to expiry)

Key observations: the 200 and 205 strikes dominate volume across both expirations. OI is notably deep in the Jul 17 180 (77K) and 200 (51K) puts. IV skew flattens for the nearby Jul 15 expiry (47% at 205) vs Jul 17 (45%), with a pronounced skew smile across strikes in both expirations.

Here's the full NVDA July 17, 2026 Put Option chain for all strikes above $100, with the underlying reference price. I'll fetch a current intraday quote for NVDA to get the spot.NVDA spot (last close): $212.50 (Jul 15)

NVDA Put Options — Expiration: July 17, 2026 | Strikes > $100

Spot: $212.50 — the 210 and 212.50 puts are the ATM strikes, with the heaviest volume concentrated in 195–210. Deep OTM puts (100–145) show massive open interest (15K–35K) suggesting accumulation and/or hedging interest in the tail. IV collapses from ~250% in the 100-110 wing down to 42-44% through ATM before ticking back up in deep ITM strikes.

NVDA Put Options — Expiration: July 24, 2026 | Strikes > $100 Spot: $212.50

Key observations: IV term structure has tightened considerably for this 11-day expiry — ATM IV sits around 40-42% vs 44-45% for Jul 17. The 205 strike saw the heaviest volume (12.3K). Deep OTM OI is concentrated in 100 (13.8K), 125 (15K), and 180 (17.1K). The 170 strike is a notable anomaly at 72.7K OI — likely a large institutional hedge position.

The option chain data is extensive. The two nearest expirations with active trading are Jul 15, 2026 and Jul 17, 2026. Let me present each as a focused put option table centered around the at-the-money range.

NVDA Put Options — Expiration: July 15, 2026 (2 days to expiry) Data as of Jul 13 close. Heavy liquidity near 200-210 strike.

NVDA Put Options — Expiration: July 17, 2026 (4 days to expiry)

Key observations: the 200 and 205 strikes dominate volume across both expirations. OI is notably deep in the Jul 17 180 (77K) and 200 (51K) puts. IV skew flattens for the nearby Jul 15 expiry (47% at 205) vs Jul 17 (45%), with a pronounced skew smile across strikes in both expirations.

Here's the full NVDA July 17, 2026 Put Option chain for all strikes above $100, with the underlying reference price. I'll fetch a current intraday quote for NVDA to get the spot.The closest available expiration to Dec 12, 2026 is December 18, 2026. Here is the full chain:

NVDA Put Options — Expiration: December 18, 2026 (158 days) Spot: $212.50 | Data as of Jul 13

Key observations: ATM IV at ~43% — remarkably flat term structure compared to the near-dated expiries (~42% for Jul 17, also ~43% for Dec 18), indicating the market is pricing similar volatility through year-end. The 160 strike dominates OI at 39K, with significant open interest also at 180 (26.6K), 150 (24.4K), and 140 (20.6K). The 200 strike holds 19.8K OI. Deep OTM tail hedges are notable: the 100 strike at 23.6K OI suggests large institutional downside protection in play through year-end.

Good question — let me pull both strikes side by side for comparison.

NVDA $100 Put — Yield Comparison: Jul 24 vs Dec 18, 2026

Return on capital (assignment risk basis):

Assuming cash-secured (reserve $10,000 per contract):

• Jul 24: premium $1.50 / $10,000 = 0.015% for 11 days → annualized ~0.5%
• Dec 18: premium $52.50 / $10,000 = 0.525% for 158 days → annualized ~1.2%

So the Dec 18 yield is roughly 35x larger in absolute terms and about 2.4x better annualized. The Jul 24 put is essentially worthless — you're collecting a penny to take on $10,000 of notional risk for 11 days.

Key difference: the premium is not the same at all. The July 24 $100 strike trades for $0.01-$0.02 (nearly zero), while the Dec 18 $100 strike trades for $0.51-$0.54. This makes sense — with 158 days to expiry vs 11 days, there's far more time for the underlying to move, and IV is priced more reasonably (60% vs 147% on the short-dated, which is inflated by the extreme skew tail).

If your goal is yield from selling puts, the Dec 18 strike is the only one that actually pays you anything meaningful. The Jul 24 $100 put is effectively picking up pennies in front of a steamroller — negligible premium for tail risk you're unlikely to get paid for.