Mon Aug-31 19:03:31
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🚨 Alert #3387 Wed Aug-26 20:50:29
Nvidia's implied move for August 27 is 5%, lowest volatility expectation in two years
Options markets are pricing in a historically low 5.4% implied volatility move for Nvidia ahead of its upcoming fiscal Q2 earnings report, signaling investor complacency.
🎯 Tickers & verdicts
| ticker | direction | verdict | since close | 30m | day lo | day hi | intraday px |
|---|---|---|---|---|---|---|---|
| primary NVDA | · unclear | REPRICING | -1.44% | -0.57% | 206.48 | 220.50 | |
| SMCI | · unclear | PRICED | -2.95% | -0.49% | 37.05 | 38.59 | |
| MU | · unclear | FRESH | +0.65% | -0.24% | 919.61 | 976.50 | |
| peer AMD | · unclear | REPRICING | +0.25% | -0.62% | 473.00 | 490.04 | |
| AVGO | · unclear | FRESH | -0.25% | +0.35% | 350.42 | 362.13 | |
| TSM | · unclear | FRESH | +0.09% | -0.03% | 414.93 | 424.90 | |
| ASML | · unclear | FRESH | 0.00% | -0.01% | 1732.77 | 1785.00 |
🧭 Decisions
📈 Trades
no trades spawned
📖 Glossary
- S1 primary — trades the alert's primary ticker in the direction the article itself indicates; exits at the same day's close.
- S2 counterparty — trades the inferred counterparty ticker (weakest signal, LLM-inferred sympathy); exits at the same day's close.
- S3 peer — trades an inferred peer ticker (also LLM-inferred sympathy); exits at the same day's close.
- S4 overnight — holds the primary ticker from today's close to the NEXT day's close.
- Verdicts are decided top-to-bottom, first match wins; REPRICING is also the fallback when nothing else matches (2026-08-08 #220).
- UNKNOWN — a needed price input (move since close or move in the last 30m) is missing.
- PRICED — |move since previous close| ≥ 2.0%: already reflected in price.
- REPRICING — |move in the last 30m| ≥ 0.5%: the tape is actively moving on it. Also covers a quieter move — |move since previous close| in [1.0, 2.0) with a quiet last-30m tape: still developing, not yet priced.
- FRESH — |move since previous close| < 1.0%: a genuinely new move.
- materiality — how market-moving the story was judged, 0-100 — alerts require materiality ≥ 60.