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- OobOob
  ·11-09 05:36
  SMH put options
  Option Movers | Nvidia and SpaceX Put Buying Signals Aggressive Bearish Bets Amid Differing Options Strategies
  Market OverviewThe Nasdaq Composite ended sharply lower on Thursday (November 5), notching its deepest one-day drop in 19 months and confirming it was in a correction, as chipmakers sank on fears of...
  Option Movers | Nvidia and SpaceX Put Buying Signals Aggressive Bearish Bets Amid Differing Options Strategies
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- OobOob
  ·11-09 05:36
  SMH put options moves
  Option Movers | Nvidia and SpaceX Put Buying Signals Aggressive Bearish Bets Amid Differing Options Strategies
  Market OverviewThe Nasdaq Composite ended sharply lower on Thursday (November 5), notching its deepest one-day drop in 19 months and confirming it was in a correction, as chipmakers sank on fears of...
  Option Movers | Nvidia and SpaceX Put Buying Signals Aggressive Bearish Bets Amid Differing Options Strategies
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put options&nbsp;","listText":"SMH put options&nbsp;","text":"SMH put options","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":1,"commentSize":0,"repostSize":0,"link":"https://ttm.financial/post/627286942638520","repostId":"1113969446","repostType":4,"repost":{"id":"1113969446","kind":"news","weMediaInfo":{"introduction":"Follow us to obtain daily option activities","home_visible":1,"media_name":"Option Movers","id":"1061805220","head_image":"https://tradebrains.in/wp-content/uploads/2020/01/Option-Trading-101-Call-Put-Options-cover.jpg"},"pubTimestamp":1793942700,"share":"https://ttm.financial/m/news/1113969446?lang=en_US&edition=fundamental","pubTime":"2026-11-06 13:25","market":"us","language":"en","title":"Option Movers | Nvidia and SpaceX Put Buying Signals Aggressive Bearish Bets Amid Differing Options Strategies","url":"https://stock-news.laohu8.com/highlight/detail?id=1113969446","media":"Option Movers","summary":"Market OverviewThe Nasdaq Composite ended sharply lower on Thursday (November 5), notching its deepest one-day drop in 19 months and confirming it was in a correction, as chipmakers sank on fears of...","content":"<html><head></head><body><h2 id=\"id_3223463651\" style=\"text-align: left;\">Market Overview</h2><p>The Nasdaq Composite ended sharply lower on Thursday (November 5), notching its deepest one-day drop in 19 months and confirming it was in a correction, as chipmakers sank on fears of tougher AI regulation after Democrats won ‌control of the US Congress.</p><p style=\"text-align: left;\">Regarding the options market, a total volume of 96,268,186 contracts was traded, of which 50% were call options.</p><h2 id=\"id_1149123889\" style=\"text-align: left;\">Top 10 Option Volumes</h2><p style=\"text-align: left;\"><strong>Top 10:</strong> <a href=\"https://laohu8.com/S/NVDA\">NVDA</a>, <a href=\"https://laohu8.com/S/TSLA\">TSLA</a>, <a href=\"https://laohu8.com/S/MU\">MU</a>, <a href=\"https://laohu8.com/S/SPCX\">SPCX</a>, <a href=\"https://laohu8.com/S/INTC\">INTC</a>, <a href=\"https://laohu8.com/S/AAPL\">AAPL</a>, <a href=\"https://laohu8.com/S/AMD\">AMD</a>, <a href=\"https://laohu8.com/S/AMZN\">AMZN</a>, <a href=\"https://laohu8.com/S/IREN\">IREN</a>, <a href=\"https://laohu8.com/S/PFE\">PFE</a></p><p class=\"t-img-caption\"><img src=\"https://community-static.tradeup.com/news/20159371eba54d9caef27ecf9cb6cd00\" title=\"Tiger Trade APP\" tg-width=\"1279\" tg-height=\"2268\"/><span>Tiger Trade APP</span></p><p style=\"text-align: left;\"><strong><a href=\"https://laohu8.com/S/NVDA\">NVIDIA</a> closed at $181.60, down 9.26%.</strong></p><p>NVIDIA’s implied volatility is 68.70%, and with an IV percentile of 100.00%, current option volatility sits at the extreme high end of its recent range. That places volatility firmly in an elevated regime, indicating that NVIDIA options are priced expensively relative to their own history. The IV/HV ratio of 2.09 further suggests implied volatility is running well above realized volatility, reinforcing the view that the market is assigning a substantial premium to near-term option pricing.</p><p>A put spread-style downside combination with a net debit of $105.28 million was the largest displayed trade, built through buying the 340.0 put expiring 2027-12-17 and buying the 225.0 put expiring 2026-11-06. Because the structure contains two long puts, it is best read as a same-direction put combination rather than a hedge financed by short premium, and its size should be measured by the stated net debit of $105.28 million. With NVDA referenced at 181.6, both strikes are in the money, which makes this an aggressive bearish positioning that seeks a substantial downside move while also expressing a volatility-sensitive view through long premium on both legs. Strategically, this is a directional downside bet with significant capital committed, signaling conviction that weakness could extend materially over time.</p><p><a href=\"https://ttm.financial/OPT/NVDA%2020271217%20340.0%20PUT\" title=\"NVDA 20271217 340.0 PUT\" target=\"_blank\" class=\"\">NVDA 20271217 340.0 PUT</a></p><p><a href=\"https://ttm.financial/OPT/NVDA%2020261106%20225.0%20PUT\" title=\"NVDA 20261106 225.0 PUT\" target=\"_blank\" class=\"\">NVDA 20261106 225.0 PUT</a></p><p>A bullish call spread with a net debit of $11.34 million was the second displayed trade, consisting of a purchase of the 200.0 call and a sale of the 215.0 call, both expiring 2026-11-20. This is a classic bull call spread, so the correct size is the stated net debit of $11.34 million rather than the gross leg totals. With the stock at 181.6, both calls were out of the money at execution, showing a defined-risk bullish bet that targets upside into the 200–215 zone while capping maximum gains above the short strike. The bought call provides upside participation, while the sold call helps reduce premium outlay, making the structure a directional but cost-controlled expression of moderate bullish expectations rather than an open-ended chase.</p><p><a href=\"https://ttm.financial/OPT/NVDA%2020261120%20200.0%20CALL\" title=\"NVDA 20261120 200.0 CALL\" target=\"_blank\" class=\"\">NVDA 20261120 200.0 CALL</a></p><p><a href=\"https://ttm.financial/OPT/NVDA%2020261120%20215.0%20CALL\" title=\"NVDA 20261120 215.0 CALL\" target=\"_blank\" class=\"\">NVDA 20261120 215.0 CALL</a></p><h2 id=\"id_4171231515\" style=\"text-align: left;\">Unusual Options Activity</h2><p style=\"text-align: left;\"><strong><a href=\"https://laohu8.com/S/TSLA\">Tesla</a></strong> <strong>closed at $343.69, down 10.77%.</strong></p><p>Tesla’s implied volatility is 66.35%, and with an IV percentile of 99.20%, current option volatility sits at an extremely elevated level versus its own recent history, indicating that Tesla options are priced expensively. The IV/HV ratio of 1.73 further suggests implied volatility is running well above realized volatility, meaning the options market is embedding a substantial premium for future movement and buyers are paying up for that expectation.</p><p>A premium-selling put combination worth $72.16 million in net credit was the largest displayed block, consisting of two sold puts: the December 18, 2026 $500.00 put and the November 6, 2026 $410.00 put, both in-the-money against the $343.69 reference stock price. This is a same-direction short put structure rather than a synthetic, and the trade should be read as a volatility-and-range expression that collects substantial premium while taking on downside assignment risk. Because both legs are short puts, the intent appears to be premium harvesting with a mildly bearish-to-neutral tone in the context of large downside exposure, especially since both strikes sit above spot and therefore carry meaningful intrinsic risk if TSLA remains weak.</p><p><a href=\"https://ttm.financial/OPT/NVDA%2020261218%20500.0%20PUT\" title=\"TSLA 20261218 500.0 PUT\" target=\"_blank\" class=\"\">TSLA 20261218 500.0 PUT</a></p><p><a href=\"https://ttm.financial/OPT/TSLA%2020261106%20410.0%20PUT\" title=\"TSLA 20261106 410.0 PUT\" target=\"_blank\" class=\"\">TSLA 20261106 410.0 PUT</a></p><p>A net-debit CALL+PUT combination worth $6.93 million paired a long April 16, 2027 $360.00 call with a long April 16, 2027 $300.00 put, with both legs out-of-the-money at the current $343.69 stock reference. This is neither a synthetic call nor a synthetic put because both legs were bought; instead, it reflects a long-volatility directional-uncertainty stance, effectively positioning for a large move in either direction over a longer horizon. The out-of-the-money call leaves room for upside participation while the out-of-the-money put protects or speculates on a meaningful decline, so the strategic message is that the buyer is paying premium for convex exposure rather than expressing a simple one-way bullish or bearish view.</p><p><a href=\"https://ttm.financial/OPT/TSLA%2020270416%20360.0%20CALL\" title=\"TSLA 20270416 360.0 CALL\" target=\"_blank\" class=\"\">TSLA 20270416 360.0 CALL</a></p><p><a href=\"https://ttm.financial/OPT/TSLA%2020270416%20300.0%20PUT\" title=\"TSLA 20270416 300.0 PUT\" target=\"_blank\" class=\"\">TSLA 20270416 300.0 PUT</a></p><p><strong><a href=\"https://laohu8.com/S/SPCX\">SpaceX</a></strong> <strong>closed at $123.62, down 9.05%.</strong></p><p>SpaceX has an implied volatility of 76.39%, and with its IV percentile at 81.99%, current volatility sits in an elevated range, indicating that options are priced expensively versus their own recent history. The IV/HV ratio of 1.31 further suggests implied volatility is running above realized volatility, showing the market is building in a meaningful premium for forward uncertainty.</p><p>A bearish put-buying combination worth $15.76 million was the largest displayed trade, structured as a same-direction double-long put position expiring on 2026-11-06. The trader bought the 160.00 put and the 157.50 put, both in the money versus the $123.62 reference stock price, for a net debit of $15.76 million. As a put spread-style downside expression made up of two bought puts rather than a premium-selling structure, this trade signals an aggressive directional bearish view and a willingness to pay substantial premium for downside exposure and potentially large volatility-driven gains.</p><p><a href=\"https://ttm.financial/OPT/SPCX%2020261106%20160.0%20PUT\" title=\"SPCX 20261106 160.0 PUT\" target=\"_blank\" class=\"\">SPCX 20261106 160.0 PUT</a></p><p><a href=\"https://ttm.financial/OPT/SPCX%2020261106%20157.5%20PUT\" title=\"SPCX 20261106 157.5 PUT\" target=\"_blank\" class=\"\">SPCX 20261106 157.5 PUT</a></p><p>A premium-collection spread strategy with a $6.00 million net credit was the other displayed block, consisting of a short 140.00 put and a short 140.00 call expiring on 2026-12-18. With both legs sold at the same strike, this is effectively a short straddle-type position, not a synthetic structure, and the trade size should be read as the provided $6.00 million net credit. Given the stock reference price of $123.62, the 140.00 put is in the money while the 140.00 call is out of the money, and the trade reflects a premium-harvesting stance that benefits if realized volatility stays contained, though it also leaves the seller exposed to large directional moves away from the strike.</p><p><a href=\"https://ttm.financial/OPT/SPCX%2020261218%20140.0%20PUT\" title=\"SPCX 20261218 140.0 PUT\" target=\"_blank\" class=\"\">SPCX 20261218 140.0 PUT</a></p><p><a href=\"https://ttm.financial/OPT/SPCX%2020261218%20140.0%20CALL\" title=\"SPCX 20261218 140.0 CALL\" target=\"_blank\" class=\"\">SPCX 20261218 140.0 CALL</a></p><p style=\"text-align: left;\">&gt;&gt;&gt;<a href=\"https://www.itiger.com/sg/marketing/SG-options-new-client?ttm\" title=\"Don’t Let Fees Quietly Eat Into Your Returns — Get up to SGD 200 in Options Rewards!\" target=\"_blank\" class=\"\">Don’t Let Fees Quietly Eat Into Your Returns — Get up to SGD 200 in Options Rewards!</a></p></body></html>","collect":0,"html":"<!DOCTYPE html>\n<html>\n<head>\n<meta http-equiv=\"Content-Type\" content=\"text/html; charset=utf-8\" />\n<meta name=\"viewport\" content=\"width=device-width,initial-scale=1.0,minimum-scale=1.0,maximum-scale=1.0,user-scalable=no\"/>\n<meta name=\"format-detection\" content=\"telephone=no,email=no,address=no\" />\n<title>Option Movers | Nvidia and SpaceX Put Buying Signals Aggressive Bearish Bets Amid Differing Options Strategies</title>\n<style type=\"text/css\">\na,abbr,acronym,address,applet,article,aside,audio,b,big,blockquote,body,canvas,caption,center,cite,code,dd,del,details,dfn,div,dl,dt,\nem,embed,fieldset,figcaption,figure,footer,form,h1,h2,h3,h4,h5,h6,header,hgroup,html,i,iframe,img,ins,kbd,label,legend,li,mark,menu,nav,\nobject,ol,output,p,pre,q,ruby,s,samp,section,small,span,strike,strong,sub,summary,sup,table,tbody,td,tfoot,th,thead,time,tr,tt,u,ul,var,video{ font:inherit;margin:0;padding:0;vertical-align:baseline;border:0 }\nbody{ font-size:16px; line-height:1.5; color:#999; background:transparent; }\n.wrapper{ overflow:hidden;word-break:break-all;padding:10px; }\nh1,h2{ font-weight:normal; line-height:1.35; margin-bottom:.6em; }\nh3,h4,h5,h6{ line-height:1.35; margin-bottom:1em; }\nh1{ font-size:24px; }\nh2{ font-size:20px; }\nh3{ font-size:18px; }\nh4{ font-size:16px; }\nh5{ font-size:14px; }\nh6{ font-size:12px; }\np,ul,ol,blockquote,dl,table{ margin:1.2em 0; }\nul,ol{ margin-left:2em; }\nul{ list-style:disc; }\nol{ list-style:decimal; }\nli,li p{ margin:10px 0;}\nimg{ max-width:100%;display:block;margin:0 auto 1em; }\nblockquote{ color:#B5B2B1; border-left:3px solid #aaa; padding:1em; }\nstrong,b{font-weight:bold;}\nem,i{font-style:italic;}\ntable{ width:100%;border-collapse:collapse;border-spacing:1px;margin:1em 0;font-size:.9em; }\nth,td{ padding:5px;text-align:left;border:1px solid #aaa; }\nth{ font-weight:bold;background:#5d5d5d; }\n.symbol-link{font-weight:bold;}\n/* header{ border-bottom:1px solid #494756; } */\n.title{ margin:0 0 8px;line-height:1.3;color:#ddd; }\n.meta {color:#5e5c6d;font-size:13px;margin:0 0 .5em; }\na{text-decoration:none; color:#2a4b87;}\n.meta .head { display: inline-block; overflow: hidden}\n.head .h-thumb { width: 30px; height: 30px; margin: 0; padding: 0; border-radius: 50%; float: left;}\n.head .h-content { margin: 0; padding: 0 0 0 9px; float: left;}\n.head .h-name {font-size: 13px; color: #eee; margin: 0;}\n.head .h-time {font-size: 11px; color: #7E829C; margin: 0;line-height: 11px;}\n.small {font-size: 12.5px; display: inline-block; transform: scale(0.9); -webkit-transform: scale(0.9); transform-origin: left; -webkit-transform-origin: left;}\n.smaller {font-size: 12.5px; display: inline-block; transform: scale(0.8); -webkit-transform: scale(0.8); transform-origin: left; -webkit-transform-origin: left;}\n.bt-text {font-size: 12px;margin: 1.5em 0 0 0}\n.bt-text p {margin: 0}\n</style>\n</head>\n<body>\n<div class=\"wrapper\">\n<header>\n<h2 class=\"title\">\nOption Movers | Nvidia and SpaceX Put Buying Signals Aggressive Bearish Bets Amid Differing Options Strategies\n</h2>\n\n<h4 class=\"meta\">\n\n\n<a class=\"head\" href=\"https://laohu8.com/wemedia/1061805220\">\n\n\n<div class=\"h-thumb\" style=\"background-image:url(https://tradebrains.in/wp-content/uploads/2020/01/Option-Trading-101-Call-Put-Options-cover.jpg);background-size:cover;\"></div>\n\n<div class=\"h-content\">\n<p class=\"h-name\">Option Movers </p>\n<p class=\"h-time\">2026-11-06 13:25</p>\n</div>\n\n</a>\n\n\n</h4>\n\n</header>\n<article>\n<html><head></head><body><h2 id=\"id_3223463651\" style=\"text-align: left;\">Market Overview</h2><p>The Nasdaq Composite ended sharply lower on Thursday (November 5), notching its deepest one-day drop in 19 months and confirming it was in a correction, as chipmakers sank on fears of tougher AI regulation after Democrats won ‌control of the US Congress.</p><p style=\"text-align: left;\">Regarding the options market, a total volume of 96,268,186 contracts was traded, of which 50% were call options.</p><h2 id=\"id_1149123889\" style=\"text-align: left;\">Top 10 Option Volumes</h2><p style=\"text-align: left;\"><strong>Top 10:</strong> <a href=\"https://laohu8.com/S/NVDA\">NVDA</a>, <a href=\"https://laohu8.com/S/TSLA\">TSLA</a>, <a href=\"https://laohu8.com/S/MU\">MU</a>, <a href=\"https://laohu8.com/S/SPCX\">SPCX</a>, <a href=\"https://laohu8.com/S/INTC\">INTC</a>, <a href=\"https://laohu8.com/S/AAPL\">AAPL</a>, <a href=\"https://laohu8.com/S/AMD\">AMD</a>, <a href=\"https://laohu8.com/S/AMZN\">AMZN</a>, <a href=\"https://laohu8.com/S/IREN\">IREN</a>, <a href=\"https://laohu8.com/S/PFE\">PFE</a></p><p class=\"t-img-caption\"><img src=\"https://community-static.tradeup.com/news/20159371eba54d9caef27ecf9cb6cd00\" title=\"Tiger Trade APP\" tg-width=\"1279\" tg-height=\"2268\"/><span>Tiger Trade APP</span></p><p style=\"text-align: left;\"><strong><a href=\"https://laohu8.com/S/NVDA\">NVIDIA</a> closed at $181.60, down 9.26%.</strong></p><p>NVIDIA’s implied volatility is 68.70%, and with an IV percentile of 100.00%, current option volatility sits at the extreme high end of its recent range. That places volatility firmly in an elevated regime, indicating that NVIDIA options are priced expensively relative to their own history. The IV/HV ratio of 2.09 further suggests implied volatility is running well above realized volatility, reinforcing the view that the market is assigning a substantial premium to near-term option pricing.</p><p>A put spread-style downside combination with a net debit of $105.28 million was the largest displayed trade, built through buying the 340.0 put expiring 2027-12-17 and buying the 225.0 put expiring 2026-11-06. Because the structure contains two long puts, it is best read as a same-direction put combination rather than a hedge financed by short premium, and its size should be measured by the stated net debit of $105.28 million. With NVDA referenced at 181.6, both strikes are in the money, which makes this an aggressive bearish positioning that seeks a substantial downside move while also expressing a volatility-sensitive view through long premium on both legs. Strategically, this is a directional downside bet with significant capital committed, signaling conviction that weakness could extend materially over time.</p><p><a href=\"https://ttm.financial/OPT/NVDA%2020271217%20340.0%20PUT\" title=\"NVDA 20271217 340.0 PUT\" target=\"_blank\" class=\"\">NVDA 20271217 340.0 PUT</a></p><p><a href=\"https://ttm.financial/OPT/NVDA%2020261106%20225.0%20PUT\" title=\"NVDA 20261106 225.0 PUT\" target=\"_blank\" class=\"\">NVDA 20261106 225.0 PUT</a></p><p>A bullish call spread with a net debit of $11.34 million was the second displayed trade, consisting of a purchase of the 200.0 call and a sale of the 215.0 call, both expiring 2026-11-20. This is a classic bull call spread, so the correct size is the stated net debit of $11.34 million rather than the gross leg totals. With the stock at 181.6, both calls were out of the money at execution, showing a defined-risk bullish bet that targets upside into the 200–215 zone while capping maximum gains above the short strike. The bought call provides upside participation, while the sold call helps reduce premium outlay, making the structure a directional but cost-controlled expression of moderate bullish expectations rather than an open-ended chase.</p><p><a href=\"https://ttm.financial/OPT/NVDA%2020261120%20200.0%20CALL\" title=\"NVDA 20261120 200.0 CALL\" target=\"_blank\" class=\"\">NVDA 20261120 200.0 CALL</a></p><p><a href=\"https://ttm.financial/OPT/NVDA%2020261120%20215.0%20CALL\" title=\"NVDA 20261120 215.0 CALL\" target=\"_blank\" class=\"\">NVDA 20261120 215.0 CALL</a></p><h2 id=\"id_4171231515\" style=\"text-align: left;\">Unusual Options Activity</h2><p style=\"text-align: left;\"><strong><a href=\"https://laohu8.com/S/TSLA\">Tesla</a></strong> <strong>closed at $343.69, down 10.77%.</strong></p><p>Tesla’s implied volatility is 66.35%, and with an IV percentile of 99.20%, current option volatility sits at an extremely elevated level versus its own recent history, indicating that Tesla options are priced expensively. The IV/HV ratio of 1.73 further suggests implied volatility is running well above realized volatility, meaning the options market is embedding a substantial premium for future movement and buyers are paying up for that expectation.</p><p>A premium-selling put combination worth $72.16 million in net credit was the largest displayed block, consisting of two sold puts: the December 18, 2026 $500.00 put and the November 6, 2026 $410.00 put, both in-the-money against the $343.69 reference stock price. This is a same-direction short put structure rather than a synthetic, and the trade should be read as a volatility-and-range expression that collects substantial premium while taking on downside assignment risk. Because both legs are short puts, the intent appears to be premium harvesting with a mildly bearish-to-neutral tone in the context of large downside exposure, especially since both strikes sit above spot and therefore carry meaningful intrinsic risk if TSLA remains weak.</p><p><a href=\"https://ttm.financial/OPT/NVDA%2020261218%20500.0%20PUT\" title=\"TSLA 20261218 500.0 PUT\" target=\"_blank\" class=\"\">TSLA 20261218 500.0 PUT</a></p><p><a href=\"https://ttm.financial/OPT/TSLA%2020261106%20410.0%20PUT\" title=\"TSLA 20261106 410.0 PUT\" target=\"_blank\" class=\"\">TSLA 20261106 410.0 PUT</a></p><p>A net-debit CALL+PUT combination worth $6.93 million paired a long April 16, 2027 $360.00 call with a long April 16, 2027 $300.00 put, with both legs out-of-the-money at the current $343.69 stock reference. This is neither a synthetic call nor a synthetic put because both legs were bought; instead, it reflects a long-volatility directional-uncertainty stance, effectively positioning for a large move in either direction over a longer horizon. The out-of-the-money call leaves room for upside participation while the out-of-the-money put protects or speculates on a meaningful decline, so the strategic message is that the buyer is paying premium for convex exposure rather than expressing a simple one-way bullish or bearish view.</p><p><a href=\"https://ttm.financial/OPT/TSLA%2020270416%20360.0%20CALL\" title=\"TSLA 20270416 360.0 CALL\" target=\"_blank\" class=\"\">TSLA 20270416 360.0 CALL</a></p><p><a href=\"https://ttm.financial/OPT/TSLA%2020270416%20300.0%20PUT\" title=\"TSLA 20270416 300.0 PUT\" target=\"_blank\" class=\"\">TSLA 20270416 300.0 PUT</a></p><p><strong><a href=\"https://laohu8.com/S/SPCX\">SpaceX</a></strong> <strong>closed at $123.62, down 9.05%.</strong></p><p>SpaceX has an implied volatility of 76.39%, and with its IV percentile at 81.99%, current volatility sits in an elevated range, indicating that options are priced expensively versus their own recent history. The IV/HV ratio of 1.31 further suggests implied volatility is running above realized volatility, showing the market is building in a meaningful premium for forward uncertainty.</p><p>A bearish put-buying combination worth $15.76 million was the largest displayed trade, structured as a same-direction double-long put position expiring on 2026-11-06. The trader bought the 160.00 put and the 157.50 put, both in the money versus the $123.62 reference stock price, for a net debit of $15.76 million. As a put spread-style downside expression made up of two bought puts rather than a premium-selling structure, this trade signals an aggressive directional bearish view and a willingness to pay substantial premium for downside exposure and potentially large volatility-driven gains.</p><p><a href=\"https://ttm.financial/OPT/SPCX%2020261106%20160.0%20PUT\" title=\"SPCX 20261106 160.0 PUT\" target=\"_blank\" class=\"\">SPCX 20261106 160.0 PUT</a></p><p><a href=\"https://ttm.financial/OPT/SPCX%2020261106%20157.5%20PUT\" title=\"SPCX 20261106 157.5 PUT\" target=\"_blank\" class=\"\">SPCX 20261106 157.5 PUT</a></p><p>A premium-collection spread strategy with a $6.00 million net credit was the other displayed block, consisting of a short 140.00 put and a short 140.00 call expiring on 2026-12-18. With both legs sold at the same strike, this is effectively a short straddle-type position, not a synthetic structure, and the trade size should be read as the provided $6.00 million net credit. Given the stock reference price of $123.62, the 140.00 put is in the money while the 140.00 call is out of the money, and the trade reflects a premium-harvesting stance that benefits if realized volatility stays contained, though it also leaves the seller exposed to large directional moves away from the strike.</p><p><a href=\"https://ttm.financial/OPT/SPCX%2020261218%20140.0%20PUT\" title=\"SPCX 20261218 140.0 PUT\" target=\"_blank\" class=\"\">SPCX 20261218 140.0 PUT</a></p><p><a href=\"https://ttm.financial/OPT/SPCX%2020261218%20140.0%20CALL\" title=\"SPCX 20261218 140.0 CALL\" target=\"_blank\" class=\"\">SPCX 20261218 140.0 CALL</a></p><p style=\"text-align: left;\">&gt;&gt;&gt;<a href=\"https://www.itiger.com/sg/marketing/SG-options-new-client?ttm\" title=\"Don’t Let Fees Quietly Eat Into Your Returns — Get up to SGD 200 in Options Rewards!\" target=\"_blank\" class=\"\">Don’t Let Fees Quietly Eat Into Your Returns — Get up to SGD 200 in Options Rewards!</a></p></body></html>\n\n</article>\n</div>\n</body>\n</html>\n","type":0,"thumbnail":"","relate_stocks":{"NVDD":"1倍做空NVDA ETF-Direxion","TLA":"GraniteShares Autocallable TSLA ETF","TESL":"Simplify Volt TSLA Revolution ETF","DIPS":"做空NVDA期权收益策略ETF-YieldMax","TSLL":"2倍做多TSLA ETF-Direxion","NVDG":"2倍做多NVDA ETF- Leverage Shares","TSLP":"TSLA收益溢价策略ETF-Kurv","NVDL":"2倍做多NVDA ETF-GraniteShares","AAPB":"2倍做多AAPL ETF-GraniteShares","APLY":"AAPL期权收益策略ETF-YieldMax","TSLQ":"2倍做空TSLA ETF-Tradr","NVDQ":"2倍做空NVDA ETF-T-Rex","09366":"南方两倍做空特斯拉-U","07366":"南方两倍做空特斯拉","AAPD":"1倍做空AAPL ETF-Direxion","TSLR":"2倍做多TSLA ETF-GraniteShares","NVDS":"1.5倍做空NVDA ETF-Tradr","CRSH":"做空TSLA 期权收益策略ETF-YieldMax","TSLS":"1倍做空TSLA ETF-Direxion","SPCX":"SPAC and New Issue ETF","NVDU":"2倍做多NVDA ETF-Direxion","NVDO":"2倍上限加速NVDA ETF-Leverage Shares","07388":"南方两倍做空英伟达","TSLT":"2倍做多TSLA ETF-T-Rex","NVDW":"NVDA周配息ETF-Roundhill","TSDD":"2倍做空TSLA ETF-GraniteShares","07766":"南方两倍做多特斯拉","TESC":"Corgi TSLA 2x Daily ETF","AAPU":"2倍做多AAPL ETF-Direxion","TSLW":"TSLA周配息ETF-Roundhill","ANV":"GraniteShares Autocallable NVDA ETF","NVDA":"英伟达","NVDX":"2倍做多NVDA ETF-T-Rex","TSLO":"2倍上限加速TSLA ETF-Leverage Shares","AAPW":"AAPL周配息ETF-Roundhill","TSII":"REX TSLA Growth & Income ETF","TEST":"YieldMax TSLA Performance & Distribution Target 25 ETF","TSLY":"TSLA期权收益策略ETF-YieldMax","09766":"南方两倍做多特斯拉-U","NVDY":"NVDA期权收益策略ETF-YieldMax","07788":"南方两倍做多英伟达","AAPX":"2倍做多Apple ETF-T-Rex","TSL":"1.25倍做多TSLA ETF-GraniteShares","ELOL":"Leverage Shares 100% TSLA and 100% SPCX Daily ETF","TSLZ":"2倍做空TSLA ETF-T-Rex","NVD":"2倍做空NVDA ETF-GraniteShares","NVYY":"GraniteShares YieldBOOST NVDA ETF","AAPY":"AAPL收益溢价策略ETF-Kurv","TSYY":"收益增强TSLA ETF-GraniteShares","TSLA":"特斯拉","NVDB":"ProShares Ultra NVDA ETF","TSLG":"2倍做多TSLA ETF-Leverage Shares","NVII":"Rex NVDA Growth & Income ETF","TSLI":"2倍做多TSLA ETF-ProShares"},"source_url":"","is_english":true,"share_image_url":"https://static.laohu8.com/e9f99090a1c2ed51c021029395664489","article_id":"1113969446","content_text":"Market OverviewThe Nasdaq Composite ended sharply lower on Thursday (November 5), notching its deepest one-day drop in 19 months and confirming it was in a correction, as chipmakers sank on fears of tougher AI regulation after Democrats won ‌control of the US Congress.Regarding the options market, a total volume of 96,268,186 contracts was traded, of which 50% were call options.Top 10 Option VolumesTop 10: NVDA, TSLA, MU, SPCX, INTC, AAPL, AMD, AMZN, IREN, PFETiger Trade APPNVIDIA closed at $181.60, down 9.26%.NVIDIA’s implied volatility is 68.70%, and with an IV percentile of 100.00%, current option volatility sits at the extreme high end of its recent range. That places volatility firmly in an elevated regime, indicating that NVIDIA options are priced expensively relative to their own history. The IV/HV ratio of 2.09 further suggests implied volatility is running well above realized volatility, reinforcing the view that the market is assigning a substantial premium to near-term option pricing.A put spread-style downside combination with a net debit of $105.28 million was the largest displayed trade, built through buying the 340.0 put expiring 2027-12-17 and buying the 225.0 put expiring 2026-11-06. Because the structure contains two long puts, it is best read as a same-direction put combination rather than a hedge financed by short premium, and its size should be measured by the stated net debit of $105.28 million. With NVDA referenced at 181.6, both strikes are in the money, which makes this an aggressive bearish positioning that seeks a substantial downside move while also expressing a volatility-sensitive view through long premium on both legs. Strategically, this is a directional downside bet with significant capital committed, signaling conviction that weakness could extend materially over time.NVDA 20271217 340.0 PUTNVDA 20261106 225.0 PUTA bullish call spread with a net debit of $11.34 million was the second displayed trade, consisting of a purchase of the 200.0 call and a sale of the 215.0 call, both expiring 2026-11-20. This is a classic bull call spread, so the correct size is the stated net debit of $11.34 million rather than the gross leg totals. With the stock at 181.6, both calls were out of the money at execution, showing a defined-risk bullish bet that targets upside into the 200–215 zone while capping maximum gains above the short strike. The bought call provides upside participation, while the sold call helps reduce premium outlay, making the structure a directional but cost-controlled expression of moderate bullish expectations rather than an open-ended chase.NVDA 20261120 200.0 CALLNVDA 20261120 215.0 CALLUnusual Options ActivityTesla closed at $343.69, down 10.77%.Tesla’s implied volatility is 66.35%, and with an IV percentile of 99.20%, current option volatility sits at an extremely elevated level versus its own recent history, indicating that Tesla options are priced expensively. The IV/HV ratio of 1.73 further suggests implied volatility is running well above realized volatility, meaning the options market is embedding a substantial premium for future movement and buyers are paying up for that expectation.A premium-selling put combination worth $72.16 million in net credit was the largest displayed block, consisting of two sold puts: the December 18, 2026 $500.00 put and the November 6, 2026 $410.00 put, both in-the-money against the $343.69 reference stock price. This is a same-direction short put structure rather than a synthetic, and the trade should be read as a volatility-and-range expression that collects substantial premium while taking on downside assignment risk. Because both legs are short puts, the intent appears to be premium harvesting with a mildly bearish-to-neutral tone in the context of large downside exposure, especially since both strikes sit above spot and therefore carry meaningful intrinsic risk if TSLA remains weak.TSLA 20261218 500.0 PUTTSLA 20261106 410.0 PUTA net-debit CALL+PUT combination worth $6.93 million paired a long April 16, 2027 $360.00 call with a long April 16, 2027 $300.00 put, with both legs out-of-the-money at the current $343.69 stock reference. This is neither a synthetic call nor a synthetic put because both legs were bought; instead, it reflects a long-volatility directional-uncertainty stance, effectively positioning for a large move in either direction over a longer horizon. The out-of-the-money call leaves room for upside participation while the out-of-the-money put protects or speculates on a meaningful decline, so the strategic message is that the buyer is paying premium for convex exposure rather than expressing a simple one-way bullish or bearish view.TSLA 20270416 360.0 CALLTSLA 20270416 300.0 PUTSpaceX closed at $123.62, down 9.05%.SpaceX has an implied volatility of 76.39%, and with its IV percentile at 81.99%, current volatility sits in an elevated range, indicating that options are priced expensively versus their own recent history. The IV/HV ratio of 1.31 further suggests implied volatility is running above realized volatility, showing the market is building in a meaningful premium for forward uncertainty.A bearish put-buying combination worth $15.76 million was the largest displayed trade, structured as a same-direction double-long put position expiring on 2026-11-06. The trader bought the 160.00 put and the 157.50 put, both in the money versus the $123.62 reference stock price, for a net debit of $15.76 million. As a put spread-style downside expression made up of two bought puts rather than a premium-selling structure, this trade signals an aggressive directional bearish view and a willingness to pay substantial premium for downside exposure and potentially large volatility-driven gains.SPCX 20261106 160.0 PUTSPCX 20261106 157.5 PUTA premium-collection spread strategy with a $6.00 million net credit was the other displayed block, consisting of a short 140.00 put and a short 140.00 call expiring on 2026-12-18. With both legs sold at the same strike, this is effectively a short straddle-type position, not a synthetic structure, and the trade size should be read as the provided $6.00 million net credit. Given the stock reference price of $123.62, the 140.00 put is in the money while the 140.00 call is out of the money, and the trade reflects a premium-harvesting stance that benefits if realized volatility stays contained, though it also leaves the seller exposed to large directional moves away from the strike.SPCX 20261218 140.0 PUTSPCX 20261218 140.0 CALL>>>Don’t Let Fees Quietly Eat Into Your Returns — Get up to SGD 200 in Options Rewards!","news_type":1,"symbols_score_info":{"NVDO":0.6,"09766":0.6,"NVDL":0.6,"NVDQ":0.6,"AAPW":0.6,"NVDX":0.6,"NVYY":0.6,"TESC":0.6,"07366":0.6,"NVDD":0.6,"TSLS":0.6,"TSLR":0.6,"TSLZ":0.6,"NVDB":0.6,"TSLO":0.6,"AAPY":0.6,"TSLI":0.6,"AAPX":0.6,"TSYY":0.6,"AAPB":0.6,"NVDW":0.6,"TSDD":0.6,"09366":0.6,"NVII":0.6,"AAPU":0.6,"TLA":0.6,"TSLP":0.6,"NVDY":0.6,"TESL":0.6,"NVDU":0.6,"SPCX":2,"AAPD":0.6,"TSLW":0.6,"NVDS":0.6,"TSLY":0.6,"07788":0.6,"APLY":0.6,"CRSH":0.6,"TSL":0.6,"TSII":0.6,"07766":0.6,"TEST":0.6,"TSLL":0.6,"ANV":0.6,"NVDA":2,"TSLT":0.6,"ELOL":0.6,"NVD":0.6,"TSLA":2,"NVDG":0.6,"07388":0.6,"TSLG":0.6,"DIPS":0.6,"TSLQ":0.6}},"isVote":1,"tweetType":1,"viewCount":1,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"EN","totalScore":0},{"id":627287051179032,"gmtCreate":1794173763712,"gmtModify":1794184332795,"author":{"id":"4188603755766902","authorId":"4188603755766902","name":"Oob","avatar":"https://community-static.tradeup.com/news/default-avatar.jpg","crmLevel":11,"crmLevelSwitch":0,"followedFlag":false,"idStr":"4188603755766902","authorIdStr":"4188603755766902"},"themes":[],"title":"","htmlText":"SMH put options moves&nbsp;","listText":"SMH put options moves&nbsp;","text":"SMH put options moves","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":1,"commentSize":0,"repostSize":0,"link":"https://ttm.financial/post/627287051179032","repostId":"1113969446","repostType":4,"repost":{"id":"1113969446","kind":"news","weMediaInfo":{"introduction":"Follow us to obtain daily option activities","home_visible":1,"media_name":"Option Movers","id":"1061805220","head_image":"https://tradebrains.in/wp-content/uploads/2020/01/Option-Trading-101-Call-Put-Options-cover.jpg"},"pubTimestamp":1793942700,"share":"https://ttm.financial/m/news/1113969446?lang=en_US&edition=fundamental","pubTime":"2026-11-06 13:25","market":"us","language":"en","title":"Option Movers | Nvidia and SpaceX Put Buying Signals Aggressive Bearish Bets Amid Differing Options Strategies","url":"https://stock-news.laohu8.com/highlight/detail?id=1113969446","media":"Option Movers","summary":"Market OverviewThe Nasdaq Composite ended sharply lower on Thursday (November 5), notching its deepest one-day drop in 19 months and confirming it was in a correction, as chipmakers sank on fears of...","content":"<html><head></head><body><h2 id=\"id_3223463651\" style=\"text-align: left;\">Market Overview</h2><p>The Nasdaq Composite ended sharply lower on Thursday (November 5), notching its deepest one-day drop in 19 months and confirming it was in a correction, as chipmakers sank on fears of tougher AI regulation after Democrats won ‌control of the US Congress.</p><p style=\"text-align: left;\">Regarding the options market, a total volume of 96,268,186 contracts was traded, of which 50% were call options.</p><h2 id=\"id_1149123889\" style=\"text-align: left;\">Top 10 Option Volumes</h2><p style=\"text-align: left;\"><strong>Top 10:</strong> <a href=\"https://laohu8.com/S/NVDA\">NVDA</a>, <a href=\"https://laohu8.com/S/TSLA\">TSLA</a>, <a href=\"https://laohu8.com/S/MU\">MU</a>, <a href=\"https://laohu8.com/S/SPCX\">SPCX</a>, <a href=\"https://laohu8.com/S/INTC\">INTC</a>, <a href=\"https://laohu8.com/S/AAPL\">AAPL</a>, <a href=\"https://laohu8.com/S/AMD\">AMD</a>, <a href=\"https://laohu8.com/S/AMZN\">AMZN</a>, <a href=\"https://laohu8.com/S/IREN\">IREN</a>, <a href=\"https://laohu8.com/S/PFE\">PFE</a></p><p class=\"t-img-caption\"><img src=\"https://community-static.tradeup.com/news/20159371eba54d9caef27ecf9cb6cd00\" title=\"Tiger Trade APP\" tg-width=\"1279\" tg-height=\"2268\"/><span>Tiger Trade APP</span></p><p style=\"text-align: left;\"><strong><a href=\"https://laohu8.com/S/NVDA\">NVIDIA</a> closed at $181.60, down 9.26%.</strong></p><p>NVIDIA’s implied volatility is 68.70%, and with an IV percentile of 100.00%, current option volatility sits at the extreme high end of its recent range. That places volatility firmly in an elevated regime, indicating that NVIDIA options are priced expensively relative to their own history. The IV/HV ratio of 2.09 further suggests implied volatility is running well above realized volatility, reinforcing the view that the market is assigning a substantial premium to near-term option pricing.</p><p>A put spread-style downside combination with a net debit of $105.28 million was the largest displayed trade, built through buying the 340.0 put expiring 2027-12-17 and buying the 225.0 put expiring 2026-11-06. Because the structure contains two long puts, it is best read as a same-direction put combination rather than a hedge financed by short premium, and its size should be measured by the stated net debit of $105.28 million. With NVDA referenced at 181.6, both strikes are in the money, which makes this an aggressive bearish positioning that seeks a substantial downside move while also expressing a volatility-sensitive view through long premium on both legs. Strategically, this is a directional downside bet with significant capital committed, signaling conviction that weakness could extend materially over time.</p><p><a href=\"https://ttm.financial/OPT/NVDA%2020271217%20340.0%20PUT\" title=\"NVDA 20271217 340.0 PUT\" target=\"_blank\" class=\"\">NVDA 20271217 340.0 PUT</a></p><p><a href=\"https://ttm.financial/OPT/NVDA%2020261106%20225.0%20PUT\" title=\"NVDA 20261106 225.0 PUT\" target=\"_blank\" class=\"\">NVDA 20261106 225.0 PUT</a></p><p>A bullish call spread with a net debit of $11.34 million was the second displayed trade, consisting of a purchase of the 200.0 call and a sale of the 215.0 call, both expiring 2026-11-20. This is a classic bull call spread, so the correct size is the stated net debit of $11.34 million rather than the gross leg totals. With the stock at 181.6, both calls were out of the money at execution, showing a defined-risk bullish bet that targets upside into the 200–215 zone while capping maximum gains above the short strike. The bought call provides upside participation, while the sold call helps reduce premium outlay, making the structure a directional but cost-controlled expression of moderate bullish expectations rather than an open-ended chase.</p><p><a href=\"https://ttm.financial/OPT/NVDA%2020261120%20200.0%20CALL\" title=\"NVDA 20261120 200.0 CALL\" target=\"_blank\" class=\"\">NVDA 20261120 200.0 CALL</a></p><p><a href=\"https://ttm.financial/OPT/NVDA%2020261120%20215.0%20CALL\" title=\"NVDA 20261120 215.0 CALL\" target=\"_blank\" class=\"\">NVDA 20261120 215.0 CALL</a></p><h2 id=\"id_4171231515\" style=\"text-align: left;\">Unusual Options Activity</h2><p style=\"text-align: left;\"><strong><a href=\"https://laohu8.com/S/TSLA\">Tesla</a></strong> <strong>closed at $343.69, down 10.77%.</strong></p><p>Tesla’s implied volatility is 66.35%, and with an IV percentile of 99.20%, current option volatility sits at an extremely elevated level versus its own recent history, indicating that Tesla options are priced expensively. The IV/HV ratio of 1.73 further suggests implied volatility is running well above realized volatility, meaning the options market is embedding a substantial premium for future movement and buyers are paying up for that expectation.</p><p>A premium-selling put combination worth $72.16 million in net credit was the largest displayed block, consisting of two sold puts: the December 18, 2026 $500.00 put and the November 6, 2026 $410.00 put, both in-the-money against the $343.69 reference stock price. This is a same-direction short put structure rather than a synthetic, and the trade should be read as a volatility-and-range expression that collects substantial premium while taking on downside assignment risk. Because both legs are short puts, the intent appears to be premium harvesting with a mildly bearish-to-neutral tone in the context of large downside exposure, especially since both strikes sit above spot and therefore carry meaningful intrinsic risk if TSLA remains weak.</p><p><a href=\"https://ttm.financial/OPT/NVDA%2020261218%20500.0%20PUT\" title=\"TSLA 20261218 500.0 PUT\" target=\"_blank\" class=\"\">TSLA 20261218 500.0 PUT</a></p><p><a href=\"https://ttm.financial/OPT/TSLA%2020261106%20410.0%20PUT\" title=\"TSLA 20261106 410.0 PUT\" target=\"_blank\" class=\"\">TSLA 20261106 410.0 PUT</a></p><p>A net-debit CALL+PUT combination worth $6.93 million paired a long April 16, 2027 $360.00 call with a long April 16, 2027 $300.00 put, with both legs out-of-the-money at the current $343.69 stock reference. This is neither a synthetic call nor a synthetic put because both legs were bought; instead, it reflects a long-volatility directional-uncertainty stance, effectively positioning for a large move in either direction over a longer horizon. The out-of-the-money call leaves room for upside participation while the out-of-the-money put protects or speculates on a meaningful decline, so the strategic message is that the buyer is paying premium for convex exposure rather than expressing a simple one-way bullish or bearish view.</p><p><a href=\"https://ttm.financial/OPT/TSLA%2020270416%20360.0%20CALL\" title=\"TSLA 20270416 360.0 CALL\" target=\"_blank\" class=\"\">TSLA 20270416 360.0 CALL</a></p><p><a href=\"https://ttm.financial/OPT/TSLA%2020270416%20300.0%20PUT\" title=\"TSLA 20270416 300.0 PUT\" target=\"_blank\" class=\"\">TSLA 20270416 300.0 PUT</a></p><p><strong><a href=\"https://laohu8.com/S/SPCX\">SpaceX</a></strong> <strong>closed at $123.62, down 9.05%.</strong></p><p>SpaceX has an implied volatility of 76.39%, and with its IV percentile at 81.99%, current volatility sits in an elevated range, indicating that options are priced expensively versus their own recent history. The IV/HV ratio of 1.31 further suggests implied volatility is running above realized volatility, showing the market is building in a meaningful premium for forward uncertainty.</p><p>A bearish put-buying combination worth $15.76 million was the largest displayed trade, structured as a same-direction double-long put position expiring on 2026-11-06. The trader bought the 160.00 put and the 157.50 put, both in the money versus the $123.62 reference stock price, for a net debit of $15.76 million. As a put spread-style downside expression made up of two bought puts rather than a premium-selling structure, this trade signals an aggressive directional bearish view and a willingness to pay substantial premium for downside exposure and potentially large volatility-driven gains.</p><p><a href=\"https://ttm.financial/OPT/SPCX%2020261106%20160.0%20PUT\" title=\"SPCX 20261106 160.0 PUT\" target=\"_blank\" class=\"\">SPCX 20261106 160.0 PUT</a></p><p><a href=\"https://ttm.financial/OPT/SPCX%2020261106%20157.5%20PUT\" title=\"SPCX 20261106 157.5 PUT\" target=\"_blank\" class=\"\">SPCX 20261106 157.5 PUT</a></p><p>A premium-collection spread strategy with a $6.00 million net credit was the other displayed block, consisting of a short 140.00 put and a short 140.00 call expiring on 2026-12-18. With both legs sold at the same strike, this is effectively a short straddle-type position, not a synthetic structure, and the trade size should be read as the provided $6.00 million net credit. Given the stock reference price of $123.62, the 140.00 put is in the money while the 140.00 call is out of the money, and the trade reflects a premium-harvesting stance that benefits if realized volatility stays contained, though it also leaves the seller exposed to large directional moves away from the strike.</p><p><a href=\"https://ttm.financial/OPT/SPCX%2020261218%20140.0%20PUT\" title=\"SPCX 20261218 140.0 PUT\" target=\"_blank\" class=\"\">SPCX 20261218 140.0 PUT</a></p><p><a href=\"https://ttm.financial/OPT/SPCX%2020261218%20140.0%20CALL\" title=\"SPCX 20261218 140.0 CALL\" target=\"_blank\" class=\"\">SPCX 20261218 140.0 CALL</a></p><p style=\"text-align: left;\">&gt;&gt;&gt;<a href=\"https://www.itiger.com/sg/marketing/SG-options-new-client?ttm\" title=\"Don’t Let Fees Quietly Eat Into Your Returns — Get up to SGD 200 in Options Rewards!\" target=\"_blank\" class=\"\">Don’t Let Fees Quietly Eat Into Your Returns — Get up to SGD 200 in Options Rewards!</a></p></body></html>","collect":0,"html":"<!DOCTYPE html>\n<html>\n<head>\n<meta http-equiv=\"Content-Type\" content=\"text/html; charset=utf-8\" />\n<meta name=\"viewport\" content=\"width=device-width,initial-scale=1.0,minimum-scale=1.0,maximum-scale=1.0,user-scalable=no\"/>\n<meta name=\"format-detection\" content=\"telephone=no,email=no,address=no\" />\n<title>Option Movers | Nvidia and SpaceX Put Buying Signals Aggressive Bearish Bets Amid Differing Options Strategies</title>\n<style type=\"text/css\">\na,abbr,acronym,address,applet,article,aside,audio,b,big,blockquote,body,canvas,caption,center,cite,code,dd,del,details,dfn,div,dl,dt,\nem,embed,fieldset,figcaption,figure,footer,form,h1,h2,h3,h4,h5,h6,header,hgroup,html,i,iframe,img,ins,kbd,label,legend,li,mark,menu,nav,\nobject,ol,output,p,pre,q,ruby,s,samp,section,small,span,strike,strong,sub,summary,sup,table,tbody,td,tfoot,th,thead,time,tr,tt,u,ul,var,video{ font:inherit;margin:0;padding:0;vertical-align:baseline;border:0 }\nbody{ font-size:16px; line-height:1.5; color:#999; background:transparent; }\n.wrapper{ overflow:hidden;word-break:break-all;padding:10px; 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color:#2a4b87;}\n.meta .head { display: inline-block; overflow: hidden}\n.head .h-thumb { width: 30px; height: 30px; margin: 0; padding: 0; border-radius: 50%; float: left;}\n.head .h-content { margin: 0; padding: 0 0 0 9px; float: left;}\n.head .h-name {font-size: 13px; color: #eee; margin: 0;}\n.head .h-time {font-size: 11px; color: #7E829C; margin: 0;line-height: 11px;}\n.small {font-size: 12.5px; display: inline-block; transform: scale(0.9); -webkit-transform: scale(0.9); transform-origin: left; -webkit-transform-origin: left;}\n.smaller {font-size: 12.5px; display: inline-block; transform: scale(0.8); -webkit-transform: scale(0.8); transform-origin: left; -webkit-transform-origin: left;}\n.bt-text {font-size: 12px;margin: 1.5em 0 0 0}\n.bt-text p {margin: 0}\n</style>\n</head>\n<body>\n<div class=\"wrapper\">\n<header>\n<h2 class=\"title\">\nOption Movers | Nvidia and SpaceX Put Buying Signals Aggressive Bearish Bets Amid Differing Options Strategies\n</h2>\n\n<h4 class=\"meta\">\n\n\n<a class=\"head\" href=\"https://laohu8.com/wemedia/1061805220\">\n\n\n<div class=\"h-thumb\" style=\"background-image:url(https://tradebrains.in/wp-content/uploads/2020/01/Option-Trading-101-Call-Put-Options-cover.jpg);background-size:cover;\"></div>\n\n<div class=\"h-content\">\n<p class=\"h-name\">Option Movers </p>\n<p class=\"h-time\">2026-11-06 13:25</p>\n</div>\n\n</a>\n\n\n</h4>\n\n</header>\n<article>\n<html><head></head><body><h2 id=\"id_3223463651\" style=\"text-align: left;\">Market Overview</h2><p>The Nasdaq Composite ended sharply lower on Thursday (November 5), notching its deepest one-day drop in 19 months and confirming it was in a correction, as chipmakers sank on fears of tougher AI regulation after Democrats won ‌control of the US Congress.</p><p style=\"text-align: left;\">Regarding the options market, a total volume of 96,268,186 contracts was traded, of which 50% were call options.</p><h2 id=\"id_1149123889\" style=\"text-align: left;\">Top 10 Option Volumes</h2><p style=\"text-align: left;\"><strong>Top 10:</strong> <a href=\"https://laohu8.com/S/NVDA\">NVDA</a>, <a href=\"https://laohu8.com/S/TSLA\">TSLA</a>, <a href=\"https://laohu8.com/S/MU\">MU</a>, <a href=\"https://laohu8.com/S/SPCX\">SPCX</a>, <a href=\"https://laohu8.com/S/INTC\">INTC</a>, <a href=\"https://laohu8.com/S/AAPL\">AAPL</a>, <a href=\"https://laohu8.com/S/AMD\">AMD</a>, <a href=\"https://laohu8.com/S/AMZN\">AMZN</a>, <a href=\"https://laohu8.com/S/IREN\">IREN</a>, <a href=\"https://laohu8.com/S/PFE\">PFE</a></p><p class=\"t-img-caption\"><img src=\"https://community-static.tradeup.com/news/20159371eba54d9caef27ecf9cb6cd00\" title=\"Tiger Trade APP\" tg-width=\"1279\" tg-height=\"2268\"/><span>Tiger Trade APP</span></p><p style=\"text-align: left;\"><strong><a href=\"https://laohu8.com/S/NVDA\">NVIDIA</a> closed at $181.60, down 9.26%.</strong></p><p>NVIDIA’s implied volatility is 68.70%, and with an IV percentile of 100.00%, current option volatility sits at the extreme high end of its recent range. That places volatility firmly in an elevated regime, indicating that NVIDIA options are priced expensively relative to their own history. The IV/HV ratio of 2.09 further suggests implied volatility is running well above realized volatility, reinforcing the view that the market is assigning a substantial premium to near-term option pricing.</p><p>A put spread-style downside combination with a net debit of $105.28 million was the largest displayed trade, built through buying the 340.0 put expiring 2027-12-17 and buying the 225.0 put expiring 2026-11-06. Because the structure contains two long puts, it is best read as a same-direction put combination rather than a hedge financed by short premium, and its size should be measured by the stated net debit of $105.28 million. With NVDA referenced at 181.6, both strikes are in the money, which makes this an aggressive bearish positioning that seeks a substantial downside move while also expressing a volatility-sensitive view through long premium on both legs. Strategically, this is a directional downside bet with significant capital committed, signaling conviction that weakness could extend materially over time.</p><p><a href=\"https://ttm.financial/OPT/NVDA%2020271217%20340.0%20PUT\" title=\"NVDA 20271217 340.0 PUT\" target=\"_blank\" class=\"\">NVDA 20271217 340.0 PUT</a></p><p><a href=\"https://ttm.financial/OPT/NVDA%2020261106%20225.0%20PUT\" title=\"NVDA 20261106 225.0 PUT\" target=\"_blank\" class=\"\">NVDA 20261106 225.0 PUT</a></p><p>A bullish call spread with a net debit of $11.34 million was the second displayed trade, consisting of a purchase of the 200.0 call and a sale of the 215.0 call, both expiring 2026-11-20. This is a classic bull call spread, so the correct size is the stated net debit of $11.34 million rather than the gross leg totals. With the stock at 181.6, both calls were out of the money at execution, showing a defined-risk bullish bet that targets upside into the 200–215 zone while capping maximum gains above the short strike. The bought call provides upside participation, while the sold call helps reduce premium outlay, making the structure a directional but cost-controlled expression of moderate bullish expectations rather than an open-ended chase.</p><p><a href=\"https://ttm.financial/OPT/NVDA%2020261120%20200.0%20CALL\" title=\"NVDA 20261120 200.0 CALL\" target=\"_blank\" class=\"\">NVDA 20261120 200.0 CALL</a></p><p><a href=\"https://ttm.financial/OPT/NVDA%2020261120%20215.0%20CALL\" title=\"NVDA 20261120 215.0 CALL\" target=\"_blank\" class=\"\">NVDA 20261120 215.0 CALL</a></p><h2 id=\"id_4171231515\" style=\"text-align: left;\">Unusual Options Activity</h2><p style=\"text-align: left;\"><strong><a href=\"https://laohu8.com/S/TSLA\">Tesla</a></strong> <strong>closed at $343.69, down 10.77%.</strong></p><p>Tesla’s implied volatility is 66.35%, and with an IV percentile of 99.20%, current option volatility sits at an extremely elevated level versus its own recent history, indicating that Tesla options are priced expensively. The IV/HV ratio of 1.73 further suggests implied volatility is running well above realized volatility, meaning the options market is embedding a substantial premium for future movement and buyers are paying up for that expectation.</p><p>A premium-selling put combination worth $72.16 million in net credit was the largest displayed block, consisting of two sold puts: the December 18, 2026 $500.00 put and the November 6, 2026 $410.00 put, both in-the-money against the $343.69 reference stock price. This is a same-direction short put structure rather than a synthetic, and the trade should be read as a volatility-and-range expression that collects substantial premium while taking on downside assignment risk. Because both legs are short puts, the intent appears to be premium harvesting with a mildly bearish-to-neutral tone in the context of large downside exposure, especially since both strikes sit above spot and therefore carry meaningful intrinsic risk if TSLA remains weak.</p><p><a href=\"https://ttm.financial/OPT/NVDA%2020261218%20500.0%20PUT\" title=\"TSLA 20261218 500.0 PUT\" target=\"_blank\" class=\"\">TSLA 20261218 500.0 PUT</a></p><p><a href=\"https://ttm.financial/OPT/TSLA%2020261106%20410.0%20PUT\" title=\"TSLA 20261106 410.0 PUT\" target=\"_blank\" class=\"\">TSLA 20261106 410.0 PUT</a></p><p>A net-debit CALL+PUT combination worth $6.93 million paired a long April 16, 2027 $360.00 call with a long April 16, 2027 $300.00 put, with both legs out-of-the-money at the current $343.69 stock reference. This is neither a synthetic call nor a synthetic put because both legs were bought; instead, it reflects a long-volatility directional-uncertainty stance, effectively positioning for a large move in either direction over a longer horizon. The out-of-the-money call leaves room for upside participation while the out-of-the-money put protects or speculates on a meaningful decline, so the strategic message is that the buyer is paying premium for convex exposure rather than expressing a simple one-way bullish or bearish view.</p><p><a href=\"https://ttm.financial/OPT/TSLA%2020270416%20360.0%20CALL\" title=\"TSLA 20270416 360.0 CALL\" target=\"_blank\" class=\"\">TSLA 20270416 360.0 CALL</a></p><p><a href=\"https://ttm.financial/OPT/TSLA%2020270416%20300.0%20PUT\" title=\"TSLA 20270416 300.0 PUT\" target=\"_blank\" class=\"\">TSLA 20270416 300.0 PUT</a></p><p><strong><a href=\"https://laohu8.com/S/SPCX\">SpaceX</a></strong> <strong>closed at $123.62, down 9.05%.</strong></p><p>SpaceX has an implied volatility of 76.39%, and with its IV percentile at 81.99%, current volatility sits in an elevated range, indicating that options are priced expensively versus their own recent history. The IV/HV ratio of 1.31 further suggests implied volatility is running above realized volatility, showing the market is building in a meaningful premium for forward uncertainty.</p><p>A bearish put-buying combination worth $15.76 million was the largest displayed trade, structured as a same-direction double-long put position expiring on 2026-11-06. The trader bought the 160.00 put and the 157.50 put, both in the money versus the $123.62 reference stock price, for a net debit of $15.76 million. As a put spread-style downside expression made up of two bought puts rather than a premium-selling structure, this trade signals an aggressive directional bearish view and a willingness to pay substantial premium for downside exposure and potentially large volatility-driven gains.</p><p><a href=\"https://ttm.financial/OPT/SPCX%2020261106%20160.0%20PUT\" title=\"SPCX 20261106 160.0 PUT\" target=\"_blank\" class=\"\">SPCX 20261106 160.0 PUT</a></p><p><a href=\"https://ttm.financial/OPT/SPCX%2020261106%20157.5%20PUT\" title=\"SPCX 20261106 157.5 PUT\" target=\"_blank\" class=\"\">SPCX 20261106 157.5 PUT</a></p><p>A premium-collection spread strategy with a $6.00 million net credit was the other displayed block, consisting of a short 140.00 put and a short 140.00 call expiring on 2026-12-18. With both legs sold at the same strike, this is effectively a short straddle-type position, not a synthetic structure, and the trade size should be read as the provided $6.00 million net credit. Given the stock reference price of $123.62, the 140.00 put is in the money while the 140.00 call is out of the money, and the trade reflects a premium-harvesting stance that benefits if realized volatility stays contained, though it also leaves the seller exposed to large directional moves away from the strike.</p><p><a href=\"https://ttm.financial/OPT/SPCX%2020261218%20140.0%20PUT\" title=\"SPCX 20261218 140.0 PUT\" target=\"_blank\" class=\"\">SPCX 20261218 140.0 PUT</a></p><p><a href=\"https://ttm.financial/OPT/SPCX%2020261218%20140.0%20CALL\" title=\"SPCX 20261218 140.0 CALL\" target=\"_blank\" class=\"\">SPCX 20261218 140.0 CALL</a></p><p style=\"text-align: left;\">&gt;&gt;&gt;<a href=\"https://www.itiger.com/sg/marketing/SG-options-new-client?ttm\" title=\"Don’t Let Fees Quietly Eat Into Your Returns — Get up to SGD 200 in Options Rewards!\" target=\"_blank\" class=\"\">Don’t Let Fees Quietly Eat Into Your Returns — Get up to SGD 200 in Options Rewards!</a></p></body></html>\n\n</article>\n</div>\n</body>\n</html>\n","type":0,"thumbnail":"","relate_stocks":{"NVDD":"1倍做空NVDA ETF-Direxion","TLA":"GraniteShares Autocallable TSLA ETF","TESL":"Simplify Volt TSLA Revolution ETF","DIPS":"做空NVDA期权收益策略ETF-YieldMax","TSLL":"2倍做多TSLA ETF-Direxion","NVDG":"2倍做多NVDA ETF- Leverage Shares","TSLP":"TSLA收益溢价策略ETF-Kurv","NVDL":"2倍做多NVDA ETF-GraniteShares","AAPB":"2倍做多AAPL ETF-GraniteShares","APLY":"AAPL期权收益策略ETF-YieldMax","TSLQ":"2倍做空TSLA ETF-Tradr","NVDQ":"2倍做空NVDA ETF-T-Rex","09366":"南方两倍做空特斯拉-U","07366":"南方两倍做空特斯拉","AAPD":"1倍做空AAPL ETF-Direxion","TSLR":"2倍做多TSLA ETF-GraniteShares","NVDS":"1.5倍做空NVDA ETF-Tradr","CRSH":"做空TSLA 期权收益策略ETF-YieldMax","TSLS":"1倍做空TSLA ETF-Direxion","SPCX":"SPAC and New Issue ETF","NVDU":"2倍做多NVDA ETF-Direxion","NVDO":"2倍上限加速NVDA ETF-Leverage Shares","07388":"南方两倍做空英伟达","TSLT":"2倍做多TSLA ETF-T-Rex","NVDW":"NVDA周配息ETF-Roundhill","TSDD":"2倍做空TSLA ETF-GraniteShares","07766":"南方两倍做多特斯拉","TESC":"Corgi TSLA 2x Daily ETF","AAPU":"2倍做多AAPL ETF-Direxion","TSLW":"TSLA周配息ETF-Roundhill","ANV":"GraniteShares Autocallable NVDA ETF","NVDA":"英伟达","NVDX":"2倍做多NVDA ETF-T-Rex","TSLO":"2倍上限加速TSLA ETF-Leverage Shares","AAPW":"AAPL周配息ETF-Roundhill","TSII":"REX TSLA Growth & Income ETF","TEST":"YieldMax TSLA Performance & Distribution Target 25 ETF","TSLY":"TSLA期权收益策略ETF-YieldMax","09766":"南方两倍做多特斯拉-U","NVDY":"NVDA期权收益策略ETF-YieldMax","07788":"南方两倍做多英伟达","AAPX":"2倍做多Apple ETF-T-Rex","TSL":"1.25倍做多TSLA ETF-GraniteShares","ELOL":"Leverage Shares 100% TSLA and 100% SPCX Daily ETF","TSLZ":"2倍做空TSLA ETF-T-Rex","NVD":"2倍做空NVDA ETF-GraniteShares","NVYY":"GraniteShares YieldBOOST NVDA ETF","AAPY":"AAPL收益溢价策略ETF-Kurv","TSYY":"收益增强TSLA ETF-GraniteShares","TSLA":"特斯拉","NVDB":"ProShares Ultra NVDA ETF","TSLG":"2倍做多TSLA ETF-Leverage Shares","NVII":"Rex NVDA Growth & Income ETF","TSLI":"2倍做多TSLA ETF-ProShares"},"source_url":"","is_english":true,"share_image_url":"https://static.laohu8.com/e9f99090a1c2ed51c021029395664489","article_id":"1113969446","content_text":"Market OverviewThe Nasdaq Composite ended sharply lower on Thursday (November 5), notching its deepest one-day drop in 19 months and confirming it was in a correction, as chipmakers sank on fears of tougher AI regulation after Democrats won ‌control of the US Congress.Regarding the options market, a total volume of 96,268,186 contracts was traded, of which 50% were call options.Top 10 Option VolumesTop 10: NVDA, TSLA, MU, SPCX, INTC, AAPL, AMD, AMZN, IREN, PFETiger Trade APPNVIDIA closed at $181.60, down 9.26%.NVIDIA’s implied volatility is 68.70%, and with an IV percentile of 100.00%, current option volatility sits at the extreme high end of its recent range. That places volatility firmly in an elevated regime, indicating that NVIDIA options are priced expensively relative to their own history. The IV/HV ratio of 2.09 further suggests implied volatility is running well above realized volatility, reinforcing the view that the market is assigning a substantial premium to near-term option pricing.A put spread-style downside combination with a net debit of $105.28 million was the largest displayed trade, built through buying the 340.0 put expiring 2027-12-17 and buying the 225.0 put expiring 2026-11-06. Because the structure contains two long puts, it is best read as a same-direction put combination rather than a hedge financed by short premium, and its size should be measured by the stated net debit of $105.28 million. With NVDA referenced at 181.6, both strikes are in the money, which makes this an aggressive bearish positioning that seeks a substantial downside move while also expressing a volatility-sensitive view through long premium on both legs. Strategically, this is a directional downside bet with significant capital committed, signaling conviction that weakness could extend materially over time.NVDA 20271217 340.0 PUTNVDA 20261106 225.0 PUTA bullish call spread with a net debit of $11.34 million was the second displayed trade, consisting of a purchase of the 200.0 call and a sale of the 215.0 call, both expiring 2026-11-20. This is a classic bull call spread, so the correct size is the stated net debit of $11.34 million rather than the gross leg totals. With the stock at 181.6, both calls were out of the money at execution, showing a defined-risk bullish bet that targets upside into the 200–215 zone while capping maximum gains above the short strike. The bought call provides upside participation, while the sold call helps reduce premium outlay, making the structure a directional but cost-controlled expression of moderate bullish expectations rather than an open-ended chase.NVDA 20261120 200.0 CALLNVDA 20261120 215.0 CALLUnusual Options ActivityTesla closed at $343.69, down 10.77%.Tesla’s implied volatility is 66.35%, and with an IV percentile of 99.20%, current option volatility sits at an extremely elevated level versus its own recent history, indicating that Tesla options are priced expensively. The IV/HV ratio of 1.73 further suggests implied volatility is running well above realized volatility, meaning the options market is embedding a substantial premium for future movement and buyers are paying up for that expectation.A premium-selling put combination worth $72.16 million in net credit was the largest displayed block, consisting of two sold puts: the December 18, 2026 $500.00 put and the November 6, 2026 $410.00 put, both in-the-money against the $343.69 reference stock price. This is a same-direction short put structure rather than a synthetic, and the trade should be read as a volatility-and-range expression that collects substantial premium while taking on downside assignment risk. Because both legs are short puts, the intent appears to be premium harvesting with a mildly bearish-to-neutral tone in the context of large downside exposure, especially since both strikes sit above spot and therefore carry meaningful intrinsic risk if TSLA remains weak.TSLA 20261218 500.0 PUTTSLA 20261106 410.0 PUTA net-debit CALL+PUT combination worth $6.93 million paired a long April 16, 2027 $360.00 call with a long April 16, 2027 $300.00 put, with both legs out-of-the-money at the current $343.69 stock reference. This is neither a synthetic call nor a synthetic put because both legs were bought; instead, it reflects a long-volatility directional-uncertainty stance, effectively positioning for a large move in either direction over a longer horizon. The out-of-the-money call leaves room for upside participation while the out-of-the-money put protects or speculates on a meaningful decline, so the strategic message is that the buyer is paying premium for convex exposure rather than expressing a simple one-way bullish or bearish view.TSLA 20270416 360.0 CALLTSLA 20270416 300.0 PUTSpaceX closed at $123.62, down 9.05%.SpaceX has an implied volatility of 76.39%, and with its IV percentile at 81.99%, current volatility sits in an elevated range, indicating that options are priced expensively versus their own recent history. The IV/HV ratio of 1.31 further suggests implied volatility is running above realized volatility, showing the market is building in a meaningful premium for forward uncertainty.A bearish put-buying combination worth $15.76 million was the largest displayed trade, structured as a same-direction double-long put position expiring on 2026-11-06. The trader bought the 160.00 put and the 157.50 put, both in the money versus the $123.62 reference stock price, for a net debit of $15.76 million. As a put spread-style downside expression made up of two bought puts rather than a premium-selling structure, this trade signals an aggressive directional bearish view and a willingness to pay substantial premium for downside exposure and potentially large volatility-driven gains.SPCX 20261106 160.0 PUTSPCX 20261106 157.5 PUTA premium-collection spread strategy with a $6.00 million net credit was the other displayed block, consisting of a short 140.00 put and a short 140.00 call expiring on 2026-12-18. With both legs sold at the same strike, this is effectively a short straddle-type position, not a synthetic structure, and the trade size should be read as the provided $6.00 million net credit. Given the stock reference price of $123.62, the 140.00 put is in the money while the 140.00 call is out of the money, and the trade reflects a premium-harvesting stance that benefits if realized volatility stays contained, though it also leaves the seller exposed to large directional moves away from the strike.SPCX 20261218 140.0 PUTSPCX 20261218 140.0 CALL>>>Don’t Let Fees Quietly Eat Into Your Returns — Get up to SGD 200 in Options Rewards!","news_type":1,"symbols_score_info":{"NVDO":0.6,"09766":0.6,"NVDL":0.6,"NVDQ":0.6,"AAPW":0.6,"NVDX":0.6,"NVYY":0.6,"TESC":0.6,"07366":0.6,"NVDD":0.6,"TSLS":0.6,"TSLR":0.6,"TSLZ":0.6,"NVDB":0.6,"TSLO":0.6,"AAPY":0.6,"TSLI":0.6,"AAPX":0.6,"TSYY":0.6,"AAPB":0.6,"NVDW":0.6,"TSDD":0.6,"09366":0.6,"NVII":0.6,"AAPU":0.6,"TLA":0.6,"TSLP":0.6,"NVDY":0.6,"TESL":0.6,"NVDU":0.6,"SPCX":2,"AAPD":0.6,"TSLW":0.6,"NVDS":0.6,"TSLY":0.6,"07788":0.6,"APLY":0.6,"CRSH":0.6,"TSL":0.6,"TSII":0.6,"07766":0.6,"TEST":0.6,"TSLL":0.6,"ANV":0.6,"NVDA":2,"TSLT":0.6,"ELOL":0.6,"NVD":0.6,"TSLA":2,"NVDG":0.6,"07388":0.6,"TSLG":0.6,"DIPS":0.6,"TSLQ":0.6}},"isVote":1,"tweetType":1,"viewCount":7,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"EN","totalScore":0}],"defaultTab":"following","isTTM":true}