大家看看这个NVDA交易是否可以铺作这个IV hike？

For today, August 25, The? V4 scanner to trade NVDA, but I would not simply take the #1-ranked 8/28–8/31 calendar. That three-day separation is too short for my preferred earnings-calendar structure.

My preferred trade today

With NVDA around your scanner price of $212.10:

NVDA 215 Call Calendar

• SELL Aug 28, 2026 $215 Call
• BUY Sep 25, 2026 $215 Call
• Enter as one calendar spread with a limit order
• Slightly bullish positioning
• Defined risk = net debit paid

This corresponds to your scanner row:

Item	Value
NVDA price	$212.10
Near expiration	Aug 28
Far expiration	Sep 25
Near IV	68.51%
Far IV	40.10%
IV differential	28.41 vol points
Liquidity	Good / 95.1
Gamma risk	Medium
Tier	A
V4 Score	139.97

That is a very attractive volatility differential.

NVIDIA reports after the close tomorrow, Wednesday, August 26. The options market is currently implying roughly a 5.4% earnings move, versus a 7.4% average realized earnings move over the previous 12 quarters.

At $212, 5.4% corresponds roughly to:

$200.6 ← NVDA → $223.5

So a $215 calendar places the maximum-profit area modestly above the current price without requiring a huge bullish move.

Why I prefer 8/28 → 9/25

Your highest-scoring result is actually:

8/28 short / 8/31 long — V4Score 142.42

I would skip it despite the higher score.

The long option expires only three days after the short option. After earnings, both options can experience substantial IV crush, leaving very little time for the long leg to recover if NVDA moves away from the strike.

The Sep 25 expiration gives you 28 extra days while retaining a huge volatility advantage:

Sell 68.5 IV → Buy 40.1 IV

That's much closer to the economic reason I want to own an earnings calendar.

Your Oct 16 calendar is also excellent:

SELL Aug 28 215C / BUY Oct 16 215C

Near IV 68.51% versus far IV 38.21%, with V4Score 140.32. This is actually my more conservative choice if the debit isn't excessive. You get almost seven weeks of remaining time after earnings.