NVDA options trade analysis
Back to Blog
Market Analysis10. February 20265 min read

NVDA $180 Call: +340% in 4 Days

How the DeepSeek anniversary and three catalysts created the perfect trade.

NVDA $180 Call
+340%
Result
+$14.300
Daniel Berg
Daniel Berg·Editor-in-Chief

February 5, 2026 — exactly one year after the DeepSeek crash that wiped $589 billion from NVIDIA's market cap. The stock sat at $172, forming a pivot bottom signal. What followed was a trade that returned +340% in just 4 days.

Asset
NVDA
Option
$180 Call, Feb 21
Entry
$4.20
Exit
$18.50
+$14.300(+340%)
10 Contracts

Important Notice

Market data in this article is real. Trade scenarios are hypothetical examples for educational purposes. Options trading involves significant risk of loss.

The Catalyst

On February 5, 2026 — exactly one year after the DeepSeek crash — NVDA formed a pivot bottom signal at $172. The stock had been under pressure in prior weeks, but three catalytic events converged:

1Goldman Sachs forecast Q4 revenue of $67.3B — $2B above consensus of $65.5B.
2NVIDIA announced shipment of 40,000-80,000 H200 chips to Chinese customers (worth $1.28-$2.56B).
3The Vera Rubin platform gave the company visibility to ~$500B in Blackwell and Rubin revenue through end of 2026.

Technical Analysis

  • Pattern:Bullish engulfing pattern on 4H timeframe at $172 support. Pivot buy signal confirmed on February 5.
  • Levels:Price broke above 50 EMA at $178, then resistance at $185.40 with significant volume spike (+180% vs. 20-day average).
  • Signal:MACD crossover in positive territory confirmed momentum. RSI rose from 38 to 67 without becoming overbought.
NVDAFeb 5, 2026
4H
Support / Pivot Bottom
$172.00
50 EMA
$178.00
Resistance
$185.40
Options Entry
$4.20
Options Exit
$18.50
RSI↑ 38 → 67
MACD↑ Positive Crossover
Volume↑ +180%

Key Takeaway

Anniversaries of major market events create predictable narratives. The DeepSeek crash of January 2025 created a "recovery anniversary" effect — analysts and media drove sentiment. The smart trader positioned at the pivot bottom, not at the top.

Analyze Your Trades Like a Pro — For Free

This NVDA trade could have been analyzed upfront with our free tools. No subscription. No hidden costs.

Payoff Calculator

Visualize profit/loss scenarios before entering the trade.

P/L Simulator

Calculate your exact profit or loss per contract.

IV Calculator

Check IV Rank and the volatility surface.

Start Learning PathLearn the Basics

More Case Studies from February 2026

Market Analysis

SPY Call +307% in 48 Hours

How TACO traders exploited the Greenland panic

Read
Market Analysis

TSLA Earnings +168%

How a Tesla earnings trade worked despite IV crush risk

Read
Market Analysis

SPY Put -89%: The Disaster

Three fatal mistakes that cost $12,650

Read
Basics

Understanding the Greeks

Delta, Gamma, Theta, Vega explained

Read
Advanced

Understanding & Using Volatility

Implied vs. historical volatility

Read

Frequently Asked Questions

The market data (prices, dates, events) is real and verifiable. The specific trade scenarios are hypothetical examples based on this real data to illustrate learning outcomes. Names and amounts have been modified for educational purposes.
Such returns are possible but rare and carry significant risk. Most options expire worthless. Successful traders have strict risk management rules and never risk more than 2-5% of their portfolio per trade.
The most common mistake is ignoring Implied Volatility (IV). Traders buy options when IV is already elevated, pay inflated premiums, and lose money despite correct directional calls due to IV crush.

Glossary: Key Terms

The market's expectation of future price movement priced into the option premium. High IV = expensive options.
Compares current IV to its 52-week range. IV Rank >80% means options are historically expensive.
Measures the option's price change per $1 move in the underlying. Delta 0.50 = option moves ~$0.50 per $1 stock move.
The rate of change of delta. High gamma means delta changes rapidly — critical during fast price moves.
The total number of outstanding option contracts. Rising OI signals new money and conviction — falling OI signals position closing.

Disclaimer

The information on this page is for educational purposes only and does not constitute investment advice. Options trading involves significant risks and is not suitable for all investors.

*Names and amounts modified for privacy. Examples are hypothetical. Past performance is not indicative of future results.*

Sources

Daniel Berg

Author

Daniel Berg

Editor-in-Chief

Options Educator

20++ Years

Daniel Berg is an ordinary guy from a mid-sized German city. He spent over twenty years in sales at a mid-cap machinery company – finance was never his profession, it was his expensive lesson. In 2000 he put his first savings into Deutsche Telekom's "people's share", buying near €100 and watching it fall to €8. He burned more money on the Neuer Markt afterwards. Only in his mid-thirties did he start the boring, patient way – broad ETFs, patience, no hot tips. At BeInOptions, Daniel passes on exactly that lesson: no miracle returns, just plain-spoken education about options, risk and long-term investing. "I don't sell dreams. I explain the tools – and the mistakes I made myself."

Expertise:Long-Term InvestingOptions EducationRisk AwarenessETF PortfoliosBehavioral Finance
Verified Expert
View Profile →