Inclusion Criteria:

        Subject must meet all of the following applicable inclusion criteria to participate in this
        study:

          1. Written informed consent and HIPAA authorization for release of personal health
             information prior to registration. NOTE: HIPAA authorization may be included in the
             informed consent or obtained separately.

          2. Age ≥ 18 years at the time of consent.

          3. ECOG Performance Status of 0-2 within 28 days prior to randomization.

          4. Histological or cytological confirmed squamous or non-squamous non-small cell lung
             cancer.

          5. Measurable disease according to RECIST 1.1 within 28 days prior to randomization.

          6. A subject with prior brain metastasis may be considered if they have completed their
             treatment for brain metastasis at least 4 weeks prior to randomization, have been off
             of corticosteroids for ≥ 2 weeks, and are asymptomatic.

          7. Subjects must have primary resistance to PD-1 or PDL-1 inhibitors; defined as PD after
             3 or fewer treatments with a PD-1 or PDL-1 inhibitor

          8. Subjects must have progressed on or after previous platinum-based chemotherapy.
             Chemotherapy may have previously been given with a PD-1 or PD-L1 inhibitor. Subjects
             must have also progressed on or after receiving any PD-1 or PD-L1 inhibitor (including
             nivolumab) as their most recent therapy.

          9. Most recent PD-1 or PD-L1 inhibitor infusion must be completed at least 6 weeks of
             randomization. The subject must have recovered from all reversible acute toxic effects
             (other than alopecia) to ≤ Grade 1 or baseline.

         10. Demonstrate adequate organ function as defined in the table below. All screening labs
             to be obtained within 28 days prior to randomization.

             White blood cell (WBC) ≥ 2 k/mm3 Absolute Neutrophil Count (ANC) ≥ 1.5 K/mm3
             Hemoglobin (Hgb) ≥ 9 g/dL Platelet >100k Estimated creatinine clearance OR ≥ 40 cc/min
             Serum creatinine ≤ 1.5 x upper limit of normal (ULN) Bilirubin 1.5 ≤ (ULN)2 Aspartate
             aminotransferase (AST) ≤ 1.5 × ULN Alanine aminotransferase (ALT) ≤ 1.5 × ULN
             International Normalized Ratio (INR) or Prothrombin Time (PT) Activated Partial
             Thromboplastin Time (aPTT) ≤ 2 × ULN (Note: use of vitamin K antagonist is not
             allowed)

         11. Women of childbearing potential (WOCBP) must have a negative serum pregnancy test
             within 14 days prior to registration. These women must also have a negative serum or
             urine pregnancy test (minimum sensitivity 25 IU/L or equivalent units of HCG) within
             24 hours prior to the start of Nivolumab then every 6 weeks thereafter. NOTE: Women
             are considered of child bearing potential unless they are surgically sterile (have
             undergone a hysterectomy, bilateral tubal ligation, or bilateral oophorectomy) or are
             post-menopausal. Menopause is defined clinically as 12 months of amenorrhea in a woman
             over 45 in the absence of other biological or physiological causes. In addition, women
             under the age of 62 must have a documented serum follicle stimulating hormone (FSH)
             level less than 40 mIU/mL.

         12. Women of childbearing potential must be willing to abstain from heterosexual activity
             or use an effective method of contraception from the time of informed consent until 5
             months after treatment discontinuation. Women cannot breast feed from the time of
             informed consent to 5 months after last dose of study treatment. See below for
             adequate methods of contraception.

         13. Men who are sexually active with WOCBP must use any contraceptive method with a
             failure rate of less than 1% per year. Men receiving Nivolumab and who are sexually
             active with WOCBP will be instructed to adhere to contraception for a period of 7
             months after the last dose of investigational product. See below for methods of
             contraception.

         14. As determined by the enrolling physician or protocol designee, ability of the subject
             to understand and comply with study procedures for the entire length of the study

        Exclusion Criteria

          1. Prior treatment with the single agent chemotherapy the site investigator chooses to
             use for this protocol (pemetrexed, taxotere or gemcitabine).

          2. Previous autoimmune complication from PD-1 or PD-L1 requiring discontinuation of
             therapy or treatment with steroids (ongoing treatment with more than 10 mg of
             prednisone or steroid equivalent daily, excluding inhaled or topical steroids).

          3. Previous discontinuation from PD-1 or PD-L1 due to an adverse event.

          4. Any serious or uncontrolled medical disorder or active infection that would impair the
             ability of the subject to receive protocol therapy.

          5. Pregnant or breastfeeding (NOTE: breast milk cannot be stored for future use while the
             mother is being treated on study).

          6. Known additional malignancy that is active and/or progressive requiring treatment;
             exceptions include basal cell or squamous cell skin cancer, in situ cervical or
             bladder cancer, or other cancer for which the subject has been disease-free for at
             least five years.

          7. Active central nervous system (CNS) metastases. Subjects with brain metastases are
             eligible if metastases have been treated and there is no magnetic resonance imaging
             (MRI) evidence of progression for [lowest minimum is 4 weeks or more] after treatment
             is complete and within 28 days prior to the first dose of Nivolumab administration.
             There must also be no requirement for immunosuppressive doses of systemic
             corticosteroids (> 10 mg/day prednisone equivalents) for at least 2 weeks prior to
             study drug administration.

          8. Treatment with any investigational drug within 30 days prior to registration.

          9. Subjects whose tumors express EGFR mutations on exons 19 and 21, ALK rearrangement, or
             ROS1 rearrangement who still have other FDA approved targeted agents available for
             treatment.

         10. Subjects with an active or recent history of a known or suspected autoimmune disease
             or recent history of a syndrome that required systemic
             corticosteroids/immunosuppressive medications EXCEPT for syndromes which would not be
             expected to recur in the absence of an external trigger. (Subjects with vitiligo,
             autoimmune thyroiditis, or type I diabetes mellitus are permitted to enroll.)

         11. As there is potential for hepatic toxicity with Nivolumab, drugs with a predisposition
             to hepatoxicity should be used with caution in subjects treated with
             Nivolumab-containing regimen.

         12. Subjects should be excluded if they are positive test for hepatitis B virus surface
             antigen (HBV sAg) or hepatitis C virus ribonucleic acid (HCV antibody) indicating
             acute or chronic infection.

         13. Subjects should be excluded if they have known history of testing positive for human
             immunodeficiency virus (HIV) or known acquired immunodeficiency syndrome (AIDS).

         14. History of allergy to study drug components.

         15. Prior solid organ or stem cell transplant