Inclusion Criteria:

        i. Signed informed consent

        ii. Male or female, 21 years or older

          -  Women of childbearing potential (WOCBP) must use appropriate method(s) of
             contraception. WOCBP should use an adequate method to avoid pregnancy for 5 months (30
             days plus the time required for nivolumab to undergo five half-lives) after the last
             dose of investigational drug

          -  Women of childbearing potential must 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

          -  Women must not be breastfeeding

          -  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 Women who are not of
             childbearing potential (ie, who are postmenopausal or surgically sterile as well as
             azoospermic men do not require contraception

          -  WOCBP is defined as any female who has experienced menarche and who has not undergone
             surgical sterilization (hysterectomy or bilateral oophorectomy) or who is not
             postmenopausal. 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 55 must have a documented serum follicle stimulating hormone (FSH)
             level less than 40 milli-international units per millilitre (mIU/mL).

          -  Women of childbearing potential (WOCBP) receiving nivolumab will be instructed to
             adhere to contraception for a period of 5 months after the last dose of
             investigational product. 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. These durations have been calculated using the
             upper limit of the half-life for nivolumab (25 days) and are based on the protocol
             requirement that WOCBP use contraception for 5 half-lives plus 30 days and men who are
             sexually active with WOCBP use contraception for 5 half-lives plus 90 days.

        iii. Advanced EGFR+ NSCLC

        iv. Eastern Cooperative Oncology Group (ECOG) 0-2 performance status

        v. Progressed on one line of standard EGFR TKI and not more than one line of chemotherapy;
        3rd generation EGFR TKI for patients with T790M mutation is allowed

          -  A 14-day washout period is required for EGFR TKI for patients who received this as the
             last therapy before recruitment

          -  A 28-day washout period is required for chemotherapy for patients who received this as
             the last therapy before recruitment. All drug-related toxicities should have returned
             to baseline with the exception of neuropathy, fatigue, and alopecia.

        vi. Screening laboratory values must meet the following criteria and should be obtained
        within 14 days prior to randomization/registration

          -  White Blood Cell (WBC) ≥ 2000/µL

          -  Neutrophils ≥ 1000/µL

          -  Platelets ≥ 100 x 10^3/µL

          -  Hemoglobin > 9.0 g/dL

          -  Serum creatinine ≤ 1.5 x Upper Limit of Normal (ULN) or creatinine clearance (CrCl) ≥
             30 mL/min (if using the Cockcroft-Gault formula below):

          -  Aspartate Aminotransferase/ Alanine Aminotransferase (AST/ALT) ≤ 3 x ULN

          -  Total Bilirubin ≤ 1.5 x ULN (except subjects with Gilbert Syndrome, who can have total
             bilirubin < 3.0 mg/dL)

        vii. Measurable disease, as defined by RECIST v1.1; Previously irradiated lesions can only
        be considered as measurable disease if disease progression has been unequivocally
        documented at that site since radiation.

        viii. Patients with a history of treated asymptomatic central nervous system (CNS)
        metastases are eligible, provided they meet all of the following criteria:

          1. Measurable disease outside CNS

          2. No ongoing requirement for corticosteroids as therapy for CNS disease; anticonvulsants
             at a stable dose allowed

          3. No stereotactic radiation within 7 days or whole-brain radiation within 14 days prior
             to randomization

          4. No evidence of interim progression between the completion of CNS-directed therapy and
             the screening radiographic study

        ix. Tumor sites amenable for CT-guided core biopsies or trucut biopsies

        x. Willing to undergo 2 biopsies and contribute research bloods for the study. Archived
        tissue that is less than 6 months old is acceptable as an alternative to biopsy at
        screening if a biopsy is not feasible; patients from arm A must be willing to undergo
        biopsy as baseline upon clear-cut disease progression and on-treatment repeat biopsy before
        they are allowed to cross over to receive ipilimumab in addition to nivolumab.

        xi. Patients with confirmed concomitant HBV infection that are eligible for inclusion must
        be treated with antiviral therapy prior to enrollment to ensure adequate viral suppression
        (HBV DNA < 2000 IU/mL), must remain on antiviral therapy for the study duration, and
        continue therapy for 6 months after the last dose of investigational product(s). Subjects
        with confirmed Hepatitis C (HCV) infection who are negative for HBsAg and positive for
        anti-HBc, are eligible but must be started on active antiviral therapy (for HBV) prior to
        their first dose of investigational product.

        xi. For female patients of childbearing potential and male patients with partners of
        childbearing potential, agreement (by patient and/or partner) to use a highly effective
        form(s) of contraception and to continue its use for 90 days after the last dose of
        nivolumab

        xii. Women who are not postmenopausal (≥12 months of non-therapy-induced amenorrhea) or
        surgically sterile must have a negative serum pregnancy test result within 24 hours prior
        to initiation of study drug

        xiii. Available for follow-up

        Exclusion Criteria:

        i. Symptomatic brain or leptomeningeal metastases (patients who have treated stable brain
        or Leptomeningeal disease are eligible; 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).

        ii. Poor performance status of ECOG 3-4

        iii. Tumour sites not amenable to CT-guided core biopsies or trucut biopsies; However
        waiver for this criterion can be given for selected patients on a case-by-case basis for
        patients with sites of disease that are technically difficult to access after discussion
        with interventional radiologist. Waivers are allowed for not more than 70 patients for this
        study in order to allow sufficient number of quality tumour biopsies for biomarker analysis
        in this study. Waivers would have to be approved by the Principal Investigator.

        iv. Unwilling to undergo 2 biopsies and contribute research bloods for the study

        v. History of severe allergic, anaphylactic, or other hypersensitivity reactions to
        chimeric or humanized antibodies or fusion proteins

        vi. Concurrent Autoimmune disease. Subjects are permitted to enroll if they have vitiligo,
        type I diabetes mellitus, residual hypothyroidism due to autoimmune condition only
        requiring hormone replacement, psoriasis not requiring systemic treatment, or conditions
        not expected to recur in the absence of an external trigger.

        vii. Prior treatment with other anti-Programmed cell death protein 1 (anti-PD1) or
        anti-PDL1 or anti-CTLA4 therapies

        viii. Treatment with systemic immunosuppressive medications (including but not limited to
        prednisone, cyclophosphamide, azathioprine, methotrexate, thalidomide, and anti-tumor
        necrosis factor (anti-TNF) agents) within 2 weeks prior to randomization

          1. Patients who have received acute, low-dose, systemic immunosuppressant medications
             (e.g., a one-time dose of dexamethasone for nausea) may be enrolled in the study.

          2. Patients with history of allergic reaction to IV contrast requiring steroid
             pre-treatment should have baseline and subsequent tumor assessments done by MRI.

          3. The use of inhaled corticosteroids for chronic obstructive pulmonary disease,
             mineralocorticoids (e.g., fludrocortisone) for patients with orthostatic hypotension,
             and low-dose supplemental corticosteroids for adrenocortical insufficiency are
             allowed.

        ix. Active interstitial lung disease or history of idiopathic pulmonary fibrosis,
        organizing pneumonia (e.g., bronchiolitis obliterans), drug-induced pneumonitis, idiopathic
        pneumonitis, or evidence of active pneumonitis on screening chest CT scan; History of
        radiation pneumonitis in the radiation field (fibrosis) is permitted.

        x. Active tuberculosis

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

        xii. Prior allogeneic bone marrow transplantation or solid organ transplant

        xiii. Administration of a live, attenuated vaccine within 4 weeks before randomization or
        anticipation that such a live attenuated vaccine will be required during the study

        xiv. Not available for follow-up and unlikely to be compliant with follow-up or protocol
        requirements