Être gonflé

Literally: To be inflated / not to be short of air

Example: “Il arrive deux heures en retard et demande pourquoi on a commencé sans lui ? Il est gonflé !” — He shows up two hours late and asks why we started without him? He's got a nerve!

English equivalent: To have a nerve

Origin: Gonfler appears in the 16th century meaning to distend by filling with air, as one filled and dried animal bladders. By the 17th the past participle had gone figurative for anything filled to excess — avoir le cœur gonflé de chagrin (to have a heart swollen with grief), être gonflé d'audace (swollen with daring). Only in the mid-19th does gonflé alone come to mean brave, by ellipsis from gonflé de courage, and another fifty years pass before it means full of nerve, around the time gonflé à bloc (inflated to the maximum) arrives with the image of a tire pumped hard. Ne pas manquer d'air is the joke that follows: not short of air is exactly what a thing inflated to bloc is not. The second sense is the first one seen from outside — daring that is misjudged or misplaced stops looking admirable and starts looking like cheek.