NVDA Options History — July 2007 In July 2007, NVDA traded between $0.72 and $0.78. ATM implied volatility averaged 42.4%, placing in the 47.4% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 6.0% (HV 20d: 36.4%). Max pain ranged from $0.62 to $0.75. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.77.
Notable Days 2007-07-31 : Highest Volume — 2,012,600 contracts2007-07-12 : Largest IV spike — 12.0% change2007-07-31 : Highest IV Rank — 83.9%2007-07-31 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $0.75 $0.72 $0.78 $0.72 $0.76 Max Pain $0.72 $0.62 $0.75 $0.62 $0.75 ATM IV 42.4% 35.2% 53.4% 36.7% 53.4% Expected Move 12.4% 10.4% 15.3% 10.5% 15.3% HV 20d 36.4% 22.3% 42.7% 42.7% 22.3% HV 60d 34.2% 33.8% 34.9% 34.9% 34.3% IV Rank 47.4% 19.8% 83.9% 27.6% 83.9% IV Percentile 66.6% 22.0% 98.6% 38.9% 98.6% Term Structure -1.0% -3.6% 6.9% 6.1% -2.5% VWIV 43.9% 37.0% 53.7% 37.0% 53.7% Skew 25d 1.6% -1.6% 4.1% 3.7% -1.6% Skew 10d 3.6% -2.5% 9.5% 8.3% -2.5% Call IV 25d 43.4% 35.0% 55.1% 35.0% 55.1% Put IV 25d 45.0% 38.7% 53.5% 38.7% 53.5% Bid-Ask Spread % 8.86 6.15 18.42 8.74 7.38 Gamma HHI 0.16 0.12 0.22 0.18 0.13 Net GEX 3.6M 1.7M 5.8M 5.8M 3.2M Net DEX -555.4M -696.5M -391.5M -537.6M -470.4M Net VEX -1.8M -2.1M -964.2K -1.8M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.20 1.82 0.71 0.57 Total Volume 1,086,382.857 282,200 2,012,600 912,320 2,012,600 Total OI 22,059,148.571 15,549,080 25,348,760 21,396,200 21,414,680
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2007-07-02 $0.72 $0.62 36.7% 10.5% 42.7% 0.0% 37.0% 3.7% 6.1% 5.8M -537.6M -1.8M 0.71 8.74 N/A N/A 532,520 379,800 11,637,120 9,759,080 2007-07-03 $0.72 $0.62 36.3% 10.4% 42.2% 0.0% 37.6% 4.1% 6.9% 5.7M -538.6M -1.9M 0.36 8.41 N/A N/A 207,120 75,080 11,835,840 9,981,200 2007-07-05 $0.73 $0.62 37.4% 10.7% 42.2% 27.6% 37.9% 3.1% 5.2% 5.7M -568.7M -1.8M 0.84 7.71 N/A N/A 390,560 327,600 11,872,280 9,990,560 2007-07-06 $0.73 $0.71 35.2% 11.9% 41.6% 19.8% 42.2% 2.6% -1.9% 5.8M -580.1M -1.8M 0.60 11.09 N/A N/A 238,640 142,880 12,043,920 10,184,120 2007-07-09 $0.75 $0.71 37.5% 12.1% 42.1% 27.9% 43.1% 2.5% -2.5% 5.1M -655.3M -1.7M 0.52 9.49 N/A N/A 630,480 330,960 12,007,080 10,239,440 2007-07-10 $0.76 $0.71 38.8% 12.7% 42.0% 32.4% 44.9% 3.0% -3.6% 4.7M -665.2M -1.7M 0.76 7.71 N/A N/A 1,031,760 784,440 12,042,360 10,372,320 2007-07-11 $0.75 $0.71 38.4% 12.3% 41.7% 30.9% 42.9% 2.3% -2.1% 4.2M -663.6M -1.7M 1.09 8.11 N/A N/A 510,560 557,360 12,382,200 10,804,160 2007-07-12 $0.77 $0.71 43.0% 12.3% 41.5% 47.2% 43.0% 2.5% -2.9% 3.6M -688.6M -1.7M 1.30 8.26 N/A N/A 372,600 483,000 12,267,680 11,121,000 2007-07-13 $0.76 $0.71 42.1% 12.1% 41.9% 44.0% 42.7% 1.4% -2.8% 3.1M -674.3M -1.7M 1.03 6.48 N/A N/A 410,040 420,680 12,324,840 11,266,080 2007-07-16 $0.78 $0.71 42.4% 12.2% 40.0% 45.2% 43.6% 1.8% -2.9% 1.7M -483.6M -964.2K 1.15 6.15 N/A N/A 503,040 580,760 8,428,440 7,120,640 2007-07-17 $0.77 $0.71 43.2% 12.4% 40.1% 48.1% 43.9% 0.7% -3.6% 1.9M -696.5M -1.7M 0.46 6.74 N/A N/A 1,212,920 559,520 12,443,520 11,727,960 2007-07-18 $0.76 $0.75 43.4% 12.4% 41.2% 48.5% 43.8% 0.7% -2.5% 3.7M -659.3M -1.8M 0.77 6.96 N/A N/A 786,720 605,280 13,037,480 11,821,760 2007-07-19 $0.76 $0.75 42.5% 12.2% 41.3% 45.5% 42.8% -0.3% -2.1% 3.0M -649.4M -1.8M 1.19 6.16 N/A N/A 413,480 491,880 12,973,400 12,018,240 2007-07-20 $0.75 $0.75 42.8% 12.3% 32.7% 46.7% 43.3% 0.2% -2.4% 2.9M -609.2M -1.9M 0.47 9.41 N/A N/A 1,277,840 598,640 13,080,920 12,267,840 2007-07-23 $0.76 $0.75 42.9% 12.3% 32.5% 46.8% 43.3% 0.2% -0.7% 2.2M -445.1M -1.9M 0.20 8.25 N/A N/A 1,154,760 226,040 9,955,320 9,711,000 2007-07-24 $0.74 $0.75 43.7% 12.5% 32.5% 49.6% 44.3% 0.8% -0.8% 3.0M -414.0M -2.0M 1.82 7.60 N/A N/A 338,960 615,440 10,781,360 9,812,880 2007-07-25 $0.74 $0.75 45.0% 12.9% 26.9% 54.3% 45.5% 1.5% -1.2% 2.5M -391.5M -2.0M 0.69 16.14 N/A N/A 374,000 257,840 10,784,040 10,144,920 2007-07-26 $0.74 $0.75 47.2% 13.5% 25.6% 62.2% 47.7% 1.5% -1.6% 2.9M -412.4M -2.0M 0.90 18.42 N/A N/A 496,280 449,000 10,879,320 10,037,040 2007-07-27 $0.74 $0.75 50.0% 14.3% 25.6% 71.8% 50.4% 0.6% -1.7% 2.6M -399.7M -2.1M 0.43 8.76 N/A N/A 758,160 329,000 10,979,520 10,226,160 2007-07-30 $0.76 $0.75 48.9% 14.0% 26.0% 68.0% 49.1% 2.3% -1.8% 3.2M -461.1M -2.0M 0.37 8.12 N/A N/A 690,120 255,680 11,143,440 10,320,960 2007-07-31 $0.76 $0.75 53.4% 15.3% 22.3% 83.9% 53.7% -1.6% -2.5% 3.2M -470.4M -2.0M 0.57 7.38 N/A N/A 1,284,800 727,800 11,104,520 10,310,160
« Jun 2007 | All History | Aug 2007 » Home NVDA History July 2007