NVDA Options History — October 2007 In October 2007, NVDA traded between $0.84 and $0.99. ATM implied volatility averaged 51.9%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 3.2% (HV 20d: 48.6%). Max pain ranged from $0.88 to $0.94. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.62.
Notable Days 2007-10-25 : Highest Volume — 2,221,600 contracts2007-10-11 : Largest IV spike — 30.5% change2007-10-26 : Highest IV Rank — 61.5%2007-10-26 : Largest Expected Move — 19.7%Monthly Statistics Metric Avg Min Max Open Close Price $0.92 $0.84 $0.99 $0.94 $0.88 Max Pain $0.92 $0.88 $0.94 $0.88 $0.88 ATM IV 51.9% 36.7% 68.6% 38.5% 63.4% Expected Move 15.4% 11.0% 19.7% 11.0% 18.2% HV 20d 48.6% 35.8% 60.9% 45.8% 59.2% HV 60d 48.5% 44.4% 54.7% 44.4% 53.6% IV Rank 35.1% 11.1% 61.5% 13.9% 53.4% IV Percentile 74.8% 22.6% 99.5% 31.7% 97.1% Term Structure -2.8% -11.8% 10.0% 6.6% -8.9% VWIV 54.1% 38.4% 69.3% 38.4% 63.8% Skew 25d 2.1% -3.0% 6.4% 2.3% 1.6% Skew 10d 4.2% -6.3% 10.8% 5.8% 2.7% Call IV 25d 53.3% 37.4% 71.4% 37.6% 64.7% Put IV 25d 55.3% 39.9% 69.6% 39.9% 66.3% Bid-Ask Spread % 11.58 7.77 19.35 14.41 14.05 Gamma HHI 0.35 0.26 0.56 0.32 0.26 Net GEX 2.0M 562.9K 3.6M 1.9M 3.1M Net DEX -87.3M -196.4M -16.5M -98.8M -92.1M Net VEX -550.5K -775.4K -370.3K -370.3K -775.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.20 1.43 0.73 0.31 Total Volume 762,652.174 281,760 2,221,600 617,920 724,840 Total OI 4,985,860.87 3,190,320 6,930,320 3,190,320 6,930,320
Daily Data (23 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 2007-10-01 $0.94 $0.88 38.5% 11.0% 45.8% 13.9% 38.4% 2.3% 6.6% 1.9M -98.8M -370.3K 0.73 14.41 N/A N/A 357,760 260,160 2,037,000 1,153,320 2007-10-02 $0.94 $0.88 39.1% 11.2% 43.3% 15.0% 39.6% 4.1% 7.7% 1.8M -90.7M -396.5K 1.06 16.29 N/A N/A 223,640 236,920 2,126,680 1,272,360 2007-10-03 $0.90 $0.88 39.2% 11.2% 45.3% 15.2% 38.9% 3.2% 10.0% 1.3M -58.4M -416.1K 0.70 8.24 N/A N/A 479,600 335,080 2,226,960 1,394,680 2007-10-04 $0.90 $0.88 40.9% 11.7% 45.2% 17.9% 40.2% 3.3% 8.0% 1.5M -66.8M -453.6K 1.04 13.70 N/A N/A 305,440 319,200 2,432,440 1,544,120 2007-10-05 $0.92 $0.94 36.7% 13.5% 46.1% 11.1% 46.8% 2.6% -0.6% 1.7M -91.3M -497.9K 0.57 11.41 N/A N/A 315,960 181,680 2,577,880 1,792,960 2007-10-08 $0.94 $0.94 39.1% 13.7% 43.8% 14.9% 48.1% 2.7% -1.8% 2.0M -109.0M -494.7K 0.55 8.60 N/A N/A 181,960 99,800 2,688,600 1,888,480 2007-10-09 $0.92 $0.94 37.6% 13.7% 44.5% 12.6% 49.3% 2.2% -0.5% 1.9M -92.8M -506.2K 0.70 11.52 N/A N/A 314,000 219,240 2,730,480 1,923,000 2007-10-10 $0.92 $0.94 39.6% 14.3% 43.7% 15.8% 49.9% 2.6% -1.8% 2.1M -95.8M -527.8K 1.43 10.98 N/A N/A 169,760 243,200 2,856,360 2,022,320 2007-10-11 $0.88 $0.94 51.7% 14.8% 47.3% 34.8% 52.0% 0.6% -1.8% 1.2M -44.4M -531.9K 0.33 16.56 N/A N/A 493,040 160,880 2,892,440 2,163,480 2007-10-12 $0.90 $0.94 51.0% 14.6% 46.2% 33.8% 51.3% 1.9% -0.8% 1.9M -72.8M -548.3K 0.20 9.34 N/A N/A 400,920 81,240 3,016,480 2,207,400 2007-10-15 $0.91 $0.94 54.0% 15.5% 46.1% 38.5% 54.7% 1.9% -3.7% 2.9M -87.2M -542.5K 0.41 10.97 N/A N/A 243,640 101,080 3,208,520 2,225,720 2007-10-16 $0.92 $0.94 54.4% 15.6% 35.8% 39.2% 54.9% 0.8% -3.5% 3.5M -99.0M -533.7K 0.67 9.44 N/A N/A 254,880 171,480 3,210,120 2,247,920 2007-10-17 $0.99 $0.94 53.4% 15.3% 43.0% 37.6% 54.4% 4.2% -3.5% 3.6M -196.4M -510.9K 0.31 7.77 N/A N/A 1,155,240 354,480 3,248,520 2,290,000 2007-10-18 $0.99 $0.94 53.0% 15.2% 42.8% 36.8% 53.4% 1.7% -3.1% 2.7M -170.3M -520.9K 0.62 9.30 N/A N/A 368,320 229,880 3,081,160 2,428,160 2007-10-19 $0.93 $0.94 57.0% 16.3% 48.2% 43.2% 56.9% -1.2% -4.7% 3.1M -104.6M -544.3K 0.65 13.36 N/A N/A 490,680 321,080 3,155,400 2,509,560 2007-10-22 $0.98 $0.94 56.5% 16.2% 50.0% 42.4% 58.8% 6.4% -5.8% 1.3M -102.1M -550.7K 0.54 7.99 N/A N/A 416,080 225,000 2,452,800 1,688,640 2007-10-23 $0.98 $0.94 55.9% 16.0% 49.9% 41.4% 56.7% 5.7% -5.8% 1.5M -107.5M -569.6K 0.36 8.67 N/A N/A 312,200 112,840 2,581,840 1,771,080 2007-10-24 $0.95 $0.94 60.6% 17.4% 51.2% 48.9% 61.4% 1.4% -6.2% 1.3M -84.1M -597.8K 1.18 9.33 N/A N/A 473,480 556,680 2,719,480 1,834,760 2007-10-25 $0.87 $0.94 68.4% 19.6% 60.9% 61.2% 69.3% -3.0% -11.8% 562.9K -18.1M -611.4K 0.50 8.77 N/A N/A 1,483,840 737,760 2,882,400 2,157,720 2007-10-26 $0.86 $0.94 68.6% 19.7% 60.8% 61.5% 69.0% -0.5% -11.8% 1.3M -32.4M -705.6K 0.53 13.84 N/A N/A 825,200 437,040 3,580,960 2,382,080 2007-10-29 $0.84 $0.94 68.1% 19.5% 58.9% 60.7% 67.6% 3.3% -10.2% 1.4M -16.5M -690.8K 0.52 19.35 N/A N/A 937,760 484,560 3,884,120 2,453,560 2007-10-30 $0.87 $0.88 66.6% 19.1% 60.8% 58.4% 67.8% -0.4% -10.1% 2.7M -77.4M -765.6K 0.25 12.38 N/A N/A 596,000 147,480 4,330,080 2,472,440 2007-10-31 $0.88 $0.88 63.4% 18.2% 59.2% 53.4% 63.8% 1.6% -8.9% 3.1M -92.1M -775.4K 0.31 14.05 N/A N/A 554,920 169,920 4,463,840 2,466,480
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