NVDA Options History — April 2008 In April 2008, NVDA traded between $0.45 and $0.53. ATM implied volatility averaged 60.2%, placing in the 36.4% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded below realized volatility by 4.6% (HV 20d: 64.8%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.47.
Notable Days 2008-04-10 : Highest Volume — 2,591,720 contracts2008-04-04 : Largest IV spike — 11.4% change2008-04-14 : Highest IV Rank — 43.4%2008-04-14 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $0.49 $0.45 $0.53 $0.53 $0.51 Max Pain $0.50 $0.50 $0.50 $0.50 $0.50 ATM IV 60.2% 53.8% 66.1% 57.9% 61.0% Expected Move 17.5% 15.4% 19.0% 16.6% 17.5% HV 20d 64.8% 51.8% 75.6% 74.7% 51.8% HV 60d 73.6% 67.8% 82.0% 82.0% 67.8% IV Rank 36.4% 28.8% 43.4% 33.6% 37.4% IV Percentile 78.1% 67.5% 87.7% 77.0% 76.6% Term Structure -3.1% -8.1% 7.3% 3.2% -8.1% VWIV 61.3% 54.6% 65.7% 59.0% 60.9% Skew 25d 3.5% 0.5% 5.7% 1.0% 4.2% Skew 10d 5.7% -4.0% 10.4% -0.7% -0.0% Call IV 25d 60.7% 56.3% 66.7% 59.7% 59.0% Put IV 25d 64.3% 57.5% 68.3% 60.7% 63.2% Bid-Ask Spread % 10.69 7.13 17.37 12.05 11.41 Gamma HHI 0.25 0.16 0.39 0.20 0.29 Net GEX 1.7M 306.6K 3.1M 2.2M 2.6M Net DEX -34.8M -91.8M 39.2M -81.0M -91.8M Net VEX -690.0K -740.3K -614.3K -725.3K -740.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.16 1.10 0.25 0.20 Total Volume 1,043,812.727 460,840 2,591,720 1,266,280 752,520 Total OI 10,602,247.273 8,487,480 12,587,480 9,350,600 9,915,080
Daily Data (22 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 2008-04-01 $0.53 $0.50 57.9% 16.6% 74.7% 33.6% 59.0% 1.0% 3.2% 2.2M -81.0M -725.3K 0.25 12.05 N/A N/A 1,013,520 252,760 6,262,960 3,087,640 2008-04-02 $0.51 $0.50 53.8% 15.4% 75.5% 28.8% 54.8% 0.5% 7.3% 2.3M -66.0M -728.0K 0.73 13.07 N/A N/A 350,360 257,120 6,747,320 3,269,960 2008-04-03 $0.50 $0.50 53.8% 15.4% 75.5% 28.8% 54.6% 1.9% 5.8% 2.1M -51.3M -710.7K 0.83 7.69 N/A N/A 792,800 655,800 6,793,200 3,383,160 2008-04-04 $0.47 $0.50 59.9% 18.6% 75.2% 36.1% 65.2% 2.5% -5.1% 1.1M 940.1K -672.4K 0.67 7.56 N/A N/A 1,129,960 762,560 6,831,880 3,743,760 2008-04-07 $0.48 $0.50 57.8% 18.7% 75.6% 33.5% 65.0% 5.1% -4.5% 1.6M -19.2M -700.7K 0.17 7.13 N/A N/A 640,840 111,520 7,244,200 3,887,960 2008-04-08 $0.48 $0.50 56.5% 18.1% 72.5% 32.0% 63.6% 3.4% -2.7% 1.8M -13.6M -690.6K 0.52 7.57 N/A N/A 332,000 172,720 7,443,120 3,937,880 2008-04-09 $0.49 $0.50 60.5% 18.1% 71.9% 36.7% 63.4% 3.4% -4.3% 1.9M -30.3M -714.8K 0.55 8.81 N/A N/A 670,240 366,720 7,468,480 3,970,280 2008-04-10 $0.50 $0.50 61.7% 17.7% 71.4% 38.2% 61.7% 2.9% -3.9% 3.1M -49.4M -732.3K 0.28 15.33 N/A N/A 2,032,800 558,920 7,789,240 4,085,640 2008-04-11 $0.46 $0.50 62.5% 17.9% 72.5% 39.2% 61.2% 4.2% -2.6% 1.6M 20.3M -648.4K 0.18 10.17 N/A N/A 1,380,200 252,000 8,078,280 4,125,680 2008-04-14 $0.45 $0.50 66.1% 19.0% 68.7% 43.4% 65.7% 1.7% -3.7% 569.2K 39.2M -614.3K 0.41 9.34 N/A N/A 584,720 240,920 8,012,360 4,160,720 2008-04-15 $0.45 $0.50 62.9% 18.0% 68.3% 39.6% 61.9% 5.5% -2.9% 306.6K 35.7M -615.1K 1.10 15.64 N/A N/A 617,280 682,040 7,814,240 4,231,600 2008-04-16 $0.47 $0.50 58.1% 16.7% 66.2% 33.9% 59.1% 5.7% -2.9% 927.5K 1.3M -654.3K 0.33 9.67 N/A N/A 893,440 295,640 8,024,760 4,225,200 2008-04-17 $0.46 $0.50 59.2% 17.0% 60.9% 35.2% 59.0% 3.9% -1.8% 593.6K 11.4M -639.2K 0.35 8.22 N/A N/A 367,120 129,800 8,254,000 4,260,640 2008-04-18 $0.48 $0.50 63.0% 18.1% 59.1% 39.8% 63.4% 3.6% -5.8% 821.4K -2.4M -664.7K 1.09 11.94 N/A N/A 776,800 842,960 8,334,760 4,252,720 2008-04-21 $0.50 $0.50 61.8% 17.7% 54.2% 38.3% 61.7% 4.8% -4.4% 1.6M -57.1M -679.0K 0.41 17.37 N/A N/A 1,078,880 440,920 5,841,560 2,645,920 2008-04-22 $0.49 $0.50 62.3% 17.9% 54.3% 38.9% 62.9% 3.1% -4.4% 1.5M -46.4M -661.5K 0.20 12.84 N/A N/A 460,160 92,440 5,851,760 2,650,720 2008-04-23 $0.51 $0.50 61.7% 17.7% 55.7% 38.1% 61.2% 5.3% -5.2% 2.4M -87.6M -736.9K 0.21 7.57 N/A N/A 694,600 144,480 6,472,000 2,703,600 2008-04-24 $0.50 $0.50 61.2% 17.6% 56.2% 37.7% 61.4% 3.6% -5.3% 2.2M -68.1M -716.0K 0.35 10.58 N/A N/A 340,280 120,560 6,401,720 2,759,240 2008-04-25 $0.50 $0.50 59.1% 16.9% 56.1% 35.1% 58.7% 3.3% -4.6% 2.4M -73.9M -715.5K 0.56 9.76 N/A N/A 407,320 227,280 6,457,520 2,762,520 2008-04-28 $0.49 $0.50 62.0% 17.8% 56.4% 38.5% 62.4% 3.9% -7.1% 2.2M -62.0M -696.2K 0.79 8.75 N/A N/A 265,760 209,520 6,524,960 2,881,760 2008-04-29 $0.51 $0.50 61.6% 17.7% 52.6% 38.1% 61.8% 4.1% -5.8% 2.3M -73.6M -723.3K 0.16 12.81 N/A N/A 488,200 77,400 6,620,040 3,039,400 2008-04-30 $0.51 $0.50 61.0% 17.5% 51.8% 37.4% 60.9% 4.2% -8.1% 2.6M -91.8M -740.3K 0.20 11.41 N/A N/A 627,360 125,160 6,837,200 3,077,880
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