NVDA Options History — May 2008 In May 2008, NVDA traded between $0.54 and $0.62. ATM implied volatility averaged 49.5%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 1.2% (HV 20d: 48.2%). Max pain ranged from $0.50 to $0.56. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.70.
Notable Days 2008-05-08 : Highest Volume — 5,415,600 contracts2008-05-09 : Largest IV drop — 45.5% change2008-05-08 : Highest IV Rank — 57.1%2008-05-01 : Largest Expected Move — 17.4%Monthly Statistics Metric Avg Min Max Open Close Price $0.57 $0.54 $0.62 $0.54 $0.62 Max Pain $0.54 $0.50 $0.56 $0.50 $0.56 ATM IV 49.5% 33.8% 77.6% 60.7% 42.4% Expected Move 13.6% 12.0% 17.4% 17.4% 12.1% HV 20d 48.2% 43.3% 53.6% 53.6% 47.5% HV 60d 61.8% 57.3% 68.4% 67.3% 59.4% IV Rank 23.4% 5.0% 57.1% 37.0% 14.3% IV Percentile 45.7% 7.5% 94.4% 75.4% 24.6% Term Structure 0.4% -8.1% 4.6% -7.5% 1.7% VWIV 47.8% 42.2% 62.8% 62.8% 42.9% Skew 25d 0.5% -2.8% 6.2% 4.8% 1.1% Skew 10d 0.6% -7.1% 17.9% 17.9% 3.7% Call IV 25d 48.2% 42.8% 60.9% 60.9% 42.8% Put IV 25d 48.6% 42.0% 66.1% 65.6% 43.9% Bid-Ask Spread % 6.91 4.90 9.95 9.54 4.90 Gamma HHI 0.24 0.19 0.34 0.24 0.25 Net GEX 1.8M -41.0K 3.8M 2.8M 2.1M Net DEX -133.0M -284.2M -67.6M -125.0M -180.6M Net VEX -1.1M -1.4M -765.4K -765.4K -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.17 2.27 0.34 0.17 Total Volume 1,688,127.619 325,760 5,415,600 2,050,000 992,760 Total OI 14,629,598.095 10,115,360 17,987,640 10,115,360 15,822,480
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 2008-05-01 $0.54 $0.50 60.7% 17.4% 53.6% 37.0% 62.8% 4.8% -7.5% 2.8M -125.0M -765.4K 0.34 9.54 N/A N/A 1,529,240 520,760 6,947,160 3,168,200 2008-05-02 $0.56 $0.50 60.4% 17.3% 49.7% 36.7% 62.3% 6.2% -8.1% 3.3M -170.7M -815.5K 0.25 8.46 N/A N/A 920,320 232,120 7,300,520 3,407,040 2008-05-05 $0.55 $0.50 65.6% 15.6% 50.8% 42.9% 54.5% 2.3% -1.4% 3.1M -146.1M -807.5K 0.40 6.13 N/A N/A 853,960 343,400 7,391,360 3,496,360 2008-05-06 $0.56 $0.50 64.1% 14.5% 51.0% 41.1% 51.5% 1.4% 0.2% 3.7M -174.5M -817.0K 1.59 5.15 N/A N/A 646,120 1,027,600 7,691,280 3,646,680 2008-05-07 $0.55 $0.50 71.1% 14.8% 52.0% 49.4% 51.7% -0.3% -1.2% 2.9M -137.3M -871.3K 1.89 9.45 N/A N/A 1,023,960 1,940,200 7,775,480 4,436,920 2008-05-08 $0.55 $0.50 77.6% 15.7% 51.8% 57.1% 55.4% 0.1% -3.5% 2.2M -111.5M -994.7K 1.01 8.93 N/A N/A 2,690,880 2,724,720 8,174,920 5,396,760 2008-05-09 $0.56 $0.50 42.3% 12.7% 44.0% 15.1% 44.9% -2.8% 3.0% 3.2M -161.9M -1.0M 0.66 4.95 N/A N/A 2,882,040 1,888,880 9,079,160 6,565,880 2008-05-12 $0.55 $0.50 39.9% 12.6% 43.3% 12.2% 44.7% -1.2% 3.7% 1.6M -94.6M -1.1M 0.53 6.00 N/A N/A 1,061,240 562,800 9,339,600 7,277,320 2008-05-13 $0.54 $0.56 33.8% 12.5% 44.6% 5.0% 44.3% -0.4% 4.1% 1.8M -67.6M -1.1M 0.24 7.56 N/A N/A 683,600 162,600 9,672,600 7,338,200 2008-05-14 $0.55 $0.56 36.7% 12.1% 43.9% 8.5% 42.9% -0.7% 4.6% 3.8M -111.6M -1.1M 0.35 6.90 N/A N/A 799,960 280,800 9,812,480 7,332,080 2008-05-15 $0.59 $0.56 42.5% 12.2% 49.0% 15.3% 42.3% -0.7% 3.3% 1.7M -254.2M -1.1M 0.45 5.26 N/A N/A 1,856,560 838,320 9,743,800 7,404,160 2008-05-16 $0.61 $0.56 41.8% 12.0% 49.1% 14.5% 42.2% -1.0% 4.4% 2.3M -284.2M -1.2M 0.46 9.95 N/A N/A 1,012,400 466,200 10,153,760 7,833,880 2008-05-19 $0.60 $0.56 42.8% 12.3% 49.0% 15.7% 42.8% -1.6% -0.5% 1.2M -133.3M -1.2M 0.99 6.05 N/A N/A 1,174,800 1,159,520 7,525,320 6,186,400 2008-05-20 $0.58 $0.56 44.7% 12.8% 49.6% 18.0% 44.9% 0.0% -0.2% 103.3K -80.8M -1.3M 1.15 8.53 N/A N/A 435,800 502,920 7,838,280 6,925,520 2008-05-21 $0.58 $0.56 45.2% 13.0% 47.8% 18.6% 46.8% -1.6% 0.7% -41.0K -74.4M -1.3M 0.33 5.22 N/A N/A 527,840 173,200 7,934,240 7,127,200 2008-05-22 $0.59 $0.56 44.4% 12.7% 46.8% 16.8% 43.9% -0.7% 1.0% 384.3K -101.7M -1.3M 0.58 5.81 N/A N/A 391,360 227,560 8,034,400 7,145,840 2008-05-23 $0.58 $0.56 46.1% 13.2% 48.2% 18.9% 46.6% -0.0% 2.0% 55.3K -76.2M -1.4M 2.27 5.22 N/A N/A 407,600 925,600 8,158,600 7,294,120 2008-05-27 $0.58 $0.56 46.3% 13.3% 47.3% 19.1% 46.2% 0.8% 1.0% 390.9K -91.2M -1.3M 0.39 5.55 N/A N/A 420,200 164,040 8,242,840 7,377,400 2008-05-28 $0.59 $0.56 44.2% 12.7% 47.0% 16.6% 43.7% 1.3% 2.0% 796.0K -109.0M -1.3M 0.29 8.47 N/A N/A 522,720 150,320 8,302,360 7,199,560 2008-05-29 $0.59 $0.56 46.6% 13.3% 47.0% 19.4% 46.3% 2.6% -0.6% 871.4K -105.6M -1.3M 0.29 7.02 N/A N/A 251,840 73,920 8,489,120 7,232,280 2008-05-30 $0.62 $0.56 42.4% 12.1% 47.5% 14.3% 42.9% 1.1% 1.7% 2.1M -180.6M -1.3M 0.17 4.90 N/A N/A 845,440 147,320 8,562,680 7,259,800
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