NVDA Options History — July 2008 In July 2008, NVDA traded between $0.28 and $0.47. ATM implied volatility averaged 68.7%, placing in the 43.7% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded below realized volatility by 54.6% (HV 20d: 123.2%). Max pain ranged from $0.31 to $0.50. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.63.
Notable Days 2008-07-03 : Highest Volume — 3,730,240 contracts2008-07-03 : Largest IV spike — 28.5% change2008-07-25 : Highest IV Rank — 56.2%2008-07-25 : Largest Expected Move — 22.5%Monthly Statistics Metric Avg Min Max Open Close Price $0.31 $0.28 $0.47 $0.47 $0.29 Max Pain $0.38 $0.31 $0.50 $0.50 $0.31 ATM IV 68.7% 56.0% 78.7% 56.6% 75.4% Expected Move 19.8% 16.0% 22.5% 16.2% 21.6% HV 20d 123.2% 40.0% 134.6% 40.0% 134.4% HV 60d 83.2% 47.0% 88.7% 47.0% 85.5% IV Rank 43.7% 27.8% 56.2% 28.6% 52.1% IV Percentile 84.7% 61.1% 94.8% 63.1% 90.5% Term Structure -4.7% -13.3% 5.2% 4.4% -13.3% VWIV 69.5% 55.2% 79.3% 55.2% 75.2% Skew 25d 0.4% -7.8% 5.6% 2.5% -3.3% Skew 10d -5.6% -20.5% 20.3% 4.2% -15.7% Call IV 25d 70.9% 55.8% 82.3% 55.8% 78.2% Put IV 25d 71.3% 57.8% 81.0% 58.3% 74.9% Bid-Ask Spread % 8.51 5.89 14.69 8.15 7.48 Gamma HHI 0.21 0.16 0.28 0.18 0.27 Net GEX 344.2K -133.0K 1.2M 1.2M 746.8K Net DEX 60.8M 19.4M 134.9M 40.4M 29.4M Net VEX -506.1K -1.0M -223.1K -1.0M -531.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.05 1.40 1.04 1.28 Total Volume 808,510.909 246,400 3,730,240 547,000 453,560 Total OI 16,137,792.727 13,076,160 17,810,400 15,243,360 16,773,280
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 2008-07-01 $0.47 $0.50 56.6% 16.2% 40.0% 28.6% 55.2% 2.5% 4.4% 1.2M 40.4M -1.0M 1.04 8.15 N/A N/A 267,560 279,440 9,502,920 5,740,440 2008-07-02 $0.45 $0.50 56.0% 16.0% 40.0% 27.8% 58.5% -1.4% 5.2% 798.9K 59.0M -999.6K 0.24 7.93 N/A N/A 644,280 153,680 9,584,120 5,872,880 2008-07-03 $0.31 $0.50 71.9% 20.6% 129.8% 47.8% 75.6% 0.6% -0.8% -59.7K 134.9M -392.6K 0.93 8.22 N/A N/A 1,933,680 1,796,560 9,897,640 5,744,240 2008-07-07 $0.30 $0.50 67.9% 19.7% 129.8% 42.7% 67.5% 0.0% -5.0% -91.7K 114.5M -417.3K 0.84 14.69 N/A N/A 974,600 823,160 10,944,960 5,916,800 2008-07-08 $0.30 $0.44 62.3% 19.0% 130.0% 35.6% 67.3% 4.1% -2.9% -83.7K 108.2M -435.7K 0.41 7.82 N/A N/A 444,520 180,760 11,100,760 5,999,320 2008-07-09 $0.30 $0.38 65.7% 19.2% 129.7% 39.9% 67.6% 2.6% -3.1% -67.1K 92.2M -418.5K 0.18 7.02 N/A N/A 911,040 165,920 11,200,040 5,540,960 2008-07-10 $0.29 $0.38 65.7% 18.8% 130.0% 40.0% 67.7% 5.6% -2.8% 109.7K 77.5M -455.4K 1.40 10.04 N/A N/A 208,080 291,640 11,823,080 5,274,720 2008-07-11 $0.29 $0.38 67.2% 19.3% 129.5% 41.8% 68.2% 4.1% -3.1% 78.0K 80.2M -434.5K 0.95 8.61 N/A N/A 135,600 128,640 11,854,960 5,313,920 2008-07-14 $0.28 $0.38 74.9% 21.5% 129.2% 51.5% 73.7% 4.4% -5.9% -133.0K 73.8M -223.1K 0.60 9.41 N/A N/A 403,080 243,280 8,995,640 4,080,520 2008-07-15 $0.28 $0.38 71.9% 20.6% 130.0% 47.7% 72.0% 1.8% -4.8% 97.3K 75.3M -426.7K 0.93 8.07 N/A N/A 230,360 213,520 12,148,680 5,148,000 2008-07-16 $0.28 $0.38 71.2% 20.4% 130.6% 46.9% 71.7% 0.2% -5.6% 113.6K 70.1M -427.3K 0.76 8.03 N/A N/A 310,360 236,840 12,199,080 5,031,480 2008-07-17 $0.28 $0.38 68.4% 19.6% 131.1% 43.3% 68.9% 0.7% -4.2% 110.2K 70.0M -443.9K 0.39 9.32 N/A N/A 177,040 69,360 12,411,040 5,193,360 2008-07-18 $0.29 $0.38 67.7% 19.4% 131.8% 42.4% 69.0% -0.5% -2.0% 164.8K 62.0M -485.3K 0.24 8.06 N/A N/A 620,480 147,480 12,603,600 5,206,800 2008-07-21 $0.29 $0.38 65.7% 18.8% 132.1% 40.0% 66.3% -1.4% -3.4% 275.0K 42.9M -459.1K 0.05 8.04 N/A N/A 776,600 39,400 10,155,720 4,322,760 2008-07-22 $0.28 $0.31 65.7% 18.8% 132.1% 40.0% 66.8% 2.2% -6.7% 400.9K 40.4M -456.2K 1.10 5.92 N/A N/A 131,560 144,840 10,650,680 4,256,680 2008-07-23 $0.29 $0.31 60.6% 17.4% 132.0% 33.5% 61.9% 2.4% -2.0% 472.8K 35.2M -475.7K 0.26 5.90 N/A N/A 385,160 99,920 10,691,600 4,266,080 2008-07-24 $0.28 $0.31 70.6% 20.2% 131.9% 46.1% 68.2% 2.4% -6.8% 368.1K 40.1M -447.0K 0.12 5.89 N/A N/A 521,080 61,600 10,866,440 4,282,240 2008-07-25 $0.29 $0.31 78.7% 22.5% 134.4% 56.2% 79.3% -2.9% -10.6% 630.0K 24.5M -538.5K 0.09 10.09 N/A N/A 1,610,080 146,160 11,202,880 4,300,240 2008-07-28 $0.29 $0.31 77.0% 22.1% 134.0% 54.1% 77.3% -7.8% -8.8% 817.8K 19.4M -548.1K 0.09 11.29 N/A N/A 277,080 25,880 11,818,720 4,334,400 2008-07-29 $0.29 $0.31 73.7% 21.1% 134.6% 50.0% 74.2% -6.4% -7.5% 855.1K 19.5M -538.4K 0.92 9.06 N/A N/A 375,200 345,800 11,871,920 4,336,880 2008-07-30 $0.29 $0.31 76.1% 21.8% 134.3% 53.0% 76.8% -1.6% -13.1% 762.6K 27.5M -530.3K 1.02 8.09 N/A N/A 199,360 203,000 12,015,560 4,555,400 2008-07-31 $0.29 $0.31 75.4% 21.6% 134.4% 52.1% 75.2% -3.3% -13.3% 746.8K 29.4M -531.9K 1.28 7.48 N/A N/A 198,640 254,920 12,095,040 4,678,240
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