NVDA Options History — May 2013

In May 2013, NVDA traded between $0.34 and $0.37. ATM implied volatility averaged 32.1%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 6.5% (HV 20d: 25.6%). Max pain ranged from $0.30 to $0.35. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.54.

Notable Days

  • 2013-05-10: Highest Volume — 1,892,240 contracts
  • 2013-05-10: Largest IV drop — 52.7% change
  • 2013-05-07: Highest IV Rank — 53.1%
  • 2013-05-02: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.36$0.34$0.37$0.34$0.36
Max Pain$0.33$0.30$0.35$0.33$0.35
ATM IV32.1%22.6%68.2%31.7%25.2%
Expected Move7.8%6.8%10.3%10.2%7.7%
HV 20d25.6%23.5%27.2%23.8%27.1%
HV 60d22.3%20.8%23.6%21.2%23.6%
IV Rank11.4%0.5%53.1%11.0%3.5%
IV Percentile28.3%0.4%96.0%20.2%7.9%
Term Structure-0.8%-7.0%1.0%-6.7%0.2%
VWIV27.7%24.1%36.3%36.0%26.2%
Skew 25d0.3%-0.9%2.2%0.5%0.3%
Skew 10d1.5%-1.7%10.3%1.9%-0.6%
Call IV 25d27.6%24.6%37.0%36.4%26.6%
Put IV 25d27.8%24.1%36.8%36.8%26.9%
Bid-Ask Spread %9.472.0364.935.248.92
Gamma HHI0.280.220.520.300.27
Net GEX3.4M1.9M6.2M3.9M2.1M
Net DEX-117.8M-190.8M-63.0M-107.3M-70.3M
Net VEX-552.0K-577.7K-503.9K-566.9K-571.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.081.380.580.73
Total Volume656,556.364117,3201,892,240486,000134,520
Total OI10,886,154.5459,133,08012,672,92010,619,6009,885,240

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-05-01$0.34$0.3331.7%10.2%23.8%11.0%36.0%0.5%-6.7%3.9M-107.3M-566.9K0.585.24N/AN/A307,560178,4407,312,8403,306,760
2013-05-02$0.35$0.3345.9%10.3%23.8%27.4%36.3%-0.5%-7.0%4.0M-117.0M-567.0K0.405.32N/AN/A248,16098,4007,407,7203,400,880
2013-05-03$0.35$0.3345.1%10.0%23.5%26.5%35.5%0.0%-6.6%3.9M-120.6M-562.1K0.706.36N/AN/A382,640266,2807,467,1203,465,040
2013-05-06$0.35$0.3059.1%8.3%23.5%42.6%28.8%2.2%-1.3%3.8M-117.7M-558.9K0.4410.03N/AN/A315,920137,6407,475,9603,545,840
2013-05-07$0.34$0.3068.2%8.2%24.0%53.1%29.6%1.8%-1.1%3.8M-105.6M-551.8K0.418.93N/AN/A261,760108,3607,604,2003,619,360
2013-05-08$0.35$0.3040.7%8.3%24.2%21.3%29.7%0.8%-1.3%4.0M-123.5M-555.4K0.6010.29N/AN/A405,840243,0007,674,5603,645,080
2013-05-09$0.35$0.3347.8%8.8%24.0%29.5%31.1%0.7%-1.7%4.0M-126.1M-567.0K0.5164.93N/AN/A1,194,000613,5607,891,8403,790,280
2013-05-10$0.36$0.3322.6%7.0%27.0%0.5%24.8%0.1%0.4%6.2M-190.8M-507.4K0.332.03N/AN/A1,421,880470,3608,463,6004,167,760
2013-05-13$0.36$0.3324.3%7.0%27.0%2.4%25.4%0.2%0.7%4.4M-150.5M-538.5K0.3911.05N/AN/A511,240199,6808,080,9604,013,320
2013-05-14$0.36$0.3324.1%6.9%27.2%2.2%24.4%-0.7%0.7%4.5M-169.0M-538.5K1.385.84N/AN/A354,480487,5208,197,4404,034,880
2013-05-15$0.37$0.3324.0%6.8%26.5%2.1%24.1%-0.4%0.2%4.0M-184.7M-514.5K0.365.15N/AN/A294,200105,9608,257,0404,415,880
2013-05-16$0.37$0.3324.1%6.9%25.0%2.2%24.1%-0.9%0.6%3.8M-177.7M-505.5K0.407.36N/AN/A288,360114,7608,186,0404,372,840
2013-05-17$0.37$0.3324.1%6.9%25.1%2.2%24.5%-0.4%0.6%4.4M-188.6M-503.9K0.3813.14N/AN/A1,015,120385,1208,194,7604,449,480
2013-05-20$0.37$0.3323.8%6.8%25.3%1.8%31.0%-0.1%0.7%2.5M-127.7M-548.1K0.084.80N/AN/A1,127,72089,2406,718,5203,572,560
2013-05-21$0.37$0.3524.7%7.1%24.4%2.8%24.7%-0.2%0.6%2.2M-88.7M-559.0K0.507.13N/AN/A423,200210,3605,514,0403,619,040
2013-05-22$0.36$0.3524.7%7.1%26.7%2.8%24.7%0.6%1.0%2.0M-63.0M-568.6K0.564.96N/AN/A316,360177,7205,668,8403,766,160
2013-05-23$0.37$0.3524.8%7.1%27.0%2.9%25.1%0.4%0.5%2.2M-75.5M-572.6K1.085.60N/AN/A155,160167,9205,736,9203,790,640
2013-05-24$0.36$0.3524.7%7.1%27.1%2.9%24.9%0.8%0.7%1.9M-70.6M-577.7K0.604.68N/AN/A155,72092,9205,787,5603,853,280
2013-05-28$0.36$0.3525.6%7.3%27.0%3.9%26.0%0.3%0.3%2.2M-72.4M-565.6K0.574.98N/AN/A397,120225,8405,760,4403,805,920
2013-05-29$0.36$0.3525.9%7.4%26.9%4.3%25.8%0.8%0.4%2.1M-66.9M-568.0K0.554.49N/AN/A75,88041,4405,863,4003,906,360
2013-05-30$0.37$0.3525.7%7.4%26.8%4.0%25.7%-0.2%0.6%2.3M-76.7M-574.9K0.277.11N/AN/A191,36051,5205,885,7603,919,240
2013-05-31$0.36$0.3525.2%7.7%27.1%3.5%26.2%0.3%0.2%2.1M-70.3M-571.4K0.738.92N/AN/A77,88056,6405,947,0003,938,240