NVDA Options History — February 2014

In February 2014, NVDA traded between $0.39 and $0.47. ATM implied volatility averaged 28.7%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 4.2% (HV 20d: 24.6%). Max pain ranged from $0.38 to $0.38. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.60.

Notable Days

  • 2014-02-21: Highest Volume — 4,264,240 contracts
  • 2014-02-13: Largest IV drop — 27.7% change
  • 2014-02-10: Highest IV Rank — 28.5%
  • 2014-02-03: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.43$0.39$0.47$0.39$0.46
Max Pain$0.38$0.38$0.38$0.38$0.38
ATM IV28.7%23.3%34.8%34.0%26.7%
Expected Move8.6%8.2%9.1%9.1%8.5%
HV 20d24.6%20.8%27.5%26.0%25.6%
HV 60d24.0%22.1%26.5%26.5%24.4%
IV Rank15.6%3.9%28.5%26.8%11.2%
IV Percentile55.5%12.7%90.9%87.7%46.8%
Term Structure-0.8%-2.3%0.8%-1.8%-0.6%
VWIV31.2%29.1%41.0%29.5%29.9%
Skew 25d1.1%0.3%2.1%1.3%1.3%
Skew 10d2.6%0.4%9.0%0.5%3.4%
Call IV 25d29.1%23.5%34.7%33.9%27.1%
Put IV 25d30.2%24.7%36.1%35.2%28.4%
Bid-Ask Spread %12.545.8345.8514.236.35
Gamma HHI0.280.170.480.450.18
Net GEX3.0M39.3K8.3M1.3M5.8M
Net DEX-99.6M-228.8M9.7M6.3M-146.2M
Net VEX-479.6K-727.2K-361.6K-391.6K-718.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.082.150.520.56
Total Volume1,101,014.737196,9204,264,240217,040351,400
Total OI9,163,225.2637,142,76010,650,8807,142,76010,650,880

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-02-03$0.39$0.3834.0%9.1%26.0%26.8%29.5%1.3%-1.8%1.3M6.3M-391.6K0.5214.23N/AN/A142,52074,5204,124,1603,018,600
2014-02-04$0.39$0.3833.0%9.0%25.6%24.7%32.5%1.5%-2.1%1.5M3.9M-393.3K0.5726.89N/AN/A128,72073,1204,167,9603,061,000
2014-02-05$0.39$0.3833.0%9.1%25.0%24.8%31.0%0.6%-1.3%1.3M9.7M-385.4K0.7328.12N/AN/A113,96082,9604,218,0403,096,840
2014-02-06$0.39$0.3832.4%9.0%24.9%23.3%31.7%1.1%-2.3%1.5M3.0M-390.3K2.156.44N/AN/A183,680395,5204,246,6803,149,040
2014-02-07$0.40$0.3832.6%8.9%21.7%23.9%33.9%0.3%-1.4%1.2M-10.6M-386.9K0.7511.86N/AN/A491,440369,6404,304,5603,213,880
2014-02-10$0.40$0.3834.8%9.0%21.7%28.5%31.3%1.4%-1.5%1.3M-15.2M-412.1K0.747.43N/AN/A752,120558,2804,470,2803,450,440
2014-02-11$0.41$0.3834.1%8.5%20.8%27.0%31.9%0.7%-2.3%1.6M-37.3M-441.0K1.5111.28N/AN/A360,440544,0004,867,4803,855,360
2014-02-12$0.42$0.3833.4%8.7%21.6%25.6%31.7%0.7%-1.9%1.4M-70.8M-451.9K0.5745.85N/AN/A1,216,760696,9605,023,0004,278,800
2014-02-13$0.43$0.3824.2%8.5%23.6%5.8%29.9%0.4%-0.6%2.5M-125.9M-402.3K0.628.10N/AN/A902,920562,9605,464,8804,519,040
2014-02-14$0.45$0.3823.3%8.5%25.5%3.9%30.3%1.3%-0.5%503.4K-159.3M-391.1K0.376.80N/AN/A715,560262,8005,489,5604,706,520
2014-02-18$0.45$0.3823.5%8.5%25.4%4.5%30.4%0.4%0.8%39.3K-129.8M-380.8K0.607.47N/AN/A406,320242,9204,853,0804,541,600
2014-02-19$0.45$0.3823.6%8.3%25.5%4.5%29.8%1.5%0.7%203.3K-143.9M-384.4K0.278.58N/AN/A522,400140,5204,963,6404,691,640
2014-02-20$0.47$0.3824.3%8.3%27.2%5.9%29.2%0.7%0.6%2.0M-169.4M-361.6K0.259.86N/AN/A1,109,200278,0804,981,9604,641,960
2014-02-21$0.47$0.3827.4%8.3%27.5%12.6%29.6%1.2%0.4%3.3M-165.8M-396.5K0.1513.49N/AN/A3,721,080543,1605,530,8404,752,440
2014-02-24$0.47$0.3826.1%8.3%24.5%9.8%30.2%2.1%-0.0%7.2M-228.8M-648.8K0.085.83N/AN/A3,285,240258,2807,613,5602,923,360
2014-02-25$0.47$0.3826.7%8.3%24.7%11.1%29.8%1.6%-0.3%7.8M-178.2M-722.5K0.315.86N/AN/A478,920147,3207,250,2403,013,720
2014-02-26$0.47$0.3826.4%8.2%25.0%10.6%41.0%1.5%-0.2%8.3M-176.5M-726.9K0.247.52N/AN/A369,56088,4007,378,4803,062,400
2014-02-27$0.46$0.3826.7%8.5%25.2%11.2%29.1%1.2%-0.6%7.4M-157.3M-727.2K0.416.32N/AN/A246,120101,4807,404,3603,121,000
2014-02-28$0.46$0.3826.7%8.5%25.6%11.2%29.9%1.3%-0.6%5.8M-146.2M-718.6K0.566.35N/AN/A224,640126,7607,516,5203,134,360