NVDA Options History — April 2014 In April 2014, NVDA traded between $0.45 and $0.48. ATM implied volatility averaged 34.3%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 6.5% (HV 20d: 27.7%). Max pain ranged from $0.38 to $0.42. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.52.
Notable Days 2014-04-03 : Highest Volume — 1,791,520 contracts2014-04-07 : Largest IV spike — 9.4% change2014-04-11 : Highest IV Rank — 33.7%2014-04-11 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $0.47 $0.45 $0.48 $0.47 $0.46 Max Pain $0.42 $0.38 $0.42 $0.38 $0.42 ATM IV 34.3% 28.7% 37.2% 28.8% 34.6% Expected Move 8.4% 8.2% 8.8% 8.4% 8.4% HV 20d 27.7% 24.9% 29.7% 25.5% 24.9% HV 60d 25.6% 25.0% 26.5% 25.8% 25.5% IV Rank 27.4% 15.4% 33.7% 15.8% 28.2% IV Percentile 88.7% 61.5% 97.6% 63.1% 90.5% Term Structure -0.1% -2.4% 4.8% 4.0% -1.2% VWIV 29.6% 28.3% 30.9% 30.7% 28.7% Skew 25d -0.2% -2.7% 1.2% 0.0% -0.4% Skew 10d -0.9% -6.4% 1.9% -0.1% -1.4% Call IV 25d 35.5% 29.6% 39.8% 29.7% 36.0% Put IV 25d 35.3% 29.4% 40.3% 29.7% 35.6% Bid-Ask Spread % 11.37 6.69 17.22 10.72 13.83 Gamma HHI 0.22 0.20 0.25 0.21 0.25 Net GEX 9.6M 7.7M 11.1M 9.6M 8.2M Net DEX -189.6M -232.9M -153.1M -204.6M -153.1M Net VEX -772.2K -822.8K -715.1K -814.4K -755.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.16 2.70 0.17 0.97 Total Volume 598,720 170,240 1,791,520 1,583,000 333,000 Total OI 11,789,137.143 10,676,120 12,592,640 11,326,840 12,082,120
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 2014-04-01 $0.47 $0.38 28.8% 8.4% 25.5% 15.8% 30.7% 0.0% 4.0% 9.6M -204.6M -814.4K 0.17 10.72 N/A N/A 1,347,440 235,560 9,185,240 2,141,600 2014-04-02 $0.46 $0.38 28.7% 8.4% 25.4% 15.4% 30.2% -0.1% 3.0% 10.9M -200.3M -818.0K 0.21 6.69 N/A N/A 274,640 57,200 9,631,680 2,215,760 2014-04-03 $0.47 $0.38 31.0% 8.4% 25.2% 20.4% 29.3% -2.7% 2.9% 10.7M -218.9M -822.8K 0.16 14.69 N/A N/A 1,547,760 243,760 9,603,600 2,239,680 2014-04-04 $0.45 $0.38 30.3% 8.7% 27.7% 18.9% 29.8% -1.6% 4.8% 9.8M -167.2M -811.3K 0.24 12.26 N/A N/A 942,160 224,400 10,234,240 2,358,400 2014-04-07 $0.46 $0.42 33.2% 8.7% 27.2% 25.1% 29.1% -1.4% 0.4% 9.3M -168.7M -795.7K 0.19 16.41 N/A N/A 492,480 92,320 9,720,280 2,261,240 2014-04-08 $0.47 $0.42 35.2% 8.4% 29.7% 29.3% 28.8% -1.7% -0.9% 10.5M -224.2M -815.3K 0.41 10.50 N/A N/A 561,680 231,480 9,728,560 2,275,440 2014-04-09 $0.47 $0.42 35.2% 8.3% 29.7% 29.4% 29.9% -1.4% -0.7% 11.1M -221.6M -812.9K 0.24 9.44 N/A N/A 475,400 115,800 9,925,080 2,385,880 2014-04-10 $0.46 $0.42 36.3% 8.8% 28.7% 31.8% 29.3% -0.8% -1.1% 9.8M -179.9M -791.8K 0.46 11.09 N/A N/A 141,400 64,920 9,936,640 2,412,360 2014-04-11 $0.45 $0.42 37.2% 8.8% 29.2% 33.7% 29.8% 0.4% -0.5% 9.4M -156.7M -780.9K 0.92 9.85 N/A N/A 359,840 329,960 9,928,040 2,413,440 2014-04-14 $0.46 $0.42 36.5% 8.7% 29.5% 32.3% 30.5% 1.1% -0.2% 9.9M -173.2M -782.6K 0.43 7.62 N/A N/A 119,240 51,000 9,796,320 2,373,400 2014-04-15 $0.46 $0.42 36.4% 8.8% 28.4% 32.0% 30.5% 1.1% -1.1% 10.2M -183.2M -776.8K 0.40 9.50 N/A N/A 299,400 119,440 9,811,080 2,395,360 2014-04-16 $0.46 $0.42 36.0% 8.6% 27.7% 31.2% 30.9% 1.2% -0.4% 10.2M -186.5M -769.8K 0.20 8.18 N/A N/A 255,240 52,200 9,864,800 2,423,120 2014-04-17 $0.46 $0.42 34.2% 8.3% 27.7% 27.2% 29.8% 1.0% -0.1% 7.7M -193.9M -760.6K 0.23 13.43 N/A N/A 270,880 62,680 9,939,160 2,445,640 2014-04-21 $0.47 $0.42 34.4% 8.2% 27.9% 27.6% 29.9% 0.4% -1.7% 9.1M -180.1M -715.1K 0.34 12.86 N/A N/A 148,160 50,640 8,621,280 2,054,840 2014-04-22 $0.47 $0.42 34.9% 8.3% 28.0% 28.7% 29.7% -0.5% -1.5% 9.6M -195.5M -718.5K 0.26 8.98 N/A N/A 233,720 59,680 8,693,240 2,075,040 2014-04-23 $0.48 $0.42 35.2% 8.2% 28.2% 29.3% 30.2% 0.5% -2.0% 10.1M -212.2M -724.8K 0.26 9.82 N/A N/A 386,880 98,920 8,816,680 2,108,200 2014-04-24 $0.48 $0.42 34.7% 8.2% 26.7% 28.4% 29.0% 0.1% -1.8% 10.8M -232.9M -733.5K 0.24 10.32 N/A N/A 378,240 91,960 9,038,520 2,151,400 2014-04-25 $0.47 $0.42 35.2% 8.2% 28.4% 29.5% 28.4% 0.6% -2.4% 8.9M -187.5M -732.0K 1.44 13.66 N/A N/A 246,280 355,080 9,073,360 2,179,840 2014-04-28 $0.47 $0.42 36.3% 8.2% 28.4% 31.7% 29.7% -0.3% -0.8% 8.4M -173.9M -725.9K 2.70 17.22 N/A N/A 188,840 509,440 8,867,880 2,400,160 2014-04-29 $0.47 $0.42 35.3% 8.2% 28.4% 29.5% 28.3% -0.3% -0.5% 8.2M -168.2M -758.3K 0.47 11.77 N/A N/A 356,720 167,280 8,918,720 2,844,560 2014-04-30 $0.46 $0.42 34.6% 8.4% 24.9% 28.2% 28.7% -0.4% -1.2% 8.2M -153.1M -755.2K 0.97 13.83 N/A N/A 168,920 164,080 9,206,640 2,875,480
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