NVDA Options History — May 2014 In May 2014, NVDA traded between $0.45 and $0.47. ATM implied volatility averaged 27.9%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 4.6% (HV 20d: 23.3%). Max pain ranged from $0.42 to $0.42. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.36.
Notable Days 2014-05-09 : Highest Volume — 2,153,280 contracts2014-05-06 : Largest IV drop — 14.1% change2014-05-12 : Highest IV Rank — 40.1%2014-05-02 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $0.46 $0.45 $0.47 $0.46 $0.47 Max Pain $0.42 $0.42 $0.42 $0.42 $0.42 ATM IV 27.9% 23.9% 36.3% 35.0% 24.3% Expected Move 8.2% 7.9% 8.5% 8.2% 8.0% HV 20d 23.3% 19.5% 25.8% 24.9% 24.0% HV 60d 24.8% 23.4% 25.7% 25.5% 24.4% IV Rank 27.1% 15.6% 40.1% 29.0% 18.2% IV Percentile 48.1% 19.0% 96.4% 91.7% 23.8% Term Structure -0.1% -1.2% 1.3% -1.2% -0.1% VWIV 28.8% 27.1% 30.8% 29.9% 28.2% Skew 25d 0.1% -0.6% 0.8% -0.5% -0.1% Skew 10d 0.1% -1.9% 1.9% -0.6% -0.4% Call IV 25d 28.7% 24.7% 36.7% 36.1% 25.3% Put IV 25d 28.8% 24.5% 36.9% 35.6% 25.2% Bid-Ask Spread % 11.16 7.80 16.15 9.10 10.19 Gamma HHI 0.24 0.19 0.30 0.25 0.24 Net GEX 9.3M 5.8M 11.9M 8.5M 10.3M Net DEX -140.0M -175.6M -97.4M -162.3M -175.6M Net VEX -631.1K -750.4K -530.7K -750.4K -532.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.06 1.06 0.36 0.27 Total Volume 555,228.571 124,480 2,153,280 233,640 206,320 Total OI 11,885,420.952 10,101,840 13,583,880 12,170,320 10,275,960
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 2014-05-01 $0.46 $0.42 35.0% 8.2% 24.9% 29.0% 29.9% -0.5% -1.2% 8.5M -162.3M -750.4K 0.36 9.10 N/A N/A 171,760 61,880 9,297,480 2,872,840 2014-05-02 $0.46 $0.42 35.2% 8.5% 24.7% 29.5% 28.4% -0.5% -1.1% 7.7M -150.0M -747.5K 0.53 7.80 N/A N/A 185,920 98,440 9,386,440 2,903,080 2014-05-05 $0.47 $0.42 36.3% 8.2% 22.2% 31.7% 30.6% 0.4% -1.1% 8.4M -168.8M -725.9K 0.09 12.91 N/A N/A 622,920 55,520 9,203,680 2,825,160 2014-05-06 $0.46 $0.42 31.2% 8.4% 23.5% 20.8% 27.9% -0.5% -0.3% 9.7M -141.7M -682.2K 0.50 14.24 N/A N/A 639,120 319,160 9,702,440 2,858,680 2014-05-07 $0.46 $0.42 29.4% 8.5% 19.5% 16.9% 28.7% 0.4% -0.0% 10.0M -137.0M -680.8K 0.41 16.15 N/A N/A 419,120 172,760 9,865,000 2,977,680 2014-05-08 $0.46 $0.42 30.4% 8.4% 20.2% 34.1% 30.2% -0.6% 0.1% 10.3M -160.0M -699.8K 0.39 12.33 N/A N/A 1,220,800 473,160 9,829,400 3,023,200 2014-05-09 $0.45 $0.42 28.0% 8.3% 20.1% 24.8% 27.9% 0.6% 0.1% 6.5M -98.8M -657.8K 0.17 14.08 N/A N/A 1,837,440 315,840 10,304,400 3,279,480 2014-05-12 $0.46 $0.42 27.8% 8.0% 22.1% 40.1% 29.0% 0.8% -0.6% 11.8M -167.8M -678.9K 0.11 11.17 N/A N/A 671,480 74,560 9,988,720 2,989,240 2014-05-13 $0.46 $0.42 27.4% 8.3% 22.6% 37.6% 29.3% 0.7% -0.7% 10.4M -135.6M -652.6K 0.58 13.89 N/A N/A 140,160 81,440 10,243,120 3,020,320 2014-05-14 $0.45 $0.42 26.8% 8.3% 22.7% 33.7% 30.1% 0.3% -0.4% 8.6M -115.5M -626.2K 0.40 9.37 N/A N/A 127,920 50,760 10,293,600 3,052,760 2014-05-15 $0.45 $0.42 27.1% 8.3% 22.7% 36.0% 27.9% -0.3% 0.1% 7.5M -104.1M -623.9K 0.45 11.91 N/A N/A 190,680 86,400 10,262,680 3,042,640 2014-05-16 $0.45 $0.42 26.5% 8.3% 22.6% 32.1% 28.0% 0.2% -0.1% 5.8M -97.4M -602.3K 0.81 9.10 N/A N/A 112,800 91,200 10,299,720 3,029,440 2014-05-19 $0.46 $0.42 26.1% 8.0% 25.4% 29.6% 27.8% 0.8% 0.6% 9.5M -158.3M -604.4K 0.06 10.16 N/A N/A 1,461,440 87,240 8,574,360 2,539,120 2014-05-20 $0.46 $0.42 26.0% 8.3% 25.8% 28.5% 28.8% 0.2% 0.4% 9.8M -110.1M -617.7K 0.38 9.80 N/A N/A 185,800 71,320 8,812,360 2,560,680 2014-05-21 $0.46 $0.42 25.4% 8.3% 25.3% 24.9% 27.7% -0.1% 0.8% 9.3M -113.7M -607.6K 1.06 14.01 N/A N/A 69,040 73,400 8,423,040 2,596,640 2014-05-22 $0.46 $0.42 25.2% 8.2% 25.1% 23.6% 30.8% 0.1% 0.9% 8.8M -110.8M -578.7K 0.16 8.90 N/A N/A 107,640 16,840 7,794,920 2,580,920 2014-05-23 $0.46 $0.42 23.9% 8.2% 23.5% 15.6% 29.7% -0.1% 1.3% 11.9M -131.1M -567.8K 0.16 10.08 N/A N/A 271,520 42,720 7,852,760 2,581,200 2014-05-27 $0.47 $0.42 24.9% 7.9% 24.3% 21.5% 28.1% 0.5% -0.1% 10.0M -157.7M -547.1K 0.25 10.53 N/A N/A 271,760 69,200 7,620,480 2,481,360 2014-05-28 $0.47 $0.42 24.8% 7.9% 24.5% 21.4% 29.0% 0.1% -0.2% 10.0M -170.3M -537.8K 0.15 8.78 N/A N/A 316,080 48,520 7,614,840 2,491,640 2014-05-29 $0.47 $0.42 24.7% 8.0% 24.1% 20.3% 27.1% 0.1% -0.2% 10.6M -172.9M -530.7K 0.25 9.89 N/A N/A 112,080 27,640 7,727,440 2,514,920 2014-05-30 $0.47 $0.42 24.3% 8.0% 24.0% 18.2% 28.2% -0.1% -0.1% 10.3M -175.6M -532.3K 0.27 10.19 N/A N/A 162,920 43,400 7,751,120 2,524,840
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