NVDA Options History — August 2015 In August 2015, NVDA traded between $0.51 and $0.59. ATM implied volatility averaged 35.2%, placing in the 56.0% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded below realized volatility by 7.8% (HV 20d: 43.0%). Max pain ranged from $0.50 to $0.53. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.20.
Notable Days 2015-08-06 : Highest Volume — 2,812,000 contracts2015-08-07 : Largest IV drop — 31.5% change2015-08-24 : Highest IV Rank — 93.2%2015-08-05 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $0.56 $0.51 $0.59 $0.51 $0.56 Max Pain $0.50 $0.50 $0.53 $0.53 $0.50 ATM IV 35.2% 29.0% 44.9% 38.0% 36.6% Expected Move 10.4% 8.4% 13.6% 12.6% 10.7% HV 20d 43.0% 19.8% 55.5% 21.5% 55.4% HV 60d 32.5% 23.3% 37.1% 28.1% 37.0% IV Rank 56.0% 30.4% 93.2% 64.9% 62.7% IV Percentile 74.3% 53.2% 99.2% 85.7% 80.2% Term Structure 0.0% -2.7% 13.7% -1.9% -1.4% VWIV 37.4% 30.1% 47.9% 45.2% 43.3% Skew 25d 3.3% 1.3% 7.5% 2.7% 3.6% Skew 10d 8.2% 3.5% 21.8% 7.9% 7.4% Call IV 25d 35.0% 29.3% 44.7% 37.3% 37.0% Put IV 25d 38.4% 31.5% 49.8% 40.0% 40.6% Bid-Ask Spread % 13.36 6.83 23.27 15.34 9.20 Gamma HHI 0.16 0.10 0.28 0.11 0.12 Net GEX 4.2M 1.4M 7.9M 1.4M 4.1M Net DEX -112.7M -216.8M -18.5M -18.5M -100.2M Net VEX -524.6K -576.1K -482.3K -505.4K -529.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.20 0.37 2.31 0.63 1.51 Total Volume 1,148,798.095 224,880 2,812,000 346,040 747,360 Total OI 10,718,095.238 6,859,560 13,014,560 11,247,800 7,156,560
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 2015-08-03 $0.51 $0.53 38.0% 12.6% 21.5% 64.9% 45.2% 2.7% -1.9% 1.4M -18.5M -505.4K 0.63 15.34 N/A N/A 212,400 133,640 5,125,040 6,122,760 2015-08-04 $0.51 $0.53 38.9% 13.4% 20.1% 68.6% 47.9% 3.5% -1.7% 1.5M -23.8M -514.6K 1.98 8.37 N/A N/A 272,520 540,120 5,229,320 6,219,560 2015-08-05 $0.51 $0.53 38.8% 13.6% 20.2% 68.4% 44.6% 3.0% -2.3% 2.1M -38.2M -516.5K 1.94 12.05 N/A N/A 280,760 545,920 5,312,440 6,182,480 2015-08-06 $0.51 $0.50 44.9% 11.8% 19.8% 92.9% 41.4% 4.2% -2.7% 1.5M -33.6M -535.9K 1.32 17.53 N/A N/A 1,212,680 1,599,320 5,326,920 6,268,320 2015-08-07 $0.57 $0.50 30.7% 8.6% 44.5% 37.6% 32.6% 2.6% 1.2% 7.9M -192.8M -529.9K 0.61 19.73 N/A N/A 1,422,240 873,840 6,207,360 6,642,920 2015-08-10 $0.59 $0.50 30.7% 8.7% 45.4% 37.3% 32.5% 1.3% 0.2% 5.0M -205.6M -511.1K 0.63 12.31 N/A N/A 1,092,240 685,920 5,873,920 6,370,880 2015-08-11 $0.59 $0.50 30.6% 8.7% 45.5% 37.1% 31.7% 3.0% -0.0% 5.8M -211.8M -559.3K 0.39 10.76 N/A N/A 450,600 174,760 6,280,480 6,458,760 2015-08-12 $0.59 $0.50 31.1% 9.0% 45.2% 39.1% 34.3% 3.2% 0.3% 5.9M -216.8M -576.1K 0.89 11.14 N/A N/A 608,640 543,640 6,412,480 6,515,560 2015-08-13 $0.59 $0.50 29.8% 8.7% 45.4% 33.5% 32.5% 2.8% 0.9% 6.2M -206.4M -559.1K 1.62 9.67 N/A N/A 272,760 441,600 6,455,440 6,544,560 2015-08-14 $0.59 $0.50 29.0% 8.4% 45.3% 30.4% 30.2% 2.2% 0.1% 5.2M -199.7M -566.6K 1.81 6.83 N/A N/A 250,560 452,960 6,444,880 6,569,680 2015-08-17 $0.58 $0.50 30.0% 8.7% 44.5% 34.6% 30.1% 1.6% -1.2% 7.2M -192.0M -514.5K 0.37 10.57 N/A N/A 1,324,200 493,160 6,234,640 6,188,240 2015-08-18 $0.58 $0.50 29.6% 8.5% 45.2% 32.6% 30.1% 1.8% 0.2% 6.7M -131.6M -517.2K 0.46 11.14 N/A N/A 932,840 427,480 5,523,680 6,309,240 2015-08-19 $0.57 $0.50 29.5% 8.5% 44.3% 32.5% 30.2% 1.9% -0.7% 6.5M -117.6M -512.4K 0.72 10.15 N/A N/A 130,520 94,360 5,337,920 6,343,680 2015-08-20 $0.55 $0.50 31.7% 9.1% 47.0% 41.7% 31.7% 2.7% 0.1% 4.0M -78.2M -504.5K 0.39 11.51 N/A N/A 1,348,280 528,400 5,448,920 6,359,880 2015-08-21 $0.54 $0.50 36.1% 10.3% 48.4% 60.5% 37.4% 3.5% -0.0% 2.5M -48.5M -503.8K 0.64 15.45 N/A N/A 800,040 508,560 5,317,360 6,416,000 2015-08-24 $0.52 $0.50 43.7% 13.0% 49.7% 93.2% 46.5% 7.5% -0.6% 2.5M -45.4M -504.0K 1.99 23.27 N/A N/A 275,680 549,880 4,408,800 2,450,760 2015-08-25 $0.51 $0.50 42.4% 12.4% 49.9% 87.4% 41.6% 6.5% 13.7% 2.1M -28.8M -482.3K 1.76 19.70 N/A N/A 280,840 494,600 4,435,480 2,566,240 2015-08-26 $0.54 $0.50 40.7% 11.7% 54.4% 80.3% 41.8% 4.9% -0.9% 3.2M -70.7M -516.9K 2.31 17.92 N/A N/A 320,800 740,240 4,488,400 2,588,480 2015-08-27 $0.56 $0.50 38.6% 11.1% 55.5% 71.2% 40.6% 5.3% -0.9% 4.0M -98.8M -528.3K 1.61 13.61 N/A N/A 399,240 642,400 4,559,720 2,851,720 2015-08-28 $0.57 $0.50 38.4% 11.0% 55.3% 70.2% 39.7% 2.3% -1.5% 3.8M -107.0M -528.1K 1.52 14.22 N/A N/A 404,240 614,520 4,644,880 2,885,640 2015-08-31 $0.56 $0.50 36.6% 10.7% 55.4% 62.7% 43.3% 3.6% -1.4% 4.1M -100.2M -529.6K 1.51 9.20 N/A N/A 297,680 449,680 4,603,560 2,553,000
« Jul 2015 | All History | Sep 2015 » Home NVDA History August 2015