NVDA Options History — May 2016 In May 2016, NVDA traded between $0.87 and $1.17. ATM implied volatility averaged 35.2%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded below realized volatility by 6.2% (HV 20d: 41.4%). Max pain ranged from $0.75 to $1.05. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.08.
Notable Days 2016-05-13 : Highest Volume — 3,699,280 contracts2016-05-13 : Largest IV drop — 32.1% change2016-05-12 : Highest IV Rank — 54.2%2016-05-04 : Largest Expected Move — 15.1%Monthly Statistics Metric Avg Min Max Open Close Price $1.01 $0.87 $1.17 $0.90 $1.17 Max Pain $0.85 $0.75 $1.05 $0.88 $1.05 ATM IV 35.2% 26.5% 46.4% 42.5% 29.4% Expected Move 10.2% 7.5% 15.1% 14.3% 8.5% HV 20d 41.4% 20.1% 57.2% 20.1% 54.3% HV 60d 32.6% 26.5% 36.3% 32.4% 35.7% IV Rank 28.0% 8.0% 54.2% 45.3% 13.1% IV Percentile 46.8% 7.1% 91.7% 82.9% 16.7% Term Structure -0.9% -3.0% 1.4% -2.0% -0.6% VWIV 36.4% 27.2% 52.4% 50.1% 31.2% Skew 25d 4.5% 2.9% 6.1% 5.1% 3.4% Skew 10d 9.6% 5.1% 14.1% 12.2% 10.4% Call IV 25d 33.4% 25.1% 44.4% 39.8% 28.7% Put IV 25d 37.9% 28.0% 49.6% 44.9% 32.1% Bid-Ask Spread % 12.33 7.60 29.68 8.17 10.74 Gamma HHI 0.12 0.07 0.21 0.09 0.09 Net GEX 3.6M 970.0K 6.3M 4.5M 1.4M Net DEX -281.7M -494.0M -109.0M -157.6M -355.5M Net VEX -1.0M -1.2M -872.3K -972.0K -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.08 0.38 1.61 1.16 1.32 Total Volume 1,321,586.667 566,840 3,699,280 581,480 1,363,800 Total OI 8,860,670.476 7,233,440 10,926,760 7,233,440 9,893,960
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 2016-05-02 $0.90 $0.88 42.5% 14.3% 20.1% 45.3% 50.1% 5.1% -2.0% 4.5M -157.6M -972.0K 1.16 8.17 N/A N/A 268,640 312,840 4,136,080 3,097,360 2016-05-03 $0.89 $0.88 42.9% 14.5% 20.5% 46.2% 50.8% 6.1% -1.9% 4.3M -141.8M -962.8K 0.81 8.03 N/A N/A 312,320 254,520 4,164,800 3,150,960 2016-05-04 $0.87 $0.88 43.8% 15.1% 22.0% 48.2% 52.4% 5.5% -3.0% 3.2M -109.0M -952.9K 1.13 9.77 N/A N/A 308,320 349,080 4,120,000 3,165,120 2016-05-05 $0.87 $0.75 43.1% 11.4% 21.9% 46.8% 39.2% 5.7% -2.9% 3.7M -114.7M -947.1K 1.24 10.98 N/A N/A 290,760 361,160 4,120,520 3,217,800 2016-05-06 $0.88 $0.75 42.7% 11.4% 22.1% 45.8% 39.0% 5.3% -2.3% 1.9M -126.0M -957.3K 0.80 8.64 N/A N/A 366,160 293,200 4,179,120 3,341,680 2016-05-09 $0.88 $0.75 42.1% 11.3% 22.0% 44.4% 40.4% 5.5% -1.4% 2.1M -120.5M -936.8K 1.07 7.60 N/A N/A 352,520 375,480 3,995,840 3,332,120 2016-05-10 $0.90 $0.75 41.2% 11.1% 23.1% 42.4% 39.8% 5.3% -2.5% 2.7M -145.5M -940.3K 1.44 10.11 N/A N/A 256,440 370,400 4,123,880 3,428,040 2016-05-11 $0.90 $0.78 44.1% 11.9% 21.3% 49.1% 40.7% 5.1% -2.6% 2.7M -149.2M -949.9K 1.61 18.01 N/A N/A 469,440 754,400 4,189,960 3,513,200 2016-05-12 $0.89 $0.78 46.4% 12.6% 21.8% 54.2% 44.5% 5.3% -2.9% 1.8M -127.9M -975.6K 0.66 15.04 N/A N/A 1,806,920 1,193,960 4,408,280 3,919,560 2016-05-13 $1.02 $0.78 31.5% 9.2% 55.9% 20.2% 32.4% 4.8% 0.1% 6.2M -441.9M -872.3K 0.38 25.06 N/A N/A 2,683,080 1,016,200 5,468,080 4,537,200 2016-05-16 $1.06 $0.80 32.3% 9.2% 56.5% 22.1% 34.6% 4.7% -0.4% 6.3M -420.3M -948.6K 1.10 15.23 N/A N/A 1,046,000 1,154,680 5,318,680 4,057,920 2016-05-17 $1.04 $0.82 32.7% 9.4% 56.1% 23.0% 38.6% 4.6% -0.2% 4.9M -389.6M -1.0M 1.38 29.68 N/A N/A 569,600 784,760 5,481,880 4,786,000 2016-05-18 $1.08 $0.82 30.6% 8.8% 57.1% 18.2% 32.2% 4.8% 0.2% 5.9M -453.8M -1.0M 0.89 12.48 N/A N/A 656,680 585,480 5,555,200 4,944,000 2016-05-19 $1.09 $0.82 29.1% 8.3% 57.0% 14.8% 31.1% 3.9% 1.4% 5.9M -465.0M -1.0M 0.82 9.56 N/A N/A 697,440 572,760 5,675,120 5,100,160 2016-05-20 $1.11 $0.82 26.5% 7.5% 56.9% 8.7% 27.8% 2.9% 0.9% 4.6M -494.0M -1.0M 0.84 9.49 N/A N/A 793,120 667,960 5,658,200 5,268,560 2016-05-23 $1.11 $0.82 27.0% 7.5% 56.9% 10.0% 27.2% 3.4% 0.1% 3.8M -353.7M -1.0M 0.95 10.09 N/A N/A 695,800 661,360 4,538,120 4,129,560 2016-05-24 $1.13 $0.93 27.2% 7.7% 57.0% 8.0% 27.4% 3.9% 0.1% 4.1M -344.6M -1.1M 1.31 10.38 N/A N/A 599,000 787,360 4,348,600 4,427,920 2016-05-25 $1.13 $0.95 28.1% 8.0% 57.2% 10.2% 27.9% 3.8% 0.3% 2.2M -321.5M -1.1M 1.16 9.15 N/A N/A 591,840 686,120 4,455,120 4,755,880 2016-05-26 $1.14 $1.00 27.4% 7.7% 55.4% 8.5% 28.6% 3.2% 0.1% 3.2M -343.0M -1.2M 1.15 10.30 N/A N/A 583,880 673,720 4,674,280 5,079,440 2016-05-27 $1.15 $1.05 27.8% 7.9% 54.3% 9.4% 28.3% 3.1% 0.3% 970.0K -340.0M -1.2M 1.36 10.47 N/A N/A 502,800 683,320 4,825,080 5,490,800 2016-05-31 $1.17 $1.05 29.4% 8.5% 54.3% 13.1% 31.2% 3.4% -0.6% 1.4M -355.5M -1.2M 1.32 10.74 N/A N/A 586,800 777,000 4,697,480 5,196,480
« Apr 2016 | All History | Jun 2016 » Home NVDA History May 2016