NVDA Options History — February 2018 In February 2018, NVDA traded between $5.40 and $6.23. ATM implied volatility averaged 43.8%, placing in the 53.1% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded below realized volatility by 3.1% (HV 20d: 46.9%). Max pain ranged from $5.50 to $5.75. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.65.
Notable Days 2018-02-09 : Highest Volume — 16,595,920 contracts2018-02-05 : Largest IV spike — 17.0% change2018-02-05 : Highest IV Rank — 100.0%2018-02-08 : Largest Expected Move — 16.2%Monthly Statistics Metric Avg Min Max Open Close Price $5.92 $5.40 $6.23 $6.01 $6.06 Max Pain $5.65 $5.50 $5.75 $5.50 $5.75 ATM IV 43.8% 35.2% 60.6% 50.5% 37.8% Expected Move 12.2% 9.8% 16.2% 13.4% 10.5% HV 20d 46.9% 24.6% 52.8% 24.6% 51.4% HV 60d 40.3% 34.5% 42.5% 34.5% 39.6% IV Rank 53.1% 28.1% 100.0% 77.5% 35.4% IV Percentile 67.7% 40.5% 100.0% 87.7% 52.0% Term Structure -0.5% -3.2% 1.2% -2.4% -0.5% VWIV 42.8% 34.5% 56.1% 46.8% 37.0% Skew 25d 2.3% 1.1% 6.2% 1.1% 3.2% Skew 10d 5.5% 2.0% 23.1% 2.0% 6.0% Call IV 25d 42.9% 34.0% 58.4% 50.2% 36.3% Put IV 25d 45.1% 36.0% 60.2% 51.3% 39.5% Bid-Ask Spread % 7.00 1.76 29.17 3.39 2.60 Gamma HHI 0.08 0.05 0.32 0.06 0.07 Net GEX 71.2M 12.6M 190.1M 56.2M 58.4M Net DEX -3.81B -5.94B -1.23B -4.26B -3.80B Net VEX -24.3M -25.6M -23.1M -23.1M -24.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.46 1.01 0.71 0.73 Total Volume 6,598,250.526 3,699,920 16,595,920 5,575,880 4,707,040 Total OI 36,370,393.684 31,939,480 40,744,280 35,484,280 35,549,400
Daily Data (19 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 2018-02-01 $6.01 $5.50 50.5% 13.4% 24.6% 77.5% 46.8% 1.1% -2.4% 56.2M -4.26B -23.1M 0.71 3.39 N/A N/A 3,258,600 2,317,280 17,843,960 17,640,320 2018-02-02 $5.84 $5.50 51.7% 13.9% 27.5% 81.4% 48.6% 1.1% -2.4% 44.8M -2.92B -23.5M 1.01 13.63 N/A N/A 3,747,960 3,785,240 18,108,000 18,211,640 2018-02-05 $5.40 $5.50 60.6% 16.1% 40.0% 100.0% 56.0% 1.8% -3.2% 12.6M -1.23B -23.6M 0.73 29.17 N/A N/A 3,393,800 2,474,360 16,864,040 16,807,960 2018-02-06 $5.63 $5.50 54.8% 14.9% 41.0% 83.6% 52.0% 2.6% -2.3% 34.2M -2.45B -24.5M 0.63 13.02 N/A N/A 3,126,160 1,974,200 17,853,160 17,535,800 2018-02-07 $5.75 $5.63 51.0% 14.4% 41.6% 72.8% 50.2% 1.9% -0.4% 49.1M -3.21B -25.2M 0.60 14.78 N/A N/A 2,664,840 1,585,760 18,769,720 18,184,040 2018-02-08 $5.48 $5.63 58.0% 16.2% 44.9% 92.6% 56.1% 2.5% -1.9% 24.0M -1.78B -25.6M 0.67 22.64 N/A N/A 4,059,120 2,735,480 19,348,280 18,662,240 2018-02-09 $5.82 $5.63 48.9% 13.9% 49.7% 67.0% 49.3% 6.2% -0.8% 81.3M -3.67B -25.5M 0.63 4.30 N/A N/A 10,162,520 6,433,400 20,322,840 19,426,600 2018-02-12 $5.69 $5.63 45.4% 13.0% 50.5% 57.0% 45.3% 4.2% -0.7% 44.5M -2.71B -24.8M 0.59 4.49 N/A N/A 4,252,640 2,529,960 18,529,280 18,615,960 2018-02-13 $5.82 $5.63 40.1% 11.5% 50.9% 42.0% 40.7% 2.8% -0.4% 83.4M -3.73B -24.7M 0.66 3.40 N/A N/A 3,145,280 2,077,240 19,507,240 19,263,680 2018-02-14 $6.04 $5.75 38.3% 11.0% 52.0% 36.8% 39.4% 1.8% 0.3% 126.8M -5.31B -24.3M 0.66 2.53 N/A N/A 5,057,480 3,342,760 19,843,480 19,602,800 2018-02-15 $6.15 $5.63 37.4% 10.7% 52.3% 34.3% 37.7% 1.1% 0.8% 133.8M -5.94B -23.8M 0.58 2.05 N/A N/A 4,633,040 2,674,400 19,907,280 20,012,520 2018-02-16 $6.10 $5.63 36.4% 10.4% 51.9% 31.4% 36.6% 1.4% 0.7% 62.5M -5.48B -24.2M 0.60 2.39 N/A N/A 5,178,320 3,107,880 20,172,960 20,571,320 2018-02-20 $6.23 $5.75 37.4% 10.6% 52.0% 34.4% 37.8% 1.5% 1.2% 79.7M -4.91B -23.5M 0.61 1.93 N/A N/A 4,085,880 2,481,560 15,515,720 16,423,760 2018-02-21 $6.05 $5.75 38.6% 11.0% 52.8% 37.8% 38.6% 1.9% 0.4% 46.2M -3.74B -24.4M 0.46 2.16 N/A N/A 4,724,440 2,185,720 16,290,960 17,146,600 2018-02-22 $6.05 $5.75 37.8% 10.7% 52.5% 35.4% 37.3% 2.0% 0.5% 51.5M -3.76B -24.6M 0.55 2.30 N/A N/A 3,634,080 1,992,200 17,102,000 17,741,160 2018-02-23 $6.14 $5.75 35.2% 9.8% 52.7% 28.1% 34.5% 1.9% 1.1% 190.1M -4.50B -24.6M 0.67 4.43 N/A N/A 3,287,560 2,197,760 17,704,280 18,171,080 2018-02-26 $6.16 $5.75 35.6% 9.9% 51.9% 29.2% 34.5% 1.9% -0.2% 83.1M -4.52B -23.7M 0.66 1.76 N/A N/A 2,226,840 1,473,080 16,342,320 17,062,080 2018-02-27 $6.16 $5.75 36.5% 10.0% 51.5% 31.9% 35.3% 2.4% -0.2% 90.3M -4.51B -24.0M 0.57 2.06 N/A N/A 2,968,280 1,684,600 16,873,720 17,509,280 2018-02-28 $6.06 $5.75 37.8% 10.5% 51.4% 35.4% 37.0% 3.2% -0.5% 58.4M -3.80B -24.5M 0.73 2.60 N/A N/A 2,717,800 1,989,240 17,607,160 17,942,240
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