NVDA Options History — June 2018

In June 2018, NVDA traded between $5.93 and $6.67. ATM implied volatility averaged 28.2%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 5.2% (HV 20d: 23.0%). Max pain ranged from $6.13 to $6.44. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.62.

Notable Days

2018-06-14: Highest Volume — 9,273,080 contracts
2018-06-25: Largest IV spike — 18.5% change
2018-06-27: Highest IV Rank — 33.0%
2018-06-27: Largest Expected Move — 10.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.41	$5.93	$6.67	$6.43	$5.93
Max Pain	$6.28	$6.13	$6.44	$6.13	$6.31
ATM IV	28.2%	24.6%	36.5%	25.5%	33.8%
Expected Move	8.1%	7.1%	10.3%	7.1%	9.7%
HV 20d	23.0%	15.5%	29.5%	27.5%	28.9%
HV 60d	37.2%	32.1%	40.6%	40.2%	32.3%
IV Rank	9.3%	0.0%	33.0%	0.6%	25.6%
IV Percentile	11.3%	0.0%	42.9%	0.4%	33.7%
Term Structure	0.4%	-1.2%	1.2%	-0.6%	0.1%
VWIV	28.4%	25.5%	35.1%	25.5%	32.8%
Skew 25d	2.8%	1.1%	5.4%	2.3%	5.2%
Skew 10d	5.3%	2.1%	10.4%	4.5%	10.4%
Call IV 25d	27.0%	23.9%	34.2%	24.8%	31.7%
Put IV 25d	29.8%	25.6%	39.4%	27.1%	36.8%
Bid-Ask Spread %	4.00	2.38	6.06	2.38	3.81
Gamma HHI	0.12	0.05	0.62	0.28	0.05
Net GEX	120.0M	-36.8M	568.8M	292.8M	-19.4M
Net DEX	-3.96B	-6.93B	-18.1M	-5.59B	-56.1M
Net VEX	-27.7M	-30.5M	-25.5M	-27.4M	-30.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.62	0.41	0.88	0.55	0.65
Total Volume	5,472,700.952	3,370,680	9,273,080	6,249,000	4,633,200
Total OI	38,194,249.524	31,103,640	43,666,560	40,825,240	37,941,480

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
2018-06-01	$6.43	$6.13	25.5%	7.1%	27.5%	0.6%	25.5%	2.3%	-0.6%	292.8M	-5.59B	-27.4M	0.55	2.38	N/A	N/A	4,043,560	2,205,440	19,586,000	21,239,240
2018-06-04	$6.61	$6.13	25.7%	7.6%	27.9%	1.0%	27.0%	1.9%	0.4%	161.4M	-6.50B	-25.5M	0.56	3.53	N/A	N/A	5,643,200	3,177,880	18,337,280	20,285,760
2018-06-05	$6.62	$6.13	25.8%	7.7%	24.4%	1.5%	27.0%	1.8%	0.6%	176.3M	-6.48B	-25.8M	0.55	3.91	N/A	N/A	3,366,960	1,852,480	19,073,080	20,975,680
2018-06-06	$6.61	$6.13	25.2%	7.6%	24.4%	0.0%	26.9%	1.4%	0.6%	175.8M	-6.35B	-26.8M	0.52	4.27	N/A	N/A	3,264,800	1,693,200	19,604,400	21,472,440
2018-06-07	$6.59	$6.13	25.9%	7.6%	23.8%	1.9%	26.8%	1.8%	0.5%	186.0M	-6.18B	-26.7M	0.66	5.10	N/A	N/A	3,087,040	2,042,040	20,113,840	21,854,440
2018-06-08	$6.55	$6.13	24.8%	7.5%	22.8%	0.0%	25.9%	1.7%	0.8%	188.4M	-5.92B	-26.9M	0.56	3.62	N/A	N/A	3,131,680	1,739,080	20,483,480	22,147,640
2018-06-11	$6.53	$6.25	25.9%	7.5%	21.8%	3.0%	26.5%	2.0%	0.4%	126.7M	-5.44B	-26.8M	0.69	3.88	N/A	N/A	2,074,160	1,426,840	19,093,240	21,213,720
2018-06-12	$6.54	$6.25	24.6%	7.3%	21.8%	0.0%	25.9%	1.8%	0.7%	157.1M	-5.67B	-26.5M	0.64	3.90	N/A	N/A	2,572,320	1,639,320	19,660,240	21,671,600
2018-06-13	$6.57	$6.25	25.4%	7.4%	15.5%	2.0%	26.1%	1.6%	0.3%	173.4M	-5.91B	-26.7M	0.55	4.63	N/A	N/A	3,639,320	2,018,200	19,952,960	22,092,240
2018-06-14	$6.67	$6.25	25.4%	7.5%	16.1%	2.2%	26.2%	1.1%	0.8%	237.5M	-6.93B	-26.0M	0.49	3.32	N/A	N/A	6,224,040	3,049,040	20,264,240	22,555,200
2018-06-15	$6.62	$6.38	24.8%	7.2%	16.6%	0.6%	25.6%	1.1%	0.7%	568.8M	-6.11B	-26.9M	0.56	4.39	N/A	N/A	3,200,200	1,799,120	20,706,600	22,959,960
2018-06-18	$6.63	$6.38	26.1%	7.5%	16.3%	3.9%	26.7%	1.6%	0.5%	80.2M	-3.94B	-26.8M	0.66	3.00	N/A	N/A	2,036,720	1,333,960	14,887,960	16,215,680
2018-06-19	$6.46	$6.38	27.9%	8.0%	18.2%	8.9%	27.6%	3.3%	0.8%	30.1M	-2.82B	-27.8M	0.62	3.45	N/A	N/A	3,784,880	2,341,720	15,474,840	16,639,320
2018-06-20	$6.56	$6.44	27.6%	7.9%	18.6%	8.1%	27.6%	2.4%	0.6%	82.7M	-3.68B	-28.0M	0.41	3.43	N/A	N/A	3,382,240	1,395,360	16,206,600	17,297,600
2018-06-21	$6.43	$6.44	29.2%	8.3%	20.1%	12.7%	29.4%	3.3%	0.5%	802.3K	-2.57B	-28.7M	0.64	3.91	N/A	N/A	2,522,160	1,603,120	16,707,240	17,636,160
2018-06-22	$6.28	$6.44	29.4%	8.3%	22.0%	13.3%	29.1%	3.9%	1.2%	-31.0M	-1.45B	-28.7M	0.80	3.37	N/A	N/A	3,484,600	2,794,120	17,001,040	17,960,640
2018-06-25	$5.98	$6.38	34.9%	10.0%	28.2%	28.5%	34.8%	5.4%	0.1%	-36.8M	-29.6M	-28.6M	0.78	6.06	N/A	N/A	4,369,000	3,409,600	16,053,240	17,284,400
2018-06-26	$6.08	$6.38	32.9%	9.3%	29.0%	22.9%	32.1%	4.9%	0.8%	-6.1M	-758.4M	-29.6M	0.62	5.15	N/A	N/A	3,016,880	1,875,800	17,423,760	17,914,920
2018-06-27	$5.94	$6.38	36.5%	10.3%	28.9%	33.0%	35.1%	5.2%	-1.2%	-20.8M	-18.1M	-30.1M	0.59	5.08	N/A	N/A	3,400,640	2,015,600	18,353,920	18,290,200
2018-06-28	$6.02	$6.31	34.1%	9.5%	29.5%	26.3%	32.6%	5.2%	0.2%	-4.9M	-635.3M	-30.5M	0.88	3.78	N/A	N/A	2,464,400	2,172,800	19,003,680	18,443,280
2018-06-29	$5.93	$6.31	33.8%	9.7%	28.9%	25.6%	32.8%	5.2%	0.1%	-19.4M	-56.1M	-30.1M	0.65	3.81	N/A	N/A	2,801,800	1,831,400	19,297,400	18,644,080