NVDA Options History — July 2018 In July 2018, NVDA traded between $5.92 and $6.37. ATM implied volatility averaged 35.5%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 6.3% (HV 20d: 29.2%). Max pain ranged from $6.13 to $6.31. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.71.
Notable Days 2018-07-27 : Highest Volume — 5,079,720 contracts2018-07-16 : Largest IV spike — 14.6% change2018-07-30 : Highest IV Rank — 50.6%2018-07-30 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $6.22 $5.92 $6.37 $6.04 $6.15 Max Pain $6.23 $6.13 $6.31 $6.31 $6.25 ATM IV 35.5% 27.0% 42.8% 32.2% 42.3% Expected Move 11.2% 8.9% 13.6% 8.9% 13.5% HV 20d 29.2% 22.5% 33.7% 27.6% 24.0% HV 60d 28.9% 26.8% 31.9% 31.7% 26.9% IV Rank 30.1% 6.7% 50.6% 21.1% 49.1% IV Percentile 42.0% 6.3% 69.8% 27.4% 67.5% Term Structure 1.5% -2.1% 10.0% 0.6% -2.0% VWIV 38.6% 32.6% 45.9% 32.6% 44.2% Skew 25d 5.3% 3.7% 6.8% 5.1% 6.6% Skew 10d 9.8% 6.8% 11.7% 9.4% 11.5% Call IV 25d 32.6% 25.3% 38.7% 30.3% 38.4% Put IV 25d 37.9% 28.9% 45.5% 35.3% 45.0% Bid-Ask Spread % 4.48 2.94 9.22 3.45 4.78 Gamma HHI 0.06 0.04 0.15 0.04 0.04 Net GEX 64.4M -2.9M 135.1M 20.5M 24.5M Net DEX -2.08B -3.20B -190.9M -904.3M -1.74B Net VEX -29.6M -30.4M -29.0M -30.2M -30.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.46 1.00 0.95 0.68 Total Volume 3,827,466.667 2,679,520 5,079,720 4,156,280 2,967,920 Total OI 36,921,803.81 32,659,560 40,398,240 35,672,320 36,429,800
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 2018-07-02 $6.04 $6.31 32.2% 8.9% 27.6% 21.1% 32.6% 5.1% 0.6% 20.5M -904.3M -30.2M 0.95 3.45 N/A N/A 2,131,000 2,025,280 17,825,520 17,846,800 2018-07-03 $5.92 $6.31 34.3% 9.9% 28.1% 27.0% 33.9% 4.9% 0.1% -2.9M -190.9M -30.2M 0.78 8.94 N/A N/A 1,508,360 1,171,160 18,251,480 18,357,600 2018-07-05 $6.06 $6.13 31.1% 11.3% 29.9% 17.9% 38.7% 4.9% -0.3% 38.8M -1.07B -29.9M 0.65 4.65 N/A N/A 1,898,200 1,241,960 18,594,800 18,577,800 2018-07-06 $6.18 $6.13 28.8% 10.9% 31.1% 11.5% 37.5% 4.1% 0.6% 135.1M -2.12B -29.8M 0.58 5.25 N/A N/A 2,852,760 1,641,600 18,908,840 18,832,440 2018-07-09 $6.22 $6.13 28.4% 10.6% 31.2% 10.4% 37.0% 3.8% 8.4% 66.9M -2.13B -29.1M 0.63 3.77 N/A N/A 2,136,120 1,336,880 17,936,720 18,218,920 2018-07-10 $6.32 $6.13 27.0% 10.5% 32.0% 6.7% 36.7% 3.7% 9.5% 107.3M -2.96B -29.2M 0.63 3.80 N/A N/A 3,070,080 1,940,680 18,357,480 18,636,320 2018-07-11 $6.19 $6.25 29.5% 11.0% 32.6% 13.5% 38.0% 4.1% 8.8% 46.3M -1.81B -29.8M 0.70 3.42 N/A N/A 2,332,080 1,630,040 18,748,440 19,126,920 2018-07-12 $6.28 $6.25 30.4% 10.8% 33.0% 16.0% 37.8% 4.4% 9.2% 100.8M -2.52B -29.9M 0.78 3.53 N/A N/A 2,079,240 1,624,320 19,147,160 19,568,840 2018-07-13 $6.23 $6.25 31.5% 10.8% 32.4% 19.1% 37.4% 4.4% 10.0% 50.0M -1.96B -29.8M 0.97 3.13 N/A N/A 1,923,960 1,867,480 19,283,360 19,723,440 2018-07-16 $6.20 $6.25 36.1% 11.0% 32.3% 31.8% 38.2% 6.1% -0.3% 22.1M -1.69B -29.1M 0.91 2.94 N/A N/A 1,673,320 1,522,560 18,248,920 19,045,800 2018-07-17 $6.34 $6.25 37.0% 10.9% 33.7% 34.4% 37.7% 5.9% -0.4% 94.2M -3.03B -29.6M 0.53 4.09 N/A N/A 2,707,560 1,447,080 18,790,080 19,525,040 2018-07-18 $6.29 $6.25 39.0% 11.2% 32.7% 40.0% 38.4% 5.8% -1.3% 81.1M -2.57B -29.5M 0.60 2.99 N/A N/A 2,157,880 1,299,440 19,416,040 19,768,720 2018-07-19 $6.31 $6.25 39.0% 11.2% 32.1% 40.1% 38.7% 6.0% -1.1% 85.7M -2.76B -29.6M 0.88 3.86 N/A N/A 1,817,880 1,593,080 19,749,480 20,137,440 2018-07-20 $6.27 $6.25 38.3% 11.0% 31.4% 37.9% 38.1% 5.8% -0.9% 81.4M -2.47B -29.5M 0.64 3.61 N/A N/A 2,001,800 1,271,440 19,866,160 20,532,080 2018-07-23 $6.23 $6.25 38.7% 11.3% 30.4% 39.1% 39.6% 5.7% -1.2% 38.1M -2.13B -29.0M 1.00 3.68 N/A N/A 1,891,120 1,885,320 15,524,280 17,135,280 2018-07-24 $6.21 $6.25 39.9% 11.8% 24.4% 42.4% 40.1% 5.7% -1.6% 30.9M -2.00B -29.4M 0.59 3.18 N/A N/A 2,686,120 1,580,520 15,922,960 17,992,160 2018-07-25 $6.27 $6.25 39.5% 11.6% 23.9% 41.3% 39.3% 6.0% -1.7% 66.2M -2.45B -29.4M 0.74 5.75 N/A N/A 1,981,080 1,475,440 16,557,720 18,431,040 2018-07-26 $6.37 $6.25 39.4% 11.8% 22.5% 41.1% 40.9% 5.8% -1.7% 130.5M -3.20B -29.5M 0.46 3.34 N/A N/A 2,689,480 1,234,120 16,889,240 18,713,200 2018-07-27 $6.31 $6.25 39.8% 11.9% 22.7% 42.1% 40.3% 6.4% -2.0% 132.7M -2.66B -29.6M 0.70 9.22 N/A N/A 2,995,640 2,084,080 17,149,880 18,937,600 2018-07-30 $6.12 $6.25 42.8% 13.6% 24.7% 50.6% 45.9% 6.8% -2.1% 2.1M -1.35B -29.6M 0.50 6.77 N/A N/A 3,327,560 1,675,160 16,257,520 18,394,560 2018-07-31 $6.15 $6.25 42.3% 13.5% 24.0% 49.1% 44.2% 6.6% -2.0% 24.5M -1.74B -30.4M 0.68 4.78 N/A N/A 1,771,320 1,196,600 17,555,800 18,874,000
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