NVDA Options History — January 2019 In January 2019, NVDA traded between $3.21 and $4.00. ATM implied volatility averaged 52.9%, placing in the 44.5% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded below realized volatility by 4.8% (HV 20d: 57.7%). Max pain ranged from $3.38 to $4.25. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.95.
Notable Days 2019-01-30 : Highest Volume — 12,685,680 contracts2019-01-22 : Largest IV spike — 13.3% change2019-01-22 : Highest IV Rank — 55.2%2019-01-22 : Largest Expected Move — 18.0%Monthly Statistics Metric Avg Min Max Open Close Price $3.62 $3.21 $4.00 $3.40 $3.57 Max Pain $3.51 $3.38 $4.25 $4.25 $4.00 ATM IV 52.9% 48.1% 59.7% 51.6% 50.2% Expected Move 16.5% 13.5% 18.0% 16.3% 13.5% HV 20d 57.7% 46.0% 79.5% 50.0% 79.5% HV 60d 77.6% 75.1% 78.5% 76.4% 77.7% IV Rank 44.5% 36.9% 55.2% 42.5% 40.3% IV Percentile 81.9% 70.6% 90.9% 83.3% 72.6% Term Structure 0.9% -3.0% 10.9% -0.9% -1.8% VWIV 57.1% 47.7% 62.3% 56.1% 47.7% Skew 25d 7.1% 5.5% 8.8% 7.4% 5.5% Skew 10d 12.1% 9.3% 15.3% 13.6% 9.3% Call IV 25d 49.4% 42.8% 55.0% 48.1% 47.9% Put IV 25d 56.4% 48.5% 63.4% 55.5% 53.3% Bid-Ask Spread % 3.01 1.88 6.04 2.31 1.88 Gamma HHI 0.11 0.03 0.56 0.04 0.04 Net GEX 16.2M -33.6M 126.5M -13.6M 14.6M Net DEX 1.57B -320.8M 3.40B 3.03B 999.0M Net VEX -15.4M -18.4M -11.5M -13.0M -16.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.95 0.48 2.27 1.58 1.08 Total Volume 8,052,521.905 2,802,040 12,685,680 7,514,880 10,936,080 Total OI 41,825,485.714 30,355,080 49,516,520 42,655,040 39,961,760
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 2019-01-02 $3.40 $4.25 51.6% 16.3% 50.0% 42.5% 56.1% 7.4% -0.9% -13.6M 3.03B -13.0M 1.58 2.31 N/A N/A 2,913,560 4,601,320 22,723,640 19,931,400 2019-01-03 $3.21 $3.50 54.9% 17.6% 46.0% 47.7% 60.2% 8.1% -1.2% -26.5M 3.40B -11.5M 0.86 6.04 N/A N/A 3,384,960 2,906,240 23,055,560 19,816,160 2019-01-04 $3.40 $3.38 51.4% 17.0% 51.5% 42.2% 58.7% 7.0% -1.0% -3.2M 2.68B -13.4M 0.96 4.17 N/A N/A 4,171,200 4,009,200 24,231,080 20,340,200 2019-01-07 $3.60 $3.38 53.6% 17.8% 56.6% 45.7% 62.3% 7.0% 8.7% -2.4M 1.97B -15.2M 0.67 2.86 N/A N/A 1,676,120 1,125,920 23,140,840 19,449,280 2019-01-08 $3.49 $3.38 50.2% 17.0% 55.3% 40.3% 59.0% 6.7% 9.3% -3.6M 2.43B -14.3M 0.62 3.14 N/A N/A 3,931,480 2,419,200 24,338,520 20,266,040 2019-01-09 $3.56 $3.38 48.1% 16.6% 55.7% 36.9% 57.9% 6.1% 9.8% 8.1M 2.11B -15.0M 0.91 4.26 N/A N/A 3,373,800 3,062,320 24,984,360 20,831,120 2019-01-10 $3.63 $3.38 50.0% 16.8% 55.9% 40.0% 58.9% 6.3% 10.9% 28.3M 1.71B -15.7M 0.91 4.33 N/A N/A 3,389,400 3,093,320 25,644,760 21,126,120 2019-01-11 $3.74 $3.38 48.8% 15.9% 56.9% 38.1% 55.9% 5.7% 10.5% 89.7M 1.06B -16.2M 0.59 2.94 N/A N/A 6,584,760 3,875,000 25,994,160 21,461,080 2019-01-14 $3.78 $3.38 51.2% 15.4% 57.1% 41.9% 53.3% 7.8% -1.6% 19.9M 1.19B -16.3M 0.51 3.31 N/A N/A 3,900,440 1,987,000 24,942,400 20,804,080 2019-01-15 $3.75 $3.38 50.9% 14.9% 56.8% 41.4% 51.9% 8.4% -1.0% 15.9M 1.37B -15.9M 0.60 2.89 N/A N/A 3,291,360 1,977,520 25,561,920 21,335,320 2019-01-16 $3.72 $3.38 52.5% 15.0% 55.9% 43.8% 51.5% 8.8% -1.1% 5.1M 1.66B -15.7M 2.27 2.30 N/A N/A 3,358,720 7,607,400 25,858,600 21,788,440 2019-01-17 $3.79 $3.50 52.9% 15.3% 54.6% 44.5% 52.5% 8.5% -2.0% 35.7M 985.9M -16.4M 1.06 4.50 N/A N/A 4,125,040 4,353,560 26,700,120 22,194,480 2019-01-18 $3.90 $3.50 52.7% 15.3% 47.9% 44.2% 52.5% 7.4% -1.9% 48.2M 10.4M -16.8M 0.52 2.91 N/A N/A 7,046,240 3,633,800 27,038,440 22,478,080 2019-01-22 $3.70 $3.50 59.7% 18.0% 51.6% 55.2% 60.5% 8.3% -3.0% -1.2M 1.17B -16.0M 0.48 2.65 N/A N/A 4,822,600 2,323,000 15,757,440 14,597,640 2019-01-23 $3.74 $3.50 58.7% 17.9% 48.2% 53.6% 61.1% 8.4% -2.9% 11.2M 962.1M -16.6M 1.04 2.06 N/A N/A 3,626,840 3,787,440 17,237,560 15,287,920 2019-01-24 $3.94 $3.50 57.2% 17.6% 50.3% 51.3% 60.0% 7.5% -2.9% 49.6M -4.1M -18.1M 0.66 1.94 N/A N/A 5,679,480 3,773,960 17,907,320 15,917,040 2019-01-25 $4.00 $3.50 55.9% 17.4% 49.9% 49.3% 60.5% 5.9% -2.8% 126.5M -320.8M -18.4M 0.66 2.03 N/A N/A 7,476,120 4,960,200 18,633,200 16,682,960 2019-01-28 $3.44 $3.63 53.7% 16.9% 75.9% 45.8% 59.1% 5.5% -2.0% -22.6M 2.22B -14.3M 0.94 2.05 N/A N/A 1,522,960 1,437,440 17,497,400 15,852,280 2019-01-29 $3.29 $3.50 54.9% 17.7% 77.2% 47.7% 61.3% 5.9% -1.9% -33.6M 2.62B -14.0M 1.18 2.38 N/A N/A 4,702,920 5,569,360 19,640,600 18,135,400 2019-01-30 $3.43 $3.50 51.7% 17.0% 78.6% 42.6% 58.4% 6.0% -1.8% -6.0M 1.82B -15.3M 1.89 2.19 N/A N/A 4,391,360 8,294,320 20,653,160 18,537,320 2019-01-31 $3.57 $4.00 50.2% 13.5% 79.5% 40.3% 47.7% 5.5% -1.8% 14.6M 999.0M -16.2M 1.08 1.88 N/A N/A 5,266,800 5,669,280 21,063,800 18,897,960
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