NVDA Options History — February 2019 In February 2019, NVDA traded between $3.61 and $3.98. ATM implied volatility averaged 44.6%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded below realized volatility by 21.1% (HV 20d: 65.7%). Max pain ranged from $4.00 to $4.13. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.82.
Notable Days 2019-02-15 : Highest Volume — 19,902,520 contracts2019-02-15 : Largest IV drop — 19.7% change2019-02-11 : Highest IV Rank — 43.2%2019-02-11 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $3.83 $3.61 $3.98 $3.61 $3.86 Max Pain $4.01 $4.00 $4.13 $4.00 $4.00 ATM IV 44.6% 38.4% 52.1% 48.6% 38.4% Expected Move 12.2% 9.9% 14.8% 13.3% 10.2% HV 20d 65.7% 31.4% 76.4% 76.4% 31.4% HV 60d 67.7% 57.4% 78.2% 77.8% 57.4% IV Rank 31.4% 21.7% 43.2% 37.7% 21.7% IV Percentile 58.6% 39.3% 80.6% 67.5% 39.3% Term Structure -0.9% -2.7% 2.1% -1.5% -0.5% VWIV 42.8% 35.4% 51.1% 45.2% 35.7% Skew 25d 5.0% 3.5% 7.0% 5.0% 4.5% Skew 10d 8.5% 5.9% 12.2% 7.8% 8.0% Call IV 25d 42.3% 36.6% 49.2% 46.7% 36.7% Put IV 25d 47.2% 40.7% 55.7% 51.8% 41.2% Bid-Ask Spread % 1.96 1.41 2.55 2.40 2.06 Gamma HHI 0.07 0.05 0.27 0.14 0.06 Net GEX 13.3M -9.2M 70.9M 27.5M -9.2M Net DEX 585.3M -576.0M 1.21B 817.7M 1.21B Net VEX -17.6M -18.1M -16.5M -16.5M -17.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.51 1.28 1.28 0.55 Total Volume 7,187,021.053 3,522,720 19,902,520 9,478,600 3,522,720 Total OI 38,416,785.263 34,735,200 45,065,400 40,788,640 37,932,240
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 2019-02-01 $3.61 $4.00 48.6% 13.3% 76.4% 37.7% 45.2% 5.0% -1.5% 27.5M 817.7M -16.5M 1.28 2.40 N/A N/A 4,163,000 5,315,600 21,389,240 19,399,400 2019-02-04 $3.73 $4.00 47.0% 12.9% 74.8% 35.2% 45.8% 4.8% -1.5% 12.7M 607.2M -16.8M 0.64 2.55 N/A N/A 3,776,320 2,430,200 19,083,240 17,308,360 2019-02-05 $3.75 $4.13 46.3% 12.8% 71.9% 34.1% 45.6% 4.9% -1.5% 13.0M 537.3M -17.1M 0.84 1.41 N/A N/A 2,888,600 2,429,960 19,605,280 17,968,240 2019-02-06 $3.83 $4.00 46.7% 12.8% 71.1% 34.8% 45.4% 5.0% -2.1% 24.0M 102.2M -17.9M 1.02 1.99 N/A N/A 5,030,200 5,151,640 20,087,160 18,712,680 2019-02-07 $3.67 $4.00 51.2% 14.3% 72.7% 41.8% 49.0% 6.0% -1.4% 4.0M 1.00B -17.4M 0.86 2.04 N/A N/A 5,112,760 4,398,920 20,798,520 19,251,160 2019-02-08 $3.69 $4.00 51.7% 14.3% 72.4% 42.6% 50.0% 6.6% -2.7% 16.4M 851.7M -17.6M 0.97 1.80 N/A N/A 4,056,400 3,945,880 21,734,800 19,794,120 2019-02-11 $3.66 $4.00 52.1% 14.8% 71.7% 43.2% 50.3% 7.0% -1.2% -2.9M 1.11B -16.7M 0.77 1.59 N/A N/A 2,643,240 2,023,200 19,379,280 17,903,280 2019-02-12 $3.78 $4.00 50.6% 14.4% 72.5% 40.8% 49.8% 6.0% -0.8% 6.8M 542.2M -17.5M 0.98 2.02 N/A N/A 2,906,240 2,853,200 19,945,200 18,565,840 2019-02-13 $3.82 $4.00 48.8% 14.0% 72.6% 38.1% 49.0% 5.4% 0.2% 13.4M 277.3M -17.9M 1.05 2.21 N/A N/A 3,564,880 3,740,560 20,432,560 19,097,480 2019-02-14 $3.85 $4.00 49.4% 14.2% 72.5% 38.9% 51.1% 5.5% -0.5% 14.6M 151.4M -18.0M 1.08 2.15 N/A N/A 5,424,080 5,870,720 21,080,680 19,872,840 2019-02-15 $3.94 $4.00 39.6% 11.1% 72.5% 23.6% 39.3% 3.5% 2.1% 70.9M -576.0M -17.9M 0.78 2.42 N/A N/A 11,199,800 8,702,720 23,125,320 21,940,080 2019-02-19 $3.93 $4.00 40.3% 10.6% 71.9% 24.6% 37.2% 3.8% -1.0% 14.3M 536.1M -17.7M 0.81 1.73 N/A N/A 2,669,600 2,167,200 17,753,960 17,499,600 2019-02-20 $3.98 $4.00 40.4% 10.5% 69.2% 24.8% 38.0% 3.9% -1.1% 22.5M 318.1M -18.1M 0.71 2.15 N/A N/A 2,898,680 2,066,800 18,417,120 18,185,200 2019-02-21 $3.89 $4.00 40.3% 10.6% 69.8% 24.6% 37.4% 4.5% -1.0% 2.8M 843.3M -17.6M 0.93 1.67 N/A N/A 2,616,880 2,443,080 18,691,920 18,666,040 2019-02-22 $3.96 $4.00 38.6% 9.9% 67.6% 22.0% 35.4% 4.4% -0.9% 20.7M 359.1M -18.1M 0.70 1.51 N/A N/A 3,034,120 2,116,080 19,191,440 19,071,360 2019-02-25 $3.98 $4.00 38.6% 10.1% 67.4% 22.0% 36.2% 4.4% -0.8% 7.7M 546.1M -17.8M 0.58 1.70 N/A N/A 3,748,160 2,181,760 17,480,680 17,254,520 2019-02-26 $3.92 $4.00 39.8% 10.5% 37.5% 23.8% 36.9% 4.3% -0.8% -776.7K 847.6M -18.0M 0.56 1.94 N/A N/A 2,788,440 1,548,240 18,225,640 17,948,360 2019-02-27 $3.89 $4.00 39.1% 10.4% 33.3% 22.8% 36.7% 4.7% -0.5% -6.1M 1.04B -17.5M 0.51 1.84 N/A N/A 3,393,080 1,730,440 18,831,320 18,294,760 2019-02-28 $3.86 $4.00 38.4% 10.2% 31.4% 21.7% 35.7% 4.5% -0.5% -9.2M 1.21B -17.4M 0.55 2.06 N/A N/A 2,277,920 1,244,800 19,216,320 18,715,920
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