NVDA Options History — March 2019 In March 2019, NVDA traded between $3.73 and $4.61. ATM implied volatility averaged 38.2%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 2.1% (HV 20d: 36.0%). Max pain ranged from $3.88 to $4.13. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.76.
Notable Days 2019-03-13 : Highest Volume — 12,905,880 contracts2019-03-22 : Largest IV spike — 6.8% change2019-03-07 : Highest IV Rank — 27.3%2019-03-25 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $4.19 $3.73 $4.61 $3.92 $4.49 Max Pain $4.02 $3.88 $4.13 $4.00 $4.13 ATM IV 38.2% 35.5% 41.9% 36.8% 35.9% Expected Move 11.8% 9.6% 13.0% 9.6% 12.3% HV 20d 36.0% 25.3% 44.1% 29.0% 42.9% HV 60d 54.7% 53.4% 56.9% 56.9% 53.9% IV Rank 21.3% 17.2% 27.3% 19.2% 17.8% IV Percentile 40.4% 31.7% 52.8% 34.9% 32.5% Term Structure -0.4% -1.0% 0.2% -0.5% 0.2% VWIV 41.6% 34.5% 45.5% 34.5% 43.0% Skew 25d 3.4% 1.2% 5.9% 4.6% 2.5% Skew 10d 5.7% 1.7% 10.5% 7.7% 4.3% Call IV 25d 36.8% 34.7% 39.7% 35.2% 35.1% Put IV 25d 40.2% 36.8% 45.3% 39.8% 37.5% Bid-Ask Spread % 2.55 1.88 3.89 3.86 2.65 Gamma HHI 0.12 0.06 0.53 0.06 0.48 Net GEX 41.3M -34.5M 170.8M 4.9M 162.3M Net DEX -328.5M -2.48B 1.77B 773.0M -1.35B Net VEX -19.3M -21.7M -16.6M -17.6M -21.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.39 1.72 0.90 0.51 Total Volume 7,793,956.19 3,817,280 12,905,880 5,676,760 6,218,200 Total OI 35,568,160 29,662,520 41,042,720 38,360,440 34,770,800
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 2019-03-01 $3.92 $4.00 36.8% 9.6% 29.0% 19.2% 34.5% 4.6% -0.5% 4.9M 773.0M -17.6M 0.90 3.86 N/A N/A 2,983,960 2,692,800 19,585,480 18,774,960 2019-03-04 $3.92 $4.00 38.8% 10.6% 28.9% 22.3% 38.0% 4.8% -0.4% 7.4M 811.5M -17.6M 0.65 3.28 N/A N/A 2,744,400 1,775,120 18,036,680 17,439,920 2019-03-05 $3.93 $4.00 37.1% 9.9% 27.0% 19.6% 36.1% 4.2% -0.2% 16.3M 737.9M -17.6M 0.98 2.37 N/A N/A 1,927,040 1,890,240 18,696,320 17,870,960 2019-03-06 $3.81 $4.00 39.3% 11.2% 29.5% 23.2% 39.6% 4.5% -0.8% -12.5M 1.36B -16.8M 1.72 2.23 N/A N/A 3,713,080 6,398,520 18,886,120 18,110,320 2019-03-07 $3.73 $4.00 41.9% 12.2% 29.3% 27.3% 42.5% 5.9% -1.0% -24.1M 1.77B -16.6M 0.95 2.45 N/A N/A 4,599,000 4,392,200 19,626,640 18,614,160 2019-03-08 $3.76 $4.00 41.0% 11.6% 25.3% 25.8% 41.6% 5.7% -0.5% -34.5M 1.48B -16.7M 1.17 2.54 N/A N/A 3,444,480 4,041,400 20,408,720 19,041,560 2019-03-11 $4.03 $4.00 39.2% 12.0% 35.0% 22.9% 42.0% 4.2% -0.4% 31.9M 34.1M -17.8M 0.54 2.22 N/A N/A 6,245,280 3,377,120 18,643,520 17,972,840 2019-03-12 $4.08 $4.00 38.1% 11.7% 34.7% 21.1% 41.2% 4.0% -1.0% 45.8M -315.3M -18.2M 0.52 2.41 N/A N/A 4,599,040 2,377,280 19,573,320 18,528,040 2019-03-13 $4.22 $4.00 37.6% 11.7% 35.0% 20.5% 41.7% 3.4% -0.8% 54.8M -1.12B -18.9M 0.90 2.31 N/A N/A 6,776,320 6,129,560 19,855,840 18,932,880 2019-03-14 $4.15 $4.00 36.6% 11.7% 35.9% 18.9% 41.4% 2.6% -0.4% 40.0M -626.8M -18.9M 1.13 2.11 N/A N/A 4,301,000 4,851,120 20,363,960 19,700,360 2019-03-15 $4.24 $3.88 35.8% 11.5% 36.4% 17.6% 40.3% 2.1% -0.5% 170.8M -1.19B -19.4M 0.86 1.99 N/A N/A 4,963,800 4,282,480 21,067,440 19,975,280 2019-03-18 $4.23 $3.88 36.4% 11.7% 35.9% 18.5% 41.1% 2.4% -0.4% 26.9M -349.0M -19.3M 0.60 2.57 N/A N/A 3,005,560 1,791,840 14,602,960 15,059,560 2019-03-19 $4.38 $3.88 35.5% 11.8% 37.4% 17.2% 41.3% 2.1% 0.0% 51.4M -1.12B -20.0M 0.56 3.89 N/A N/A 6,965,200 3,920,520 15,301,720 15,569,720 2019-03-20 $4.36 $4.00 36.3% 12.1% 37.4% 18.3% 42.4% 2.2% 0.1% 48.4M -992.9M -20.4M 0.63 2.85 N/A N/A 4,188,680 2,629,320 15,995,120 16,133,920 2019-03-21 $4.61 $4.00 37.5% 12.2% 40.1% 20.3% 43.1% 1.2% 0.2% 78.1M -2.48B -21.2M 0.63 1.88 N/A N/A 7,000,600 4,421,920 16,716,160 16,650,560 2019-03-22 $4.44 $4.13 40.1% 12.8% 43.3% 24.3% 44.5% 2.4% -0.3% 23.6M -1.15B -21.4M 0.69 2.96 N/A N/A 5,998,000 4,114,320 16,840,480 17,455,640 2019-03-25 $4.36 $4.13 40.8% 13.0% 44.1% 25.5% 45.5% 3.0% -0.5% 22.3M -487.4M -21.2M 0.67 2.14 N/A N/A 3,808,840 2,548,760 15,811,920 15,714,080 2019-03-26 $4.40 $4.13 39.9% 13.0% 43.6% 24.1% 45.1% 2.9% -0.5% 42.1M -790.4M -21.5M 0.43 2.40 N/A N/A 4,949,880 2,134,240 16,527,120 16,210,000 2019-03-27 $4.42 $4.13 39.4% 13.0% 43.3% 23.3% 45.3% 3.2% -0.4% 44.1M -853.6M -21.7M 0.39 2.21 N/A N/A 4,015,720 1,551,160 16,969,520 16,676,080 2019-03-28 $4.44 $4.13 37.5% 12.5% 42.9% 20.3% 44.0% 2.9% -0.1% 66.9M -1.04B -21.4M 0.49 2.18 N/A N/A 3,956,480 1,948,600 17,381,640 16,839,040 2019-03-29 $4.49 $4.13 35.9% 12.3% 42.9% 17.8% 43.0% 2.5% 0.2% 162.3M -1.35B -21.3M 0.51 2.65 N/A N/A 4,130,440 2,087,760 17,772,880 16,997,920
« Feb 2019 | All History | Apr 2019 » Home NVDA History March 2019