NVDA Options History — April 2019 In April 2019, NVDA traded between $4.43 and $4.80. ATM implied volatility averaged 39.8%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 7.7% (HV 20d: 32.1%). Max pain ranged from $4.13 to $4.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.55.
Notable Days 2019-04-26 : Highest Volume — 11,054,880 contracts2019-04-15 : Largest IV spike — 11.8% change2019-04-26 : Highest IV Rank — 35.2%2019-04-30 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $4.68 $4.43 $4.80 $4.55 $4.52 Max Pain $4.31 $4.13 $4.50 $4.13 $4.44 ATM IV 39.8% 34.4% 47.0% 34.9% 45.1% Expected Move 12.8% 11.9% 15.0% 12.1% 15.0% HV 20d 32.1% 21.0% 42.9% 42.9% 30.5% HV 60d 46.0% 34.0% 52.4% 52.4% 34.5% IV Rank 23.9% 15.4% 35.2% 16.2% 32.3% IV Percentile 48.3% 30.6% 68.7% 31.3% 65.1% Term Structure 1.0% -2.9% 9.2% 0.1% -2.1% VWIV 44.7% 42.0% 51.5% 42.5% 51.5% Skew 25d 3.5% 1.9% 5.0% 2.6% 4.5% Skew 10d 5.8% 2.9% 8.2% 4.3% 7.1% Call IV 25d 37.9% 32.1% 45.2% 34.0% 41.9% Put IV 25d 41.4% 35.2% 50.2% 36.6% 46.4% Bid-Ask Spread % 2.24 1.74 2.84 2.05 2.23 Gamma HHI 0.13 0.06 0.75 0.09 0.06 Net GEX 76.0M -50.5M 483.8M 56.6M 23.2M Net DEX -1.56B -2.72B 501.6M -1.38B -332.1M Net VEX -21.0M -21.7M -20.2M -21.0M -21.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.40 0.71 0.55 0.43 Total Volume 5,612,110.476 3,415,200 11,054,880 4,542,560 3,763,520 Total OI 33,913,641.905 30,072,480 36,821,680 31,920,360 33,858,880
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 2019-04-01 $4.55 $4.13 34.9% 12.1% 42.9% 16.2% 42.5% 2.6% 0.1% 56.6M -1.38B -21.0M 0.55 2.05 N/A N/A 2,931,040 1,611,520 16,098,880 15,821,480 2019-04-02 $4.58 $4.13 35.1% 12.0% 42.8% 16.4% 42.3% 2.6% 0.0% 56.8M -1.49B -21.2M 0.45 2.50 N/A N/A 2,927,520 1,306,160 16,432,160 16,276,920 2019-04-03 $4.71 $4.25 34.7% 11.9% 40.8% 15.8% 42.0% 2.3% 0.1% 80.3M -2.29B -21.4M 0.59 2.21 N/A N/A 6,433,960 3,809,160 16,916,960 16,540,480 2019-04-04 $4.70 $4.25 35.9% 12.2% 39.5% 17.7% 42.9% 2.2% -0.3% 66.1M -2.07B -21.7M 0.60 2.61 N/A N/A 3,367,960 2,023,720 17,480,360 17,343,560 2019-04-05 $4.78 $4.25 34.6% 12.1% 39.5% 15.6% 42.7% 1.9% 0.1% 108.3M -2.67B -21.6M 0.52 2.69 N/A N/A 5,142,080 2,667,440 17,887,840 17,508,320 2019-04-08 $4.78 $4.25 35.2% 12.4% 33.3% 16.6% 43.4% 2.4% 8.1% 73.3M -2.36B -21.5M 0.46 2.27 N/A N/A 3,275,640 1,491,640 17,216,840 16,664,280 2019-04-09 $4.73 $4.25 35.6% 12.5% 34.0% 17.2% 43.9% 2.5% 8.0% 85.5M -2.09B -21.6M 0.40 2.08 N/A N/A 3,621,280 1,458,200 17,932,760 16,970,040 2019-04-10 $4.80 $4.25 34.4% 12.4% 32.6% 15.4% 43.2% 2.5% 8.6% 115.6M -2.72B -21.7M 0.55 1.87 N/A N/A 4,054,400 2,232,200 18,438,200 17,288,680 2019-04-11 $4.78 $4.25 36.0% 12.3% 31.6% 17.8% 43.0% 2.5% 8.3% 134.1M -2.57B -21.5M 0.49 2.41 N/A N/A 3,675,120 1,790,560 18,661,880 17,562,280 2019-04-12 $4.75 $4.25 36.7% 12.2% 31.5% 19.0% 43.1% 3.0% 9.2% 483.8M -2.25B -21.3M 0.71 2.84 N/A N/A 3,671,840 2,616,240 19,022,760 17,798,920 2019-04-15 $4.60 $4.25 41.1% 12.3% 34.0% 25.9% 43.6% 4.7% -0.9% 28.2M -1.08B -20.6M 0.67 2.65 N/A N/A 3,198,920 2,157,040 17,072,760 16,916,080 2019-04-16 $4.70 $4.25 40.6% 11.9% 32.8% 25.1% 42.1% 4.0% -0.6% 56.5M -1.73B -20.7M 0.59 2.57 N/A N/A 2,917,400 1,729,360 17,631,080 17,378,200 2019-04-17 $4.69 $4.38 43.9% 12.6% 32.8% 30.4% 43.1% 4.4% -2.2% 42.1M -1.61B -20.7M 0.59 1.95 N/A N/A 3,063,080 1,805,720 17,811,200 17,578,800 2019-04-18 $4.65 $4.38 42.1% 12.1% 26.4% 27.5% 42.3% 4.4% -1.5% 21.7M -1.34B -20.5M 0.60 2.06 N/A N/A 3,248,920 1,950,960 18,209,720 17,899,320 2019-04-22 $4.72 $4.38 43.4% 12.9% 22.3% 29.5% 44.5% 4.2% -2.3% 42.9M -1.15B -20.4M 0.49 2.18 N/A N/A 2,289,880 1,125,320 15,180,240 14,892,240 2019-04-23 $4.77 $4.38 43.8% 13.1% 21.1% 30.2% 45.8% 4.3% -2.5% 58.4M -1.48B -20.4M 0.61 2.05 N/A N/A 2,652,200 1,618,840 15,610,720 15,209,080 2019-04-24 $4.80 $4.38 44.6% 13.6% 21.0% 31.5% 47.1% 4.0% -2.5% 65.0M -1.66B -20.6M 0.52 2.08 N/A N/A 3,253,480 1,691,680 16,014,720 15,674,440 2019-04-25 $4.67 $4.50 46.0% 14.2% 23.8% 33.7% 49.1% 4.8% -2.8% 34.9M -881.7M -20.9M 0.67 1.94 N/A N/A 3,647,320 2,431,280 16,582,240 15,966,200 2019-04-26 $4.43 $4.50 47.0% 14.7% 30.8% 35.2% 50.3% 5.0% -2.9% -50.5M 501.6M -20.2M 0.64 2.02 N/A N/A 6,735,160 4,319,720 17,234,000 16,487,400 2019-04-29 $4.48 $4.38 45.4% 14.9% 30.8% 32.8% 51.1% 4.5% -1.7% 13.4M -115.8M -20.6M 0.40 1.74 N/A N/A 2,955,080 1,191,760 16,938,600 16,176,960 2019-04-30 $4.52 $4.44 45.1% 15.0% 30.5% 32.3% 51.5% 4.5% -2.1% 23.2M -332.1M -21.0M 0.43 2.23 N/A N/A 2,631,200 1,132,320 17,368,360 16,490,520
« Mar 2019 | All History | May 2019 » Home NVDA History April 2019