NVDA Options History — May 2019 In May 2019, NVDA traded between $3.40 and $4.58. ATM implied volatility averaged 44.6%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 9.5% (HV 20d: 35.1%). Max pain ranged from $4.25 to $4.63. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.73.
Notable Days 2019-05-17 : Highest Volume — 13,321,920 contracts2019-05-17 : Largest IV drop — 20.7% change2019-05-13 : Highest IV Rank — 48.6%2019-05-02 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $4.00 $3.40 $4.58 $4.54 $3.40 Max Pain $4.45 $4.25 $4.63 $4.50 $4.25 ATM IV 44.6% 35.3% 55.5% 43.3% 41.6% Expected Move 12.7% 10.1% 15.5% 14.5% 12.1% HV 20d 35.1% 28.7% 39.5% 30.5% 34.0% HV 60d 36.2% 32.8% 38.3% 34.0% 38.1% IV Rank 31.5% 16.7% 48.6% 29.5% 26.8% IV Percentile 60.6% 31.0% 86.5% 61.1% 55.6% Term Structure -1.3% -2.9% 0.3% -1.6% -0.2% VWIV 43.9% 35.7% 53.1% 49.7% 41.4% Skew 25d 5.7% 3.3% 9.8% 4.1% 5.0% Skew 10d 10.3% 5.8% 17.7% 6.7% 9.5% Call IV 25d 41.7% 33.5% 49.8% 41.0% 39.4% Put IV 25d 47.4% 37.5% 59.5% 45.1% 44.4% Bid-Ask Spread % 2.06 1.54 2.94 2.22 1.78 Gamma HHI 0.08 0.05 0.29 0.06 0.12 Net GEX -12.8M -68.7M 41.6M 25.6M -55.1M Net DEX 1.40B -918.1M 2.87B -416.4M 2.78B Net VEX -18.7M -21.4M -15.1M -21.0M -15.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.47 1.59 0.61 1.59 Total Volume 6,247,732.727 3,570,000 13,321,920 6,282,920 7,774,480 Total OI 36,623,081.818 33,649,080 44,007,400 34,484,520 37,804,400
Daily Data (22 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 2019-05-01 $4.54 $4.50 43.3% 14.5% 30.5% 29.5% 49.7% 4.1% -1.6% 25.6M -416.4M -21.0M 0.61 2.22 N/A N/A 3,909,480 2,373,440 17,667,840 16,816,680 2019-05-02 $4.57 $4.50 45.7% 15.5% 28.8% 33.2% 53.1% 5.4% -2.1% 35.9M -677.1M -21.4M 0.52 1.98 N/A N/A 4,505,840 2,341,400 18,068,920 17,044,480 2019-05-03 $4.58 $4.50 44.6% 15.3% 28.8% 31.5% 52.4% 5.1% -2.1% 41.6M -918.1M -21.2M 0.59 2.35 N/A N/A 3,262,880 1,924,800 18,724,120 17,438,160 2019-05-06 $4.49 $4.63 46.5% 12.2% 28.7% 34.4% 42.1% 5.6% -1.9% 20.6M -249.0M -21.0M 0.57 2.01 N/A N/A 3,224,760 1,834,960 17,168,280 16,480,800 2019-05-07 $4.30 $4.63 53.3% 14.1% 31.9% 45.2% 48.3% 8.2% -2.5% -2.3M 643.6M -20.7M 0.47 1.93 N/A N/A 4,331,760 2,035,800 17,762,360 16,954,680 2019-05-08 $4.38 $4.50 50.5% 13.4% 32.7% 40.8% 47.3% 7.1% -2.4% 33.5M 149.5M -21.0M 0.98 1.80 N/A N/A 2,399,800 2,353,400 18,664,240 17,350,880 2019-05-09 $4.25 $4.50 53.7% 14.2% 33.1% 45.8% 48.6% 8.1% -2.9% 9.0M 869.5M -20.6M 0.91 2.94 N/A N/A 4,260,600 3,856,000 18,991,640 17,661,440 2019-05-10 $4.21 $4.50 50.7% 13.4% 33.1% 41.1% 47.2% 8.2% -2.7% -61.9K 1.17B -20.0M 0.73 2.92 N/A N/A 3,745,200 2,739,960 19,489,160 18,639,840 2019-05-13 $3.95 $4.50 55.5% 14.9% 38.6% 48.6% 52.2% 9.8% -2.8% -24.8M 1.88B -18.2M 0.75 2.35 N/A N/A 3,896,720 2,922,320 16,651,800 17,451,120 2019-05-14 $4.05 $4.50 50.4% 13.9% 39.5% 40.6% 47.6% 7.6% -1.5% -17.6M 1.49B -19.3M 0.74 2.01 N/A N/A 2,668,520 1,981,680 18,035,360 18,566,040 2019-05-15 $4.00 $4.50 48.2% 13.2% 38.3% 37.1% 44.5% 5.9% -2.0% -18.1M 1.67B -18.9M 0.80 2.21 N/A N/A 3,159,040 2,532,480 18,817,360 19,034,480 2019-05-16 $4.00 $4.50 48.2% 13.3% 38.4% 37.2% 45.4% 4.0% -2.3% -10.4M 1.54B -19.1M 0.89 2.27 N/A N/A 6,178,120 5,522,680 19,963,880 19,580,280 2019-05-17 $3.88 $4.50 38.3% 10.9% 39.2% 21.5% 38.2% 3.3% -0.2% -68.7M 2.35B -18.1M 0.72 1.87 N/A N/A 7,739,440 5,582,480 22,403,480 21,603,920 2019-05-20 $3.81 $4.38 39.2% 11.2% 38.3% 23.0% 39.4% 4.3% -0.3% -27.6M 2.01B -17.6M 0.62 1.86 N/A N/A 3,179,280 1,974,160 17,225,120 17,290,080 2019-05-21 $3.88 $4.38 35.9% 10.3% 38.9% 17.7% 35.9% 3.7% 0.1% -14.6M 1.65B -18.1M 0.62 1.54 N/A N/A 2,206,160 1,363,840 17,893,400 17,605,200 2019-05-22 $3.83 $4.38 35.3% 10.1% 38.4% 16.7% 35.7% 4.0% 0.3% -24.1M 1.84B -17.9M 0.69 1.74 N/A N/A 2,293,920 1,588,720 18,231,200 17,879,400 2019-05-23 $3.67 $4.38 41.4% 11.9% 39.5% 26.4% 40.5% 6.2% -0.2% -41.8M 2.39B -17.1M 0.63 2.42 N/A N/A 3,665,960 2,304,240 18,590,680 18,162,200 2019-05-24 $3.64 $4.38 38.7% 11.1% 36.6% 22.2% 37.8% 5.3% -0.1% -15.2M 2.48B -16.8M 0.63 1.75 N/A N/A 3,277,240 2,070,200 19,334,200 18,673,480 2019-05-28 $3.59 $4.38 39.1% 11.2% 35.8% 22.8% 39.0% 5.1% 0.3% -36.5M 2.55B -16.2M 0.54 1.73 N/A N/A 2,354,440 1,262,080 17,632,240 18,061,800 2019-05-29 $3.51 $4.38 40.8% 11.7% 35.2% 25.4% 40.1% 5.3% -0.5% -45.4M 2.80B -15.7M 0.82 1.66 N/A N/A 2,823,800 2,322,520 18,144,800 18,431,240 2019-05-30 $3.47 $4.38 40.3% 11.3% 34.7% 24.7% 39.3% 4.8% -0.0% -45.5M 2.87B -15.7M 0.66 1.87 N/A N/A 3,432,640 2,272,880 18,846,720 18,870,400 2019-05-31 $3.40 $4.25 41.6% 12.1% 34.0% 26.8% 41.4% 5.0% -0.2% -55.1M 2.78B -15.1M 1.59 1.78 N/A N/A 2,999,240 4,775,240 19,598,560 18,205,840
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