NVDA Options History — June 2019 In June 2019, NVDA traded between $3.33 and $4.10. ATM implied volatility averaged 38.3%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded below realized volatility by 2.7% (HV 20d: 41.0%). Max pain ranged from $3.63 to $4.13. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 1.04.
Notable Days 2019-06-05 : Highest Volume — 12,107,200 contracts2019-06-04 : Largest IV drop — 6.4% change2019-06-03 : Highest IV Rank — 28.7%2019-06-03 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $3.74 $3.33 $4.10 $3.33 $4.10 Max Pain $3.71 $3.63 $4.13 $4.13 $3.75 ATM IV 38.3% 35.6% 42.9% 42.9% 36.9% Expected Move 10.9% 10.2% 12.3% 12.3% 10.5% HV 20d 41.0% 33.4% 44.2% 33.4% 40.0% HV 60d 37.3% 35.3% 40.5% 38.1% 37.5% IV Rank 20.9% 15.8% 28.7% 28.7% 18.0% IV Percentile 38.4% 24.2% 57.5% 57.5% 30.6% Term Structure -0.2% -0.7% 0.4% -0.1% 0.1% VWIV 38.2% 35.9% 42.6% 42.6% 37.2% Skew 25d 3.2% 2.3% 5.7% 5.7% 3.5% Skew 10d 5.5% 4.1% 9.6% 9.6% 5.8% Call IV 25d 37.0% 34.7% 40.0% 40.0% 35.6% Put IV 25d 40.2% 37.3% 45.6% 45.6% 39.2% Bid-Ask Spread % 2.00 1.60 2.61 1.62 1.60 Gamma HHI 0.07 0.05 0.16 0.08 0.13 Net GEX 4.9M -33.2M 46.4M -33.2M 46.4M Net DEX 787.4M -960.4M 2.60B 2.60B -960.4M Net VEX -18.4M -20.5M -14.6M -14.6M -20.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.04 0.54 2.32 0.70 0.72 Total Volume 6,020,266 2,700,120 12,107,200 4,822,440 4,723,120 Total OI 36,473,046 28,937,240 40,846,240 35,632,640 32,366,120
Daily Data (20 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 2019-06-03 $3.33 $4.13 42.9% 12.3% 33.4% 28.7% 42.6% 5.7% -0.1% -33.2M 2.60B -14.6M 0.70 1.62 N/A N/A 2,835,160 1,987,280 18,351,920 17,280,720 2019-06-04 $3.56 $4.13 40.1% 11.5% 44.2% 24.4% 40.1% 4.5% -0.2% -7.8M 1.62B -17.0M 0.69 1.69 N/A N/A 3,525,840 2,435,920 19,279,440 17,524,120 2019-06-05 $3.52 $4.00 40.7% 11.6% 42.6% 25.3% 39.8% 3.7% -0.3% -10.7M 1.76B -17.0M 2.32 1.69 N/A N/A 3,645,080 8,462,120 19,775,160 17,976,880 2019-06-06 $3.60 $3.75 39.4% 11.1% 43.3% 23.2% 39.0% 3.6% -0.2% 12.0M 1.27B -17.7M 0.73 2.15 N/A N/A 3,764,200 2,730,960 20,491,960 18,145,120 2019-06-07 $3.64 $3.63 39.2% 11.1% 43.1% 23.0% 38.7% 2.7% -0.3% 39.2M 1.01B -18.0M 0.79 1.89 N/A N/A 3,473,040 2,743,640 20,991,560 18,550,840 2019-06-10 $3.71 $3.63 39.3% 11.0% 44.2% 23.1% 38.5% 2.9% -0.7% -5.3M 999.2M -18.4M 0.54 2.25 N/A N/A 3,213,600 1,734,360 19,331,640 17,457,120 2019-06-11 $3.77 $3.63 38.4% 10.9% 39.5% 21.7% 38.1% 2.8% -0.2% 3.0M 731.3M -18.8M 0.77 2.46 N/A N/A 2,733,240 2,111,960 19,875,240 17,868,240 2019-06-12 $3.65 $3.63 39.6% 11.2% 39.4% 23.6% 39.2% 2.9% -0.5% -19.3M 1.36B -18.1M 1.95 2.61 N/A N/A 2,610,680 5,094,680 20,124,320 18,172,160 2019-06-13 $3.70 $3.63 38.0% 10.7% 39.7% 20.7% 38.1% 2.9% -0.6% 3.5M 1.08B -18.3M 1.53 1.93 N/A N/A 1,851,320 2,835,360 20,539,400 18,315,240 2019-06-14 $3.62 $3.63 38.8% 11.0% 40.1% 22.1% 38.5% 3.1% -0.4% -11.0M 1.61B -17.8M 1.59 1.90 N/A N/A 3,227,080 5,124,960 20,789,360 18,762,120 2019-06-17 $3.63 $3.63 38.2% 10.9% 39.0% 21.1% 38.0% 3.2% 0.1% -23.1M 1.51B -17.7M 0.92 2.01 N/A N/A 1,665,520 1,534,000 19,795,360 18,317,440 2019-06-18 $3.84 $3.63 37.5% 10.7% 43.6% 18.8% 37.7% 2.6% 0.3% 12.2M 361.8M -19.1M 0.56 1.96 N/A N/A 4,548,360 2,558,960 20,272,200 18,581,360 2019-06-19 $3.84 $3.63 36.7% 10.5% 43.0% 17.5% 37.1% 2.4% 0.4% 13.3M 369.1M -19.1M 1.89 2.42 N/A N/A 2,079,280 3,937,840 20,918,000 18,942,280 2019-06-20 $3.85 $3.63 35.6% 10.2% 42.8% 15.8% 35.9% 2.6% 0.4% 18.1M 245.3M -19.2M 1.28 2.22 N/A N/A 2,909,680 3,739,000 21,277,400 19,138,400 2019-06-21 $3.80 $3.63 36.3% 10.4% 40.2% 17.0% 36.2% 2.3% -0.1% -2.0M 551.3M -18.9M 1.18 2.18 N/A N/A 2,867,600 3,387,080 21,535,560 19,310,680 2019-06-24 $3.82 $3.63 36.3% 10.4% 40.0% 17.0% 36.2% 2.7% 0.1% 3.4M 377.3M -18.9M 0.67 2.03 N/A N/A 1,613,480 1,086,640 14,104,200 14,833,040 2019-06-25 $3.80 $3.63 37.8% 10.9% 39.6% 19.4% 37.7% 3.3% -0.3% -2.5M 495.6M -18.9M 0.76 2.02 N/A N/A 2,142,880 1,627,120 14,340,480 15,138,200 2019-06-26 $3.98 $3.63 37.5% 10.7% 41.5% 18.9% 37.8% 3.1% -0.3% 28.4M -395.5M -19.8M 0.70 1.77 N/A N/A 4,436,320 3,097,320 14,662,320 15,421,800 2019-06-27 $4.09 $3.75 37.6% 10.7% 41.6% 19.1% 38.0% 3.4% -0.1% 33.8M -848.7M -20.3M 0.57 1.69 N/A N/A 4,007,800 2,302,840 14,971,920 15,931,600 2019-06-28 $4.10 $3.75 36.9% 10.5% 40.0% 18.0% 37.2% 3.5% 0.1% 46.4M -960.4M -20.5M 0.72 1.60 N/A N/A 2,745,000 1,978,120 15,874,720 16,491,400
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