NVDA Options History — July 2019 In July 2019, NVDA traded between $3.92 and $4.47. ATM implied volatility averaged 38.8%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 8.0% (HV 20d: 30.8%). Max pain ranged from $3.75 to $4.06. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.57.
Notable Days 2019-07-11 : Highest Volume — 10,500,680 contracts2019-07-15 : Largest IV spike — 16.2% change2019-07-25 : Highest IV Rank — 28.7%2019-07-31 : Largest Expected Move — 14.3%Monthly Statistics Metric Avg Min Max Open Close Price $4.20 $3.92 $4.47 $4.15 $4.24 Max Pain $3.90 $3.75 $4.06 $3.75 $4.06 ATM IV 38.8% 32.4% 43.6% 35.5% 43.1% Expected Move 12.1% 9.1% 14.3% 9.9% 14.3% HV 20d 30.8% 25.7% 38.5% 38.5% 27.2% HV 60d 37.6% 36.5% 38.3% 37.6% 37.4% IV Rank 21.0% 10.7% 28.7% 15.7% 27.8% IV Percentile 39.6% 15.1% 58.3% 21.4% 57.1% Term Structure 0.8% -2.3% 9.1% -0.1% -2.1% VWIV 42.3% 31.9% 49.3% 34.6% 49.3% Skew 25d 3.8% 2.7% 4.5% 3.3% 4.5% Skew 10d 6.5% 4.6% 7.7% 5.8% 7.6% Call IV 25d 36.8% 30.0% 41.5% 34.0% 40.9% Put IV 25d 40.6% 32.9% 45.9% 37.3% 45.4% Bid-Ask Spread % 1.96 1.48 2.71 2.03 1.48 Gamma HHI 0.10 0.05 0.56 0.06 0.05 Net GEX 42.0M -10.7M 262.1M 37.3M -10.5M Net DEX -785.0M -1.81B 333.1M -893.4M -201.7M Net VEX -20.3M -21.7M -19.1M -20.2M -21.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.42 0.70 0.49 0.61 Total Volume 5,296,930.909 2,663,080 10,500,680 8,511,920 4,795,640 Total OI 32,340,325.455 29,764,000 35,318,960 30,481,240 32,381,640
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 2019-07-01 $4.15 $3.75 35.5% 9.9% 38.5% 15.7% 34.6% 3.3% -0.1% 37.3M -893.4M -20.2M 0.49 2.03 N/A N/A 5,723,680 2,788,240 15,052,800 15,428,440 2019-07-02 $4.06 $3.75 34.1% 9.3% 34.3% 13.4% 32.5% 3.3% 0.1% 16.8M -347.7M -19.9M 0.61 2.15 N/A N/A 3,252,000 1,993,720 16,000,680 16,060,440 2019-07-03 $4.06 $3.88 33.7% 9.1% 33.8% 12.8% 31.9% 3.2% 0.1% 14.9M -326.6M -19.9M 0.63 2.02 N/A N/A 1,859,760 1,172,800 16,429,440 16,509,440 2019-07-05 $4.00 $3.88 34.5% 11.9% 34.1% 14.1% 41.6% 3.4% -0.3% -10.4M 13.6M -19.5M 0.65 2.18 N/A N/A 3,202,880 2,072,680 16,667,840 16,639,680 2019-07-08 $3.93 $3.88 34.6% 12.2% 35.0% 14.3% 41.8% 3.5% 8.0% -10.7M 332.4M -19.1M 0.42 1.67 N/A N/A 2,413,040 1,017,000 15,173,040 15,742,640 2019-07-09 $3.92 $3.88 34.0% 12.2% 34.6% 13.3% 42.2% 3.4% 8.5% -1.4M 333.1M -19.1M 0.42 2.30 N/A N/A 2,447,080 1,027,280 15,835,760 16,017,360 2019-07-10 $4.00 $3.88 32.4% 11.7% 34.8% 10.7% 40.8% 3.4% 8.5% 35.1M -179.7M -19.3M 0.47 1.68 N/A N/A 3,910,440 1,844,080 16,381,520 16,290,360 2019-07-11 $4.15 $3.88 34.0% 11.8% 34.3% 13.4% 41.1% 2.7% 8.9% 59.3M -1.08B -19.9M 0.59 2.20 N/A N/A 6,603,360 3,897,320 16,501,520 16,528,040 2019-07-12 $4.20 $3.88 34.6% 11.6% 34.3% 14.2% 40.7% 2.9% 9.1% 76.1M -1.28B -20.0M 0.55 2.71 N/A N/A 5,070,760 2,807,000 16,838,200 17,105,080 2019-07-15 $4.18 $3.88 40.2% 12.1% 33.0% 23.2% 41.5% 4.3% -2.2% 28.9M -834.5M -19.9M 0.70 1.84 N/A N/A 1,962,720 1,380,800 15,802,720 16,476,320 2019-07-16 $4.19 $3.88 41.7% 12.2% 33.0% 25.6% 44.6% 4.3% -1.3% 35.2M -914.6M -20.1M 0.61 2.18 N/A N/A 3,413,880 2,085,200 16,179,000 16,764,880 2019-07-17 $4.24 $3.88 42.3% 12.1% 27.9% 26.6% 42.9% 4.3% -1.9% 62.0M -1.24B -20.4M 0.55 2.40 N/A N/A 3,078,040 1,690,640 16,797,400 17,178,240 2019-07-18 $4.25 $3.88 42.2% 12.2% 27.8% 26.4% 42.3% 4.1% -1.7% 73.5M -1.29B -20.3M 0.54 2.08 N/A N/A 4,648,600 2,513,560 16,803,120 17,392,280 2019-07-19 $4.23 $3.88 41.5% 12.0% 28.1% 25.3% 41.9% 4.0% -1.4% 38.6M -1.14B -20.2M 0.55 2.14 N/A N/A 3,193,840 1,748,000 17,397,840 17,921,120 2019-07-22 $4.28 $3.88 41.8% 12.5% 27.4% 25.8% 43.8% 4.2% -1.8% 28.3M -759.9M -20.4M 0.62 1.59 N/A N/A 2,534,680 1,563,640 14,471,360 15,292,640 2019-07-23 $4.39 $3.88 42.0% 12.7% 28.1% 26.1% 44.6% 4.3% -1.8% 53.4M -1.36B -20.8M 0.47 1.83 N/A N/A 3,737,240 1,774,040 14,883,960 15,517,480 2019-07-24 $4.47 $4.00 42.2% 12.9% 27.9% 26.5% 45.3% 4.2% -1.9% 66.0M -1.81B -21.0M 0.63 1.65 N/A N/A 3,802,160 2,404,160 15,238,280 15,765,480 2019-07-25 $4.34 $4.00 43.6% 13.5% 26.9% 28.7% 46.6% 4.5% -2.3% 34.4M -944.3M -21.1M 0.67 1.69 N/A N/A 3,587,480 2,408,280 15,532,680 16,379,640 2019-07-26 $4.39 $4.00 41.9% 13.0% 25.8% 26.0% 44.7% 4.3% -2.2% 262.1M -1.42B -21.2M 0.61 1.54 N/A N/A 3,095,080 1,898,320 16,213,880 17,008,960 2019-07-29 $4.37 $4.00 42.1% 13.7% 25.9% 26.3% 47.2% 4.2% -1.9% 15.0M -926.4M -21.5M 0.61 1.80 N/A N/A 2,147,760 1,302,520 14,922,040 16,049,800 2019-07-30 $4.38 $4.00 42.2% 13.9% 25.7% 26.4% 48.1% 4.2% -2.1% 20.3M -986.6M -21.7M 0.57 1.85 N/A N/A 1,691,200 971,880 15,451,520 16,462,600 2019-07-31 $4.24 $4.06 43.1% 14.3% 27.2% 27.8% 49.3% 4.5% -2.1% -10.5M -201.7M -21.3M 0.61 1.48 N/A N/A 2,986,600 1,809,040 15,782,840 16,598,800
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