NVDA Options History — August 2019 In August 2019, NVDA traded between $3.73 and $4.30. ATM implied volatility averaged 43.7%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded below realized volatility by 0.7% (HV 20d: 44.4%). Max pain ranged from $4.06 to $4.13. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.72.
Notable Days 2019-08-16 : Highest Volume — 12,260,120 contracts2019-08-16 : Largest IV drop — 28.3% change2019-08-05 : Highest IV Rank — 46.7%2019-08-02 : Largest Expected Move — 16.9%Monthly Statistics Metric Avg Min Max Open Close Price $4.01 $3.73 $4.30 $4.13 $4.17 Max Pain $4.12 $4.06 $4.13 $4.06 $4.13 ATM IV 43.7% 34.4% 54.9% 46.3% 37.5% Expected Move 12.4% 9.9% 16.9% 15.7% 10.6% HV 20d 44.4% 29.0% 54.9% 29.0% 54.1% HV 60d 39.1% 36.8% 42.2% 36.8% 40.2% IV Rank 28.8% 13.9% 46.7% 33.0% 17.9% IV Percentile 50.5% 14.7% 85.3% 63.1% 27.0% Term Structure -1.1% -3.0% 0.2% -2.5% -0.0% VWIV 42.9% 34.4% 57.5% 53.4% 37.8% Skew 25d 6.6% 4.2% 8.8% 5.9% 6.3% Skew 10d 11.6% 7.2% 15.4% 10.8% 11.6% Call IV 25d 40.4% 32.5% 48.8% 43.6% 34.6% Put IV 25d 46.9% 37.0% 57.6% 49.5% 40.9% Bid-Ask Spread % 2.07 1.63 2.68 2.40 1.63 Gamma HHI 0.07 0.04 0.38 0.05 0.13 Net GEX 4.5M -27.2M 86.4M -26.3M 48.8M Net DEX 395.8M -1.19B 1.57B 438.0M -378.4M Net VEX -21.3M -22.7M -19.3M -21.3M -22.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.50 1.05 0.84 0.82 Total Volume 5,351,170.909 1,831,480 12,260,120 6,162,680 4,303,960 Total OI 35,582,596.364 32,014,600 40,025,080 33,172,320 37,188,480
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 2019-08-01 $4.13 $4.06 46.3% 15.7% 29.0% 33.0% 53.4% 5.9% -2.5% -26.3M 438.0M -21.3M 0.84 2.40 N/A N/A 3,342,920 2,819,760 16,240,840 16,931,480 2019-08-02 $4.03 $4.13 49.3% 16.9% 29.9% 37.9% 57.5% 7.1% -3.0% -21.5M 950.6M -20.9M 1.05 2.33 N/A N/A 2,624,920 2,751,280 16,648,240 17,238,120 2019-08-05 $3.77 $4.13 54.9% 14.2% 37.4% 46.7% 48.6% 8.8% -2.5% -27.2M 1.57B -19.3M 0.82 2.14 N/A N/A 3,261,480 2,662,840 15,553,200 16,461,400 2019-08-06 $3.80 $4.13 50.7% 13.5% 37.5% 40.1% 45.6% 7.8% -2.2% -24.1M 1.45B -19.6M 0.89 2.09 N/A N/A 2,141,160 1,898,480 16,363,720 17,003,640 2019-08-07 $3.85 $4.13 50.7% 13.4% 37.2% 40.0% 46.5% 8.2% -2.3% -14.3M 1.15B -20.4M 0.97 2.54 N/A N/A 2,331,960 2,272,920 17,001,840 17,490,600 2019-08-08 $3.95 $4.13 46.9% 12.4% 35.7% 33.9% 43.3% 7.3% -2.1% 3.1M 644.8M -21.0M 0.55 2.37 N/A N/A 2,384,760 1,311,960 17,562,960 17,835,400 2019-08-09 $3.88 $4.13 48.9% 13.2% 35.8% 37.2% 44.8% 7.0% -2.4% 9.4M 993.9M -20.8M 0.55 2.41 N/A N/A 2,836,240 1,567,640 17,965,840 18,085,920 2019-08-12 $3.79 $4.13 51.3% 14.1% 36.3% 41.1% 47.2% 7.4% -1.6% -20.5M 1.30B -20.1M 0.62 1.80 N/A N/A 2,057,640 1,283,520 16,821,640 17,550,120 2019-08-13 $3.90 $4.13 47.7% 13.1% 38.1% 35.2% 44.5% 6.5% -1.6% -8.3M 787.3M -20.7M 0.52 1.79 N/A N/A 2,573,760 1,325,720 17,575,360 17,841,800 2019-08-14 $3.76 $4.13 51.6% 14.2% 39.3% 41.5% 48.4% 7.9% -1.9% -16.8M 1.34B -20.0M 0.68 2.38 N/A N/A 2,640,600 1,802,160 18,055,520 18,006,040 2019-08-15 $3.73 $4.13 49.9% 13.8% 39.2% 38.7% 47.8% 6.8% -2.2% -19.7M 1.49B -19.9M 0.80 2.68 N/A N/A 4,576,200 3,660,520 18,608,640 18,549,680 2019-08-16 $4.00 $4.13 35.8% 10.3% 47.4% 16.1% 36.0% 4.7% 0.2% 86.4M -58.1M -21.1M 0.67 1.77 N/A N/A 7,351,080 4,909,040 20,074,000 19,951,080 2019-08-19 $4.26 $4.13 35.2% 10.1% 52.8% 15.2% 35.6% 4.2% 0.1% 28.2M -993.0M -21.9M 0.59 1.89 N/A N/A 6,105,680 3,576,680 16,419,600 17,352,840 2019-08-20 $4.22 $4.13 35.9% 10.3% 52.2% 16.3% 35.9% 4.5% 0.1% 30.6M -749.0M -22.2M 0.70 2.06 N/A N/A 3,076,600 2,143,440 17,537,040 18,304,040 2019-08-21 $4.27 $4.13 34.8% 10.0% 51.9% 14.5% 36.0% 4.4% 0.0% 41.9M -1.10B -22.5M 0.50 2.06 N/A N/A 3,549,960 1,787,560 17,764,880 18,715,680 2019-08-22 $4.30 $4.13 34.4% 9.9% 51.0% 13.9% 34.4% 4.6% 0.1% 46.1M -1.19B -22.7M 0.63 1.93 N/A N/A 2,676,320 1,691,280 17,950,280 19,078,560 2019-08-23 $4.07 $4.13 40.6% 11.7% 54.2% 23.9% 40.4% 7.3% -0.6% -18.8M 320.5M -22.3M 0.94 2.12 N/A N/A 4,157,720 3,899,560 18,245,280 19,337,880 2019-08-26 $4.11 $4.13 40.2% 11.7% 54.5% 23.2% 40.5% 7.1% -0.2% -3.9M 117.5M -22.6M 0.66 1.66 N/A N/A 1,105,680 725,800 16,918,120 18,341,040 2019-08-27 $4.05 $4.13 41.0% 11.9% 54.7% 24.4% 40.8% 7.2% -0.3% -12.9M 470.0M -22.1M 0.50 1.86 N/A N/A 2,761,120 1,372,600 17,116,440 18,439,840 2019-08-28 $4.02 $4.13 40.4% 11.8% 53.7% 23.5% 39.8% 6.8% 0.1% -13.4M 594.3M -21.8M 0.93 1.97 N/A N/A 2,171,040 2,010,960 17,451,920 18,623,320 2019-08-29 $4.18 $4.13 38.0% 10.9% 54.9% 19.6% 38.5% 6.4% -0.1% 32.4M -439.8M -22.5M 0.69 1.73 N/A N/A 2,503,200 1,718,040 17,841,520 18,773,280 2019-08-30 $4.17 $4.13 37.5% 10.6% 54.1% 17.9% 37.8% 6.3% -0.0% 48.8M -378.4M -22.3M 0.82 1.63 N/A N/A 2,364,520 1,939,440 18,233,760 18,954,720
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