NVDA Options History — October 2019 In October 2019, NVDA traded between $4.32 and $5.17. ATM implied volatility averaged 40.7%, placing in the 16.2% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 5.4% (HV 20d: 35.3%). Max pain ranged from $4.25 to $4.75. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.64.
Notable Days 2019-10-15 : Highest Volume — 9,911,600 contracts2019-10-08 : Largest IV spike — 10.1% change2019-10-31 : Highest IV Rank — 21.3%2019-10-31 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $4.77 $4.32 $5.17 $4.36 $5.01 Max Pain $4.43 $4.25 $4.75 $4.25 $4.75 ATM IV 40.7% 37.2% 43.9% 38.4% 40.6% Expected Move 12.6% 11.0% 13.6% 11.0% 13.6% HV 20d 35.3% 30.8% 39.5% 35.4% 32.7% HV 60d 41.5% 39.6% 43.0% 40.4% 39.7% IV Rank 16.2% 10.0% 21.3% 16.7% 21.3% IV Percentile 43.5% 24.2% 57.9% 31.3% 43.3% Term Structure 0.5% -2.3% 7.2% 0.8% -1.4% VWIV 44.2% 37.7% 47.8% 37.7% 47.1% Skew 25d 6.3% 4.7% 7.9% 7.2% 5.1% Skew 10d 11.8% 8.4% 16.1% 14.7% 9.0% Call IV 25d 37.6% 32.8% 40.6% 35.3% 37.8% Put IV 25d 43.9% 38.9% 46.5% 42.6% 42.8% Bid-Ask Spread % 3.13 2.03 7.30 2.31 2.19 Gamma HHI 0.08 0.05 0.27 0.05 0.07 Net GEX 63.9M 8.2M 165.3M 14.3M 66.4M Net DEX -2.02B -3.67B -134.4M -350.3M -2.52B Net VEX -22.4M -23.0M -21.4M -21.4M -22.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.39 1.23 0.68 0.50 Total Volume 4,241,575.652 2,288,400 9,911,600 4,190,080 3,186,200 Total OI 33,632,386.087 31,748,400 36,308,080 31,932,640 34,436,840
Daily Data (23 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 2019-10-01 $4.36 $4.25 38.4% 11.0% 35.4% 16.7% 37.7% 7.2% 0.8% 14.3M -350.3M -21.4M 0.68 2.31 N/A N/A 2,496,240 1,693,840 15,595,440 16,337,200 2019-10-02 $4.32 $4.31 40.8% 11.8% 34.7% 20.7% 41.1% 7.9% 0.6% 9.3M -134.4M -21.6M 1.23 2.59 N/A N/A 1,420,480 1,746,080 15,922,880 16,640,240 2019-10-03 $4.51 $4.25 39.5% 12.9% 30.8% 18.5% 45.4% 7.9% 0.7% 54.8M -1.24B -22.2M 0.70 3.95 N/A N/A 2,523,400 1,767,200 16,140,080 16,911,600 2019-10-04 $4.55 $4.25 37.2% 12.5% 30.9% 10.8% 44.3% 6.4% 1.2% 69.0M -1.44B -22.0M 0.70 3.47 N/A N/A 2,177,680 1,519,280 16,336,560 17,326,400 2019-10-07 $4.62 $4.25 38.1% 12.5% 31.2% 10.3% 44.3% 6.2% 5.1% 41.5M -1.49B -21.8M 0.78 3.57 N/A N/A 2,849,360 2,213,880 15,216,680 16,545,520 2019-10-08 $4.45 $4.38 42.0% 13.4% 34.0% 17.2% 47.8% 7.2% 4.4% 8.2M -545.4M -21.9M 0.70 4.40 N/A N/A 2,949,800 2,066,760 15,846,640 17,060,120 2019-10-09 $4.54 $4.38 39.5% 13.0% 34.7% 12.7% 47.2% 6.9% 6.1% 30.6M -1.12B -22.2M 0.97 7.30 N/A N/A 1,743,280 1,691,000 16,336,640 17,477,720 2019-10-10 $4.58 $4.38 39.7% 12.7% 34.8% 13.1% 43.3% 6.9% 5.6% 39.0M -1.28B -22.9M 0.81 3.16 N/A N/A 1,991,800 1,608,760 16,530,960 17,997,440 2019-10-11 $4.69 $4.38 38.0% 12.2% 35.3% 10.0% 42.3% 6.1% 7.2% 79.4M -2.01B -22.6M 0.67 6.69 N/A N/A 3,613,480 2,406,040 16,862,200 18,244,120 2019-10-14 $4.66 $4.38 39.6% 11.9% 35.3% 12.9% 42.1% 7.6% -1.1% 60.8M -1.66B -22.2M 0.68 2.76 N/A N/A 1,533,640 1,040,080 16,196,160 17,019,320 2019-10-15 $4.91 $4.38 40.7% 11.9% 39.4% 14.9% 41.8% 6.2% -1.2% 97.0M -3.06B -22.5M 0.57 2.25 N/A N/A 6,326,800 3,584,800 16,675,640 17,236,840 2019-10-16 $4.86 $4.38 41.5% 11.9% 39.5% 16.4% 42.1% 6.2% -0.9% 81.4M -2.64B -22.6M 0.54 2.20 N/A N/A 3,205,120 1,745,840 17,234,080 17,804,000 2019-10-17 $4.85 $4.38 40.8% 11.7% 39.0% 15.0% 41.2% 6.3% -0.7% 75.1M -2.57B -23.0M 0.45 2.66 N/A N/A 2,883,240 1,298,640 17,787,240 18,126,760 2019-10-18 $4.78 $4.38 42.6% 12.3% 38.3% 18.2% 43.3% 6.7% -1.6% 44.8M -2.13B -22.9M 0.70 2.53 N/A N/A 2,823,760 1,983,360 18,025,440 18,282,640 2019-10-21 $4.90 $4.38 43.0% 12.7% 38.8% 19.0% 44.2% 6.1% -2.1% 65.2M -2.33B -22.8M 0.52 2.03 N/A N/A 2,186,760 1,132,160 16,017,920 15,730,480 2019-10-22 $4.89 $4.50 43.2% 12.9% 37.8% 19.3% 45.2% 5.9% -2.0% 67.0M -2.31B -22.9M 0.39 2.35 N/A N/A 2,992,040 1,178,760 16,392,400 16,148,320 2019-10-23 $4.87 $4.50 43.9% 13.1% 36.0% 20.6% 46.0% 5.8% -2.3% 64.4M -2.15B -23.0M 0.76 2.10 N/A N/A 1,606,560 1,218,400 16,785,640 16,427,960 2019-10-24 $4.92 $4.50 42.8% 13.0% 35.9% 18.7% 45.2% 5.6% -2.2% 89.6M -2.49B -22.9M 0.57 2.28 N/A N/A 1,597,280 908,960 17,106,840 16,567,200 2019-10-25 $5.11 $4.50 42.0% 12.9% 34.1% 17.2% 45.4% 5.1% -2.3% 165.3M -3.67B -22.5M 0.53 3.61 N/A N/A 4,542,400 2,394,240 17,262,880 16,694,120 2019-10-28 $5.17 $4.63 41.0% 13.2% 33.9% 15.4% 46.4% 4.8% -1.2% 75.7M -3.41B -22.3M 0.50 2.72 N/A N/A 2,801,800 1,399,720 16,181,760 16,158,760 2019-10-29 $5.08 $4.75 41.5% 13.5% 35.1% 16.3% 46.7% 4.9% -1.3% 80.9M -2.96B -22.7M 0.41 2.09 N/A N/A 2,281,080 937,840 17,065,080 16,564,400 2019-10-30 $5.08 $4.75 40.7% 13.5% 34.7% 17.7% 46.6% 4.7% -1.3% 88.9M -2.97B -22.7M 0.44 2.80 N/A N/A 1,587,520 700,880 17,513,000 16,774,720 2019-10-31 $5.01 $4.75 40.6% 13.6% 32.7% 21.3% 47.1% 5.1% -1.4% 66.4M -2.52B -22.7M 0.50 2.19 N/A N/A 2,118,040 1,068,160 17,515,880 16,920,960
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