NVDA Options History — April 2020 In April 2020, NVDA traded between $6.01 and $7.49. ATM implied volatility averaged 60.2%, placing in the 40.2% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded below realized volatility by 31.4% (HV 20d: 91.5%). Max pain ranged from $6.25 to $6.63. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.71.
Notable Days 2020-04-16 : Highest Volume — 11,635,440 contracts2020-04-02 : Largest IV drop — 12.1% change2020-04-01 : Highest IV Rank — 58.2%2020-04-01 : Largest Expected Move — 22.6%Monthly Statistics Metric Avg Min Max Open Close Price $6.93 $6.01 $7.49 $6.05 $7.34 Max Pain $6.48 $6.25 $6.63 $6.25 $6.63 ATM IV 60.2% 52.2% 74.7% 74.7% 55.3% Expected Move 16.6% 13.1% 22.6% 22.6% 14.4% HV 20d 91.5% 60.7% 119.5% 113.7% 60.7% HV 60d 80.2% 75.7% 82.0% 75.7% 81.6% IV Rank 40.2% 30.4% 58.2% 58.2% 34.2% IV Percentile 88.6% 81.0% 95.6% 95.6% 83.3% Term Structure 0.4% -2.9% 7.0% -2.1% -1.9% VWIV 57.7% 46.2% 76.9% 76.9% 49.6% Skew 25d 12.3% 8.6% 19.6% 19.6% 9.6% Skew 10d 21.9% 15.7% 33.7% 33.7% 17.6% Call IV 25d 53.3% 45.5% 63.8% 63.8% 50.9% Put IV 25d 65.5% 56.5% 83.4% 83.4% 60.5% Bid-Ask Spread % 18.81 4.31 43.43 18.53 6.79 Gamma HHI 0.06 0.03 0.15 0.03 0.07 Net GEX 56.9M -35.1M 129.6M -614.4K 66.9M Net DEX -3.83B -6.03B -700.7M -1.02B -4.70B Net VEX -27.7M -28.6M -26.6M -27.4M -27.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.38 1.02 0.96 0.78 Total Volume 5,515,059.048 3,519,280 11,635,440 5,300,240 3,519,280 Total OI 31,447,340.952 29,375,560 34,474,000 30,745,800 31,492,800
Daily Data (21 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 2020-04-01 $6.05 $6.25 74.7% 22.6% 113.7% 58.2% 76.9% 19.6% -2.1% -614.4K -1.02B -27.4M 0.96 18.53 N/A N/A 2,699,360 2,600,880 14,769,800 15,976,000 2020-04-02 $6.34 $6.25 65.7% 19.1% 114.9% 47.0% 65.0% 17.1% -0.0% 18.2M -1.99B -27.8M 1.02 18.75 N/A N/A 2,722,000 2,783,600 15,095,040 16,239,760 2020-04-03 $6.01 $6.25 66.4% 19.0% 115.7% 47.9% 63.9% 17.0% -0.9% -35.1M -700.7M -26.9M 0.90 25.69 N/A N/A 3,631,280 3,277,400 15,370,560 16,757,160 2020-04-06 $6.64 $6.25 59.1% 16.8% 119.5% 38.8% 59.1% 16.3% 0.1% 48.1M -3.15B -27.7M 0.85 26.66 N/A N/A 2,779,640 2,359,600 14,615,800 15,564,320 2020-04-07 $6.53 $6.25 60.9% 17.7% 119.0% 41.1% 60.7% 15.3% 0.1% 34.7M -2.67B -27.7M 0.86 34.46 N/A N/A 3,674,360 3,150,040 14,870,840 16,178,720 2020-04-08 $6.65 $6.25 59.3% 16.9% 117.9% 39.2% 59.5% 13.5% 0.8% 54.9M -3.09B -27.8M 1.02 30.14 N/A N/A 2,246,520 2,296,640 15,218,000 16,551,080 2020-04-09 $6.56 $6.50 58.8% 17.2% 110.1% 38.5% 58.5% 15.2% 2.4% 26.4M -2.69B -28.1M 1.00 43.43 N/A N/A 2,892,520 2,898,080 15,645,040 17,289,720 2020-04-13 $6.73 $6.50 58.1% 16.6% 109.6% 37.7% 58.4% 13.4% 3.5% 43.6M -3.27B -27.9M 0.71 24.58 N/A N/A 2,168,960 1,532,280 14,935,280 16,355,840 2020-04-14 $7.11 $6.50 53.5% 15.3% 101.3% 32.0% 54.4% 12.1% 4.6% 88.0M -4.90B -27.7M 0.46 36.88 N/A N/A 5,103,000 2,329,040 15,316,200 16,694,520 2020-04-15 $7.06 $6.50 55.9% 16.0% 101.1% 35.0% 55.0% 10.8% 2.7% 79.1M -4.61B -28.0M 0.58 18.29 N/A N/A 2,487,400 1,447,880 15,582,560 17,134,880 2020-04-16 $7.36 $6.50 60.0% 17.0% 88.3% 40.0% 58.7% 11.1% 4.7% 129.6M -6.03B -28.0M 0.38 19.33 N/A N/A 8,402,080 3,233,360 15,907,760 17,324,160 2020-04-17 $7.32 $6.50 56.8% 15.6% 81.7% 36.1% 55.3% 9.7% 7.0% 96.1M -5.68B -28.1M 0.58 26.01 N/A N/A 4,197,520 2,418,640 16,664,080 17,809,920 2020-04-20 $7.20 $6.63 63.0% 17.1% 81.1% 43.8% 59.5% 11.0% -1.9% 51.5M -4.24B -28.1M 0.41 10.89 N/A N/A 2,981,640 1,223,760 14,098,160 15,277,400 2020-04-21 $6.80 $6.63 67.4% 18.1% 85.2% 49.1% 63.1% 10.0% -0.1% 23.9M -2.83B -28.6M 0.70 13.24 N/A N/A 3,706,440 2,588,360 14,635,760 15,630,360 2020-04-22 $7.18 $6.63 64.5% 16.6% 66.8% 45.6% 59.0% 10.0% -1.5% 66.6M -4.43B -28.6M 0.54 9.93 N/A N/A 3,444,480 1,868,680 15,049,720 15,883,560 2020-04-23 $7.15 $6.63 63.1% 15.9% 66.9% 43.8% 55.6% 9.9% -2.9% 62.9M -4.28B -28.4M 0.64 9.97 N/A N/A 2,648,000 1,694,200 15,266,960 16,218,120 2020-04-24 $7.23 $6.63 58.6% 14.7% 66.9% 38.2% 52.1% 9.1% -1.5% 87.0M -4.64B -27.9M 0.75 7.14 N/A N/A 2,438,600 1,827,600 15,372,200 16,466,120 2020-04-27 $7.45 $6.63 56.2% 14.2% 67.2% 35.4% 51.1% 9.4% -1.7% 77.0M -5.16B -26.9M 0.47 4.31 N/A N/A 4,011,360 1,872,280 14,131,200 15,359,280 2020-04-28 $7.34 $6.63 54.0% 13.9% 67.2% 32.6% 49.5% 8.6% -1.1% 77.3M -4.83B -26.8M 0.77 5.41 N/A N/A 2,578,040 1,973,440 14,761,840 15,759,040 2020-04-29 $7.49 $6.63 52.2% 13.1% 67.1% 30.4% 46.2% 8.8% -1.5% 99.1M -5.43B -26.6M 0.50 4.68 N/A N/A 2,745,360 1,362,640 14,985,080 16,139,520 2020-04-30 $7.34 $6.63 55.3% 14.4% 60.7% 34.2% 49.6% 9.6% -1.9% 66.9M -4.70B -27.0M 0.78 6.79 N/A N/A 1,971,680 1,547,600 15,125,200 16,367,600
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