NVDA Options History — May 2020 In May 2020, NVDA traded between $7.06 and $9.01. ATM implied volatility averaged 53.2%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 6.4% (HV 20d: 46.9%). Max pain ranged from $5.75 to $6.63. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.59.
Notable Days 2020-05-22 : Highest Volume — 15,096,440 contracts2020-05-22 : Largest IV drop — 18.3% change2020-05-13 : Highest IV Rank — 41.6%2020-05-13 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $8.18 $7.06 $9.01 $7.06 $8.77 Max Pain $6.07 $5.75 $6.63 $6.63 $6.38 ATM IV 53.2% 44.2% 61.3% 60.6% 44.2% Expected Move 14.9% 12.5% 16.8% 16.0% 12.5% HV 20d 46.9% 40.4% 61.3% 61.3% 44.7% HV 60d 80.6% 78.4% 82.1% 82.0% 78.4% IV Rank 31.7% 20.5% 41.6% 40.7% 20.5% IV Percentile 79.3% 67.5% 88.9% 88.5% 67.5% Term Structure -1.2% -2.7% 0.8% -1.6% 0.8% VWIV 52.6% 44.4% 58.3% 55.2% 44.4% Skew 25d 6.6% 2.5% 11.5% 10.6% 5.7% Skew 10d 11.9% 3.7% 21.1% 19.7% 10.7% Call IV 25d 50.3% 41.8% 56.7% 56.0% 41.8% Put IV 25d 56.9% 47.6% 67.1% 66.6% 47.6% Bid-Ask Spread % 12.22 5.00 20.72 5.00 18.29 Gamma HHI 0.09 0.04 0.31 0.05 0.21 Net GEX 99.7M 4.1M 219.4M 4.1M 166.9M Net DEX -6.72B -9.17B -3.34B -3.34B -7.59B Net VEX -26.2M -27.5M -24.9M -27.5M -26.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.44 0.81 0.81 0.68 Total Volume 7,132,372 2,771,600 15,096,440 4,757,000 6,739,320 Total OI 32,444,666 28,521,520 36,229,040 31,938,480 35,774,560
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 2020-05-01 $7.06 $6.63 60.6% 16.0% 61.3% 40.7% 55.2% 10.6% -1.6% 4.1M -3.34B -27.5M 0.81 5.00 N/A N/A 2,631,640 2,125,360 15,290,920 16,647,560 2020-05-04 $7.28 $5.75 57.7% 15.9% 57.8% 37.2% 56.3% 9.9% -1.3% 50.1M -4.36B -26.9M 0.58 6.43 N/A N/A 1,749,800 1,021,800 14,154,920 15,752,840 2020-05-05 $7.31 $5.75 54.0% 14.7% 47.1% 32.6% 52.6% 9.5% -1.4% 67.1M -4.57B -26.5M 0.59 12.48 N/A N/A 2,512,680 1,492,120 14,613,120 16,031,120 2020-05-06 $7.46 $5.75 53.3% 14.4% 46.6% 31.7% 52.9% 11.5% -1.4% 89.1M -5.11B -26.6M 0.74 12.91 N/A N/A 2,248,720 1,653,520 15,015,800 16,461,560 2020-05-07 $7.62 $5.88 51.5% 14.2% 46.8% 29.5% 49.8% 7.5% -1.1% 109.9M -5.90B -26.1M 0.58 5.66 N/A N/A 3,257,000 1,904,360 15,213,880 16,966,960 2020-05-08 $7.79 $5.88 50.6% 14.1% 46.5% 28.5% 50.0% 7.5% -1.3% 161.5M -6.84B -25.6M 0.63 13.07 N/A N/A 3,635,800 2,306,760 15,661,040 17,183,120 2020-05-11 $8.08 $5.88 52.0% 14.2% 47.1% 30.2% 51.3% 7.1% -1.9% 113.3M -7.39B -25.0M 0.54 9.31 N/A N/A 4,714,760 2,567,400 14,969,920 16,216,280 2020-05-12 $7.87 $6.00 54.6% 15.1% 45.7% 33.3% 53.7% 6.5% -1.4% 91.6M -6.48B -25.7M 0.60 9.37 N/A N/A 3,407,040 2,028,280 15,583,080 16,786,560 2020-05-13 $7.70 $6.00 61.3% 16.8% 46.5% 41.6% 58.2% 10.5% -2.7% 65.1M -5.47B -27.3M 0.60 13.03 N/A N/A 4,173,080 2,492,080 15,858,040 17,084,560 2020-05-14 $8.00 $6.00 58.2% 16.2% 46.1% 37.8% 56.3% 9.2% -2.0% 99.7M -6.78B -26.6M 0.44 13.94 N/A N/A 4,450,680 1,977,240 16,050,240 17,377,000 2020-05-15 $8.48 $6.00 58.3% 16.4% 49.8% 37.9% 58.3% 5.8% -1.5% 205.3M -9.17B -26.0M 0.52 20.72 N/A N/A 7,783,800 4,082,000 16,512,920 17,617,840 2020-05-18 $8.77 $6.00 56.2% 15.9% 49.8% 35.3% 55.8% 4.3% -1.3% 91.2M -8.05B -24.9M 0.47 11.88 N/A N/A 5,469,200 2,563,680 13,926,280 14,595,240 2020-05-19 $8.96 $6.13 56.4% 16.1% 43.1% 35.6% 56.3% 4.1% -1.6% 96.7M -8.59B -25.3M 0.46 8.93 N/A N/A 4,528,280 2,078,040 14,891,400 15,395,760 2020-05-20 $8.98 $6.13 57.2% 16.4% 40.4% 36.6% 57.7% 3.5% -2.2% 101.3M -8.62B -25.7M 0.53 10.78 N/A N/A 3,497,640 1,867,080 15,643,480 15,964,560 2020-05-21 $8.79 $6.25 57.0% 16.5% 41.7% 36.3% 57.5% 3.0% -2.3% 98.7M -7.94B -26.6M 0.66 11.87 N/A N/A 5,386,240 3,554,920 16,493,680 16,524,440 2020-05-22 $9.01 $6.25 46.6% 13.3% 42.0% 23.5% 47.6% 2.5% 0.3% 219.4M -8.97B -26.1M 0.59 10.72 N/A N/A 9,502,960 5,593,480 18,130,520 18,098,520 2020-05-26 $8.69 $6.25 45.2% 12.9% 44.6% 21.7% 45.9% 3.9% 0.1% 78.2M -6.99B -25.9M 0.71 20.22 N/A N/A 4,282,720 3,041,680 15,735,880 16,099,560 2020-05-27 $8.53 $6.25 44.5% 12.9% 44.9% 20.9% 45.7% 5.2% -0.2% 29.7M -6.04B -26.6M 0.55 16.45 N/A N/A 7,198,080 3,984,600 16,581,480 17,091,320 2020-05-28 $8.49 $6.25 45.3% 13.1% 44.9% 21.9% 45.8% 5.1% -0.3% 55.9M -6.18B -27.1M 0.46 13.28 N/A N/A 6,262,040 2,881,560 17,365,320 17,532,040 2020-05-29 $8.77 $6.38 44.2% 12.5% 44.7% 20.5% 44.4% 5.7% 0.8% 166.9M -7.59B -26.9M 0.68 18.29 N/A N/A 4,002,360 2,736,960 17,833,760 17,940,800
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