NVDA Options History — July 2020 In July 2020, NVDA traded between $9.56 and $10.59. ATM implied volatility averaged 48.2%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 17.5% (HV 20d: 30.7%). Max pain ranged from $8.75 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.48.
Notable Days 2020-07-09 : Highest Volume — 9,134,760 contracts2020-07-09 : Largest IV spike — 10.4% change2020-07-14 : Highest IV Rank — 32.5%2020-07-14 : Largest Expected Move — 15.8%Monthly Statistics Metric Avg Min Max Open Close Price $10.24 $9.56 $10.59 $9.56 $10.59 Max Pain $9.76 $8.75 $10.00 $8.75 $10.00 ATM IV 48.2% 37.3% 53.9% 39.7% 53.3% Expected Move 14.3% 9.9% 15.8% 10.7% 15.6% HV 20d 30.7% 26.3% 37.0% 37.0% 27.9% HV 60d 38.0% 35.1% 41.3% 41.3% 35.1% IV Rank 25.4% 12.0% 32.5% 14.9% 31.7% IV Percentile 64.6% 30.2% 78.2% 36.1% 75.8% Term Structure 0.9% -2.5% 4.6% 1.2% -2.5% VWIV 50.3% 35.3% 55.8% 38.4% 54.8% Skew 25d 2.8% -0.7% 4.5% 4.5% 2.4% Skew 10d 4.9% 2.4% 8.9% 8.9% 2.4% Call IV 25d 47.2% 35.9% 53.4% 38.0% 52.5% Put IV 25d 50.0% 39.7% 56.8% 42.5% 54.9% Bid-Ask Spread % 13.61 8.09 25.29 9.58 16.21 Gamma HHI 0.09 0.04 0.29 0.09 0.17 Net GEX 137.8M 24.8M 257.1M 180.8M 220.1M Net DEX -7.36B -9.74B -5.86B -6.30B -7.95B Net VEX -27.0M -28.8M -25.8M -26.4M -26.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.32 0.74 0.58 0.43 Total Volume 5,215,329.091 2,252,000 9,134,760 3,997,480 6,723,520 Total OI 28,143,296.364 25,407,560 31,519,880 26,790,440 28,492,480
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 2020-07-01 $9.56 $8.75 39.7% 10.7% 37.0% 14.9% 38.4% 4.5% 1.2% 180.8M -6.30B -26.4M 0.58 9.58 N/A N/A 2,537,800 1,459,680 12,941,920 13,848,520 2020-07-02 $9.64 $8.75 37.3% 9.9% 36.8% 12.0% 35.3% 3.8% 1.0% 249.2M -6.84B -25.9M 0.39 8.09 N/A N/A 5,464,800 2,128,840 13,301,320 14,221,480 2020-07-06 $9.80 $9.38 39.2% 13.3% 36.6% 14.4% 46.3% 3.3% 3.8% 122.3M -6.73B -26.1M 0.51 11.16 N/A N/A 3,632,920 1,841,000 12,491,880 13,661,880 2020-07-07 $9.94 $9.38 41.3% 13.7% 36.0% 16.9% 48.9% 3.4% 4.3% 158.8M -7.32B -25.8M 0.35 10.98 N/A N/A 4,544,000 1,578,240 13,161,520 14,141,880 2020-07-08 $10.17 $9.50 41.4% 13.8% 35.6% 17.1% 48.4% 3.2% 4.6% 204.2M -8.29B -26.5M 0.42 10.87 N/A N/A 4,010,800 1,666,240 13,821,280 14,517,280 2020-07-09 $10.50 $9.75 45.8% 14.6% 34.6% 22.4% 51.1% 3.3% 3.8% 210.3M -9.74B -26.3M 0.36 9.23 N/A N/A 6,693,960 2,440,800 14,189,440 14,930,120 2020-07-10 $10.48 $9.75 47.5% 14.7% 26.3% 24.6% 51.4% 2.7% 4.5% 257.1M -9.56B -26.2M 0.32 13.74 N/A N/A 5,907,440 1,900,560 14,697,520 15,429,760 2020-07-13 $10.18 $9.75 51.3% 15.4% 29.3% 29.3% 53.4% 3.6% 0.8% 110.1M -7.34B -28.0M 0.58 23.80 N/A N/A 3,900,440 2,262,720 13,937,840 14,678,080 2020-07-14 $10.35 $9.75 53.9% 15.8% 28.8% 32.5% 55.8% 4.1% 1.1% 104.9M -7.78B -28.6M 0.48 22.29 N/A N/A 3,869,640 1,847,840 14,270,000 15,294,720 2020-07-15 $10.24 $10.00 53.9% 15.6% 28.6% 32.5% 54.7% 2.5% 0.5% 112.4M -7.55B -28.6M 0.45 19.11 N/A N/A 2,813,520 1,260,800 14,901,240 15,722,640 2020-07-16 $10.17 $10.00 53.3% 15.4% 28.3% 31.7% 54.1% 3.3% 0.1% 108.3M -7.26B -28.8M 0.44 13.66 N/A N/A 2,777,000 1,227,680 15,192,240 15,892,960 2020-07-17 $10.23 $10.00 48.7% 14.1% 28.2% 26.0% 49.9% 2.7% 0.7% 138.7M -7.68B -27.3M 0.57 25.29 N/A N/A 2,682,200 1,526,840 15,359,480 16,160,400 2020-07-20 $10.49 $10.00 49.6% 14.3% 29.0% 27.2% 50.8% 2.9% -0.9% 100.1M -7.31B -26.4M 0.48 8.75 N/A N/A 2,430,400 1,177,280 12,563,640 12,843,920 2020-07-21 $10.35 $10.00 50.1% 14.4% 29.2% 27.9% 50.7% 2.7% -0.7% 92.1M -6.81B -26.7M 0.74 13.42 N/A N/A 1,605,720 1,180,960 12,981,600 13,192,680 2020-07-22 $10.43 $10.00 50.6% 14.5% 29.0% 28.5% 51.1% 2.1% 0.2% 103.6M -7.12B -27.0M 0.41 12.39 N/A N/A 3,587,160 1,461,640 13,344,920 13,669,240 2020-07-23 $10.16 $10.00 51.1% 14.7% 30.1% 29.1% 51.7% 3.0% -0.3% 24.8M -5.86B -27.7M 0.54 14.16 N/A N/A 3,362,200 1,812,160 13,871,440 14,050,800 2020-07-24 $10.19 $10.00 51.8% 14.8% 29.9% 29.9% 52.0% 3.1% 0.3% 61.0M -6.07B -27.7M 0.65 16.03 N/A N/A 4,418,040 2,876,000 14,202,160 14,287,000 2020-07-27 $10.41 $10.00 50.5% 14.6% 28.3% 28.3% 52.1% -0.7% -0.0% 87.9M -6.94B -26.8M 0.50 8.13 N/A N/A 2,478,280 1,241,840 12,917,480 13,477,240 2020-07-28 $10.24 $10.00 50.2% 14.6% 29.3% 27.9% 51.6% 1.4% -1.2% 76.8M -6.26B -27.1M 0.52 10.69 N/A N/A 1,480,720 771,280 13,412,240 13,688,000 2020-07-29 $10.48 $10.00 48.8% 14.4% 27.8% 26.2% 50.8% 1.1% -0.6% 133.8M -7.39B -26.4M 0.54 11.22 N/A N/A 2,190,080 1,184,560 13,637,760 13,893,440 2020-07-30 $10.59 $10.00 50.6% 14.9% 27.9% 28.4% 52.5% 2.2% -1.7% 174.8M -7.88B -26.8M 0.40 10.56 N/A N/A 3,414,520 1,365,120 13,883,760 13,977,320 2020-07-31 $10.59 $10.00 53.3% 15.6% 27.9% 31.7% 54.8% 2.4% -2.5% 220.1M -7.95B -26.5M 0.43 16.21 N/A N/A 4,702,240 2,021,280 14,350,960 14,141,520
« Jun 2020 | All History | Aug 2020 » Home NVDA History July 2020