NVDA Options History — September 2020 In September 2020, NVDA traded between $12.06 and $14.31. ATM implied volatility averaged 55.5%, placing in the 34.4% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded below realized volatility by 0.4% (HV 20d: 55.9%). Max pain ranged from $10.75 to $12.50. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.56.
Notable Days 2020-09-04 : Highest Volume — 16,671,800 contracts2020-09-03 : Largest IV spike — 13.9% change2020-09-03 : Highest IV Rank — 46.8%2020-09-03 : Largest Expected Move — 18.9%Monthly Statistics Metric Avg Min Max Open Close Price $12.78 $12.06 $14.31 $13.83 $13.53 Max Pain $12.33 $10.75 $12.50 $10.75 $12.50 ATM IV 55.5% 49.0% 65.5% 53.6% 49.0% Expected Move 15.8% 13.5% 18.9% 14.5% 13.5% HV 20d 55.9% 36.5% 61.7% 36.5% 58.3% HV 60d 41.2% 33.9% 43.3% 33.9% 43.3% IV Rank 34.4% 26.5% 46.8% 32.1% 26.5% IV Percentile 74.9% 55.6% 90.9% 77.4% 55.6% Term Structure 0.5% -0.7% 3.5% 0.9% 2.6% VWIV 55.4% 47.5% 66.1% 51.5% 47.5% Skew 25d 0.9% -4.4% 3.6% -3.7% 1.9% Skew 10d 0.9% -10.5% 5.3% -7.4% 2.4% Call IV 25d 55.5% 48.1% 66.7% 56.6% 48.1% Put IV 25d 56.4% 50.0% 66.3% 52.8% 50.0% Bid-Ask Spread % 23.81 12.07 42.07 25.60 15.91 Gamma HHI 0.05 0.03 0.19 0.06 0.05 Net GEX 102.3M -96.9M 277.6M 215.5M 277.6M Net DEX -9.26B -16.94B -5.77B -14.90B -12.74B Net VEX -38.2M -41.1M -31.5M -31.5M -39.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.29 0.78 0.29 0.54 Total Volume 9,111,329.524 5,435,240 16,671,800 12,627,040 8,373,360 Total OI 34,971,055.238 31,092,680 39,546,720 32,170,240 35,252,720
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 2020-09-01 $13.83 $10.75 53.6% 14.5% 36.5% 32.1% 51.5% -3.7% 0.9% 215.5M -14.90B -31.5M 0.29 25.60 N/A N/A 9,762,840 2,864,200 15,936,520 16,233,720 2020-09-02 $14.31 $10.75 57.5% 15.9% 37.4% 36.9% 55.4% -4.4% 0.6% 254.0M -16.94B -31.7M 0.37 42.07 N/A N/A 9,521,680 3,496,960 16,957,640 16,936,680 2020-09-03 $13.02 $12.50 65.5% 18.9% 53.3% 46.8% 66.1% -1.1% -0.5% 55.2M -9.71B -37.3M 0.54 22.95 N/A N/A 8,443,880 4,580,600 17,541,120 17,455,320 2020-09-04 $12.67 $12.50 65.4% 18.6% 54.2% 46.7% 65.4% -0.0% 0.0% 7.4M -8.07B -38.2M 0.65 21.51 N/A N/A 10,094,160 6,577,640 18,852,120 18,085,480 2020-09-08 $12.06 $12.50 64.4% 18.4% 57.7% 45.5% 64.4% 1.9% -0.4% 47.2M -6.51B -38.2M 0.55 16.63 N/A N/A 3,959,720 2,192,600 17,048,680 16,988,080 2020-09-09 $12.68 $12.50 57.9% 16.6% 58.7% 37.4% 58.4% 0.6% -0.0% 109.3M -9.26B -37.5M 0.51 18.75 N/A N/A 5,055,280 2,568,600 17,445,000 17,518,080 2020-09-10 $12.34 $12.50 60.1% 17.1% 57.5% 40.1% 59.8% 1.7% -0.5% 52.7M -7.56B -38.2M 0.61 20.43 N/A N/A 5,224,600 3,196,080 18,015,760 17,986,160 2020-09-11 $12.12 $12.50 54.6% 15.7% 58.0% 33.4% 54.9% 1.9% 0.4% -28.8M -6.27B -36.9M 0.78 17.58 N/A N/A 5,564,600 4,328,600 18,538,920 18,433,200 2020-09-14 $12.90 $12.50 55.5% 15.9% 61.7% 34.4% 55.8% 0.8% 0.6% 127.7M -10.50B -36.9M 0.36 23.14 N/A N/A 9,402,880 3,430,560 16,848,360 17,280,320 2020-09-15 $12.86 $12.50 55.1% 15.8% 57.2% 34.0% 55.7% 0.1% -0.0% 134.7M -10.33B -38.5M 0.48 18.50 N/A N/A 4,648,200 2,241,280 18,225,680 18,141,360 2020-09-16 $12.61 $12.50 55.7% 16.0% 57.7% 34.7% 55.9% 1.0% 0.6% 70.5M -8.91B -38.9M 0.76 19.53 N/A N/A 3,424,760 2,608,680 18,724,320 18,603,200 2020-09-17 $12.42 $12.50 55.3% 15.8% 57.8% 34.2% 55.3% 1.4% -0.0% 4.3M -7.80B -39.0M 0.60 29.75 N/A N/A 6,036,840 3,633,800 19,043,760 19,112,320 2020-09-18 $12.27 $12.50 54.0% 15.5% 58.0% 32.6% 54.4% 1.6% -0.0% -96.9M -7.00B -39.4M 0.73 25.05 N/A N/A 5,357,040 3,911,240 19,789,200 19,757,520 2020-09-21 $12.47 $12.50 53.7% 15.6% 57.0% 32.2% 54.7% 1.1% -0.7% 79.8M -7.09B -39.0M 0.53 33.49 N/A N/A 4,409,240 2,329,560 15,826,360 15,266,320 2020-09-22 $12.64 $12.50 52.7% 15.2% 57.2% 31.0% 53.3% 1.7% -0.0% 118.9M -7.96B -40.2M 0.51 29.63 N/A N/A 3,598,520 1,836,720 16,397,120 15,985,720 2020-09-23 $12.19 $12.50 54.1% 15.7% 58.5% 32.7% 55.0% 3.6% 0.2% 54.3M -5.77B -40.6M 0.53 35.80 N/A N/A 3,993,360 2,117,680 17,082,120 16,523,960 2020-09-24 $12.41 $12.50 52.8% 15.5% 58.9% 31.1% 53.9% 2.9% 0.4% 81.1M -6.74B -41.1M 0.76 31.76 N/A N/A 4,079,440 3,086,680 17,428,840 17,055,600 2020-09-25 $12.83 $12.50 49.5% 14.1% 60.1% 27.1% 49.5% 2.2% 1.1% 228.2M -9.51B -40.4M 0.57 20.14 N/A N/A 6,301,000 3,598,480 17,807,440 17,439,320 2020-09-28 $12.99 $12.50 49.1% 13.9% 59.0% 26.6% 48.9% 1.9% 2.7% 153.5M -9.66B -39.4M 0.62 19.72 N/A N/A 3,865,960 2,404,560 16,521,400 16,140,520 2020-09-29 $13.26 $12.50 49.2% 13.8% 58.9% 26.7% 48.5% 1.6% 3.5% 201.9M -11.21B -39.6M 0.49 12.07 N/A N/A 6,174,520 3,041,520 17,339,480 16,826,720 2020-09-30 $13.53 $12.50 49.0% 13.5% 58.3% 26.5% 47.5% 1.9% 2.6% 277.6M -12.74B -39.4M 0.54 15.91 N/A N/A 5,433,920 2,939,440 18,126,840 17,125,880
« Aug 2020 | All History | Oct 2020 » Home NVDA History September 2020