NVDA Options History — October 2020 In October 2020, NVDA traded between $12.43 and $14.31. ATM implied volatility averaged 51.0%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 14.4% (HV 20d: 36.6%). Max pain ranged from $12.50 to $13.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.67.
Notable Days 2020-10-06 : Highest Volume — 13,976,680 contracts2020-10-28 : Largest IV spike — 9.0% change2020-10-28 : Highest IV Rank — 35.9%2020-10-30 : Largest Expected Move — 17.4%Monthly Statistics Metric Avg Min Max Open Close Price $13.57 $12.43 $14.31 $13.56 $12.43 Max Pain $12.80 $12.50 $13.00 $12.50 $13.00 ATM IV 51.0% 45.0% 56.7% 51.0% 56.5% Expected Move 15.6% 13.6% 17.4% 13.6% 17.4% HV 20d 36.6% 29.1% 56.8% 56.8% 40.7% HV 60d 43.8% 43.2% 46.8% 43.2% 46.8% IV Rank 28.9% 21.5% 35.9% 28.9% 35.7% IV Percentile 62.1% 46.4% 79.8% 62.7% 79.4% Term Structure 1.4% -2.0% 7.6% 3.1% -0.8% VWIV 54.3% 47.8% 60.3% 47.8% 60.3% Skew 25d 2.6% 1.4% 6.1% 1.8% 6.1% Skew 10d 3.8% 0.9% 11.0% 2.0% 11.0% Call IV 25d 49.5% 44.6% 54.3% 49.7% 54.0% Put IV 25d 52.1% 46.0% 60.1% 51.5% 60.1% Bid-Ask Spread % 10.00 1.97 22.35 3.00 13.62 Gamma HHI 0.05 0.03 0.16 0.05 0.16 Net GEX 126.1M -162.3M 288.9M 280.2M -162.3M Net DEX -10.51B -15.23B -3.40B -12.85B -3.40B Net VEX -38.2M -40.3M -35.9M -39.3M -38.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.43 1.13 0.58 1.13 Total Volume 5,797,430.909 2,743,440 13,976,680 6,641,400 7,361,320 Total OI 33,719,881.818 29,504,400 37,378,680 35,890,800 32,988,400
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 2020-10-01 $13.56 $12.50 51.0% 13.6% 56.8% 28.9% 47.8% 1.8% 3.1% 280.2M -12.85B -39.3M 0.58 3.00 N/A N/A 4,196,840 2,444,560 18,354,400 17,536,400 2020-10-02 $13.15 $12.50 51.8% 13.7% 46.7% 29.9% 48.1% 2.0% 3.8% 127.3M -9.85B -40.3M 0.60 2.50 N/A N/A 5,356,960 3,238,720 18,664,960 17,795,880 2020-10-05 $13.59 $12.50 50.0% 16.3% 46.8% 27.6% 57.0% 2.2% 1.0% 202.1M -12.16B -38.5M 0.44 2.44 N/A N/A 4,922,280 2,168,960 16,745,120 16,544,520 2020-10-06 $13.77 $12.50 51.4% 16.4% 42.5% 29.4% 57.1% 2.7% 0.9% 253.8M -13.24B -38.7M 0.43 3.30 N/A N/A 9,777,440 4,199,240 17,561,720 16,958,640 2020-10-07 $13.94 $12.50 49.7% 16.1% 39.3% 27.4% 55.9% 2.2% 1.3% 288.9M -14.24B -39.2M 0.47 7.25 N/A N/A 3,798,880 1,798,920 18,570,000 17,760,400 2020-10-08 $13.82 $12.50 48.4% 15.6% 37.9% 25.7% 55.0% 1.7% 0.4% 249.9M -13.39B -39.2M 0.51 2.10 N/A N/A 3,857,960 1,977,720 18,799,520 18,045,160 2020-10-09 $13.73 $12.50 46.1% 15.0% 37.1% 22.8% 52.2% 1.6% 0.5% 186.6M -12.84B -38.3M 0.63 2.59 N/A N/A 4,440,440 2,792,520 19,095,680 18,283,000 2020-10-12 $14.26 $12.50 45.0% 15.1% 33.1% 21.5% 52.6% 1.4% 7.6% 266.4M -15.23B -35.9M 0.62 3.45 N/A N/A 4,905,560 3,017,320 17,159,800 17,078,200 2020-10-13 $14.31 $12.50 46.3% 15.2% 33.0% 23.1% 53.2% 1.5% 6.8% 276.1M -15.13B -36.1M 0.66 5.21 N/A N/A 3,624,040 2,397,480 17,326,080 17,541,440 2020-10-14 $14.15 $13.00 47.9% 15.5% 32.3% 25.0% 54.1% 1.8% 6.2% 233.4M -13.81B -38.0M 0.60 1.97 N/A N/A 2,553,200 1,525,480 17,683,240 17,968,440 2020-10-15 $14.00 $13.00 49.1% 15.6% 31.9% 26.5% 54.6% 2.1% 6.4% 174.4M -12.97B -37.2M 0.69 2.08 N/A N/A 2,687,880 1,843,200 17,775,720 18,284,520 2020-10-16 $13.84 $13.00 49.7% 15.5% 31.8% 27.3% 54.1% 1.9% 6.6% 94.1M -12.13B -37.7M 0.69 2.33 N/A N/A 3,141,040 2,158,400 17,945,120 18,592,240 2020-10-19 $13.51 $13.00 53.0% 15.6% 33.3% 31.4% 54.3% 2.9% -1.9% 48.2M -8.41B -37.2M 0.70 14.95 N/A N/A 2,459,440 1,733,680 14,184,600 15,319,800 2020-10-20 $13.68 $13.00 52.7% 15.3% 33.3% 31.0% 53.3% 3.0% -1.8% 72.3M -9.24B -38.4M 0.66 20.14 N/A N/A 1,906,000 1,265,240 14,835,680 15,869,160 2020-10-21 $13.52 $13.00 53.5% 15.3% 30.5% 32.0% 53.3% 2.3% -2.0% 52.3M -8.60B -38.5M 0.70 14.11 N/A N/A 1,618,480 1,124,960 15,266,080 16,149,440 2020-10-22 $13.36 $13.00 51.9% 15.0% 30.7% 30.0% 52.0% 2.3% -1.7% -17.8M -7.68B -38.2M 0.69 19.60 N/A N/A 2,359,960 1,635,440 15,357,800 16,320,560 2020-10-23 $13.58 $13.00 51.3% 14.9% 29.1% 29.2% 51.7% 1.9% -1.7% 72.8M -8.94B -37.9M 0.64 19.43 N/A N/A 3,465,080 2,218,520 15,555,440 16,450,000 2020-10-26 $13.10 $13.00 54.3% 16.1% 31.9% 32.9% 56.1% 3.1% -1.3% 30.8M -6.82B -37.7M 0.74 22.35 N/A N/A 2,799,200 2,074,120 14,509,520 15,552,840 2020-10-27 $13.42 $13.00 52.0% 15.6% 32.2% 30.2% 54.7% 3.3% -1.0% 81.7M -8.30B -38.7M 0.73 22.07 N/A N/A 1,989,840 1,455,680 15,145,400 16,007,280 2020-10-28 $12.76 $13.00 56.7% 17.3% 36.1% 35.9% 59.5% 4.8% -1.3% -50.0M -5.13B -38.9M 0.96 17.66 N/A N/A 2,558,560 2,460,640 15,331,200 16,419,560 2020-10-29 $13.12 $13.00 53.3% 16.3% 37.6% 31.7% 57.0% 4.3% -1.2% 14.1M -6.87B -39.0M 0.83 17.93 N/A N/A 2,315,760 1,916,520 15,710,160 16,794,280 2020-10-30 $12.43 $13.00 56.5% 17.4% 40.7% 35.7% 60.3% 6.1% -0.8% -162.3M -3.40B -38.6M 1.13 13.62 N/A N/A 3,454,240 3,907,080 15,944,720 17,043,680
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