NVDA Options History — February 2021 In February 2021, NVDA traded between $13.21 and $15.33. ATM implied volatility averaged 48.4%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 8.4% (HV 20d: 40.0%). Max pain ranged from $13.00 to $13.63. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.52.
Notable Days 2021-02-10 : Highest Volume — 18,999,400 contracts2021-02-26 : Largest IV drop — 12.1% change2021-02-11 : Highest IV Rank — 26.0%2021-02-25 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $14.28 $13.21 $15.33 $13.21 $13.82 Max Pain $13.29 $13.00 $13.63 $13.25 $13.63 ATM IV 48.4% 43.9% 51.5% 50.0% 45.1% Expected Move 13.5% 10.7% 15.0% 12.0% 12.9% HV 20d 40.0% 33.5% 48.3% 40.9% 48.3% HV 60d 33.7% 30.8% 37.7% 37.5% 37.7% IV Rank 20.1% 12.7% 26.0% 24.1% 12.7% IV Percentile 42.3% 27.4% 57.5% 49.6% 29.0% Term Structure -0.7% -1.3% -0.2% -0.9% -0.2% VWIV 47.6% 38.4% 52.3% 43.5% 45.7% Skew 25d -0.3% -3.9% 3.7% 0.9% 3.0% Skew 10d -1.1% -8.0% 8.1% 2.2% 6.7% Call IV 25d 49.2% 44.1% 55.1% 50.4% 44.1% Put IV 25d 48.9% 43.9% 53.5% 51.2% 47.1% Bid-Ask Spread % 21.84 6.13 44.25 44.25 38.71 Gamma HHI 0.06 0.03 0.16 0.03 0.04 Net GEX 179.5M -139.5M 436.3M 2.1M -35.2M Net DEX -7.39B -14.63B 294.0M -2.58B -2.63B Net VEX -43.8M -47.5M -42.2M -43.8M -47.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.25 0.98 0.82 0.98 Total Volume 9,359,545.263 4,946,120 18,999,400 4,946,120 10,492,920 Total OI 30,776,313.684 24,716,080 34,666,760 28,480,800 33,025,040
Daily Data (19 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 2021-02-01 $13.21 $13.25 50.0% 12.0% 40.9% 24.1% 43.5% 0.9% -0.9% 2.1M -2.58B -43.8M 0.82 44.25 N/A N/A 2,714,040 2,232,080 13,427,520 15,053,280 2021-02-02 $13.53 $13.25 46.9% 10.9% 41.6% 19.9% 39.4% 0.2% -0.9% 145.2M -4.69B -43.2M 0.70 43.99 N/A N/A 3,296,800 2,300,600 13,928,320 15,347,600 2021-02-03 $13.57 $13.25 46.4% 10.7% 41.2% 19.3% 38.4% -0.8% -0.8% 176.6M -4.85B -43.5M 0.44 33.53 N/A N/A 6,571,600 2,878,240 14,228,960 15,775,880 2021-02-04 $13.59 $13.00 45.2% 12.7% 37.0% 17.8% 44.6% -0.3% -1.0% 202.4M -5.00B -43.1M 0.54 12.44 N/A N/A 3,552,000 1,932,080 15,110,080 16,319,200 2021-02-05 $13.58 $13.00 43.9% 12.3% 33.5% 16.1% 43.6% -0.7% -1.0% 252.5M -4.91B -44.1M 0.60 12.06 N/A N/A 3,115,480 1,881,840 15,764,480 16,782,400 2021-02-08 $14.45 $13.00 47.4% 13.3% 39.6% 20.6% 46.6% -1.9% -0.7% 244.0M -9.75B -42.2M 0.36 13.30 N/A N/A 12,765,640 4,583,080 13,961,920 15,468,040 2021-02-09 $14.29 $13.00 45.6% 12.7% 38.5% 18.3% 45.0% -1.8% -1.3% 349.6M -9.34B -43.3M 0.30 6.13 N/A N/A 5,692,600 1,730,320 15,706,760 15,478,360 2021-02-10 $14.72 $13.00 50.3% 14.2% 39.1% 24.4% 50.0% -2.4% -0.6% 416.8M -11.95B -43.4M 0.25 15.22 N/A N/A 15,237,720 3,761,680 15,986,760 15,776,120 2021-02-11 $15.20 $13.00 51.5% 14.7% 40.3% 26.0% 51.5% -3.9% -0.2% 436.3M -14.63B -43.7M 0.31 16.86 N/A N/A 11,827,600 3,673,560 17,051,920 16,197,640 2021-02-12 $14.95 $13.13 50.3% 14.3% 40.1% 24.4% 50.7% -2.9% -0.2% 342.5M -12.60B -44.5M 0.50 16.51 N/A N/A 9,171,560 4,612,840 17,836,880 16,829,880 2021-02-16 $15.33 $13.25 49.7% 14.2% 37.9% 23.6% 50.2% -2.3% -0.7% 308.3M -13.01B -42.5M 0.50 16.02 N/A N/A 5,267,240 2,641,320 15,676,960 15,407,200 2021-02-17 $14.93 $13.38 50.0% 14.3% 39.9% 22.2% 51.1% -1.2% -0.7% 240.0M -10.63B -43.6M 0.61 15.44 N/A N/A 3,771,720 2,290,720 16,101,960 16,246,080 2021-02-18 $14.87 $13.50 49.5% 14.2% 39.0% 18.7% 50.2% -0.5% -0.7% 207.1M -10.19B -43.4M 0.50 18.38 N/A N/A 3,700,240 1,848,400 16,205,400 16,708,760 2021-02-19 $14.90 $13.50 48.1% 13.8% 37.3% 16.8% 49.4% 0.4% -0.5% 85.4M -10.50B -43.5M 0.43 17.17 N/A N/A 5,975,960 2,590,840 16,649,240 17,098,480 2021-02-22 $14.41 $13.50 50.5% 14.8% 39.2% 20.1% 52.3% 1.1% -0.9% 43.0M -4.54B -43.5M 0.50 16.63 N/A N/A 3,335,720 1,682,360 11,657,800 13,058,280 2021-02-23 $14.16 $13.63 49.4% 14.6% 39.6% 18.6% 51.3% 2.1% -0.9% 26.9M -3.59B -44.0M 0.58 18.37 N/A N/A 3,871,200 2,234,400 12,637,480 13,732,360 2021-02-24 $14.44 $13.63 47.7% 14.1% 39.6% 16.3% 49.4% 0.8% -0.9% 106.4M -5.33B -44.3M 0.48 18.58 N/A N/A 6,330,400 3,054,240 13,469,320 14,223,520 2021-02-25 $13.33 $13.63 51.3% 15.0% 47.0% 21.3% 52.3% 3.7% -1.1% -139.5M 294.0M -44.3M 0.52 41.28 N/A N/A 10,005,040 5,207,280 15,376,280 15,443,800 2021-02-26 $13.82 $13.63 45.1% 12.9% 48.3% 12.7% 45.7% 3.0% -0.2% -35.2M -2.63B -47.5M 0.98 38.71 N/A N/A 5,300,720 5,192,200 16,705,680 16,319,360
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