NVDA Options History — April 2021 In April 2021, NVDA traded between $13.78 and $16.15. ATM implied volatility averaged 36.0%, placing in the 9.2% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded below realized volatility by 3.9% (HV 20d: 40.0%). Max pain ranged from $12.50 to $14.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.53.
Notable Days 2021-04-12 : Highest Volume — 18,913,720 contracts2021-04-12 : Largest IV spike — 12.0% change2021-04-27 : Highest IV Rank — 21.1%2021-04-15 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $15.01 $13.78 $16.15 $13.78 $15.05 Max Pain $13.32 $12.50 $14.00 $13.25 $14.00 ATM IV 36.0% 32.7% 39.6% 34.0% 38.9% Expected Move 9.9% 9.3% 10.9% 9.7% 9.3% HV 20d 40.0% 31.3% 47.9% 47.9% 40.3% HV 60d 46.6% 44.7% 47.7% 47.1% 46.9% IV Rank 9.2% 0.0% 21.1% 0.0% 18.9% IV Percentile 6.4% 0.0% 18.7% 0.0% 15.5% Term Structure 1.0% -1.1% 5.7% 0.3% -1.0% VWIV 35.3% 32.7% 38.9% 35.3% 32.7% Skew 25d 0.4% -2.0% 1.4% 1.0% 0.9% Skew 10d 0.5% -4.6% 4.0% 2.4% 1.5% Call IV 25d 36.3% 32.6% 40.4% 34.1% 38.9% Put IV 25d 36.6% 33.7% 40.9% 35.1% 39.8% Bid-Ask Spread % 10.90 3.89 23.73 3.89 6.84 Gamma HHI 0.06 0.03 0.19 0.17 0.12 Net GEX 185.1M -148.9M 413.4M 324.7M -148.9M Net DEX -8.43B -15.67B -5.07B -6.28B -5.70B Net VEX -47.4M -49.1M -45.2M -48.5M -47.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.35 0.77 0.54 0.74 Total Volume 6,855,097.143 2,790,480 18,913,720 9,367,200 4,724,640 Total OI 30,298,801.905 27,429,680 34,912,400 30,282,240 30,592,680
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 2021-04-01 $13.78 $13.25 34.0% 9.7% 47.9% 0.0% 35.3% 1.0% 0.3% 324.7M -6.28B -48.5M 0.54 3.89 N/A N/A 6,090,960 3,276,240 14,174,320 16,107,920 2021-04-05 $13.94 $12.50 34.3% 9.9% 47.9% 0.8% 35.9% 1.4% -0.1% 161.2M -5.83B -47.2M 0.51 7.22 N/A N/A 1,852,160 938,320 13,223,480 15,189,040 2021-04-06 $13.87 $12.50 34.0% 9.8% 39.9% 0.0% 34.9% 1.2% 0.0% 168.6M -5.64B -47.3M 0.59 11.35 N/A N/A 2,119,240 1,259,600 13,923,560 15,632,960 2021-04-07 $14.18 $12.63 33.7% 9.7% 33.4% 0.0% 34.2% 0.5% -0.8% 253.7M -7.23B -46.5M 0.43 15.33 N/A N/A 4,048,480 1,731,760 14,114,520 15,916,520 2021-04-08 $14.30 $12.63 32.9% 9.9% 33.4% 0.0% 34.5% 1.1% -0.1% 343.9M -7.98B -46.4M 0.47 10.84 N/A N/A 4,624,120 2,154,120 14,615,880 16,109,360 2021-04-09 $14.35 $12.75 32.7% 9.6% 31.3% 0.0% 34.0% 1.1% -0.2% 399.1M -8.02B -47.0M 0.51 14.48 N/A N/A 3,570,520 1,824,600 15,112,320 16,500,760 2021-04-12 $15.31 $12.88 36.6% 10.3% 37.0% 11.3% 37.0% -0.7% -0.3% 238.3M -11.49B -45.2M 0.35 6.03 N/A N/A 14,055,400 4,858,320 13,743,360 15,510,120 2021-04-13 $15.65 $12.88 34.7% 10.1% 37.0% 5.9% 36.2% -1.5% 0.6% 354.1M -13.59B -46.1M 0.37 7.43 N/A N/A 9,662,720 3,568,040 15,508,600 16,510,440 2021-04-14 $15.29 $13.13 34.0% 10.0% 38.6% 3.8% 35.8% -1.1% 1.2% 297.7M -11.08B -47.9M 0.56 10.12 N/A N/A 4,371,640 2,450,680 16,213,400 16,937,520 2021-04-15 $16.15 $13.25 38.0% 10.9% 42.0% 15.4% 38.9% -2.0% -0.2% 413.4M -15.67B -46.8M 0.40 6.83 N/A N/A 11,765,640 4,760,880 16,393,680 17,294,120 2021-04-16 $15.91 $13.38 34.7% 10.1% 38.4% 5.7% 36.0% -0.7% 0.8% 186.8M -13.51B -47.0M 0.58 6.10 N/A N/A 5,928,040 3,435,280 16,765,000 18,147,400 2021-04-19 $15.37 $13.50 36.7% 10.6% 41.7% 11.5% 37.7% 0.5% 4.1% 104.7M -7.63B -48.1M 0.77 9.19 N/A N/A 3,326,560 2,556,600 12,725,960 14,703,720 2021-04-20 $15.19 $13.75 36.9% 10.6% 41.6% 12.3% 37.4% 0.9% 3.9% 72.6M -6.76B -48.5M 0.72 23.73 N/A N/A 2,947,080 2,136,400 13,311,320 15,254,200 2021-04-21 $15.30 $13.75 34.5% 9.9% 41.1% 5.3% 35.1% 0.9% 5.5% 104.9M -7.36B -47.9M 0.41 20.14 N/A N/A 2,902,840 1,203,880 13,576,480 15,572,200 2021-04-22 $14.85 $13.75 36.8% 10.3% 41.5% 12.5% 36.7% 1.2% 5.0% -6.2M -5.07B -49.1M 0.60 12.97 N/A N/A 3,527,920 2,106,440 14,028,160 15,850,520 2021-04-23 $15.28 $13.75 35.9% 9.7% 41.3% 9.9% 34.3% 0.4% 5.7% 91.9M -7.59B -48.1M 0.52 20.83 N/A N/A 4,245,400 2,201,960 14,357,080 16,251,160 2021-04-26 $15.46 $13.75 38.9% 9.8% 41.3% 19.0% 34.6% 0.5% -1.0% 129.5M -8.01B -47.3M 0.53 6.68 N/A N/A 2,506,440 1,317,240 12,813,360 14,922,440 2021-04-27 $15.42 $13.75 39.6% 9.7% 41.4% 21.1% 34.4% 0.7% -1.0% 152.0M -7.99B -47.8M 0.52 6.69 N/A N/A 2,316,160 1,213,560 13,462,320 15,441,240 2021-04-28 $15.35 $14.00 39.4% 9.3% 41.6% 20.4% 33.3% 0.4% -1.0% 142.6M -7.48B -47.9M 0.53 13.14 N/A N/A 1,825,400 973,880 13,850,720 15,899,880 2021-04-29 $15.30 $14.00 39.1% 9.3% 40.3% 19.5% 32.9% 0.9% -1.1% 101.7M -7.10B -47.3M 0.54 9.07 N/A N/A 2,325,000 1,252,880 13,908,600 16,108,520 2021-04-30 $15.05 $14.00 38.9% 9.3% 40.3% 18.9% 32.7% 0.9% -1.0% -148.9M -5.70B -47.2M 0.74 6.84 N/A N/A 2,721,600 2,003,040 14,207,400 16,385,280
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