NVDA Options History — May 2021 In May 2021, NVDA traded between $13.73 and $16.25. ATM implied volatility averaged 39.9%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 1.1% (HV 20d: 38.8%). Max pain ranged from $13.50 to $14.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.64.
Notable Days 2021-05-28 : Highest Volume — 22,928,520 contracts2021-05-12 : Largest IV spike — 10.8% change2021-05-12 : Highest IV Rank — 43.6%2021-05-12 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $14.69 $13.73 $16.25 $14.81 $16.25 Max Pain $13.72 $13.50 $14.00 $14.00 $14.00 ATM IV 39.9% 32.4% 47.0% 37.7% 34.3% Expected Move 11.2% 9.1% 13.2% 9.1% 9.6% HV 20d 38.8% 31.8% 44.1% 40.8% 42.8% HV 60d 45.7% 43.0% 47.8% 47.1% 43.0% IV Rank 22.1% 0.0% 43.6% 15.4% 5.6% IV Percentile 23.9% 0.0% 55.2% 11.5% 2.8% Term Structure -0.6% -1.0% 0.5% -0.2% 0.5% VWIV 39.5% 32.2% 46.6% 32.2% 35.0% Skew 25d 2.4% -0.7% 4.8% 1.4% -0.7% Skew 10d 4.4% -2.5% 10.3% 2.2% -2.5% Call IV 25d 39.1% 32.5% 45.4% 36.9% 35.3% Put IV 25d 41.4% 33.1% 49.7% 38.3% 34.5% Bid-Ask Spread % 8.91 4.73 17.43 6.30 6.75 Gamma HHI 0.06 0.02 0.38 0.02 0.29 Net GEX 82.4M -129.1M 597.4M -12.9M 597.4M Net DEX -4.80B -12.84B -60.7M -4.86B -12.84B Net VEX -48.7M -51.6M -46.6M -46.6M -51.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.33 0.96 0.76 0.39 Total Volume 7,657,708 3,566,240 22,928,520 3,819,280 22,928,520 Total OI 30,735,378 27,729,240 34,361,480 27,729,240 34,361,480
Daily Data (20 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 2021-05-03 $14.81 $14.00 37.7% 9.1% 40.8% 15.4% 32.2% 1.4% -0.2% -12.9M -4.86B -46.6M 0.76 6.30 N/A N/A 2,173,120 1,646,160 12,569,320 15,159,920 2021-05-04 $14.26 $14.00 41.1% 10.5% 43.3% 25.6% 37.0% 1.9% -0.8% -91.6M -2.24B -47.1M 0.95 8.29 N/A N/A 3,291,320 3,114,800 13,027,720 15,670,040 2021-05-05 $14.51 $14.00 40.1% 10.1% 43.0% 22.7% 35.7% 2.5% -0.7% -13.0M -3.63B -48.1M 0.56 9.29 N/A N/A 3,861,840 2,163,840 13,771,040 16,210,480 2021-05-06 $14.42 $13.50 40.3% 11.3% 43.0% 23.2% 39.4% 2.6% -0.9% -73.0M -3.00B -48.1M 0.69 7.86 N/A N/A 2,552,080 1,762,120 14,263,520 16,707,920 2021-05-07 $14.83 $13.50 38.2% 10.8% 44.1% 16.7% 37.9% 2.2% -0.5% 146.4M -5.61B -47.0M 0.56 17.43 N/A N/A 4,709,680 2,652,760 14,514,240 16,854,360 2021-05-10 $14.36 $13.50 40.7% 11.4% 38.9% 24.4% 40.0% 2.9% -0.7% -37.1M -3.11B -46.9M 0.69 16.71 N/A N/A 2,140,440 1,482,560 13,155,800 15,794,120 2021-05-11 $14.28 $13.63 42.4% 12.0% 37.8% 29.6% 42.3% 3.1% -0.4% -50.2M -2.69B -47.6M 0.79 9.96 N/A N/A 2,500,520 1,984,480 13,668,680 16,288,840 2021-05-12 $13.79 $13.63 47.0% 13.2% 38.8% 43.6% 46.6% 4.4% -1.0% -102.7M -364.0M -48.2M 0.96 11.61 N/A N/A 2,243,160 2,157,000 13,995,520 16,512,120 2021-05-13 $13.73 $13.63 43.8% 12.4% 31.8% 33.7% 43.9% 4.4% -0.6% -129.1M -60.7M -48.2M 0.78 8.58 N/A N/A 2,678,960 2,083,680 14,430,720 16,812,920 2021-05-14 $14.27 $13.63 40.2% 11.3% 35.7% 22.9% 40.3% 3.4% -0.9% 18.4M -3.17B -48.7M 0.73 6.44 N/A N/A 3,830,480 2,807,920 14,921,800 17,260,920 2021-05-17 $14.11 $13.63 41.4% 11.8% 34.0% 26.5% 41.7% 3.8% -0.7% -26.5M -2.37B -48.2M 0.59 11.88 N/A N/A 2,242,240 1,324,000 13,511,360 16,351,520 2021-05-18 $14.11 $13.50 40.4% 11.6% 33.9% 23.6% 40.7% 3.5% -0.9% -4.6M -2.57B -48.5M 0.51 11.73 N/A N/A 2,509,200 1,289,320 14,171,200 16,746,680 2021-05-19 $13.93 $13.63 42.8% 12.3% 33.8% 30.9% 43.1% 4.8% -0.7% -37.8M -1.75B -48.6M 0.65 6.03 N/A N/A 2,969,640 1,938,760 14,474,080 17,009,880 2021-05-20 $14.64 $13.63 40.4% 11.6% 37.6% 23.5% 40.9% 2.9% -0.9% 167.8M -5.99B -49.1M 0.45 8.01 N/A N/A 6,203,360 2,787,400 14,943,160 17,375,320 2021-05-21 $14.99 $13.63 41.8% 12.1% 37.0% 27.7% 43.2% 1.2% -0.9% 539.3M -8.33B -50.3M 0.33 8.70 N/A N/A 16,806,560 5,581,080 15,583,000 17,817,920 2021-05-24 $15.65 $13.75 39.2% 11.4% 40.1% 19.9% 40.7% 0.9% -0.7% 196.2M -8.73B -50.0M 0.52 4.73 N/A N/A 6,426,680 3,341,720 12,946,920 14,871,800 2021-05-25 $15.60 $13.75 37.8% 11.1% 40.1% 15.6% 39.3% 0.8% -0.3% 182.8M -8.27B -51.0M 0.57 5.74 N/A N/A 3,332,200 1,908,200 13,815,200 15,661,880 2021-05-26 $15.67 $13.88 36.0% 10.6% 40.1% 10.2% 37.4% 0.9% -0.2% 206.7M -8.72B -50.1M 0.70 6.11 N/A N/A 4,614,440 3,207,960 14,268,080 16,182,560 2021-05-27 $15.52 $14.00 32.4% 9.2% 40.2% 0.0% 33.2% 0.6% 0.5% 171.0M -7.62B -50.1M 0.63 6.05 N/A N/A 7,288,840 4,617,120 15,663,800 17,361,720 2021-05-28 $16.25 $14.00 34.3% 9.6% 42.8% 5.6% 35.0% -0.7% 0.5% 597.4M -12.84B -51.6M 0.39 6.75 N/A N/A 16,439,320 6,489,200 16,362,080 17,999,400
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