NVDA Options History — June 2021 In June 2021, NVDA traded between $16.28 and $20.10. ATM implied volatility averaged 35.6%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 1.4% (HV 20d: 34.2%). Max pain ranged from $14.00 to $17.38. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.45.
Notable Days 2021-06-18 : Highest Volume — 30,128,920 contracts2021-06-18 : Largest IV spike — 10.4% change2021-06-30 : Highest IV Rank — 22.2%2021-06-03 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $18.23 $16.28 $20.10 $16.28 $20.10 Max Pain $16.15 $14.00 $17.38 $14.00 $17.38 ATM IV 35.6% 31.6% 39.1% 35.3% 39.1% Expected Move 10.0% 9.1% 10.7% 10.1% 10.3% HV 20d 34.2% 29.7% 42.2% 42.2% 30.9% HV 60d 38.2% 36.9% 43.0% 43.0% 38.1% IV Rank 11.0% 0.0% 22.2% 8.7% 22.2% IV Percentile 10.5% 0.0% 28.2% 5.2% 28.2% Term Structure 0.6% -0.8% 3.2% -0.2% -0.3% VWIV 35.7% 32.8% 37.9% 36.2% 37.0% Skew 25d -0.1% -1.6% 0.9% 0.0% 0.7% Skew 10d -0.1% -3.0% 3.2% -0.1% 1.2% Call IV 25d 36.5% 31.9% 40.0% 36.2% 39.9% Put IV 25d 36.4% 32.1% 40.6% 36.2% 40.6% Bid-Ask Spread % 15.58 4.57 31.68 8.97 5.16 Gamma HHI 0.09 0.05 0.38 0.05 0.07 Net GEX 444.8M 198.7M 763.6M 291.5M 485.6M Net DEX -15.38B -20.29B -10.49B -10.49B -19.24B Net VEX -55.9M -62.0M -51.9M -52.0M -62.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.45 0.27 0.64 0.40 0.43 Total Volume 13,326,380 4,785,520 30,128,920 9,851,040 9,363,520 Total OI 35,254,114.545 29,999,200 40,071,960 31,458,960 36,845,880
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 2021-06-01 $16.28 $14.00 35.3% 10.1% 42.2% 8.7% 36.2% 0.0% -0.2% 291.5M -10.49B -52.0M 0.40 8.97 N/A N/A 7,040,440 2,810,600 15,060,760 16,398,200 2021-06-02 $16.78 $14.25 35.9% 10.2% 39.8% 10.4% 37.2% -0.9% -0.3% 448.2M -13.72B -52.4M 0.34 4.57 N/A N/A 13,224,080 4,553,520 16,152,920 17,100,080 2021-06-03 $16.98 $15.00 37.1% 10.7% 39.7% 14.0% 37.9% -0.6% -0.3% 488.9M -14.37B -52.8M 0.27 15.29 N/A N/A 16,367,840 4,419,600 16,734,840 17,864,520 2021-06-04 $17.57 $15.00 36.6% 10.6% 40.4% 12.6% 37.4% -1.4% -0.7% 763.6M -18.76B -51.9M 0.36 19.09 N/A N/A 18,445,840 6,585,960 18,099,760 18,715,120 2021-06-07 $17.63 $15.63 36.1% 10.4% 39.9% 11.2% 37.2% 0.5% 0.5% 355.9M -14.67B -54.2M 0.47 16.74 N/A N/A 7,310,200 3,402,000 15,910,880 17,651,000 2021-06-08 $17.46 $15.75 34.4% 10.0% 37.5% 6.0% 35.8% 0.6% 0.6% 348.1M -13.71B -56.2M 0.61 18.39 N/A N/A 3,442,920 2,103,920 16,980,440 18,724,120 2021-06-09 $17.36 $15.75 33.7% 10.0% 37.5% 3.8% 35.6% 0.6% 1.0% 307.0M -11.99B -55.8M 0.50 9.97 N/A N/A 4,425,000 2,196,600 16,612,560 19,137,520 2021-06-10 $17.41 $15.88 31.6% 9.3% 33.7% 0.0% 33.2% 0.2% 0.9% 382.4M -12.33B -54.4M 0.50 15.78 N/A N/A 5,358,600 2,681,600 17,052,440 19,438,040 2021-06-11 $17.81 $16.00 32.5% 9.4% 33.4% 2.4% 33.8% -1.6% 0.2% 692.0M -15.79B -53.6M 0.31 20.00 N/A N/A 15,550,800 4,828,920 17,629,320 19,716,520 2021-06-14 $17.99 $16.13 31.9% 9.2% 32.1% 0.7% 33.3% -0.3% 2.9% 444.9M -14.92B -53.0M 0.61 13.20 N/A N/A 5,086,840 3,087,320 16,213,360 18,285,040 2021-06-15 $17.80 $16.25 31.9% 9.2% 32.0% 0.7% 32.8% -0.2% 3.2% 372.8M -13.55B -54.9M 0.54 21.72 N/A N/A 3,101,040 1,684,480 16,949,480 19,174,600 2021-06-16 $17.87 $16.25 31.7% 9.1% 31.8% 0.3% 33.0% 0.9% 2.8% 400.0M -13.83B -54.5M 0.51 27.52 N/A N/A 3,973,000 2,026,640 17,217,000 19,595,920 2021-06-17 $18.67 $16.25 33.7% 9.6% 32.4% 6.0% 34.3% -0.5% 2.0% 651.9M -19.87B -52.5M 0.43 19.39 N/A N/A 16,526,920 7,186,400 17,854,800 20,004,440 2021-06-18 $18.84 $16.50 37.2% 10.4% 29.7% 16.4% 37.3% -0.1% 2.1% 664.6M -20.29B -54.5M 0.36 21.94 N/A N/A 22,207,080 7,921,840 18,926,200 21,145,760 2021-06-21 $18.33 $16.75 37.4% 10.3% 32.6% 17.0% 37.0% -0.1% 0.3% 198.7M -10.87B -56.8M 0.64 11.66 N/A N/A 8,153,800 5,188,920 14,610,040 15,389,160 2021-06-22 $18.86 $16.88 38.3% 10.4% 31.0% 19.8% 37.1% -0.0% -0.6% 383.9M -14.58B -59.7M 0.36 5.30 N/A N/A 9,598,480 3,450,880 16,174,560 16,925,040 2021-06-23 $19.07 $17.00 37.2% 10.0% 30.7% 16.6% 35.8% -0.2% 0.4% 475.6M -16.08B -60.5M 0.46 5.74 N/A N/A 6,748,800 3,094,880 17,206,680 17,839,960 2021-06-24 $19.20 $17.00 36.7% 9.9% 30.6% 15.1% 35.2% -0.1% -0.8% 589.0M -16.95B -60.1M 0.42 29.04 N/A N/A 8,022,120 3,383,440 17,997,480 18,214,240 2021-06-25 $18.97 $17.13 36.6% 9.6% 30.8% 14.6% 33.6% 0.2% -0.5% 285.6M -14.94B -60.0M 0.52 16.91 N/A N/A 6,743,360 3,479,640 18,460,600 18,799,520 2021-06-28 $19.99 $17.25 38.9% 10.3% 31.7% 21.5% 37.1% -0.3% 0.1% 353.0M -18.81B -57.8M 0.40 4.73 N/A N/A 12,504,200 4,946,680 15,369,240 16,545,880 2021-06-29 $20.03 $17.25 39.0% 10.1% 31.7% 21.7% 37.0% 0.1% -0.2% 401.7M -18.69B -60.8M 0.49 31.68 N/A N/A 7,332,040 3,619,600 16,956,240 17,910,360 2021-06-30 $20.10 $17.38 39.1% 10.3% 30.9% 22.2% 37.0% 0.7% -0.3% 485.6M -19.24B -62.0M 0.43 5.16 N/A N/A 6,527,360 2,836,160 18,037,040 18,808,840
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