NVDA Options History — July 2021 In July 2021, NVDA traded between $18.09 and $20.71. ATM implied volatility averaged 42.0%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 6.7% (HV 20d: 35.3%). Max pain ranged from $17.50 to $31.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.55.
Notable Days 2021-07-16 : Highest Volume — 21,683,240 contracts2021-07-19 : Largest IV spike — 13.3% change2021-07-19 : Highest IV Rank — 43.5%2021-07-19 : Largest Expected Move — 13.5%Monthly Statistics Metric Avg Min Max Open Close Price $19.62 $18.09 $20.71 $20.22 $19.47 Max Pain $19.11 $17.50 $31.00 $17.50 $18.75 ATM IV 42.0% 37.6% 46.4% 39.9% 41.4% Expected Move 12.4% 9.2% 13.5% 10.3% 12.3% HV 20d 35.3% 29.4% 40.6% 30.9% 35.8% HV 60d 36.6% 34.4% 38.0% 38.0% 35.9% IV Rank 30.8% 17.6% 43.5% 24.3% 28.9% IV Percentile 44.4% 19.8% 59.5% 33.7% 44.8% Term Structure 0.3% -1.9% 4.9% -0.5% -0.9% VWIV 44.4% 33.9% 47.9% 36.9% 44.0% Skew 25d 1.5% 0.4% 3.1% 0.6% 1.6% Skew 10d 3.6% 0.8% 8.2% 0.8% 4.1% Call IV 25d 42.3% 38.0% 46.5% 40.6% 41.6% Put IV 25d 43.8% 39.0% 49.6% 41.2% 43.2% Bid-Ask Spread % 6.40 3.27 11.55 3.27 3.44 Gamma HHI 0.06 0.02 0.22 0.07 0.06 Net GEX 224.9M -169.1M 1.13B 582.3M 187.2M Net DEX -11.69B -22.26B 768.7M -20.17B -9.82B Net VEX -62.5M -70.0M -2.5M -61.9M -63.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.32 0.98 0.32 0.58 Total Volume 9,496,465.238 2,766,220 21,683,240 18,729,040 4,233,750 Total OI 34,792,837.143 784,910 42,161,680 38,181,920 32,260,720
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 2021-07-01 $20.22 $17.50 39.9% 10.3% 30.9% 24.3% 36.9% 0.6% -0.5% 582.3M -20.17B -61.9M 0.32 3.27 N/A N/A 14,187,840 4,541,200 18,731,720 19,450,200 2021-07-02 $20.45 $17.50 37.6% 9.2% 29.4% 17.6% 33.9% 1.1% -0.7% 1.13B -22.26B -62.0M 0.40 3.82 N/A N/A 11,172,520 4,431,360 20,062,400 20,081,880 2021-07-06 $20.71 $18.25 40.7% 12.4% 29.4% 26.8% 44.0% 1.1% -0.3% 412.1M -20.40B -60.8M 0.50 7.48 N/A N/A 8,934,760 4,446,680 17,139,080 17,744,360 2021-07-07 $20.45 $18.50 42.1% 12.9% 29.6% 31.0% 46.1% 1.0% -0.6% 375.5M -18.65B -64.5M 0.55 8.80 N/A N/A 5,660,000 3,130,480 18,805,720 18,919,440 2021-07-08 $19.77 $18.50 44.1% 13.3% 32.8% 36.8% 47.5% 1.5% -0.6% 49.9M -13.33B -66.7M 0.52 8.14 N/A N/A 7,621,720 3,942,000 19,671,480 19,579,560 2021-07-09 $20.03 $18.50 40.9% 12.6% 32.9% 27.4% 44.9% 1.5% -0.5% 233.1M -15.77B -65.0M 0.60 5.19 N/A N/A 7,315,120 4,364,600 20,314,560 20,149,040 2021-07-12 $20.42 $18.50 40.0% 12.6% 32.7% 24.6% 45.1% 1.5% 4.2% 344.3M -18.41B -63.3M 0.56 9.04 N/A N/A 6,415,960 3,565,480 17,823,240 18,598,000 2021-07-13 $20.25 $18.50 38.9% 12.5% 33.1% 21.6% 44.3% 2.0% 4.7% 216.2M -16.12B -65.6M 0.53 9.96 N/A N/A 4,702,080 2,475,480 18,620,120 20,120,640 2021-07-14 $19.88 $18.63 38.6% 12.5% 33.8% 20.5% 44.4% 1.4% 4.9% 59.5M -12.96B -66.6M 0.55 9.53 N/A N/A 6,288,440 3,451,200 19,788,040 20,831,320 2021-07-15 $18.95 $18.63 40.3% 12.5% 38.7% 25.6% 44.3% 2.3% 4.2% -169.1M -5.69B -66.2M 0.72 7.87 N/A N/A 9,157,560 6,556,400 19,713,040 21,193,240 2021-07-16 $18.09 $18.63 40.9% 12.5% 39.3% 27.4% 44.4% 2.9% 4.2% -112.2M -804.9M -65.4M 0.98 9.25 N/A N/A 10,952,560 10,730,680 20,600,400 21,561,280 2021-07-19 $18.61 $18.63 46.4% 13.5% 40.6% 43.5% 47.9% 3.1% -1.1% 20.9M -4.73B -67.9M 0.59 11.55 N/A N/A 8,375,920 4,935,920 15,650,600 17,530,360 2021-07-20 $18.78 $31.00 44.9% 13.0% 39.4% 39.2% 46.0% 1.8% -1.9% -6.1M 768.7M -2.5M 0.58 7.75 N/A N/A 3,351,540 1,941,690 136,270 648,640 2021-07-21 $19.22 $18.75 44.0% 12.6% 39.0% 36.6% 45.0% 1.1% -1.4% 157.0M -8.39B -70.0M 0.40 4.45 N/A N/A 4,554,040 1,813,270 17,078,710 19,013,260 2021-07-22 $19.59 $18.75 45.4% 13.1% 39.4% 40.8% 46.5% 1.1% -1.1% 246.5M -10.60B -69.8M 0.38 4.34 N/A N/A 4,536,230 1,709,050 17,269,910 19,072,700 2021-07-23 $19.53 $18.75 43.8% 12.6% 39.3% 35.9% 45.2% 0.4% -1.3% 251.2M -10.19B -68.6M 0.52 3.96 N/A N/A 3,524,520 1,820,010 17,602,250 19,186,110 2021-07-26 $19.22 $18.75 43.3% 12.7% 39.5% 34.4% 45.5% 0.7% -1.9% 126.9M -8.74B -65.7M 0.60 4.83 N/A N/A 1,727,030 1,039,190 14,334,280 16,254,030 2021-07-27 $19.10 $18.75 45.0% 13.2% 34.6% 39.4% 47.0% 1.1% -1.2% 112.1M -8.00B -66.2M 0.63 4.42 N/A N/A 2,274,410 1,439,610 14,736,950 16,465,090 2021-07-28 $19.54 $18.75 43.0% 12.7% 35.7% 33.6% 45.0% 1.6% -0.9% 222.6M -10.21B -65.8M 0.56 3.82 N/A N/A 2,461,370 1,389,980 15,095,150 16,653,790 2021-07-29 $19.65 $18.75 41.9% 12.4% 35.7% 30.3% 44.2% 1.4% -0.7% 284.4M -10.94B -63.8M 0.44 3.50 N/A N/A 2,946,730 1,307,390 15,231,740 16,930,260 2021-07-30 $19.47 $18.75 41.4% 12.3% 35.8% 28.9% 44.0% 1.6% -0.9% 187.2M -9.82B -63.3M 0.58 3.44 N/A N/A 2,677,900 1,555,850 15,271,720 16,989,000
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