NVDA Options History — August 2021 In August 2021, NVDA traded between $19.14 and $22.69. ATM implied volatility averaged 38.1%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 6.0% (HV 20d: 32.1%). Max pain ranged from $17.25 to $18.75. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.48.
Notable Days 2021-08-19 : Highest Volume — 15,822,990 contracts2021-08-06 : Largest IV drop — 4.5% change2021-08-04 : Highest IV Rank — 35.6%2021-08-04 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $20.71 $19.14 $22.69 $19.71 $22.48 Max Pain $17.95 $17.25 $18.75 $18.75 $18.75 ATM IV 38.1% 32.6% 43.7% 42.9% 32.6% Expected Move 10.9% 8.9% 13.6% 13.2% 8.9% HV 20d 32.1% 22.4% 36.5% 35.8% 36.1% HV 60d 34.0% 32.0% 35.8% 35.8% 34.0% IV Rank 19.1% 2.9% 35.6% 33.2% 2.9% IV Percentile 25.7% 2.4% 56.0% 52.4% 2.4% Term Structure -0.3% -1.5% 0.8% -1.5% 0.3% VWIV 39.0% 32.4% 48.6% 46.7% 32.5% Skew 25d 1.7% 0.6% 2.5% 1.7% 2.1% Skew 10d 4.4% 1.7% 6.5% 4.8% 6.2% Call IV 25d 38.1% 32.2% 44.1% 42.6% 32.5% Put IV 25d 39.8% 34.3% 45.2% 44.3% 34.6% Bid-Ask Spread % 2.42 1.52 3.82 2.92 1.65 Gamma HHI 0.07 0.04 0.14 0.04 0.07 Net GEX 261.2M 94.2M 471.8M 157.1M 246.4M Net DEX -13.31B -18.65B -7.39B -10.49B -15.79B Net VEX -57.9M -63.4M -53.6M -62.4M -55.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.33 0.79 0.40 0.65 Total Volume 5,765,729.545 2,323,650 15,822,990 5,100,960 3,429,460 Total OI 29,405,577.273 25,654,830 31,881,470 29,400,620 27,110,980
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 2021-08-02 $19.71 $18.75 42.9% 13.2% 35.8% 33.2% 46.7% 1.7% -1.5% 157.1M -10.49B -62.4M 0.40 2.92 N/A N/A 3,649,560 1,451,400 13,562,190 15,838,430 2021-08-03 $19.78 $18.75 43.3% 13.5% 35.5% 34.5% 47.5% 1.6% -1.1% 180.7M -10.77B -62.6M 0.41 1.93 N/A N/A 4,183,090 1,724,970 13,806,590 16,030,160 2021-08-04 $20.27 $18.75 43.7% 13.6% 36.5% 35.6% 48.6% 1.1% -1.4% 341.8M -13.57B -63.4M 0.40 1.97 N/A N/A 3,645,750 1,463,180 14,624,780 16,310,430 2021-08-05 $20.57 $17.25 42.9% 11.8% 34.6% 33.2% 42.3% 0.6% -1.3% 420.5M -15.52B -61.8M 0.41 3.57 N/A N/A 3,880,000 1,585,970 14,857,650 16,465,900 2021-08-06 $20.42 $17.50 40.9% 11.4% 34.5% 27.5% 40.5% 1.0% -1.4% 471.8M -14.75B -60.6M 0.48 3.10 N/A N/A 2,693,180 1,295,090 15,035,740 16,558,710 2021-08-09 $20.31 $17.50 39.5% 11.1% 33.9% 23.2% 39.8% 1.0% -0.5% 241.5M -13.01B -58.6M 0.57 2.44 N/A N/A 1,481,600 842,050 13,813,390 15,623,260 2021-08-10 $19.97 $17.50 39.4% 11.1% 34.3% 23.1% 39.9% 1.8% -0.5% 189.4M -11.33B -58.9M 0.47 2.33 N/A N/A 2,124,770 1,001,170 13,994,640 15,816,540 2021-08-11 $19.66 $17.50 39.4% 11.1% 34.1% 23.0% 39.9% 0.9% -0.6% 121.0M -9.78B -58.7M 0.50 3.03 N/A N/A 2,133,390 1,072,780 14,199,540 15,956,720 2021-08-12 $19.97 $17.50 39.3% 11.1% 29.6% 22.6% 39.7% 1.4% -0.8% 182.3M -11.24B -57.9M 0.46 2.71 N/A N/A 2,184,560 994,200 14,331,600 16,158,240 2021-08-13 $20.16 $17.50 38.4% 10.9% 23.2% 19.9% 38.7% 1.1% -0.7% 282.7M -12.52B -55.9M 0.41 3.82 N/A N/A 3,034,890 1,247,980 14,590,350 16,352,430 2021-08-16 $19.89 $17.50 39.4% 11.2% 22.4% 23.0% 39.9% 1.5% -0.7% 167.3M -10.87B -56.9M 0.57 2.45 N/A N/A 1,934,810 1,100,460 13,549,300 15,707,480 2021-08-17 $19.38 $17.50 39.5% 11.3% 24.6% 23.1% 39.9% 1.7% -0.5% 128.0M -8.77B -56.4M 0.54 2.44 N/A N/A 1,858,410 1,005,590 13,976,560 15,870,080 2021-08-18 $19.14 $17.50 39.0% 11.2% 23.6% 21.7% 40.1% 2.4% 0.0% 94.2M -7.39B -56.5M 0.79 3.35 N/A N/A 2,732,850 2,145,860 14,418,140 16,144,220 2021-08-19 $19.75 $17.63 37.4% 10.7% 25.3% 17.1% 38.1% 2.3% 0.1% 236.8M -10.46B -54.7M 0.51 2.46 N/A N/A 10,480,360 5,342,630 14,617,560 16,353,660 2021-08-20 $20.76 $17.88 36.2% 10.3% 30.8% 13.4% 37.5% 2.0% 0.2% 436.6M -16.67B -55.2M 0.44 2.09 N/A N/A 9,591,900 4,203,400 15,068,700 16,812,770 2021-08-23 $21.96 $18.00 35.5% 10.1% 35.2% 11.3% 36.7% 1.9% 0.4% 218.8M -15.69B -55.5M 0.37 1.96 N/A N/A 7,617,350 2,843,010 11,650,910 14,003,920 2021-08-24 $21.80 $18.00 34.4% 9.8% 35.2% 8.1% 35.4% 1.4% 0.4% 312.7M -15.90B -56.2M 0.41 2.00 N/A N/A 4,179,300 1,695,620 12,413,220 14,405,470 2021-08-25 $22.24 $18.25 34.3% 9.6% 35.1% 7.7% 34.6% 1.9% 0.7% 357.6M -16.97B -57.4M 0.35 1.58 N/A N/A 5,409,760 1,914,470 12,918,930 14,892,180 2021-08-26 $22.09 $18.50 34.5% 9.6% 35.4% 8.4% 35.2% 2.5% 0.6% 358.3M -16.25B -58.4M 0.48 2.18 N/A N/A 3,383,050 1,626,480 12,967,290 15,089,370 2021-08-27 $22.66 $18.50 32.9% 9.1% 35.6% 3.8% 33.1% 2.1% 0.8% 378.6M -18.65B -55.5M 0.33 1.65 N/A N/A 6,048,680 1,972,840 13,336,650 15,289,730 2021-08-30 $22.69 $18.50 32.8% 9.0% 35.6% 3.4% 32.4% 2.3% 0.7% 222.1M -16.51B -53.6M 0.56 1.52 N/A N/A 2,977,850 1,662,330 11,882,410 14,515,880 2021-08-31 $22.48 $18.75 32.6% 8.9% 36.1% 2.9% 32.5% 2.1% 0.3% 246.4M -15.79B -55.6M 0.65 1.65 N/A N/A 2,081,070 1,348,390 12,349,990 14,760,990
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