NVDA Options History — October 2021

In October 2021, NVDA traded between $19.68 and $25.50. ATM implied volatility averaged 36.0%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded below realized volatility by 3.1% (HV 20d: 39.1%). Max pain ranged from $20.00 to $21.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.46.

Notable Days

2021-10-26: Highest Volume — 10,064,850 contracts
2021-10-26: Largest IV spike — 11.5% change
2021-10-04: Highest IV Rank — 37.0%
2021-10-04: Largest Expected Move — 12.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.10	$19.68	$25.50	$20.70	$25.50
Max Pain	$20.86	$20.00	$21.00	$20.00	$21.00
ATM IV	36.0%	30.8%	40.8%	36.7%	39.8%
Expected Move	10.9%	9.5%	12.3%	10.3%	12.1%
HV 20d	39.1%	33.7%	43.1%	33.7%	38.7%
HV 60d	35.0%	33.7%	36.8%	34.4%	36.6%
IV Rank	19.1%	0.0%	37.0%	21.1%	34.4%
IV Percentile	24.4%	0.0%	56.3%	24.2%	55.2%
Term Structure	0.7%	-1.1%	3.8%	-0.0%	-0.2%
VWIV	39.1%	34.9%	44.4%	37.5%	44.4%
Skew 25d	3.8%	0.5%	6.1%	5.6%	0.5%
Skew 10d	8.0%	-0.4%	13.1%	12.4%	-0.4%
Call IV 25d	35.0%	28.6%	41.0%	34.4%	40.9%
Put IV 25d	38.7%	32.6%	44.3%	40.0%	41.4%
Bid-Ask Spread %	2.29	1.56	3.34	1.70	1.65
Gamma HHI	0.08	0.03	0.36	0.04	0.36
Net GEX	166.0M	-43.9M	506.4M	7.2M	506.4M
Net DEX	-10.82B	-20.48B	-3.10B	-5.98B	-20.48B
Net VEX	-59.3M	-63.3M	-54.8M	-61.0M	-58.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.34	0.66	0.65	0.34
Total Volume	4,073,581.429	2,128,850	10,064,850	3,887,370	7,286,360
Total OI	25,543,452.857	22,897,450	27,194,540	26,381,860	26,513,330

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
2021-10-01	$20.70	$20.00	36.7%	10.3%	33.7%	21.1%	37.5%	5.6%	-0.0%	7.2M	-5.98B	-61.0M	0.65	1.70	N/A	N/A	2,359,320	1,528,050	12,421,940	13,959,920
2021-10-04	$19.68	$21.00	40.8%	12.3%	36.0%	37.0%	42.6%	6.1%	-0.3%	-43.9M	-3.10B	-61.2M	0.54	2.97	N/A	N/A	2,385,990	1,293,980	11,507,420	13,503,430
2021-10-05	$20.52	$21.00	37.4%	11.6%	40.1%	23.6%	41.0%	5.3%	0.2%	-3.8M	-5.77B	-61.5M	0.38	2.79	N/A	N/A	2,725,440	1,040,980	11,726,070	13,744,630
2021-10-06	$20.58	$21.00	38.2%	11.8%	39.9%	27.0%	41.4%	5.5%	0.1%	78.0M	-6.49B	-63.3M	0.42	3.20	N/A	N/A	1,884,400	797,830	12,327,450	14,036,420
2021-10-07	$21.09	$20.50	35.4%	11.2%	41.2%	15.8%	39.6%	5.0%	0.6%	137.2M	-8.64B	-61.8M	0.39	3.11	N/A	N/A	2,892,700	1,127,650	12,506,660	14,176,700
2021-10-08	$20.88	$20.50	34.3%	10.9%	40.9%	11.5%	39.0%	4.5%	0.6%	144.4M	-7.87B	-61.0M	0.51	3.34	N/A	N/A	1,781,540	908,930	12,667,240	14,277,120
2021-10-11	$20.78	$20.50	34.8%	11.0%	40.5%	13.3%	39.1%	4.9%	3.6%	29.7M	-7.04B	-59.5M	0.66	2.68	N/A	N/A	1,307,980	868,740	11,748,560	13,790,010
2021-10-12	$20.63	$20.50	35.8%	11.3%	40.3%	17.5%	39.4%	4.7%	3.6%	25.1M	-6.49B	-59.9M	0.55	3.04	N/A	N/A	1,394,810	766,510	12,008,520	13,983,230
2021-10-13	$20.89	$21.00	33.7%	10.7%	40.6%	9.2%	37.6%	4.7%	3.5%	58.8M	-7.38B	-59.7M	0.65	3.14	N/A	N/A	1,290,910	837,940	12,257,620	14,194,530
2021-10-14	$21.67	$21.00	33.4%	10.4%	43.1%	7.9%	37.3%	3.9%	3.6%	201.5M	-10.58B	-59.0M	0.44	2.21	N/A	N/A	4,067,270	1,783,230	12,445,580	14,351,590
2021-10-15	$21.84	$21.00	30.8%	9.5%	43.0%	0.0%	34.9%	4.0%	3.8%	200.2M	-11.72B	-57.8M	0.47	2.08	N/A	N/A	2,982,400	1,388,210	12,684,400	14,510,140
2021-10-18	$22.22	$21.00	33.4%	9.8%	39.2%	10.2%	35.7%	3.9%	-0.5%	169.4M	-10.79B	-58.0M	0.45	2.07	N/A	N/A	2,443,160	1,102,760	10,278,490	12,618,960
2021-10-19	$22.23	$21.00	33.5%	9.7%	38.9%	10.4%	35.1%	3.8%	-0.7%	206.2M	-11.07B	-58.3M	0.41	1.79	N/A	N/A	1,900,550	785,450	10,602,990	12,877,810
2021-10-20	$22.08	$21.00	34.4%	9.9%	37.7%	13.9%	35.4%	4.1%	-1.1%	190.8M	-10.36B	-59.1M	0.44	1.74	N/A	N/A	1,794,380	788,010	11,087,740	13,300,280
2021-10-21	$22.64	$21.00	34.4%	9.9%	37.5%	14.0%	35.5%	3.4%	-0.9%	323.8M	-12.72B	-58.2M	0.39	1.84	N/A	N/A	2,845,100	1,100,080	11,223,670	13,376,560
2021-10-22	$22.74	$21.00	35.4%	10.2%	36.9%	17.5%	36.7%	3.6%	-1.0%	330.3M	-13.14B	-59.1M	0.38	1.93	N/A	N/A	4,436,370	1,703,990	11,512,010	13,531,850
2021-10-25	$23.26	$21.00	36.0%	10.7%	37.0%	20.2%	38.6%	2.9%	-0.1%	214.2M	-13.83B	-58.2M	0.34	1.66	N/A	N/A	3,090,540	1,051,280	10,983,380	13,156,510
2021-10-26	$24.84	$21.00	40.2%	12.1%	38.3%	36.1%	43.8%	0.8%	-0.3%	227.1M	-18.60B	-54.8M	0.36	1.83	N/A	N/A	7,420,550	2,644,300	11,295,140	13,336,550
2021-10-27	$24.54	$21.00	38.3%	11.6%	38.5%	28.8%	42.2%	1.4%	-0.3%	217.0M	-17.09B	-57.9M	0.43	1.81	N/A	N/A	3,202,930	1,381,850	11,966,610	13,787,790
2021-10-28	$24.84	$21.00	38.9%	11.8%	38.6%	31.1%	43.4%	1.1%	-0.3%	265.3M	-18.11B	-57.6M	0.46	1.56	N/A	N/A	2,166,320	986,420	12,200,690	13,932,970
2021-10-29	$25.50	$21.00	39.8%	12.1%	38.7%	34.4%	44.4%	0.5%	-0.2%	506.4M	-20.48B	-58.6M	0.34	1.65	N/A	N/A	5,458,080	1,828,280	12,416,340	14,096,990