NVDA Options History — November 2021 In November 2021, NVDA traded between $25.76 and $33.11. ATM implied volatility averaged 51.1%, placing in the 66.4% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 1.1% (HV 20d: 50.1%). Max pain ranged from $21.00 to $26.25. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.52.
Notable Days 2021-11-04 : Highest Volume — 23,080,060 contracts2021-11-04 : Largest IV spike — 32.0% change2021-11-04 : Highest IV Rank — 100.0%2021-11-05 : Largest Expected Move — 17.0%Monthly Statistics Metric Avg Min Max Open Close Price $30.37 $25.76 $33.11 $25.76 $32.42 Max Pain $23.65 $21.00 $26.25 $21.00 $26.25 ATM IV 51.1% 40.3% 62.5% 40.3% 51.4% Expected Move 14.7% 12.5% 17.0% 12.5% 15.4% HV 20d 50.1% 30.0% 62.8% 31.3% 62.8% HV 60d 42.9% 36.6% 47.2% 36.6% 47.2% IV Rank 66.4% 36.6% 100.0% 36.6% 65.0% IV Percentile 91.3% 59.1% 100.0% 59.1% 95.2% Term Structure -0.8% -2.7% 0.8% -0.1% 0.5% VWIV 52.7% 45.2% 61.1% 45.2% 54.4% Skew 25d -1.0% -7.0% 2.6% 0.9% 2.6% Skew 10d -3.9% -13.2% 4.5% 2.0% 4.5% Call IV 25d 53.2% 41.0% 68.4% 41.0% 51.2% Put IV 25d 52.1% 41.9% 63.0% 41.9% 53.7% Bid-Ask Spread % 2.55 1.42 8.83 1.52 2.88 Gamma HHI 0.07 0.03 0.47 0.05 0.05 Net GEX 261.6M 124.8M 789.1M 243.3M 211.4M Net DEX -26.67B -35.63B -19.25B -19.25B -25.72B Net VEX -68.6M -79.8M -56.0M -57.4M -77.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.33 0.75 0.46 0.53 Total Volume 7,707,223.81 3,364,410 23,080,060 3,711,080 5,843,450 Total OI 29,330,124.286 25,600,450 33,149,110 25,600,450 29,256,770
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 2021-11-01 $25.76 $21.00 40.3% 12.5% 31.3% 36.6% 45.2% 0.9% -0.1% 243.3M -19.25B -57.4M 0.46 1.52 N/A N/A 2,534,580 1,176,500 11,935,320 13,665,130 2021-11-02 $26.51 $21.00 41.9% 13.1% 30.0% 42.8% 47.2% 0.4% -0.5% 275.3M -21.48B -58.8M 0.33 1.64 N/A N/A 4,467,230 1,459,200 12,289,450 13,951,610 2021-11-03 $26.61 $21.00 42.0% 13.2% 30.0% 45.9% 47.7% 0.7% -0.5% 302.8M -21.81B -59.3M 0.40 1.56 N/A N/A 2,959,450 1,182,140 12,699,370 14,128,390 2021-11-04 $29.72 $21.50 55.5% 15.2% 45.8% 100.0% 53.7% -7.0% -1.8% 226.2M -30.07B -56.0M 0.40 3.80 N/A N/A 16,545,300 6,534,760 12,858,080 14,239,520 2021-11-05 $29.89 $22.00 62.5% 17.0% 44.9% 100.0% 61.1% -5.4% -2.7% 208.9M -28.81B -65.2M 0.47 2.63 N/A N/A 9,312,950 4,395,600 14,186,800 15,392,420 2021-11-08 $30.65 $22.00 59.9% 16.7% 44.2% 92.0% 59.6% -3.8% -1.4% 205.2M -29.19B -64.8M 0.58 2.62 N/A N/A 3,647,580 2,106,400 13,413,940 14,762,320 2021-11-09 $30.66 $22.50 59.5% 16.6% 43.6% 90.7% 59.5% -1.8% -1.5% 225.2M -29.22B -66.4M 0.47 3.70 N/A N/A 5,402,060 2,537,640 14,001,640 15,240,310 2021-11-10 $29.46 $22.50 54.6% 15.3% 48.5% 75.2% 54.1% -0.3% -1.2% 170.6M -25.59B -67.3M 0.64 2.51 N/A N/A 4,429,490 2,839,210 14,575,310 15,499,240 2021-11-11 $30.42 $23.00 51.9% 14.7% 48.3% 66.7% 52.9% -0.8% -1.0% 284.2M -28.80B -66.4M 0.54 2.48 N/A N/A 3,362,790 1,820,660 14,951,540 15,883,590 2021-11-12 $30.38 $23.00 50.7% 14.4% 48.6% 63.0% 51.0% -1.0% -0.9% 294.7M -28.46B -67.7M 0.56 1.65 N/A N/A 4,501,080 2,531,090 15,325,420 16,130,640 2021-11-15 $29.98 $23.75 52.1% 14.9% 49.7% 67.2% 52.7% -0.9% -1.2% 203.0M -25.80B -68.8M 0.65 1.77 N/A N/A 2,656,460 1,736,010 13,867,280 15,256,990 2021-11-16 $30.12 $24.00 50.4% 14.4% 49.6% 62.0% 51.4% -1.1% -1.1% 223.0M -26.60B -70.1M 0.57 1.42 N/A N/A 2,142,540 1,221,870 14,491,670 15,884,030 2021-11-17 $29.01 $24.75 54.2% 15.5% 52.5% 73.8% 56.1% -1.3% -1.7% 163.0M -22.55B -72.8M 0.62 8.83 N/A N/A 3,844,530 2,365,980 14,603,320 15,907,290 2021-11-18 $31.78 $25.00 48.6% 14.0% 59.3% 56.1% 50.3% -1.6% -0.8% 467.8M -32.52B -69.8M 0.44 1.90 N/A N/A 9,882,400 4,355,380 15,806,070 16,571,320 2021-11-19 $32.92 $25.00 45.7% 13.2% 59.4% 47.0% 47.2% -1.2% -0.5% 789.1M -35.63B -69.2M 0.47 1.94 N/A N/A 7,524,860 3,545,950 16,167,130 16,981,980 2021-11-22 $32.33 $25.00 50.2% 14.6% 60.8% 61.4% 52.3% -1.5% -0.7% 221.4M -26.44B -73.0M 0.57 2.05 N/A N/A 6,494,650 3,713,150 13,312,900 14,573,230 2021-11-23 $31.53 $25.25 52.8% 15.4% 59.6% 69.4% 54.7% -0.2% -0.7% 124.8M -23.06B -77.6M 0.75 2.45 N/A N/A 3,859,810 2,903,010 13,949,270 15,213,710 2021-11-24 $32.64 $26.00 49.2% 14.2% 59.4% 58.1% 50.7% -0.5% -0.3% 264.9M -27.21B -76.0M 0.54 1.73 N/A N/A 3,982,160 2,157,720 14,444,550 15,517,050 2021-11-26 $31.82 $26.00 51.4% 15.0% 61.0% 64.9% 53.4% 1.6% -0.5% 146.3M -23.79B -79.8M 0.56 2.57 N/A N/A 2,781,110 1,558,150 14,681,820 15,815,630 2021-11-29 $33.11 $26.25 48.5% 14.3% 61.6% 55.9% 51.1% 0.1% 0.8% 243.4M -28.07B -75.7M 0.44 1.98 N/A N/A 3,845,400 1,691,400 13,487,330 15,013,230 2021-11-30 $32.42 $26.25 51.4% 15.4% 62.8% 65.0% 54.4% 2.6% 0.5% 211.4M -25.72B -77.4M 0.53 2.88 N/A N/A 3,818,390 2,025,060 13,948,710 15,308,060
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