NVDA Options History — December 2021 In December 2021, NVDA traded between $27.70 and $32.21. ATM implied volatility averaged 51.2%, placing in the 64.4% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded below realized volatility by 8.3% (HV 20d: 59.5%). Max pain ranged from $18.50 to $28.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.61.
Notable Days 2021-12-16 : Highest Volume — 10,253,610 contracts2021-12-16 : Largest IV spike — 13.4% change2021-12-16 : Highest IV Rank — 94.5%2021-12-03 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $29.93 $27.70 $32.21 $31.86 $29.51 Max Pain $21.45 $18.50 $28.00 $27.00 $22.50 ATM IV 51.2% 44.4% 60.7% 51.9% 44.4% Expected Move 14.6% 12.4% 17.6% 15.7% 12.4% HV 20d 59.5% 55.5% 67.7% 63.2% 56.3% HV 60d 51.9% 47.2% 54.3% 47.4% 52.3% IV Rank 64.4% 42.8% 94.5% 66.5% 42.8% IV Percentile 89.2% 72.6% 99.6% 95.6% 72.6% Term Structure -0.2% -1.9% 0.4% 0.4% 0.3% VWIV 52.0% 43.7% 61.8% 54.9% 43.7% Skew 25d 4.4% 2.0% 8.8% 4.2% 2.2% Skew 10d 8.4% 3.7% 17.6% 8.0% 3.7% Call IV 25d 50.2% 44.2% 60.6% 50.8% 44.2% Put IV 25d 54.5% 46.3% 64.9% 55.0% 46.3% Bid-Ask Spread % 2.40 1.65 4.04 3.13 1.78 Gamma HHI 0.05 0.03 0.13 0.04 0.04 Net GEX 128.6M -64.6M 317.1M 170.3M 63.4M Net DEX -18.10B -25.77B -11.25B -23.73B -15.89B Net VEX -84.1M -88.3M -79.2M -80.1M -86.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.33 0.97 0.59 0.59 Total Volume 6,693,069.091 4,900,290 10,253,610 5,092,480 5,825,050 Total OI 30,746,758.182 28,691,320 33,995,610 29,855,780 31,923,390
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 2021-12-01 $31.86 $27.00 51.9% 15.7% 63.2% 66.5% 54.9% 4.2% 0.4% 170.3M -23.73B -80.1M 0.59 3.13 N/A N/A 3,195,000 1,897,480 14,186,040 15,669,740 2021-12-02 $32.21 $27.50 51.4% 15.3% 63.2% 65.1% 54.3% 5.7% 0.3% 210.2M -24.67B -79.2M 0.97 2.76 N/A N/A 2,901,550 2,800,930 14,377,980 15,846,540 2021-12-03 $30.36 $28.00 57.4% 17.6% 55.5% 83.9% 61.8% 8.8% 0.2% -43.0M -17.78B -83.6M 0.96 2.70 N/A N/A 4,129,730 3,947,620 14,595,410 16,223,660 2021-12-06 $30.02 $19.00 55.1% 15.5% 55.6% 76.7% 56.5% 7.8% -0.3% 67.4M -17.77B -81.9M 0.82 2.39 N/A N/A 3,771,880 3,093,420 13,495,420 15,658,770 2021-12-07 $32.16 $18.50 48.4% 13.9% 60.2% 55.5% 49.1% 4.8% 0.3% 253.1M -25.77B -81.6M 0.62 2.14 N/A N/A 4,304,130 2,672,090 14,059,890 16,048,390 2021-12-08 $31.61 $19.00 49.2% 14.0% 60.6% 58.1% 49.8% 4.5% 0.2% 197.5M -23.81B -81.7M 0.53 2.15 N/A N/A 3,440,320 1,836,130 14,378,940 16,355,750 2021-12-09 $30.77 $19.00 50.4% 14.3% 59.5% 61.9% 50.9% 5.9% 0.2% 103.4M -20.38B -83.9M 0.71 3.09 N/A N/A 3,697,720 2,633,960 14,664,510 16,556,000 2021-12-10 $30.07 $19.00 48.0% 13.6% 59.1% 54.4% 48.0% 4.9% 0.1% -24.7M -17.91B -80.3M 0.66 2.37 N/A N/A 4,920,900 3,254,640 15,082,680 16,770,460 2021-12-13 $28.47 $19.50 52.0% 14.5% 62.1% 66.9% 52.0% 5.6% -1.2% 23.0M -13.44B -79.9M 0.85 2.82 N/A N/A 3,092,110 2,640,340 14,151,770 16,271,660 2021-12-14 $28.27 $20.00 53.1% 14.9% 62.0% 70.5% 52.8% 5.6% -1.1% 28.7M -12.84B -82.2M 0.80 3.56 N/A N/A 3,795,300 3,020,230 14,690,380 16,757,480 2021-12-15 $30.04 $20.00 53.5% 15.0% 66.0% 71.8% 53.4% 4.4% -1.2% 185.2M -19.70B -86.1M 0.50 4.04 N/A N/A 5,500,950 2,762,240 15,080,410 17,142,300 2021-12-16 $28.41 $20.00 60.7% 17.0% 67.7% 94.5% 59.6% 4.3% -1.9% 39.0M -13.80B -88.3M 0.46 2.62 N/A N/A 7,040,870 3,212,740 15,341,850 17,439,380 2021-12-17 $28.06 $20.50 59.0% 16.6% 58.2% 89.1% 59.0% 4.4% -1.6% -64.6M -12.34B -88.0M 0.66 2.38 N/A N/A 4,748,230 3,120,970 16,153,470 17,842,140 2021-12-20 $27.70 $21.00 56.5% 16.1% 56.2% 81.3% 56.9% 5.0% -0.1% 57.7M -11.25B -87.3M 0.59 1.99 N/A N/A 3,073,730 1,826,560 13,502,180 15,189,140 2021-12-21 $28.87 $21.00 51.0% 14.6% 58.7% 63.9% 51.9% 3.4% 0.0% 158.7M -15.13B -86.6M 0.49 2.19 N/A N/A 4,412,550 2,178,990 13,938,490 15,520,230 2021-12-22 $29.25 $21.00 48.7% 14.0% 58.6% 56.4% 49.4% 2.8% 0.2% 236.0M -16.60B -86.3M 0.34 2.14 N/A N/A 5,244,930 1,790,890 14,312,010 15,725,090 2021-12-23 $29.77 $21.25 46.8% 13.4% 57.5% 50.3% 47.8% 2.7% 0.4% 317.1M -18.56B -86.8M 0.33 1.66 N/A N/A 5,954,410 1,988,390 14,628,820 15,940,660 2021-12-27 $30.91 $21.75 47.2% 13.4% 58.8% 51.7% 48.2% 2.8% 0.2% 247.0M -21.45B -85.5M 0.36 1.99 N/A N/A 4,846,890 1,761,250 13,632,910 15,278,260 2021-12-28 $30.49 $21.75 49.3% 14.1% 56.9% 58.4% 49.9% 2.1% 0.2% 245.8M -20.10B -84.3M 0.45 1.65 N/A N/A 4,190,150 1,881,970 14,228,400 15,606,680 2021-12-29 $30.05 $22.25 47.3% 13.5% 56.6% 52.2% 48.0% 2.2% 0.2% 214.7M -18.48B -85.6M 0.57 1.66 N/A N/A 3,377,430 1,938,040 14,775,540 16,010,330 2021-12-30 $29.68 $22.50 45.4% 12.8% 56.5% 46.1% 45.7% 2.0% 0.4% 142.4M -16.85B -85.4M 0.45 1.69 N/A N/A 3,798,420 1,726,390 15,003,590 16,371,940 2021-12-31 $29.51 $22.50 44.4% 12.4% 56.3% 42.8% 43.7% 2.2% 0.3% 63.4M -15.89B -86.2M 0.59 1.78 N/A N/A 3,660,830 2,164,220 15,366,860 16,556,530
« Nov 2021 | All History | Jan 2022 » Home NVDA History December 2021