NVDA Options History — March 2022 In March 2022, NVDA traded between $21.34 and $28.72. ATM implied volatility averaged 54.6%, placing in the 60.7% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded below realized volatility by 14.3% (HV 20d: 68.9%). Max pain ranged from $24.25 to $25.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.68.
Notable Days 2022-03-24 : Highest Volume — 16,183,350 contracts2022-03-02 : Largest IV drop — 11.9% change2022-03-07 : Highest IV Rank — 89.6%2022-03-07 : Largest Expected Move — 20.7%Monthly Statistics Metric Avg Min Max Open Close Price $24.84 $21.34 $28.72 $23.23 $27.61 Max Pain $24.77 $24.25 $25.00 $25.00 $25.00 ATM IV 54.6% 46.6% 65.9% 62.4% 47.9% Expected Move 15.8% 13.5% 20.7% 18.3% 13.8% HV 20d 68.9% 63.7% 76.1% 68.4% 65.1% HV 60d 59.1% 55.9% 62.3% 57.6% 62.0% IV Rank 60.7% 40.3% 89.6% 80.7% 43.6% IV Percentile 79.8% 62.3% 97.6% 95.2% 63.9% Term Structure -0.8% -1.8% 0.3% -1.5% 0.3% VWIV 55.3% 47.7% 70.6% 63.7% 48.3% Skew 25d 8.6% 3.1% 13.9% 11.7% 4.2% Skew 10d 15.5% 5.2% 23.8% 21.1% 8.2% Call IV 25d 50.9% 45.9% 58.5% 56.1% 46.6% Put IV 25d 59.5% 49.1% 72.1% 67.8% 50.8% Bid-Ask Spread % 3.44 2.15 5.28 2.72 4.54 Gamma HHI 0.04 0.03 0.07 0.03 0.06 Net GEX 99.4M -60.7M 322.5M 11.5M 173.5M Net DEX -5.99B -15.80B 2.82B -995.6M -11.94B Net VEX -84.1M -91.0M -75.4M -82.9M -91.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.40 1.01 0.96 0.52 Total Volume 6,631,860.435 3,337,180 16,183,350 3,897,930 7,828,380 Total OI 25,492,496.522 22,578,980 27,581,660 25,248,070 26,177,040
Daily Data (23 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 2022-03-01 $23.23 $25.00 62.4% 18.3% 68.4% 80.7% 63.7% 11.7% -1.5% 11.5M -995.6M -82.9M 0.96 2.72 N/A N/A 1,984,170 1,913,760 12,393,400 12,854,670 2022-03-02 $24.28 $25.00 55.0% 16.0% 70.1% 61.7% 54.9% 10.6% -0.9% 97.9M -3.83B -84.5M 0.61 2.15 N/A N/A 2,616,530 1,596,900 12,584,870 13,023,620 2022-03-03 $23.54 $24.50 58.0% 17.0% 70.2% 69.5% 58.4% 11.5% -0.9% 28.5M -1.70B -83.3M 0.62 2.87 N/A N/A 2,747,700 1,705,710 12,810,670 13,137,110 2022-03-04 $22.69 $24.50 63.3% 18.4% 69.8% 83.2% 63.1% 13.7% -1.3% -60.7M 684.4M -81.9M 0.88 2.74 N/A N/A 3,176,720 2,806,400 12,878,760 13,214,820 2022-03-07 $21.47 $24.50 65.9% 20.7% 72.0% 89.6% 70.4% 13.6% -1.5% -48.4M 2.82B -76.6M 0.80 2.48 N/A N/A 2,250,870 1,800,700 12,081,220 12,573,150 2022-03-08 $21.61 $24.50 64.5% 20.0% 71.7% 86.2% 70.6% 13.9% -1.4% -44.2M 2.57B -76.8M 0.80 2.65 N/A N/A 3,305,750 2,632,610 12,332,320 12,717,070 2022-03-09 $23.10 $24.50 57.7% 17.8% 76.1% 68.7% 61.6% 11.5% -1.0% 66.2M -1.42B -81.2M 0.62 2.48 N/A N/A 3,836,730 2,361,050 12,691,530 12,881,020 2022-03-10 $22.65 $24.50 59.0% 17.9% 72.0% 71.9% 63.5% 11.3% -1.1% 36.2M -154.4M -80.3M 1.01 2.52 N/A N/A 2,591,430 2,612,590 12,963,530 13,124,040 2022-03-11 $22.20 $24.25 59.8% 17.4% 71.5% 74.0% 60.6% 11.4% -0.9% -36.3M 1.01B -79.3M 0.88 2.41 N/A N/A 2,825,910 2,489,050 13,140,180 13,382,970 2022-03-14 $21.34 $25.00 62.5% 16.7% 68.2% 80.9% 57.6% 12.7% -1.8% -45.0M 2.77B -75.4M 0.91 3.92 N/A N/A 1,744,460 1,592,720 12,411,720 12,756,120 2022-03-15 $22.94 $25.00 57.5% 15.6% 73.5% 68.3% 56.8% 11.6% -1.5% 40.4M -1.18B -80.3M 0.79 5.12 N/A N/A 2,513,930 1,982,770 12,643,500 12,875,140 2022-03-16 $24.31 $24.50 53.3% 14.5% 69.0% 57.5% 51.8% 9.2% -1.5% 145.7M -5.66B -82.3M 0.67 5.28 N/A N/A 5,044,560 3,393,580 13,063,310 13,198,670 2022-03-17 $24.80 $24.50 49.4% 13.8% 69.6% 47.6% 48.2% 7.9% -1.2% 206.0M -7.53B -83.1M 0.72 3.42 N/A N/A 3,782,700 2,716,670 13,590,770 13,581,650 2022-03-18 $26.35 $24.50 48.1% 13.5% 67.4% 44.2% 49.2% 6.5% -1.1% 178.7M -13.42B -84.4M 0.65 4.98 N/A N/A 7,084,520 4,637,370 13,719,330 13,862,330 2022-03-21 $26.55 $25.00 52.9% 14.6% 66.0% 56.6% 50.5% 6.5% -0.4% 126.3M -10.34B -86.1M 0.51 4.80 N/A N/A 5,090,670 2,602,670 11,041,350 11,537,630 2022-03-22 $26.50 $25.00 48.6% 13.7% 65.8% 45.4% 49.4% 6.3% -0.0% 151.3M -10.23B -87.2M 0.64 3.32 N/A N/A 4,091,470 2,609,130 11,742,590 12,103,900 2022-03-23 $25.89 $25.00 48.2% 13.8% 63.7% 44.4% 48.0% 5.9% 0.1% 101.2M -8.19B -87.4M 0.60 2.93 N/A N/A 3,725,190 2,229,640 12,178,520 12,438,860 2022-03-24 $28.02 $25.00 50.2% 14.2% 66.9% 49.6% 50.8% 3.1% -0.4% 322.5M -15.80B -90.3M 0.50 3.69 N/A N/A 10,813,210 5,370,140 12,493,480 12,577,070 2022-03-25 $27.56 $25.00 47.9% 13.9% 67.4% 43.7% 49.6% 3.7% 0.0% 189.9M -13.51B -90.7M 0.71 3.76 N/A N/A 5,788,060 4,093,110 13,260,080 13,446,290 2022-03-28 $28.18 $25.00 48.8% 14.0% 67.6% 46.0% 49.7% 3.9% 0.1% 202.2M -13.88B -89.5M 0.40 3.17 N/A N/A 3,906,120 1,579,620 11,994,440 12,292,710 2022-03-29 $28.72 $25.00 46.6% 13.5% 65.6% 40.3% 47.7% 3.2% 0.2% 273.8M -15.79B -90.0M 0.40 4.00 N/A N/A 4,938,150 1,989,090 12,415,080 12,585,950 2022-03-30 $27.67 $25.00 47.3% 13.6% 66.5% 42.0% 48.3% 4.4% 0.3% 169.5M -12.04B -90.9M 0.49 3.27 N/A N/A 4,123,010 2,007,270 12,738,920 12,816,020 2022-03-31 $27.61 $25.00 47.9% 13.8% 65.1% 43.6% 48.3% 4.2% 0.3% 173.5M -11.94B -91.0M 0.52 4.54 N/A N/A 5,148,660 2,679,720 13,122,340 13,054,700
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