NVDA Options History — April 2022 In April 2022, NVDA traded between $18.46 and $27.34. ATM implied volatility averaged 58.9%, placing in the 69.2% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded below realized volatility by 4.2% (HV 20d: 63.0%). Max pain ranged from $23.50 to $25.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.70.
Notable Days 2022-04-21 : Highest Volume — 9,589,210 contracts2022-04-06 : Largest IV spike — 9.8% change2022-04-26 : Highest IV Rank — 100.0%2022-04-29 : Largest Expected Move — 19.8%Monthly Statistics Metric Avg Min Max Open Close Price $21.97 $18.46 $27.34 $26.34 $18.64 Max Pain $24.50 $23.50 $25.00 $25.00 $23.50 ATM IV 58.9% 44.6% 75.9% 47.6% 75.9% Expected Move 16.3% 12.9% 19.8% 13.8% 19.8% HV 20d 63.0% 53.3% 70.6% 66.1% 63.9% HV 60d 65.3% 61.9% 67.8% 61.9% 67.8% IV Rank 69.2% 35.3% 100.0% 43.0% 100.0% IV Percentile 84.0% 57.5% 100.0% 63.5% 100.0% Term Structure 0.0% -4.0% 5.5% 0.4% -4.0% VWIV 56.9% 46.1% 68.3% 49.1% 67.6% Skew 25d 8.6% 4.3% 13.8% 4.9% 13.1% Skew 10d 15.7% 8.6% 24.6% 9.5% 23.0% Call IV 25d 55.5% 43.6% 70.5% 46.1% 70.5% Put IV 25d 64.1% 47.9% 83.6% 51.0% 83.6% Bid-Ask Spread % 3.15 2.46 4.27 4.00 2.83 Gamma HHI 0.04 0.03 0.07 0.04 0.05 Net GEX -32.1M -118.4M 137.3M 499.7K -81.4M Net DEX 1.44B -11.05B 7.14B -7.18B 6.54B Net VEX -80.4M -89.5M -69.9M -89.5M -72.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.48 1.10 0.69 0.81 Total Volume 6,754,644 4,457,670 9,589,210 9,174,510 5,730,910 Total OI 26,865,618.5 24,841,770 28,892,810 26,714,400 28,792,120
Daily Data (20 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 2022-04-01 $26.34 $25.00 47.6% 13.8% 66.1% 43.0% 49.1% 4.9% 0.4% 499.7K -7.18B -89.5M 0.69 4.00 N/A N/A 5,422,880 3,751,630 13,429,270 13,285,130 2022-04-04 $27.34 $25.00 44.6% 12.9% 62.6% 35.3% 46.1% 4.3% 0.1% 137.3M -11.05B -88.6M 0.48 3.36 N/A N/A 3,013,400 1,444,270 12,272,740 12,569,030 2022-04-05 $25.91 $25.00 47.8% 13.6% 66.8% 43.4% 47.6% 6.0% -0.2% 35.4M -6.53B -87.5M 0.69 3.83 N/A N/A 3,315,710 2,299,000 12,589,720 12,704,310 2022-04-06 $24.54 $25.00 52.5% 14.8% 66.8% 55.4% 51.9% 6.9% -0.4% -44.1M -2.33B -86.0M 0.76 4.27 N/A N/A 5,171,730 3,954,220 13,015,100 13,031,720 2022-04-07 $24.45 $25.00 52.7% 14.9% 66.3% 55.8% 52.1% 6.1% -0.5% -18.4M -2.38B -88.0M 0.72 3.00 N/A N/A 4,377,460 3,138,020 13,702,890 13,423,380 2022-04-08 $23.22 $25.00 53.7% 15.2% 68.7% 58.6% 52.6% 7.1% -0.4% -118.4M 1.76B -84.3M 0.79 2.95 N/A N/A 4,157,440 3,290,290 14,043,420 13,669,710 2022-04-11 $21.89 $25.00 56.8% 16.1% 70.6% 66.5% 56.1% 8.6% -0.6% -74.9M 3.37B -79.3M 0.84 2.69 N/A N/A 3,745,740 3,155,400 12,764,370 13,051,800 2022-04-12 $21.42 $25.00 57.1% 16.1% 65.7% 67.1% 56.1% 8.2% -0.6% -81.7M 4.13B -78.5M 0.54 3.24 N/A N/A 4,859,010 2,643,240 13,439,530 13,548,840 2022-04-13 $22.40 $24.50 52.5% 14.9% 64.3% 55.4% 52.3% 6.8% -0.4% 5.7M 1.31B -83.5M 0.52 3.15 N/A N/A 4,264,680 2,233,830 14,191,140 13,914,810 2022-04-14 $21.32 $24.50 54.0% 15.3% 65.5% 59.3% 53.6% 7.3% -0.6% -78.9M 4.42B -79.9M 0.57 2.75 N/A N/A 5,392,030 3,085,970 14,742,310 14,150,500 2022-04-18 $21.64 $24.50 56.0% 15.9% 61.1% 64.4% 55.9% 7.7% 3.9% -4.7M 1.50B -80.5M 0.53 2.50 N/A N/A 3,874,050 2,051,010 12,502,340 12,418,590 2022-04-19 $22.13 $24.50 54.4% 15.5% 61.9% 60.3% 54.8% 7.2% 4.2% 67.0M -22.7M -82.8M 0.51 2.48 N/A N/A 3,794,470 1,937,890 13,105,960 12,720,730 2022-04-20 $21.52 $24.50 57.1% 16.4% 62.1% 67.2% 57.0% 8.3% 3.8% 11.7M 1.61B -81.6M 0.69 2.46 N/A N/A 3,565,250 2,459,330 13,486,800 12,989,300 2022-04-21 $20.09 $24.00 61.2% 17.3% 65.4% 77.6% 59.3% 9.2% 4.0% -99.8M 5.17B -75.6M 0.80 2.54 N/A N/A 5,336,000 4,253,210 13,580,030 13,312,980 2022-04-22 $19.63 $24.00 64.6% 18.0% 55.8% 86.3% 63.2% 10.1% 5.5% -95.5M 6.08B -74.7M 1.10 2.91 N/A N/A 4,377,910 4,810,850 14,170,420 13,655,560 2022-04-25 $19.75 $24.00 68.9% 18.3% 56.4% 97.3% 64.0% 11.3% -3.1% -62.4M 5.03B -75.5M 0.74 3.65 N/A N/A 2,770,040 2,062,480 12,910,140 13,282,920 2022-04-26 $18.91 $24.00 74.6% 19.8% 55.2% 100.0% 68.3% 13.1% -3.8% -61.8M 6.17B -72.3M 0.80 3.33 N/A N/A 2,566,450 2,045,230 13,416,680 13,530,060 2022-04-27 $18.46 $24.00 74.6% 19.4% 53.3% 99.9% 65.9% 13.8% -3.6% -76.3M 7.14B -69.9M 0.69 3.84 N/A N/A 2,700,580 1,862,510 13,794,350 13,857,940 2022-04-28 $19.81 $24.00 70.5% 18.3% 62.3% 90.7% 63.7% 11.2% -3.6% -2.1M 3.98B -77.5M 0.73 3.14 N/A N/A 3,568,420 2,610,340 14,172,670 14,073,060 2022-04-29 $18.64 $23.50 75.9% 19.8% 63.9% 100.0% 67.6% 13.1% -4.0% -81.4M 6.54B -72.1M 0.81 2.83 N/A N/A 3,171,670 2,559,240 14,426,920 14,365,200
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