NVDA Options History — June 2022

In June 2022, NVDA traded between $15.25 and $19.49. ATM implied volatility averaged 56.8%, placing in the 51.5% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded below realized volatility by 13.4% (HV 20d: 70.2%). Max pain ranged from $18.00 to $21.50. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.84.

Notable Days

2022-06-02: Highest Volume — 6,607,180 contracts
2022-06-13: Largest IV spike — 17.5% change
2022-06-13: Highest IV Rank — 71.1%
2022-06-13: Largest Expected Move — 19.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.02	$15.25	$19.49	$18.48	$15.25
Max Pain	$19.55	$18.00	$21.50	$19.50	$18.00
ATM IV	56.8%	50.7%	66.6%	54.8%	61.1%
Expected Move	16.3%	14.5%	19.0%	16.6%	17.3%
HV 20d	70.2%	62.4%	85.1%	84.1%	63.1%
HV 60d	71.1%	69.8%	73.0%	72.1%	70.3%
IV Rank	51.5%	39.5%	71.1%	47.7%	60.2%
IV Percentile	71.4%	56.3%	89.7%	69.4%	81.3%
Term Structure	-0.3%	-1.1%	0.9%	-1.1%	-0.9%
VWIV	56.5%	51.4%	64.3%	58.1%	59.5%
Skew 25d	9.7%	7.7%	12.1%	9.4%	10.3%
Skew 10d	17.3%	12.9%	20.9%	17.5%	18.7%
Call IV 25d	52.0%	46.8%	59.4%	50.6%	55.4%
Put IV 25d	61.7%	55.2%	71.4%	60.0%	65.7%
Bid-Ask Spread %	1.39	1.02	2.44	1.47	1.02
Gamma HHI	0.06	0.04	0.23	0.04	0.07
Net GEX	-33.5M	-124.7M	88.4M	14.3M	-90.6M
Net DEX	4.05B	-759.9M	7.34B	1.96B	5.90B
Net VEX	-63.4M	-75.4M	-55.8M	-71.5M	-55.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.84	0.63	1.10	0.69	0.97
Total Volume	4,373,716.19	2,888,860	6,607,180	4,405,220	5,578,060
Total OI	27,146,230.952	22,763,350	30,284,400	28,420,000	25,504,710

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
2022-06-01	$18.48	$19.50	54.8%	16.6%	84.1%	47.7%	58.1%	9.4%	-1.1%	14.3M	1.96B	-71.5M	0.69	1.47	N/A	N/A	2,601,830	1,803,390	14,462,500	13,957,500
2022-06-02	$19.49	$21.50	52.4%	14.8%	85.1%	42.9%	51.6%	8.1%	-0.8%	88.4M	-759.9M	-75.4M	0.63	1.47	N/A	N/A	4,041,890	2,565,290	14,719,980	14,145,620
2022-06-03	$18.69	$21.00	54.7%	15.5%	81.7%	47.3%	53.5%	8.8%	-0.9%	788.4K	1.70B	-72.5M	0.96	1.38	N/A	N/A	2,965,940	2,858,950	14,997,540	14,541,250
2022-06-06	$18.78	$21.00	52.7%	15.1%	81.7%	43.5%	52.4%	8.9%	0.1%	-3.2M	1.80B	-71.9M	0.80	1.37	N/A	N/A	2,011,460	1,599,430	14,301,150	13,814,710
2022-06-07	$18.90	$20.50	50.7%	14.5%	74.0%	39.5%	51.4%	8.4%	0.1%	12.1M	1.57B	-71.5M	0.86	1.58	N/A	N/A	1,557,250	1,331,610	14,618,140	14,086,540
2022-06-08	$18.62	$20.50	51.8%	14.9%	73.2%	41.6%	53.1%	7.7%	0.0%	-5.9M	2.32B	-70.1M	0.93	1.54	N/A	N/A	1,989,630	1,850,250	14,703,260	14,211,900
2022-06-09	$18.14	$20.00	54.8%	15.6%	70.7%	47.5%	53.9%	7.8%	-0.4%	-45.2M	3.42B	-69.1M	0.74	1.32	N/A	N/A	2,270,550	1,688,890	14,934,440	14,392,040
2022-06-10	$17.03	$20.00	56.7%	16.2%	72.4%	51.4%	55.3%	8.8%	-0.4%	-124.7M	6.12B	-63.3M	1.10	1.65	N/A	N/A	2,347,760	2,586,120	15,069,090	14,557,810
2022-06-13	$15.73	$20.00	66.6%	19.0%	66.3%	71.1%	64.3%	12.1%	-0.9%	-82.3M	7.34B	-57.1M	0.95	1.70	N/A	N/A	2,257,740	2,142,670	14,235,610	13,915,040
2022-06-14	$15.80	$20.00	62.1%	17.8%	66.0%	62.1%	62.2%	11.7%	-0.6%	-78.1M	6.97B	-57.4M	0.93	1.44	N/A	N/A	1,668,440	1,553,580	14,662,790	14,067,540
2022-06-15	$16.59	$19.50	57.7%	16.5%	66.4%	53.3%	57.1%	10.3%	-0.4%	-49.6M	5.44B	-60.1M	0.86	2.44	N/A	N/A	2,318,210	1,992,560	14,941,360	14,184,560
2022-06-16	$15.53	$19.00	63.3%	18.2%	67.0%	64.5%	63.0%	11.6%	-0.7%	-90.4M	6.99B	-56.1M	0.81	1.20	N/A	N/A	2,685,960	2,165,830	15,188,390	14,254,390
2022-06-17	$15.75	$19.00	57.9%	16.6%	66.9%	53.7%	58.6%	11.3%	-0.1%	-53.6M	6.26B	-57.1M	0.81	1.23	N/A	N/A	2,706,250	2,191,620	15,794,680	14,489,720
2022-06-21	$16.59	$19.00	57.3%	16.6%	67.3%	52.7%	56.9%	10.5%	-0.1%	-23.2M	3.59B	-61.0M	0.68	1.17	N/A	N/A	2,427,540	1,654,360	11,285,540	11,477,810
2022-06-22	$16.37	$19.00	56.9%	16.7%	67.1%	51.7%	57.0%	10.2%	0.2%	-34.5M	4.08B	-60.3M	0.95	1.15	N/A	N/A	1,588,320	1,504,410	11,692,510	11,886,700
2022-06-23	$16.23	$19.00	56.3%	16.0%	66.3%	50.7%	55.5%	9.8%	0.4%	-40.2M	4.31B	-59.3M	0.77	1.20	N/A	N/A	2,285,430	1,756,180	11,953,480	12,037,610
2022-06-24	$16.92	$18.50	51.9%	14.8%	66.7%	41.9%	52.0%	8.6%	0.9%	57.7M	2.67B	-62.8M	0.65	1.17	N/A	N/A	2,947,360	1,915,310	12,145,590	12,264,310
2022-06-27	$16.92	$18.50	54.2%	15.6%	62.8%	46.4%	54.5%	8.8%	-0.3%	-17.8M	2.97B	-62.4M	0.66	1.20	N/A	N/A	1,927,070	1,273,920	11,748,340	11,809,640
2022-06-28	$16.02	$18.50	58.0%	16.8%	62.4%	54.0%	57.4%	10.1%	-0.3%	-56.2M	4.69B	-59.1M	0.79	1.10	N/A	N/A	2,485,720	1,973,380	12,177,340	12,040,050
2022-06-29	$15.50	$18.50	59.9%	17.3%	63.0%	57.7%	59.2%	10.5%	-0.6%	-81.4M	5.64B	-56.9M	1.02	1.45	N/A	N/A	2,361,230	2,416,650	12,417,830	12,381,840
2022-06-30	$15.25	$18.00	61.1%	17.3%	63.1%	60.2%	59.5%	10.3%	-0.9%	-90.6M	5.90B	-55.8M	0.97	1.02	N/A	N/A	2,837,720	2,740,340	12,816,780	12,687,930