NVDA Options History — August 2022 In August 2022, NVDA traded between $15.24 and $19.16. ATM implied volatility averaged 53.9%, placing in the 45.7% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded below realized volatility by 0.4% (HV 20d: 54.3%). Max pain ranged from $16.00 to $18.50. Net GEX was positive for 12 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.87.
Notable Days 2022-08-25 : Highest Volume — 10,520,560 contracts2022-08-25 : Largest IV drop — 11.5% change2022-08-02 : Highest IV Rank — 58.1%2022-08-22 : Largest Expected Move — 16.2%Monthly Statistics Metric Avg Min Max Open Close Price $17.76 $15.24 $19.16 $18.44 $15.24 Max Pain $17.79 $16.00 $18.50 $16.00 $17.50 ATM IV 53.9% 48.7% 60.1% 58.8% 55.4% Expected Move 15.0% 13.7% 16.2% 14.9% 15.7% HV 20d 54.3% 47.4% 59.6% 49.2% 58.9% HV 60d 59.8% 56.1% 67.6% 67.6% 58.0% IV Rank 45.7% 35.5% 58.1% 55.6% 48.7% IV Percentile 52.0% 29.8% 79.0% 73.8% 58.7% Term Structure -0.8% -2.2% 0.3% -1.9% -0.4% VWIV 52.5% 48.4% 57.2% 52.5% 54.5% Skew 25d 6.7% 5.3% 8.1% 7.9% 7.8% Skew 10d 11.7% 9.3% 15.2% 14.7% 13.2% Call IV 25d 50.6% 45.9% 56.1% 54.9% 51.0% Put IV 25d 57.3% 51.9% 64.1% 62.7% 58.8% Bid-Ask Spread % 1.67 1.03 3.25 1.78 1.38 Gamma HHI 0.05 0.03 0.15 0.04 0.07 Net GEX 7.7M -158.1M 134.6M 57.9M -117.7M Net DEX -58.5M -4.45B 5.53B -2.41B 5.53B Net VEX -65.2M -71.1M -54.7M -69.1M -54.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.87 0.45 1.62 0.51 1.62 Total Volume 5,969,002.609 3,381,810 10,520,560 5,431,520 7,257,120 Total OI 27,090,274.783 24,703,120 28,931,420 25,339,330 27,383,620
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 2022-08-01 $18.44 $16.00 58.8% 14.9% 49.2% 55.6% 52.5% 7.9% -1.9% 57.9M -2.41B -69.1M 0.51 1.78 N/A N/A 3,585,600 1,845,920 12,900,200 12,439,130 2022-08-02 $18.58 $16.00 60.1% 15.5% 49.0% 58.1% 53.8% 8.1% -2.2% 68.0M -2.76B -70.3M 0.49 1.80 N/A N/A 3,153,380 1,540,720 13,306,500 12,911,640 2022-08-03 $18.89 $16.00 56.8% 14.2% 49.0% 51.6% 51.1% 7.3% -2.1% 100.5M -3.63B -70.5M 0.53 1.76 N/A N/A 3,119,220 1,654,920 13,516,230 13,163,170 2022-08-04 $19.16 $18.00 56.9% 15.5% 47.4% 51.8% 53.4% 7.0% -2.2% 131.2M -4.45B -71.1M 0.45 1.69 N/A N/A 3,580,440 1,602,810 13,645,740 13,383,320 2022-08-05 $18.95 $18.00 54.8% 15.1% 47.8% 47.6% 52.5% 6.6% -2.2% 134.6M -3.73B -70.3M 0.74 1.94 N/A N/A 2,609,200 1,936,860 13,804,690 13,518,440 2022-08-08 $17.70 $18.00 54.9% 15.3% 51.9% 47.8% 53.1% 6.5% -1.0% -10.4M 42.5M -64.7M 0.85 2.51 N/A N/A 5,000,430 4,230,960 12,989,830 12,683,660 2022-08-09 $17.11 $18.00 55.6% 15.5% 53.7% 49.1% 54.1% 6.7% -1.0% -43.1M 1.62B -63.5M 0.99 1.47 N/A N/A 3,335,340 3,309,330 13,836,970 13,464,910 2022-08-10 $18.04 $18.00 51.7% 14.6% 56.2% 41.5% 51.3% 7.4% -0.7% 55.6M -1.17B -66.5M 0.77 1.67 N/A N/A 3,743,980 2,884,530 14,058,950 13,870,760 2022-08-11 $17.90 $18.00 53.0% 15.0% 56.5% 44.1% 51.8% 6.7% -0.7% 23.6M -633.7M -66.7M 0.76 1.51 N/A N/A 4,232,050 3,221,170 14,156,070 14,225,600 2022-08-12 $18.63 $18.00 51.2% 14.6% 57.5% 40.6% 50.3% 6.1% -0.6% 99.2M -2.97B -68.5M 0.76 1.42 N/A N/A 3,734,370 2,849,810 14,388,920 14,542,500 2022-08-15 $19.08 $18.00 51.2% 14.6% 57.5% 40.6% 51.5% 6.2% -0.0% 57.4M -3.56B -68.6M 0.63 1.63 N/A N/A 2,794,350 1,752,220 13,297,900 13,826,350 2022-08-16 $18.92 $18.50 50.3% 14.4% 55.0% 38.6% 50.9% 5.7% 0.2% 52.6M -2.98B -68.7M 0.90 1.69 N/A N/A 2,251,670 2,033,310 13,592,330 14,085,730 2022-08-17 $18.34 $18.50 51.3% 14.7% 53.8% 40.6% 51.4% 5.3% 0.3% -2.3M -947.7M -67.3M 0.88 3.25 N/A N/A 2,363,930 2,084,410 13,595,330 14,066,150 2022-08-18 $18.77 $18.50 48.7% 14.0% 54.3% 35.6% 49.3% 5.4% 0.3% 56.6M -2.40B -68.4M 0.69 1.03 N/A N/A 3,022,450 2,079,240 13,797,220 14,180,740 2022-08-19 $17.86 $18.50 51.2% 14.7% 55.3% 40.5% 51.1% 5.5% 0.1% -36.2M 835.3M -65.5M 0.79 1.33 N/A N/A 3,162,070 2,495,040 13,999,630 14,399,760 2022-08-22 $16.98 $18.50 56.2% 16.2% 58.0% 50.4% 56.2% 6.3% -0.9% -49.0M 2.57B -62.2M 1.05 1.13 N/A N/A 1,799,050 1,896,710 12,111,390 12,591,730 2022-08-23 $17.17 $18.00 55.2% 15.8% 57.5% 48.4% 53.8% 6.4% -0.9% -37.8M 2.16B -63.0M 0.80 1.11 N/A N/A 1,879,480 1,502,330 12,558,650 13,002,210 2022-08-24 $17.31 $18.00 55.0% 16.1% 49.8% 48.0% 57.2% 6.8% -1.0% -27.0M 1.86B -64.0M 1.13 1.39 N/A N/A 2,745,680 3,112,550 12,938,840 13,358,040 2022-08-25 $17.83 $18.00 48.7% 13.7% 51.0% 35.5% 48.4% 6.8% -0.4% 37.6M 533.1M -63.9M 0.96 1.49 N/A N/A 5,376,210 5,144,350 13,573,500 14,260,460 2022-08-26 $16.32 $18.00 52.5% 14.9% 59.5% 43.1% 51.3% 6.3% -0.4% -158.1M 5.11B -59.3M 1.10 1.06 N/A N/A 4,922,580 5,424,840 13,860,590 14,834,190 2022-08-29 $15.88 $17.75 54.0% 15.3% 59.6% 46.0% 53.4% 7.1% -0.4% -101.9M 4.73B -57.0M 1.21 1.31 N/A N/A 2,404,460 2,915,600 12,734,490 13,419,950 2022-08-30 $15.48 $17.50 55.1% 15.6% 59.6% 48.2% 54.4% 7.4% -0.4% -114.1M 5.30B -55.8M 1.28 3.06 N/A N/A 2,497,910 3,198,460 13,118,860 13,681,430 2022-08-31 $15.24 $17.50 55.4% 15.7% 58.9% 48.7% 54.5% 7.8% -0.4% -117.7M 5.53B -54.7M 1.62 1.38 N/A N/A 2,770,840 4,486,280 13,520,080 13,863,540
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