NVDA Options History — September 2022 In September 2022, NVDA traded between $12.22 and $14.48. ATM implied volatility averaged 57.4%, placing in the 52.7% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded below realized volatility by 3.9% (HV 20d: 61.3%). Max pain ranged from $13.50 to $17.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.03.
Notable Days 2022-09-01 : Highest Volume — 15,794,510 contracts2022-09-13 : Largest IV spike — 11.5% change2022-09-29 : Highest IV Rank — 64.0%2022-09-29 : Largest Expected Move — 18.1%Monthly Statistics Metric Avg Min Max Open Close Price $13.19 $12.22 $14.48 $13.80 $12.25 Max Pain $14.70 $13.50 $17.00 $17.00 $13.50 ATM IV 57.4% 49.6% 63.0% 58.0% 61.4% Expected Move 16.4% 14.3% 18.1% 16.6% 17.5% HV 20d 61.3% 47.8% 66.0% 66.0% 47.8% HV 60d 58.3% 56.1% 61.2% 61.2% 56.1% IV Rank 52.7% 37.4% 64.0% 53.9% 60.7% IV Percentile 64.7% 29.4% 85.3% 71.0% 80.2% Term Structure -0.4% -1.2% 0.4% -0.8% -0.1% VWIV 56.9% 50.2% 62.0% 59.2% 59.8% Skew 25d 8.9% 7.3% 11.0% 8.1% 10.3% Skew 10d 15.1% 12.5% 19.0% 13.8% 17.8% Call IV 25d 53.0% 46.4% 56.8% 54.5% 55.2% Put IV 25d 61.8% 53.8% 67.8% 62.5% 65.5% Bid-Ask Spread % 1.91 1.29 3.78 1.54 1.69 Gamma HHI 0.07 0.04 0.22 0.06 0.05 Net GEX -76.5M -150.0M -8.4M -150.0M -61.5M Net DEX 5.60B 3.67B 8.10B 8.10B 5.21B Net VEX -47.7M -52.6M -44.8M -47.0M -45.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.03 0.60 1.45 1.21 1.05 Total Volume 6,372,030.476 3,442,120 15,794,510 15,794,510 5,132,080 Total OI 28,515,270 25,482,250 31,018,200 28,064,780 28,817,560
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 2022-09-01 $13.80 $17.00 58.0% 16.6% 66.0% 53.9% 59.2% 8.1% -0.8% -150.0M 8.10B -47.0M 1.21 1.54 N/A N/A 7,156,860 8,637,650 13,997,950 14,066,830 2022-09-02 $13.63 $16.50 58.4% 16.4% 65.9% 54.8% 57.2% 8.4% -0.6% -98.4M 7.70B -48.3M 1.21 1.45 N/A N/A 5,545,320 6,711,510 15,460,340 15,039,750 2022-09-06 $13.52 $17.00 58.8% 16.5% 63.0% 55.6% 57.0% 9.0% -0.6% -99.8M 7.14B -47.9M 1.18 1.68 N/A N/A 2,318,160 2,724,740 14,184,450 14,371,450 2022-09-07 $13.79 $17.00 54.9% 15.6% 63.6% 47.9% 54.9% 8.2% -0.2% -75.2M 6.64B -49.0M 1.36 1.59 N/A N/A 3,006,050 4,094,710 14,630,400 14,740,660 2022-09-08 $13.89 $15.50 54.0% 15.4% 59.5% 46.0% 54.4% 8.1% -0.0% -48.0M 5.38B -50.5M 0.96 2.77 N/A N/A 2,850,910 2,749,010 15,279,890 14,727,510 2022-09-09 $14.42 $15.00 49.6% 14.3% 62.1% 37.4% 50.2% 7.3% 0.2% -8.4M 3.67B -52.6M 0.72 1.94 N/A N/A 3,456,860 2,502,080 15,603,040 14,892,790 2022-09-12 $14.48 $15.00 51.4% 14.6% 59.4% 40.9% 51.1% 7.8% -0.3% -56.7M 3.99B -52.3M 0.75 1.82 N/A N/A 2,275,300 1,696,100 14,562,700 13,990,830 2022-09-13 $13.12 $15.00 57.3% 16.2% 65.1% 52.7% 55.4% 8.6% -0.7% -105.0M 6.87B -45.9M 1.08 1.83 N/A N/A 2,982,270 3,217,520 15,105,580 14,240,590 2022-09-14 $13.14 $15.00 56.1% 15.9% 65.4% 50.3% 55.4% 8.2% -0.6% -117.9M 6.53B -46.6M 1.45 3.02 N/A N/A 2,598,220 3,755,130 15,350,290 14,463,240 2022-09-15 $12.95 $14.50 55.9% 15.9% 65.2% 49.7% 55.3% 8.6% -0.5% -134.7M 6.69B -45.6M 1.01 3.78 N/A N/A 2,723,670 2,748,820 15,831,550 14,581,410 2022-09-16 $13.09 $14.50 57.2% 16.3% 64.3% 52.4% 56.3% 8.5% -0.7% -126.3M 5.96B -47.4M 0.86 1.77 N/A N/A 4,095,670 3,530,980 16,330,300 14,687,900 2022-09-19 $13.36 $14.00 56.0% 16.0% 64.5% 49.9% 55.8% 8.7% -0.6% -47.7M 4.22B -48.6M 0.60 1.34 N/A N/A 2,526,740 1,512,070 13,016,170 12,466,080 2022-09-20 $13.24 $14.00 57.3% 16.4% 63.1% 52.6% 56.6% 9.3% 0.2% -43.5M 4.36B -48.8M 0.75 1.50 N/A N/A 1,968,490 1,473,630 13,548,490 12,858,370 2022-09-21 $13.31 $14.00 57.7% 16.5% 62.8% 53.4% 57.0% 9.0% -1.2% -33.8M 4.09B -49.6M 1.00 2.16 N/A N/A 3,462,330 3,454,110 13,866,470 13,094,400 2022-09-22 $12.74 $13.80 57.0% 16.3% 63.2% 52.1% 55.9% 8.2% 0.4% -88.8M 5.52B -46.4M 0.74 2.03 N/A N/A 3,872,900 2,856,420 14,218,650 13,451,190 2022-09-23 $12.54 $13.50 59.9% 17.3% 60.9% 57.8% 59.4% 8.9% -0.5% -86.6M 5.55B -46.0M 1.06 1.87 N/A N/A 3,525,870 3,726,150 14,763,680 13,563,050 2022-09-26 $12.32 $13.50 61.6% 18.0% 54.9% 61.0% 61.3% 9.6% -0.6% -61.4M 5.34B -44.8M 0.97 1.85 N/A N/A 2,283,100 2,225,590 13,456,680 12,717,420 2022-09-27 $12.38 $13.50 61.4% 18.0% 55.0% 60.7% 62.0% 10.4% 0.0% -55.1M 5.02B -45.9M 1.02 1.54 N/A N/A 2,265,140 2,312,410 13,970,590 13,062,830 2022-09-28 $12.76 $13.50 58.0% 17.0% 56.8% 53.9% 58.8% 10.1% 0.1% -34.7M 4.19B -47.8M 1.43 1.29 N/A N/A 1,897,350 2,706,670 14,300,970 13,281,850 2022-09-29 $12.22 $13.50 63.0% 18.1% 58.1% 64.0% 61.8% 11.0% -0.3% -73.4M 5.37B -44.9M 1.17 1.72 N/A N/A 2,410,010 2,824,040 14,596,470 13,630,300 2022-09-30 $12.25 $13.50 61.4% 17.5% 47.8% 60.7% 59.8% 10.3% -0.1% -61.5M 5.21B -45.2M 1.05 1.69 N/A N/A 2,501,600 2,630,480 14,905,840 13,911,720
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