NVDA Options History — October 2022 In October 2022, NVDA traded between $11.30 and $13.74. ATM implied volatility averaged 63.8%, placing in the 63.5% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 10.5% (HV 20d: 53.3%). Max pain ranged from $12.50 to $14.50. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.12.
Notable Days 2022-10-20 : Highest Volume — 7,781,060 contracts2022-10-07 : Largest IV spike — 7.1% change2022-10-14 : Highest IV Rank — 72.9%2022-10-31 : Largest Expected Move — 20.0%Monthly Statistics Metric Avg Min Max Open Close Price $12.48 $11.30 $13.74 $12.58 $13.54 Max Pain $13.33 $12.50 $14.50 $13.50 $12.50 ATM IV 63.8% 55.3% 67.7% 59.0% 63.2% Expected Move 18.9% 16.0% 20.0% 16.9% 20.0% HV 20d 53.3% 46.7% 57.1% 49.1% 55.4% HV 60d 57.4% 55.9% 59.1% 56.5% 57.8% IV Rank 63.5% 48.7% 72.9% 55.9% 56.6% IV Percentile 80.9% 50.8% 90.9% 72.2% 79.8% Term Structure -0.5% -3.1% 4.0% -0.4% -1.2% VWIV 65.7% 56.9% 69.9% 58.7% 69.5% Skew 25d 9.3% 7.1% 10.5% 10.5% 7.6% Skew 10d 17.4% 14.4% 19.0% 19.0% 14.5% Call IV 25d 59.1% 51.4% 63.4% 53.5% 58.7% Put IV 25d 68.5% 61.1% 72.5% 63.9% 66.3% Bid-Ask Spread % 1.81 1.27 2.40 1.39 1.66 Gamma HHI 0.05 0.03 0.10 0.04 0.03 Net GEX -15.9M -95.0M 73.6M -39.3M 3.1M Net DEX 3.33B -880.8M 5.85B 4.34B 485.6M Net VEX -48.2M -55.6M -42.2M -46.3M -54.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.12 0.81 1.77 0.81 1.29 Total Volume 5,501,281.429 3,422,720 7,781,060 4,191,200 3,422,720 Total OI 29,122,147.143 26,672,940 31,366,180 26,672,940 28,280,730
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 2022-10-03 $12.58 $13.50 59.0% 16.9% 49.1% 55.9% 58.7% 10.5% -0.4% -39.3M 4.34B -46.3M 0.81 1.39 N/A N/A 2,309,180 1,882,020 13,755,580 12,917,360 2022-10-04 $13.11 $13.50 56.6% 16.2% 51.6% 51.3% 57.1% 10.3% -0.1% -1.6M 3.04B -49.6M 0.93 1.27 N/A N/A 2,344,400 2,180,890 14,379,300 13,259,620 2022-10-05 $13.28 $13.50 55.3% 16.0% 51.3% 48.7% 56.9% 9.7% -0.1% 7.4M 2.67B -50.2M 1.38 1.36 N/A N/A 2,048,680 2,821,070 14,652,180 13,629,600 2022-10-06 $13.15 $14.50 57.7% 17.4% 51.3% 53.3% 61.3% 9.3% -0.2% 7.6M 2.87B -50.5M 0.85 2.04 N/A N/A 3,956,140 3,362,560 14,840,680 13,849,860 2022-10-07 $12.06 $14.50 61.8% 18.5% 57.0% 61.5% 63.5% 9.8% -0.1% -95.0M 5.78B -44.6M 1.26 1.82 N/A N/A 3,350,760 4,209,840 15,221,920 14,240,110 2022-10-10 $11.75 $14.50 64.3% 19.5% 57.1% 66.6% 66.5% 10.0% 4.0% -63.4M 5.76B -42.6M 1.11 1.95 N/A N/A 2,622,960 2,905,770 14,361,710 13,507,120 2022-10-11 $11.55 $14.00 67.0% 19.7% 46.8% 71.8% 69.3% 9.5% 2.0% -59.1M 5.60B -42.5M 1.12 2.11 N/A N/A 2,143,140 2,389,740 14,905,380 13,681,610 2022-10-12 $11.53 $14.00 67.5% 19.9% 46.7% 72.8% 68.0% 8.2% 1.8% -54.8M 5.44B -42.8M 1.77 1.70 N/A N/A 1,663,550 2,941,460 15,249,210 13,888,190 2022-10-13 $11.95 $13.50 65.1% 19.1% 49.0% 68.1% 66.7% 8.9% 2.1% -30.3M 4.65B -45.4M 1.06 1.94 N/A N/A 3,599,070 3,826,430 15,603,380 14,150,010 2022-10-14 $11.30 $13.50 67.5% 19.6% 52.0% 72.9% 68.0% 7.1% 1.2% -64.9M 5.85B -42.2M 1.02 1.51 N/A N/A 3,163,900 3,235,870 16,152,610 14,466,230 2022-10-17 $11.92 $13.50 66.4% 19.2% 55.4% 70.7% 66.3% 10.4% -1.8% -33.1M 4.39B -45.8M 0.87 1.73 N/A N/A 2,339,630 2,028,860 15,417,350 13,664,900 2022-10-18 $11.97 $13.50 66.9% 19.2% 55.5% 70.1% 66.6% 9.7% -2.2% -26.5M 4.26B -46.2M 1.12 2.26 N/A N/A 2,312,590 2,580,780 15,851,360 14,087,050 2022-10-19 $11.97 $13.50 67.7% 19.4% 55.5% 71.7% 67.5% 9.9% -2.2% -23.6M 4.24B -46.5M 1.59 2.08 N/A N/A 2,019,750 3,217,220 16,131,600 14,383,680 2022-10-20 $12.16 $13.00 67.4% 19.5% 54.0% 70.6% 68.1% 9.6% -3.1% -5.1M 3.65B -48.2M 1.09 2.10 N/A N/A 3,724,710 4,056,350 16,386,670 14,643,630 2022-10-21 $12.45 $12.50 65.4% 19.0% 54.5% 66.2% 65.9% 9.7% -2.3% 26.8M 2.70B -49.6M 1.04 2.23 N/A N/A 3,197,400 3,331,190 16,552,940 14,813,240 2022-10-24 $12.64 $12.50 66.7% 19.9% 54.3% 68.3% 69.9% 10.2% -1.3% -6.8M 2.17B -50.4M 1.10 1.56 N/A N/A 1,957,620 2,155,230 14,338,410 13,255,700 2022-10-25 $13.24 $12.50 64.7% 19.5% 56.7% 63.4% 68.5% 10.0% -1.0% 19.8M 769.0M -53.6M 0.87 1.53 N/A N/A 2,471,850 2,158,210 14,684,100 13,734,500 2022-10-26 $12.95 $12.50 63.4% 19.2% 56.4% 58.6% 67.1% 8.9% -1.5% 4.9M 1.47B -52.5M 1.17 1.53 N/A N/A 2,269,270 2,647,750 15,025,310 14,014,760 2022-10-27 $13.26 $12.50 63.9% 19.5% 54.3% 59.6% 67.8% 9.0% -1.5% 26.8M 649.8M -53.7M 1.15 2.40 N/A N/A 2,864,170 3,283,680 15,189,720 14,263,660 2022-10-28 $13.74 $12.50 61.9% 19.0% 55.5% 54.5% 67.1% 8.2% -1.6% 73.6M -880.8M -55.6M 0.85 1.76 N/A N/A 3,521,250 3,009,250 15,534,020 14,600,100 2022-10-31 $13.54 $12.50 63.2% 20.0% 55.4% 56.6% 69.5% 7.6% -1.2% 3.1M 485.6M -54.0M 1.29 1.66 N/A N/A 1,493,770 1,928,950 14,710,330 13,570,400
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