NVDA Options History — November 2022 In November 2022, NVDA traded between $13.33 and $16.73. ATM implied volatility averaged 57.3%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 0.0% (HV 20d: 57.2%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.11.
Notable Days 2022-11-17 : Highest Volume — 10,300,450 contracts2022-11-17 : Largest IV drop — 13.0% change2022-11-01 : Highest IV Rank — 55.6%2022-11-02 : Largest Expected Move — 20.3%Monthly Statistics Metric Avg Min Max Open Close Price $15.31 $13.33 $16.73 $13.59 $16.73 Max Pain $14.54 $12.50 $15.00 $12.50 $15.00 ATM IV 57.3% 48.5% 63.7% 63.0% 48.9% Expected Move 16.7% 14.0% 20.3% 20.1% 14.7% HV 20d 57.2% 42.0% 66.4% 53.6% 66.4% HV 60d 58.3% 54.9% 62.4% 56.3% 57.2% IV Rank 35.6% 11.4% 55.6% 55.6% 12.5% IV Percentile 50.6% 8.3% 81.0% 79.0% 10.7% Term Structure -0.6% -2.0% 0.7% -1.3% -0.5% VWIV 59.7% 51.4% 70.7% 69.7% 53.1% Skew 25d 6.6% 5.6% 8.2% 7.8% 5.9% Skew 10d 12.2% 10.2% 14.8% 14.1% 10.5% Call IV 25d 54.1% 45.5% 60.2% 59.0% 45.5% Put IV 25d 60.7% 51.4% 68.0% 66.8% 51.4% Bid-Ask Spread % 2.22 1.57 3.49 1.57 2.57 Gamma HHI 0.04 0.02 0.13 0.03 0.04 Net GEX 26.3M -81.0M 91.4M 6.4M 84.7M Net DEX -2.70B -7.11B 1.03B 334.3M -4.69B Net VEX -59.0M -63.7M -53.2M -54.1M -60.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.11 0.75 1.62 1.17 1.30 Total Volume 5,545,653.333 1,950,850 10,300,450 3,468,100 5,098,210 Total OI 29,945,297.619 27,316,020 34,057,070 28,746,260 28,388,200
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 2022-11-01 $13.59 $12.50 63.0% 20.1% 53.6% 55.6% 69.7% 7.8% -1.3% 6.4M 334.3M -54.1M 1.17 1.57 N/A N/A 1,600,510 1,867,590 14,936,840 13,809,420 2022-11-02 $13.33 $12.90 63.4% 20.3% 53.9% 54.6% 70.7% 6.5% -1.3% -14.1M 1.03B -53.2M 1.11 2.56 N/A N/A 2,917,480 3,237,620 15,193,490 14,095,900 2022-11-03 $13.51 $14.50 62.9% 17.7% 54.0% 53.3% 62.6% 6.4% -1.3% -9.2M 654.6M -53.8M 1.32 1.69 N/A N/A 2,338,440 3,097,580 15,631,690 14,451,440 2022-11-04 $14.11 $14.50 60.8% 17.3% 44.8% 44.8% 62.4% 5.9% -1.4% 90.0M -1.29B -56.1M 1.34 1.86 N/A N/A 3,572,060 4,777,650 15,829,670 14,712,240 2022-11-07 $14.32 $14.50 61.3% 17.5% 43.0% 46.1% 63.1% 6.5% -0.1% 22.7M -1.21B -56.3M 0.99 1.82 N/A N/A 1,722,090 1,696,480 15,108,730 14,155,760 2022-11-08 $14.64 $14.50 61.4% 17.7% 42.0% 46.3% 62.1% 6.7% 0.6% 40.2M -2.12B -57.8M 0.90 1.75 N/A N/A 3,305,240 2,986,000 15,362,600 14,402,030 2022-11-09 $13.81 $14.50 63.7% 18.2% 48.6% 52.6% 65.3% 6.9% -0.1% -8.7M 288.7M -55.3M 1.35 1.63 N/A N/A 1,940,080 2,626,890 15,757,240 14,726,580 2022-11-10 $15.67 $14.50 59.9% 17.3% 63.5% 42.2% 62.5% 6.2% 0.7% 91.4M -5.31B -60.6M 0.98 1.99 N/A N/A 4,155,290 4,058,400 15,965,260 15,066,290 2022-11-11 $16.29 $14.50 58.6% 16.9% 58.4% 38.7% 61.7% 7.1% 0.4% 88.5M -7.11B -62.8M 0.75 1.74 N/A N/A 4,666,120 3,480,360 16,276,720 15,912,320 2022-11-14 $16.31 $14.50 60.8% 17.4% 57.2% 44.7% 63.3% 7.4% -1.9% 42.9M -5.59B -62.6M 1.21 1.91 N/A N/A 1,616,310 1,954,340 15,455,380 14,952,210 2022-11-15 $16.68 $14.50 61.9% 17.7% 57.1% 47.6% 64.1% 7.8% -1.9% 50.9M -6.45B -63.7M 1.12 2.56 N/A N/A 2,134,450 2,387,310 15,603,640 15,332,390 2022-11-16 $15.97 $14.50 63.5% 18.2% 60.8% 51.9% 65.6% 8.2% -2.0% 7.4M -4.20B -62.8M 1.62 3.01 N/A N/A 2,853,250 4,622,790 15,765,830 15,860,370 2022-11-17 $15.67 $15.00 55.2% 15.9% 61.9% 29.6% 55.8% 5.6% -1.1% -50.4M -3.33B -60.5M 1.10 3.49 N/A N/A 4,913,400 5,387,050 16,538,150 17,001,440 2022-11-18 $15.42 $15.00 52.4% 15.0% 62.6% 21.9% 53.6% 5.9% -0.1% -81.0M -2.35B -59.3M 1.11 2.30 N/A N/A 3,710,430 4,114,210 16,867,670 17,189,400 2022-11-21 $15.35 $15.00 53.2% 15.3% 62.8% 23.9% 54.3% 6.6% -1.1% -7.8M -1.09B -58.5M 1.05 2.48 N/A N/A 1,947,790 2,042,570 13,944,520 13,371,500 2022-11-22 $15.99 $15.00 50.7% 14.7% 62.4% 17.4% 52.5% 6.3% -0.9% 53.6M -2.92B -60.3M 0.96 1.84 N/A N/A 3,128,240 2,994,810 14,251,010 13,672,440 2022-11-23 $16.44 $15.00 48.5% 14.0% 61.6% 11.4% 51.5% 6.2% -0.1% 83.2M -4.24B -61.2M 0.95 2.67 N/A N/A 2,987,620 2,849,600 14,610,790 14,038,470 2022-11-25 $16.34 $15.00 49.7% 14.4% 61.7% 14.4% 51.4% 6.2% -1.0% 57.4M -3.82B -61.2M 0.92 1.96 N/A N/A 1,016,190 934,660 14,861,490 14,432,130 2022-11-28 $15.79 $15.00 50.9% 15.3% 62.9% 17.8% 53.7% 6.5% 0.7% 7.3M -1.88B -58.9M 0.88 2.23 N/A N/A 1,573,150 1,384,800 14,084,720 13,295,520 2022-11-29 $15.62 $15.00 51.6% 15.6% 62.7% 19.6% 54.8% 5.9% 0.3% -3.3M -1.45B -58.6M 1.26 2.89 N/A N/A 1,219,510 1,542,150 14,349,110 13,590,650 2022-11-30 $16.73 $15.00 48.9% 14.7% 66.4% 12.5% 53.1% 5.9% -0.5% 84.7M -4.69B -60.9M 1.30 2.57 N/A N/A 2,218,400 2,879,810 14,555,540 13,832,660
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