NVDA Options History — December 2022 In December 2022, NVDA traded between $14.00 and $18.08. ATM implied volatility averaged 52.8%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded below realized volatility by 4.9% (HV 20d: 57.7%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.33.
Notable Days 2022-12-22 : Highest Volume — 8,101,370 contracts2022-12-22 : Largest IV spike — 11.4% change2022-12-27 : Highest IV Rank — 37.9%2022-12-27 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $16.20 $14.00 $18.08 $17.22 $14.53 Max Pain $15.61 $15.00 $16.00 $15.00 $15.25 ATM IV 52.8% 47.3% 58.3% 47.9% 55.2% Expected Move 15.3% 14.4% 16.8% 14.6% 15.7% HV 20d 57.7% 49.5% 68.3% 65.7% 55.5% HV 60d 56.9% 53.9% 59.3% 57.3% 59.3% IV Rank 22.8% 8.1% 37.9% 9.7% 29.4% IV Percentile 27.5% 4.0% 59.1% 6.0% 38.9% Term Structure 0.5% -1.1% 2.6% -0.5% 1.5% VWIV 53.7% 48.9% 59.0% 52.1% 55.6% Skew 25d 6.3% 5.0% 7.6% 5.7% 6.5% Skew 10d 11.5% 8.9% 14.0% 10.0% 12.3% Call IV 25d 49.7% 44.6% 54.5% 44.7% 51.5% Put IV 25d 56.0% 49.6% 61.9% 50.4% 58.0% Bid-Ask Spread % 1.57 1.26 2.55 2.55 1.43 Gamma HHI 0.04 0.03 0.09 0.04 0.09 Net GEX 10.0M -105.4M 119.5M 114.2M -83.5M Net DEX -2.51B -8.21B 3.31B -6.15B 1.43B Net VEX -58.3M -62.6M -50.1M -61.8M -51.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.33 0.68 2.94 0.68 1.66 Total Volume 4,890,131.429 3,264,340 8,101,370 5,401,930 3,537,190 Total OI 29,163,837.619 27,188,140 31,398,830 29,090,590 29,224,740
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 2022-12-01 $17.22 $15.00 47.9% 14.6% 65.7% 9.7% 52.1% 5.7% -0.5% 114.2M -6.15B -61.8M 0.68 2.55 N/A N/A 3,208,200 2,193,730 14,814,450 14,276,140 2022-12-02 $16.74 $15.00 47.3% 14.5% 67.3% 8.1% 51.0% 5.0% -0.3% 68.4M -4.61B -60.9M 1.02 2.51 N/A N/A 2,411,210 2,460,550 15,251,460 14,629,970 2022-12-05 $16.55 $15.50 49.9% 14.6% 66.6% 14.9% 52.3% 5.8% 1.3% 32.9M -3.60B -60.7M 0.94 1.79 N/A N/A 1,701,500 1,602,160 14,515,850 13,902,830 2022-12-06 $15.97 $15.50 51.5% 15.1% 68.3% 19.5% 53.7% 5.3% 1.7% -12.2M -1.86B -59.5M 1.08 1.67 N/A N/A 1,586,520 1,715,000 14,678,000 14,213,130 2022-12-07 $16.13 $15.50 52.5% 15.3% 68.0% 22.0% 52.2% 6.2% 1.6% 7.9M -2.43B -59.9M 1.31 1.47 N/A N/A 1,743,710 2,286,010 14,885,580 14,295,210 2022-12-08 $17.16 $15.50 51.9% 15.3% 66.6% 20.5% 54.6% 5.4% 2.2% 104.9M -5.83B -62.3M 0.98 1.38 N/A N/A 3,347,940 3,280,680 15,098,700 14,550,720 2022-12-09 $17.11 $15.50 52.9% 15.5% 50.9% 23.1% 55.3% 6.0% 2.6% 96.5M -5.83B -62.6M 1.09 1.38 N/A N/A 3,254,310 3,542,730 15,434,840 15,095,530 2022-12-12 $17.38 $15.50 55.5% 15.8% 49.5% 30.3% 56.1% 7.3% -1.1% 68.9M -5.97B -62.2M 1.10 1.45 N/A N/A 1,601,710 1,759,950 14,782,370 14,297,590 2022-12-13 $18.08 $15.50 52.7% 14.9% 51.2% 22.7% 53.0% 6.8% -1.0% 119.5M -8.21B -62.5M 0.87 1.49 N/A N/A 3,135,780 2,722,070 15,086,490 14,659,890 2022-12-14 $17.63 $15.75 50.6% 14.4% 51.8% 17.0% 50.8% 6.3% -0.2% 92.2M -6.74B -62.1M 1.35 1.62 N/A N/A 2,039,930 2,745,780 15,552,650 15,129,390 2022-12-15 $16.93 $15.75 52.6% 15.0% 51.5% 22.4% 53.9% 6.6% -0.5% 32.0M -4.24B -61.0M 1.44 1.91 N/A N/A 2,232,000 3,218,000 15,772,600 15,388,120 2022-12-16 $16.67 $16.00 52.3% 15.0% 51.3% 21.6% 53.0% 5.8% -0.1% -15.2M -3.24B -60.0M 1.52 1.52 N/A N/A 2,125,580 3,229,360 15,846,480 15,552,350 2022-12-19 $16.17 $16.00 52.2% 14.9% 52.3% 21.2% 53.1% 6.0% 0.2% -22.7M -1.46B -58.1M 1.33 1.40 N/A N/A 1,418,920 1,885,890 13,795,490 13,392,650 2022-12-20 $16.13 $16.00 52.0% 14.9% 52.2% 20.6% 53.0% 6.5% -0.0% -19.7M -1.37B -58.0M 1.28 1.34 N/A N/A 1,432,720 1,831,620 14,057,080 13,589,090 2022-12-21 $16.52 $16.00 50.1% 14.4% 50.9% 15.6% 48.9% 6.0% 0.3% 17.7M -2.55B -58.2M 1.41 1.28 N/A N/A 1,688,610 2,379,590 14,226,760 13,742,340 2022-12-22 $15.31 $16.00 55.8% 16.0% 56.8% 31.1% 56.2% 6.9% -0.0% -82.1M 1.03B -55.6M 1.60 1.41 N/A N/A 3,120,970 4,980,400 14,415,960 13,923,970 2022-12-23 $15.15 $15.75 53.7% 15.4% 56.9% 25.5% 54.5% 6.4% 0.2% -61.4M 1.26B -55.1M 1.57 1.26 N/A N/A 1,876,350 2,949,900 14,880,690 14,282,640 2022-12-27 $14.16 $15.75 58.3% 16.8% 60.4% 37.9% 59.0% 7.4% 0.7% -91.3M 3.16B -50.6M 1.47 1.37 N/A N/A 2,231,610 3,277,940 14,063,390 13,792,670 2022-12-28 $14.00 $15.50 58.1% 16.7% 60.4% 37.3% 55.5% 7.6% 1.2% -105.4M 3.31B -50.1M 2.94 1.33 N/A N/A 1,599,900 4,710,510 14,432,750 14,089,890 2022-12-29 $14.65 $15.50 54.9% 15.7% 57.0% 28.8% 54.8% 6.9% 1.6% -52.1M 1.22B -52.3M 1.24 1.35 N/A N/A 2,063,950 2,562,280 14,683,760 14,136,380 2022-12-30 $14.53 $15.25 55.2% 15.7% 55.5% 29.4% 55.6% 6.5% 1.5% -83.5M 1.43B -51.5M 1.66 1.43 N/A N/A 1,331,370 2,205,820 14,922,990 14,301,750
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