NVDA Options History — January 2023 In January 2023, NVDA traded between $14.28 and $20.43. ATM implied volatility averaged 54.0%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded below realized volatility by 1.1% (HV 20d: 55.1%). Max pain ranged from $15.25 to $17.50. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.24.
Notable Days 2023-01-27 : Highest Volume — 9,187,060 contracts2023-01-23 : Largest IV spike — 7.8% change2023-01-03 : Highest IV Rank — 37.8%2023-01-03 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $17.25 $14.28 $20.43 $14.30 $19.45 Max Pain $16.07 $15.25 $17.50 $15.25 $17.50 ATM IV 54.0% 48.2% 58.3% 58.3% 57.0% Expected Move 15.0% 13.9% 16.8% 16.8% 15.4% HV 20d 55.1% 45.6% 63.5% 55.1% 51.3% HV 60d 57.3% 55.4% 59.5% 59.3% 59.3% IV Rank 25.6% 9.9% 37.8% 37.8% 33.8% IV Percentile 31.3% 5.2% 58.7% 58.7% 48.8% Term Structure 0.2% -2.0% 5.4% -0.7% -1.9% VWIV 53.6% 49.9% 58.7% 58.7% 54.7% Skew 25d 6.4% 4.8% 7.4% 6.9% 6.3% Skew 10d 11.6% 8.9% 13.3% 13.3% 11.3% Call IV 25d 50.8% 44.9% 54.9% 54.9% 53.8% Put IV 25d 57.2% 51.1% 61.7% 61.7% 60.1% Bid-Ask Spread % 1.78 1.38 2.83 1.38 2.59 Gamma HHI 0.06 0.03 0.22 0.04 0.03 Net GEX 51.7M -69.9M 196.7M -53.5M 53.1M Net DEX -4.54B -11.06B 2.17B 1.94B -6.90B Net VEX -55.2M -61.2M -49.3M -49.5M -61.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.24 0.79 2.16 1.30 0.94 Total Volume 5,472,267.5 2,808,740 9,187,060 3,193,590 3,671,450 Total OI 27,745,449 22,582,260 31,095,800 27,563,440 25,633,750
Daily Data (20 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 2023-01-03 $14.30 $15.25 58.3% 16.8% 55.1% 37.8% 58.7% 6.9% -0.7% -53.5M 1.94B -49.5M 1.30 1.38 N/A N/A 1,390,670 1,802,920 13,954,240 13,609,200 2023-01-04 $14.60 $15.25 57.1% 16.3% 56.0% 34.1% 55.8% 6.5% -0.5% -33.9M 1.17B -50.4M 2.16 1.56 N/A N/A 1,567,760 3,386,670 14,193,550 13,889,490 2023-01-05 $14.28 $15.50 57.1% 16.1% 55.3% 34.2% 57.8% 6.9% -0.9% -69.9M 2.17B -49.3M 1.73 1.60 N/A N/A 1,435,130 2,478,280 14,395,340 14,338,370 2023-01-06 $14.96 $15.50 53.7% 15.5% 58.1% 24.8% 55.0% 5.9% -0.3% 96.6M 58.4M -50.8M 1.31 1.54 N/A N/A 2,273,380 2,980,440 14,595,700 14,351,150 2023-01-09 $15.73 $15.50 54.5% 15.8% 56.4% 27.2% 56.9% 6.3% 0.7% 2.3M -1.65B -52.7M 1.21 1.75 N/A N/A 2,102,360 2,550,400 14,055,720 13,907,720 2023-01-10 $15.85 $15.50 54.7% 15.6% 56.6% 27.6% 54.6% 5.9% -0.4% 8.1M -2.02B -53.5M 0.92 1.64 N/A N/A 1,461,860 1,346,880 14,446,580 14,307,680 2023-01-11 $15.90 $15.50 54.1% 15.5% 56.2% 25.9% 55.4% 6.2% 0.2% 14.1M -2.19B -53.6M 1.93 1.53 N/A N/A 1,396,710 2,701,240 14,660,700 14,547,680 2023-01-12 $16.42 $15.50 50.0% 14.5% 55.5% 14.8% 52.0% 6.6% 0.6% 63.2M -3.85B -53.4M 1.07 1.72 N/A N/A 3,244,940 3,462,600 14,828,640 14,773,490 2023-01-13 $16.87 $15.50 48.2% 13.9% 56.0% 9.9% 49.9% 6.2% 0.3% 86.4M -5.28B -53.8M 1.05 1.67 N/A N/A 3,079,100 3,228,720 15,002,010 15,058,080 2023-01-17 $17.63 $15.50 49.7% 14.3% 56.4% 13.9% 51.4% 6.6% 3.8% 87.2M -7.00B -54.8M 1.02 1.58 N/A N/A 2,719,030 2,776,340 14,582,120 14,612,430 2023-01-18 $17.48 $16.00 49.9% 14.3% 56.2% 14.3% 51.4% 6.9% 4.5% 68.8M -6.48B -55.3M 1.59 1.61 N/A N/A 2,315,160 3,670,390 15,004,790 15,177,600 2023-01-19 $16.89 $16.00 51.7% 14.6% 56.5% 19.5% 52.7% 7.4% 4.7% -4.8M -4.28B -54.8M 1.53 1.57 N/A N/A 1,891,280 2,900,260 15,179,960 15,502,410 2023-01-20 $17.77 $16.00 50.3% 13.9% 59.1% 15.4% 50.6% 6.1% 5.4% 96.9M -7.55B -55.5M 0.94 1.63 N/A N/A 4,041,700 3,788,360 15,338,680 15,757,120 2023-01-23 $19.10 $16.00 54.2% 14.5% 63.5% 26.2% 52.4% 7.0% -1.6% 91.5M -7.52B -56.5M 0.94 1.59 N/A N/A 4,004,570 3,784,050 10,864,940 11,717,320 2023-01-24 $19.07 $16.50 56.2% 15.0% 55.5% 31.7% 53.1% 6.6% -2.0% 75.3M -7.27B -58.8M 1.11 1.62 N/A N/A 2,366,640 2,623,590 11,522,760 12,726,190 2023-01-25 $19.28 $17.00 56.3% 14.7% 54.9% 31.9% 53.1% 6.2% -1.9% 79.7M -7.75B -59.2M 1.21 1.61 N/A N/A 2,691,560 3,265,750 11,781,440 13,231,920 2023-01-26 $19.67 $17.00 54.6% 14.3% 46.1% 27.4% 50.8% 6.2% -1.9% 138.3M -8.92B -59.6M 0.79 1.81 N/A N/A 3,951,530 3,122,590 12,161,500 13,476,270 2023-01-27 $20.43 $17.50 54.6% 14.3% 45.6% 27.2% 51.3% 4.8% -1.8% 196.7M -11.06B -60.5M 0.84 2.83 N/A N/A 4,979,950 4,207,110 12,552,370 14,027,110 2023-01-30 $19.29 $17.50 57.2% 15.4% 51.9% 34.5% 54.7% 6.4% -1.6% 37.7M -6.49B -60.9M 1.18 2.73 N/A N/A 2,191,890 2,592,090 11,917,390 13,225,570 2023-01-31 $19.45 $17.50 57.0% 15.4% 51.3% 33.8% 54.7% 6.3% -1.9% 53.1M -6.90B -61.2M 0.94 2.59 N/A N/A 1,893,890 1,777,560 12,136,430 13,497,320
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