NVDA Options History — February 2023 In February 2023, NVDA traded between $20.66 and $23.69. ATM implied volatility averaged 56.3%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded below realized volatility by 3.8% (HV 20d: 60.0%). Max pain ranged from $16.50 to $19.50. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.98.
Notable Days 2023-02-23 : Highest Volume — 18,124,940 contracts2023-02-23 : Largest IV drop — 10.8% change2023-02-21 : Highest IV Rank — 40.9%2023-02-22 : Largest Expected Move — 17.3%Monthly Statistics Metric Avg Min Max Open Close Price $22.03 $20.66 $23.69 $21.08 $23.35 Max Pain $17.87 $16.50 $19.50 $18.00 $19.50 ATM IV 56.3% 51.9% 59.6% 53.8% 51.9% Expected Move 15.8% 14.2% 17.3% 14.2% 14.4% HV 20d 60.0% 54.1% 74.1% 55.0% 69.4% HV 60d 58.2% 54.3% 62.3% 61.2% 60.6% IV Rank 31.9% 19.9% 40.9% 25.2% 19.9% IV Percentile 46.9% 17.1% 70.6% 29.0% 17.1% Term Structure -1.0% -1.9% -0.2% -1.7% -0.8% VWIV 56.5% 51.2% 60.9% 51.4% 51.2% Skew 25d 4.4% 3.0% 5.5% 5.5% 5.1% Skew 10d 8.4% 6.0% 10.8% 10.5% 10.3% Call IV 25d 54.5% 49.2% 58.1% 51.4% 49.2% Put IV 25d 58.9% 54.3% 62.4% 56.8% 54.3% Bid-Ask Spread % 3.74 2.00 7.30 3.54 7.30 Gamma HHI 0.05 0.03 0.20 0.04 0.04 Net GEX 112.7M -94.2M 308.2M 150.4M 88.3M Net DEX -11.55B -15.89B -6.24B -11.35B -12.05B Net VEX -67.4M -72.5M -61.0M -61.0M -72.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.98 0.72 1.24 0.83 1.24 Total Volume 7,814,482.632 4,040,820 18,124,940 7,661,820 4,919,740 Total OI 28,380,422.632 25,452,040 31,286,190 26,160,270 29,228,560
Daily Data (19 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 2023-02-01 $21.08 $18.00 53.8% 14.2% 55.0% 25.2% 51.4% 5.5% -1.7% 150.4M -11.35B -61.0M 0.83 3.54 N/A N/A 4,175,370 3,486,450 12,363,410 13,796,860 2023-02-02 $21.48 $16.50 55.5% 15.2% 55.0% 29.8% 54.9% 3.8% -1.6% 166.1M -12.47B -62.1M 0.75 2.92 N/A N/A 4,402,010 3,285,140 12,748,140 14,422,540 2023-02-03 $21.02 $16.50 55.7% 15.4% 55.0% 30.4% 55.3% 3.5% -1.8% 107.0M -10.81B -63.0M 0.77 2.16 N/A N/A 4,159,270 3,208,110 13,075,680 14,787,620 2023-02-06 $21.10 $16.50 57.4% 16.0% 54.2% 34.8% 58.3% 4.0% -1.1% 95.0M -10.08B -63.1M 0.87 2.00 N/A N/A 2,914,240 2,525,850 12,380,110 13,540,520 2023-02-07 $22.14 $17.00 55.5% 15.6% 54.1% 29.6% 56.1% 3.5% -0.6% 174.9M -13.08B -63.7M 0.72 4.71 N/A N/A 4,262,440 3,079,360 12,912,500 14,157,190 2023-02-08 $22.24 $17.00 56.6% 16.0% 54.2% 32.9% 56.9% 3.1% -0.9% 183.9M -13.40B -65.6M 0.79 2.07 N/A N/A 4,297,080 3,399,960 13,311,200 14,687,210 2023-02-09 $22.30 $17.50 58.6% 16.4% 54.2% 38.1% 58.6% 3.0% -1.4% 158.2M -13.30B -67.0M 1.10 2.52 N/A N/A 4,491,730 4,942,740 13,652,980 15,261,650 2023-02-10 $21.19 $18.00 58.8% 16.7% 58.9% 38.9% 59.2% 5.1% -1.2% -10.3M -8.88B -69.0M 1.24 3.69 N/A N/A 4,801,270 5,963,670 14,050,840 16,067,310 2023-02-13 $21.76 $18.00 59.5% 16.9% 58.9% 40.8% 60.7% 5.0% -0.2% 85.7M -10.91B -69.0M 1.02 2.38 N/A N/A 2,252,970 2,305,900 13,360,240 14,985,640 2023-02-14 $22.98 $18.00 57.9% 16.5% 59.7% 36.2% 59.3% 4.0% -0.6% 176.0M -14.59B -69.3M 1.06 6.17 N/A N/A 4,302,870 4,571,310 13,694,130 15,376,970 2023-02-15 $22.68 $18.00 56.8% 16.3% 59.9% 33.2% 57.1% 4.0% -0.7% 164.1M -13.74B -69.7M 0.89 5.49 N/A N/A 3,079,380 2,752,350 14,179,020 15,973,890 2023-02-16 $22.07 $18.00 57.3% 16.5% 59.2% 34.8% 58.3% 4.6% -0.4% 74.7M -11.67B -69.7M 1.14 2.30 N/A N/A 2,831,930 3,233,320 14,515,860 16,135,700 2023-02-17 $21.40 $18.00 56.6% 16.3% 59.5% 32.9% 57.6% 4.3% -0.2% -94.2M -8.99B -68.8M 0.87 3.52 N/A N/A 4,949,480 4,297,910 14,777,140 16,396,670 2023-02-21 $20.74 $18.00 59.6% 17.3% 56.2% 40.9% 60.8% 5.0% -1.9% 44.3M -6.56B -67.1M 1.07 2.64 N/A N/A 1,951,300 2,089,520 12,468,250 12,983,790 2023-02-22 $20.66 $18.00 59.3% 17.3% 56.3% 40.2% 60.9% 5.3% -1.9% 35.4M -6.24B -67.2M 0.94 5.84 N/A N/A 3,008,240 2,823,650 12,844,890 13,500,700 2023-02-23 $23.69 $18.50 52.9% 14.8% 73.4% 22.7% 52.7% 5.0% -0.9% 308.2M -15.89B -69.0M 1.07 3.66 N/A N/A 8,752,290 9,372,650 13,784,880 14,404,720 2023-02-24 $23.23 $19.00 53.1% 14.7% 74.1% 23.3% 52.8% 4.9% -1.1% 120.3M -12.65B -72.5M 1.20 5.88 N/A N/A 5,348,270 6,416,580 14,658,250 16,627,940 2023-02-27 $23.53 $19.50 52.4% 14.6% 73.3% 21.2% 52.1% 5.4% -0.8% 112.4M -12.71B -72.3M 1.04 2.26 N/A N/A 2,856,590 2,964,230 13,255,890 14,859,140 2023-02-28 $23.35 $19.50 51.9% 14.4% 69.4% 19.9% 51.2% 5.1% -0.8% 88.3M -12.05B -72.2M 1.24 7.30 N/A N/A 2,201,240 2,718,500 13,801,690 15,426,870
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