NVDA Options History — March 2023 In March 2023, NVDA traded between $22.78 and $27.64. ATM implied volatility averaged 48.9%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded below realized volatility by 5.6% (HV 20d: 54.5%). Max pain ranged from $19.50 to $23.50. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 1.21.
Notable Days 2023-03-17 : Highest Volume — 16,518,090 contracts2023-03-16 : Largest IV drop — 6.6% change2023-03-13 : Highest IV Rank — 24.5%2023-03-13 : Largest Expected Move — 15.2%Monthly Statistics Metric Avg Min Max Open Close Price $25.11 $22.78 $27.64 $22.78 $27.64 Max Pain $21.59 $19.50 $23.50 $19.50 $23.50 ATM IV 48.9% 42.5% 53.6% 51.6% 42.6% Expected Move 13.8% 11.6% 15.2% 14.5% 11.6% HV 20d 54.5% 33.2% 70.5% 70.5% 33.2% HV 60d 57.5% 53.0% 60.7% 60.7% 53.0% IV Rank 12.4% 0.0% 24.5% 19.0% 0.2% IV Percentile 10.3% 0.0% 31.3% 15.9% 0.4% Term Structure 0.0% -1.9% 4.2% -0.8% 4.2% VWIV 49.6% 42.2% 54.2% 51.5% 42.2% Skew 25d 6.4% 4.6% 9.0% 5.2% 5.5% Skew 10d 11.7% 7.9% 16.3% 10.0% 10.5% Call IV 25d 45.9% 39.3% 49.9% 48.9% 39.3% Put IV 25d 52.3% 44.8% 57.7% 54.1% 44.8% Bid-Ask Spread % 2.62 1.63 5.65 1.63 2.09 Gamma HHI 0.07 0.03 0.35 0.04 0.12 Net GEX 191.0M -185.6M 519.0M 292.6K 366.5M Net DEX -14.61B -21.65B -8.32B -9.95B -19.01B Net VEX -78.3M -86.5M -71.5M -72.3M -83.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.21 0.89 1.61 1.61 0.98 Total Volume 8,304,527.391 5,103,080 16,518,090 7,465,920 9,682,830 Total OI 30,534,555.652 26,598,210 34,309,420 29,844,810 31,604,740
Daily Data (23 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 2023-03-01 $22.78 $19.50 51.6% 14.5% 70.5% 19.0% 51.5% 5.2% -0.8% 292.6K -9.95B -72.3M 1.61 1.63 N/A N/A 2,860,560 4,605,360 14,100,590 15,744,220 2023-03-02 $23.34 $19.50 50.1% 14.0% 65.5% 14.9% 49.9% 4.6% -0.7% 129.8M -12.49B -71.9M 1.60 1.76 N/A N/A 2,592,470 4,160,830 14,467,280 16,072,200 2023-03-03 $23.80 $19.75 48.3% 13.3% 65.5% 10.1% 47.5% 4.8% -0.3% 253.0M -14.47B -72.0M 1.03 2.15 N/A N/A 4,097,250 4,235,910 14,692,230 16,643,840 2023-03-06 $23.54 $20.00 48.8% 13.8% 65.0% 11.5% 48.8% 4.8% 0.4% 121.3M -12.44B -71.5M 1.05 2.86 N/A N/A 2,879,420 3,025,800 13,596,210 15,309,750 2023-03-07 $23.39 $20.00 49.2% 13.9% 65.2% 12.6% 49.2% 4.7% -0.5% 81.6M -11.65B -71.8M 1.25 2.77 N/A N/A 3,193,270 3,992,070 13,907,230 15,799,440 2023-03-08 $24.14 $20.00 48.5% 13.8% 64.0% 10.7% 49.3% 4.7% -0.8% 209.2M -14.38B -72.6M 1.39 2.27 N/A N/A 3,046,430 4,239,330 14,333,470 16,193,240 2023-03-09 $23.43 $20.50 51.4% 14.5% 65.1% 18.4% 51.5% 5.5% -0.5% 6.2M -11.08B -74.9M 1.42 3.15 N/A N/A 3,635,540 5,149,240 14,738,170 17,031,870 2023-03-10 $22.92 $21.00 53.0% 15.0% 65.7% 23.0% 53.7% 7.8% -1.9% -185.6M -8.32B -75.1M 1.57 5.65 N/A N/A 4,288,470 6,739,740 14,903,490 17,159,560 2023-03-13 $23.09 $21.00 53.6% 15.2% 62.7% 24.5% 54.2% 8.6% -0.3% 59.5M -10.04B -74.4M 1.48 2.62 N/A N/A 2,455,630 3,638,590 13,850,280 15,817,950 2023-03-14 $23.77 $21.00 51.5% 14.3% 62.9% 18.8% 52.2% 7.5% -1.8% 160.9M -12.61B -74.5M 1.32 2.90 N/A N/A 3,195,190 4,226,930 14,301,310 16,243,400 2023-03-15 $24.06 $21.00 52.8% 14.9% 60.1% 22.4% 53.8% 9.0% -0.7% 192.2M -13.50B -77.0M 1.35 3.29 N/A N/A 3,104,470 4,194,520 14,898,500 16,908,360 2023-03-16 $25.45 $21.50 49.3% 14.1% 62.7% 12.9% 51.3% 7.5% -0.4% 392.7M -19.43B -76.2M 1.09 2.28 N/A N/A 5,384,970 5,858,840 15,112,570 17,377,680 2023-03-17 $26.03 $22.00 52.1% 14.9% 61.7% 20.6% 53.5% 7.5% -0.3% 519.0M -21.65B -79.6M 0.89 2.77 N/A N/A 8,759,240 7,758,850 15,640,430 18,668,990 2023-03-20 $25.92 $22.00 50.8% 14.5% 60.2% 17.0% 51.8% 7.8% -0.2% 165.7M -14.18B -80.7M 1.06 2.92 N/A N/A 3,060,550 3,229,940 12,708,440 13,889,770 2023-03-21 $26.34 $22.00 47.9% 13.7% 58.2% 8.9% 49.6% 6.8% -0.0% 227.0M -15.89B -80.7M 0.89 1.99 N/A N/A 3,931,450 3,510,470 13,376,710 14,521,700 2023-03-22 $26.91 $22.50 47.5% 13.6% 58.0% 7.9% 49.7% 6.3% 0.3% 313.1M -18.08B -81.8M 1.08 4.36 N/A N/A 6,277,920 6,774,270 14,015,190 15,155,970 2023-03-23 $27.11 $23.00 48.9% 14.0% 35.1% 11.6% 50.4% 6.7% 0.2% 295.8M -18.15B -84.9M 1.14 2.88 N/A N/A 4,742,360 5,387,600 14,722,230 16,449,600 2023-03-24 $26.75 $23.00 48.0% 13.7% 34.6% 9.3% 49.1% 7.5% 0.4% 139.8M -15.92B -86.5M 1.05 1.85 N/A N/A 5,039,740 5,282,990 15,157,560 17,188,630 2023-03-27 $26.52 $23.25 46.8% 13.3% 34.9% 6.0% 48.2% 6.8% 1.4% 130.0M -14.36B -84.9M 1.07 1.92 N/A N/A 2,468,090 2,634,990 13,665,880 15,084,260 2023-03-28 $26.27 $23.50 46.2% 13.1% 35.0% 4.3% 47.0% 6.6% 0.4% 114.1M -13.53B -84.8M 1.23 1.83 N/A N/A 2,623,200 3,223,640 14,212,130 15,653,680 2023-03-29 $27.02 $23.50 43.7% 12.2% 33.9% 0.0% 44.4% 6.1% 1.1% 296.3M -16.69B -84.2M 1.00 2.01 N/A N/A 2,743,990 2,749,540 14,437,050 16,033,940 2023-03-30 $27.41 $23.50 42.5% 11.7% 33.4% 0.0% 42.4% 6.0% 1.8% 404.7M -18.25B -84.0M 1.26 2.38 N/A N/A 2,801,930 3,519,710 14,646,520 16,258,520 2023-03-31 $27.64 $23.50 42.6% 11.6% 33.2% 0.2% 42.2% 5.5% 4.2% 366.5M -19.01B -83.8M 0.98 2.09 N/A N/A 4,881,310 4,801,520 14,782,210 16,822,530
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