NVDA Options History — April 2023 In April 2023, NVDA traded between $26.34 and $27.96. ATM implied volatility averaged 43.6%, placing in the 6.0% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 14.7% (HV 20d: 28.9%). Max pain ranged from $24.00 to $26.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 1.14.
Notable Days 2023-04-14 : Highest Volume — 10,046,040 contracts2023-04-25 : Largest IV spike — 8.4% change2023-04-26 : Highest IV Rank — 19.9%2023-04-10 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $27.13 $26.34 $27.96 $27.96 $27.66 Max Pain $25.11 $24.00 $26.00 $24.00 $26.00 ATM IV 43.6% 39.9% 48.1% 43.3% 45.4% Expected Move 11.9% 10.5% 12.8% 11.8% 10.5% HV 20d 28.9% 24.0% 34.0% 32.5% 27.7% HV 60d 50.3% 44.9% 52.6% 52.6% 44.9% IV Rank 6.0% 0.0% 19.9% 2.2% 13.5% IV Percentile 2.9% 0.0% 10.3% 0.8% 7.1% Term Structure 1.5% -1.4% 6.7% 0.4% -1.4% VWIV 42.5% 38.2% 46.3% 42.4% 38.2% Skew 25d 5.4% 4.2% 6.2% 5.8% 5.8% Skew 10d 9.8% 7.4% 12.6% 10.1% 10.3% Call IV 25d 41.0% 36.5% 45.4% 41.2% 42.8% Put IV 25d 46.4% 41.2% 51.6% 46.9% 48.6% Bid-Ask Spread % 1.98 1.49 2.53 2.02 1.61 Gamma HHI 0.06 0.03 0.19 0.05 0.09 Net GEX 79.9M -186.7M 333.7M 216.7M 333.7M Net DEX -14.03B -18.34B -8.93B -17.75B -14.61B Net VEX -82.8M -84.5M -80.8M -83.2M -83.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.14 0.79 1.33 1.11 1.05 Total Volume 6,502,102.105 4,035,770 10,046,040 5,360,600 6,928,000 Total OI 29,987,137.368 26,730,160 33,139,330 28,782,280 29,240,810
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 2023-04-03 $27.96 $24.00 43.3% 11.8% 32.5% 2.2% 42.4% 5.8% 0.4% 216.7M -17.75B -83.2M 1.11 2.02 N/A N/A 2,543,940 2,816,660 13,461,130 15,321,150 2023-04-04 $27.35 $24.00 44.3% 12.0% 33.9% 4.7% 42.3% 5.4% 0.6% 108.2M -15.41B -84.4M 1.04 2.06 N/A N/A 2,340,870 2,444,500 13,798,140 15,768,400 2023-04-05 $26.81 $24.00 44.5% 11.9% 34.0% 5.2% 42.1% 5.6% 0.7% -71.0M -13.03B -84.4M 1.19 1.94 N/A N/A 4,015,020 4,768,150 13,998,670 16,064,630 2023-04-06 $27.06 $25.00 43.4% 12.7% 31.4% 2.3% 46.0% 5.6% 0.7% 126.2M -14.91B -83.6M 1.01 2.36 N/A N/A 3,524,500 3,564,210 14,397,840 16,355,050 2023-04-10 $27.54 $25.00 44.6% 12.8% 29.7% 5.4% 46.3% 5.7% -0.0% 188.5M -16.35B -82.6M 1.12 2.21 N/A N/A 2,558,750 2,866,340 13,426,240 15,240,300 2023-04-11 $27.24 $25.00 43.8% 12.7% 30.5% 3.3% 45.9% 5.5% 0.4% 164.4M -15.30B -83.0M 1.15 2.53 N/A N/A 1,874,650 2,161,120 13,977,500 15,982,440 2023-04-12 $26.57 $25.00 43.8% 12.5% 31.6% 3.4% 44.5% 5.7% -0.1% -42.3M -12.30B -82.2M 1.15 2.12 N/A N/A 3,280,600 3,781,640 14,111,160 16,406,150 2023-04-13 $26.60 $25.00 42.6% 12.2% 31.5% 0.2% 43.2% 5.4% 0.0% -79.2M -12.44B -81.7M 1.24 1.96 N/A N/A 3,061,330 3,781,950 14,453,570 16,858,310 2023-04-14 $26.74 $25.00 41.8% 12.0% 25.1% 0.0% 42.6% 5.6% 0.4% -68.4M -13.22B -81.9M 1.16 2.45 N/A N/A 4,644,510 5,401,530 14,712,590 17,271,680 2023-04-17 $26.90 $25.00 40.9% 11.7% 24.0% 0.0% 41.8% 5.3% 6.1% 126.8M -14.28B -80.8M 1.29 2.03 N/A N/A 1,819,920 2,342,180 13,747,300 15,996,050 2023-04-18 $27.61 $25.00 40.6% 11.6% 25.4% 0.0% 41.2% 4.5% 6.7% 266.5M -17.19B -80.8M 1.03 1.95 N/A N/A 4,577,660 4,733,210 14,050,070 16,366,310 2023-04-19 $27.96 $25.00 39.9% 11.4% 25.2% 0.0% 41.1% 4.2% 6.3% 301.5M -18.34B -82.4M 1.33 1.97 N/A N/A 2,231,900 2,961,360 14,579,630 17,222,780 2023-04-20 $27.03 $25.00 41.7% 11.6% 27.4% 4.6% 42.3% 4.6% 6.4% -44.1M -13.82B -82.8M 1.02 2.19 N/A N/A 4,209,510 4,288,360 14,745,660 17,622,030 2023-04-21 $27.01 $25.50 40.8% 11.1% 27.3% 2.3% 39.5% 4.7% 5.9% -186.7M -13.86B -81.8M 1.27 1.58 N/A N/A 3,515,200 4,479,270 15,027,840 18,111,490 2023-04-24 $27.03 $25.50 44.0% 11.2% 26.8% 10.0% 40.4% 6.1% -1.1% 38.6M -11.33B -81.6M 1.09 1.65 N/A N/A 2,073,610 2,262,700 12,355,420 14,374,740 2023-04-25 $26.34 $26.00 47.7% 12.4% 28.2% 18.9% 43.8% 6.2% -1.4% -63.9M -8.93B -83.4M 1.21 1.83 N/A N/A 2,448,330 2,958,710 12,722,440 14,868,100 2023-04-26 $26.92 $26.00 48.1% 12.0% 29.0% 19.9% 43.7% 5.8% -0.4% 63.8M -11.24B -84.5M 1.32 1.73 N/A N/A 2,702,230 3,568,990 13,081,770 15,271,710 2023-04-27 $27.18 $26.00 47.5% 11.5% 27.4% 18.4% 40.6% 6.1% -1.1% 138.1M -12.17B -84.4M 0.79 1.49 N/A N/A 3,356,110 2,652,420 13,369,290 15,397,220 2023-04-28 $27.66 $26.00 45.4% 10.5% 27.7% 13.5% 38.2% 5.8% -1.4% 333.7M -14.61B -83.9M 1.05 1.61 N/A N/A 3,372,100 3,555,900 13,658,640 15,582,170
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