NVDA Options History — May 2023 In May 2023, NVDA traded between $27.59 and $40.06. ATM implied volatility averaged 47.7%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 3.9% (HV 20d: 43.8%). Max pain ranged from $22.00 to $27.50. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.77.
Notable Days 2023-05-25 : Highest Volume — 26,403,740 contracts2023-05-26 : Largest IV drop — 6.8% change2023-05-30 : Highest IV Rank — 31.9%2023-05-24 : Largest Expected Move — 14.7%Monthly Statistics Metric Avg Min Max Open Close Price $31.09 $27.59 $40.06 $28.92 $38.47 Max Pain $23.89 $22.00 $27.50 $26.00 $27.50 ATM IV 47.7% 45.7% 49.6% 47.3% 46.5% Expected Move 13.5% 11.5% 14.7% 11.5% 13.9% HV 20d 43.8% 31.7% 86.1% 31.7% 86.1% HV 60d 44.2% 32.7% 56.4% 45.5% 56.4% IV Rank 21.0% 16.5% 31.9% 18.1% 23.9% IV Percentile 12.1% 7.5% 21.4% 8.7% 9.1% Term Structure -1.0% -2.1% 0.2% -0.8% -1.2% VWIV 48.3% 41.3% 54.6% 41.3% 50.3% Skew 25d 3.2% -3.5% 5.9% 4.8% -2.2% Skew 10d 5.5% -8.5% 10.4% 9.1% -5.7% Call IV 25d 46.6% 44.7% 52.1% 45.0% 49.0% Put IV 25d 49.8% 45.7% 52.7% 49.8% 46.8% Bid-Ask Spread % 1.92 1.36 4.19 1.84 2.61 Gamma HHI 0.07 0.03 0.24 0.04 0.03 Net GEX 301.0M -155.5M 719.1M 283.6M 158.1M Net DEX -22.64B -46.86B -12.21B -17.73B -34.39B Net VEX -91.5M -112.4M -84.5M -84.5M -112.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.60 0.94 0.77 0.83 Total Volume 9,216,148.182 3,165,810 26,403,740 10,000,410 12,934,480 Total OI 31,672,231.818 27,500,610 37,848,410 27,500,610 36,740,220
Daily Data (22 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 2023-05-01 $28.92 $26.00 47.3% 11.5% 31.7% 18.1% 41.3% 4.8% -0.8% 283.6M -17.73B -84.5M 0.77 1.84 N/A N/A 5,641,120 4,359,290 12,914,170 14,586,440 2023-05-02 $28.13 $26.00 48.0% 11.5% 33.2% 19.8% 41.3% 5.9% -0.7% 156.0M -14.45B -87.7M 0.91 1.91 N/A N/A 3,244,240 2,946,640 13,730,260 15,603,990 2023-05-03 $27.91 $26.00 48.2% 11.7% 32.4% 20.1% 41.3% 5.6% -0.8% 132.8M -13.63B -87.6M 0.82 1.96 N/A N/A 3,566,710 2,942,430 13,988,150 15,751,790 2023-05-04 $27.59 $22.00 49.6% 14.0% 31.8% 23.5% 49.4% 5.6% -0.7% 20.5M -12.21B -88.1M 0.87 1.78 N/A N/A 3,297,420 2,862,230 14,370,260 16,042,190 2023-05-05 $28.66 $22.00 47.1% 13.2% 34.3% 17.7% 47.0% 4.9% -1.7% 495.3M -17.89B -86.3M 0.68 1.77 N/A N/A 5,875,620 3,974,050 14,750,480 16,252,440 2023-05-08 $29.19 $22.00 49.1% 13.8% 34.3% 22.3% 48.8% 5.1% -0.6% 345.0M -18.21B -87.2M 0.73 1.73 N/A N/A 4,001,930 2,925,370 13,757,650 15,271,820 2023-05-09 $28.59 $22.25 48.4% 13.7% 35.0% 20.8% 48.3% 4.9% -0.4% 249.5M -15.82B -89.1M 0.85 1.92 N/A N/A 2,500,470 2,117,430 14,597,850 16,164,800 2023-05-10 $29.00 $22.25 47.7% 13.6% 33.7% 19.1% 48.4% 4.9% -0.4% 430.0M -17.86B -89.2M 0.81 1.55 N/A N/A 3,727,530 3,001,060 14,831,640 16,402,960 2023-05-11 $28.55 $22.50 48.5% 13.8% 34.4% 20.9% 48.8% 4.6% -0.6% 206.7M -15.55B -89.7M 0.75 1.59 N/A N/A 3,671,990 2,747,800 15,111,140 16,870,010 2023-05-12 $28.29 $22.50 47.5% 13.5% 34.7% 18.5% 47.9% 4.8% -0.5% -155.5M -14.35B -89.0M 0.73 1.55 N/A N/A 3,745,910 2,741,630 15,288,630 17,194,820 2023-05-15 $28.88 $22.50 47.6% 13.6% 35.3% 18.8% 48.2% 5.0% -1.5% 309.9M -17.04B -87.1M 0.69 1.36 N/A N/A 2,776,890 1,921,680 14,198,540 15,946,590 2023-05-16 $29.31 $23.00 47.6% 13.6% 34.5% 21.7% 48.4% 4.5% -1.8% 400.7M -19.17B -88.4M 0.79 1.49 N/A N/A 4,812,100 3,782,830 14,670,380 16,337,220 2023-05-17 $30.11 $23.00 46.9% 13.4% 35.4% 19.8% 47.8% 4.1% -2.0% 466.3M -22.59B -88.6M 0.73 1.71 N/A N/A 4,641,880 3,392,710 15,109,280 17,054,300 2023-05-18 $31.63 $23.25 47.4% 13.7% 36.0% 21.4% 48.9% 4.1% -2.0% 519.8M -28.65B -89.5M 0.67 1.84 N/A N/A 10,350,680 6,883,550 15,464,360 17,465,640 2023-05-19 $31.31 $24.00 45.7% 13.3% 36.4% 16.5% 47.4% 3.6% -2.1% 251.5M -26.42B -92.6M 0.73 1.55 N/A N/A 6,657,500 4,828,820 16,442,440 18,598,460 2023-05-22 $31.16 $24.00 46.3% 13.8% 36.6% 18.6% 49.3% 3.0% -0.6% 269.8M -20.46B -93.4M 0.90 1.77 N/A N/A 1,788,090 1,609,560 13,964,660 15,049,460 2023-05-23 $30.82 $24.25 46.9% 14.1% 35.2% 20.2% 50.4% 3.4% -1.0% 244.1M -19.27B -94.9M 0.94 1.68 N/A N/A 1,632,380 1,533,430 14,434,890 15,572,060 2023-05-24 $30.39 $24.50 48.6% 14.7% 35.6% 25.2% 52.3% 3.4% -1.1% 195.6M -17.54B -96.0M 0.89 1.90 N/A N/A 2,464,550 2,198,550 14,881,770 16,161,410 2023-05-25 $38.07 $25.00 49.0% 14.6% 85.6% 26.4% 53.9% -2.3% -0.5% 481.2M -46.86B -89.8M 0.67 2.03 N/A N/A 15,798,880 10,604,860 16,451,280 17,376,020 2023-05-26 $38.94 $25.00 45.7% 13.4% 85.6% 17.3% 48.6% -2.8% 0.2% 719.1M -45.95B -98.6M 0.60 4.19 N/A N/A 10,741,130 6,403,090 18,002,860 19,845,550 2023-05-30 $40.06 $26.00 48.7% 14.7% 85.1% 31.9% 54.6% -3.5% -1.1% 441.4M -41.98B -103.8M 0.64 2.49 N/A N/A 9,216,560 5,890,190 16,013,980 17,526,240 2023-05-31 $38.47 $27.50 46.5% 13.9% 86.1% 23.9% 50.3% -2.2% -1.2% 158.1M -34.39B -112.4M 0.83 2.61 N/A N/A 7,086,570 5,847,910 17,633,330 19,106,890
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