NVDA Options History — June 2023 In June 2023, NVDA traded between $37.48 and $43.86. ATM implied volatility averaged 41.1%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded below realized volatility by 33.6% (HV 20d: 74.7%). Max pain ranged from $28.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.76.
Notable Days 2023-06-14 : Highest Volume — 15,388,960 contracts2023-06-02 : Largest IV drop — 9.2% change2023-06-14 : Highest IV Rank — 25.2%2023-06-01 : Largest Expected Move — 13.9%Monthly Statistics Metric Avg Min Max Open Close Price $40.93 $37.48 $43.86 $39.66 $42.43 Max Pain $32.04 $28.00 $35.00 $28.00 $35.00 ATM IV 41.1% 37.9% 46.7% 46.7% 38.5% Expected Move 11.8% 10.6% 13.9% 13.9% 10.6% HV 20d 74.7% 35.7% 87.0% 85.8% 36.9% HV 60d 56.3% 55.5% 57.3% 56.5% 57.3% IV Rank 9.6% 0.0% 25.2% 24.5% 1.8% IV Percentile 3.7% 0.0% 10.3% 9.5% 1.2% Term Structure 0.3% -1.4% 1.1% -1.4% 0.6% VWIV 42.5% 38.4% 50.2% 50.2% 38.4% Skew 25d -1.5% -6.2% 0.3% -2.8% -0.5% Skew 10d -3.9% -13.0% -0.1% -6.5% -2.0% Call IV 25d 42.9% 38.9% 50.7% 49.7% 39.4% Put IV 25d 41.4% 38.3% 46.9% 46.9% 39.0% Bid-Ask Spread % 2.35 1.73 3.16 2.36 2.38 Gamma HHI 0.08 0.04 0.35 0.06 0.26 Net GEX 464.3M 23.3M 1.16B 493.1M 999.8M Net DEX -37.84B -53.21B -27.45B -40.65B -37.35B Net VEX -121.2M -128.5M -107.6M -117.3M -127.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.57 1.09 0.68 0.84 Total Volume 9,726,759.524 5,292,280 15,388,960 11,885,370 12,778,880 Total OI 37,841,090.952 32,425,270 43,927,760 39,057,090 37,005,490
Daily Data (21 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 2023-06-01 $39.66 $28.00 46.7% 13.9% 85.8% 24.5% 50.2% -2.8% -1.4% 493.1M -40.65B -117.3M 0.68 2.36 N/A N/A 7,091,830 4,793,540 19,309,400 19,747,690 2023-06-02 $39.27 $28.75 42.4% 12.5% 85.7% 9.1% 45.1% -1.6% -0.6% 350.1M -38.99B -117.0M 0.73 2.22 N/A N/A 7,684,020 5,572,320 19,930,900 20,483,750 2023-06-05 $39.27 $30.00 40.5% 11.8% 85.6% 2.3% 42.4% -0.3% 0.6% 319.8M -37.14B -113.3M 0.73 2.43 N/A N/A 3,833,560 2,780,500 18,178,770 18,985,610 2023-06-06 $38.61 $30.00 38.4% 11.3% 86.4% 0.0% 40.1% 0.1% 1.0% 204.2M -34.35B -113.9M 0.68 2.41 N/A N/A 4,780,600 3,249,160 18,794,590 19,582,820 2023-06-07 $37.48 $30.00 38.5% 11.2% 86.9% 0.1% 40.2% -0.0% 0.3% 23.3M -29.11B -116.2M 0.68 3.03 N/A N/A 4,123,980 2,790,040 19,444,340 20,096,420 2023-06-08 $38.47 $30.50 38.6% 11.3% 87.0% 0.5% 40.9% -0.4% 0.5% 349.7M -34.56B -117.9M 0.78 2.63 N/A N/A 3,247,420 2,533,790 20,064,110 20,449,910 2023-06-09 $38.65 $31.00 37.9% 11.1% 86.4% 0.0% 39.6% -0.9% 0.1% 324.9M -35.69B -117.5M 0.65 2.41 N/A N/A 5,873,120 3,821,340 20,333,280 20,828,940 2023-06-12 $39.32 $31.00 40.4% 11.6% 85.9% 8.5% 41.7% -1.3% 0.1% 450.4M -37.67B -118.6M 0.61 3.16 N/A N/A 3,277,430 2,014,850 18,995,010 19,674,290 2023-06-13 $41.08 $31.00 41.8% 12.0% 86.5% 13.1% 43.4% -3.3% 0.1% 739.8M -45.59B -117.5M 0.57 2.36 N/A N/A 8,007,410 4,546,840 19,273,210 20,092,830 2023-06-14 $42.57 $31.50 45.4% 13.0% 86.7% 25.2% 47.2% -6.2% 0.0% 1.09B -53.21B -107.6M 0.64 3.13 N/A N/A 9,404,700 5,984,260 20,086,160 20,825,970 2023-06-15 $42.75 $31.50 44.5% 12.9% 86.8% 22.1% 46.7% -4.8% 0.4% 794.8M -52.59B -125.3M 0.65 2.25 N/A N/A 6,888,800 4,475,340 20,884,360 22,058,540 2023-06-16 $43.00 $33.00 42.6% 12.3% 86.1% 15.6% 44.8% -3.2% 0.5% 1.16B -52.82B -126.4M 0.65 2.46 N/A N/A 8,126,560 5,269,180 21,247,820 22,679,940 2023-06-20 $43.86 $33.00 43.3% 12.4% 85.5% 18.1% 44.6% -3.1% 0.5% 573.7M -40.14B -124.7M 0.81 2.06 N/A N/A 3,978,380 3,225,110 15,993,570 16,431,700 2023-06-21 $43.13 $33.00 41.9% 12.0% 86.0% 13.3% 43.3% -1.7% 0.8% 476.7M -37.34B -125.7M 0.83 2.42 N/A N/A 5,526,060 4,580,830 16,665,390 17,285,780 2023-06-22 $42.86 $33.50 40.3% 11.5% 85.9% 8.1% 41.2% -0.7% 0.8% 376.1M -36.20B -126.2M 0.85 2.19 N/A N/A 4,828,460 4,091,660 17,145,940 17,712,370 2023-06-23 $42.35 $34.00 39.0% 11.1% 85.8% 3.7% 39.5% -0.4% 1.1% 252.6M -33.68B -126.0M 0.90 1.92 N/A N/A 4,784,510 4,313,430 17,391,070 18,064,610 2023-06-26 $40.82 $34.00 40.7% 11.5% 38.8% 9.4% 41.3% 0.3% 0.4% 125.4M -27.64B -124.7M 0.80 2.22 N/A N/A 5,897,540 4,688,920 15,863,970 16,841,780 2023-06-27 $41.92 $34.50 40.1% 11.3% 39.1% 7.3% 40.2% -0.3% 0.5% 388.9M -32.76B -125.4M 0.83 1.85 N/A N/A 4,302,550 3,552,040 16,981,950 17,486,170 2023-06-28 $41.21 $34.50 41.1% 11.6% 38.6% 10.8% 41.0% -0.1% 0.2% 224.4M -29.61B -127.7M 1.09 1.73 N/A N/A 4,976,060 5,442,620 17,245,530 18,012,710 2023-06-29 $40.75 $35.00 40.3% 11.3% 35.7% 7.9% 40.1% 0.0% 0.4% 36.3M -27.45B -128.5M 0.89 1.77 N/A N/A 3,768,940 3,355,370 17,824,310 18,661,910 2023-06-30 $42.43 $35.00 38.5% 10.6% 36.9% 1.8% 38.4% -0.5% 0.6% 999.8M -37.35B -127.7M 0.84 2.38 N/A N/A 6,959,670 5,819,210 18,210,540 18,794,950
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