Nvidia

NVDA

136.18

-2.72

-2.0%

Stock Price
Open: 139.65
Prev. Close: 138.90
Low/Hi: 135.71 - 139.79
52-Week: 44.13 - 139.48
Volumes
Equity: 13,009,676
90-Day Avg: 16,412,000
Option: 125,004
90-Day Avg: 141,840
Volatility
Today: 38.5
20-Day: 38.3
52-Week: 34.4
30-Day IV: 34.0 -1.5
IV Rank: 0.32 (Subdued)
Fundamental
Dividend: 18-Aug $0.14 (Est.)
Div. Yield: 0.4%
Earnings: 9-Aug (Est.)
P/E Ratio: 45.10
Market Cap: 82.6 B
Stock Type: Common | Sector: Technology | Industry: Semiconductor - Specialized

NVDA Symbol Review Report

Price Performance:

Today, NVDA has moved -2.0%, while SPY has moved +0.2%.

Over the last two weeks, NVDA has moved +32.3%, and SPY has moved +0.2%.

Volume:

NVDA's stock volume today is 13,007,230, which is 0.8x relative to the 90-day average of 16,412,000

SPY's relative volume today is 0.3x, trading 24,455,619 shares against an average of 77,475,548 for the last 90 days.

Volatility:

The current 1-Day OHLC Volatility for NVDA is 38.5 for today. The 20-day average is 32.4, and the 52-week average is 29.8.

The 1-Day OHLC Volatility for SPY is 3.7, while the average over the last 20 days is 5.8, and for the last 52 weeks is 7.7.

Implied Volatility:

The current 30-Day Implied Volatility (IV30) is 34.0, and has moved -4.1% from yesterday. Its IV Ranking is 0.32, which is considered Subdued.

As a comparison, the current IV30 for SPY is 8.1, down slightly -0.1% from the previous day. SPY's IV Rank is Subdued at 0.39.

Over the last 52 weeks, the IV30 Range is 25.9 - 61.4.

Over the same span, SPY's IV30 Range is 7.2 - 20.7.

Based on the IV30, a synthetic put to protect downside risk would cost 3.8%, compared to a 52-week range of 2.9% - 6.9%.

At-the-Money Straddles:

ATM Straddle Expected Range
Expiration $ Premium % Premium Low High
26-May-17 3.70 2.7% 132.53 139.93
02-Jun-17 5.97 4.4% 130.26 142.20
09-Jun-17 7.91 5.8% 128.32 144.14
16-Jun-17 9.58 7.0% 126.65 145.81
23-Jun-17 11.01 8.1% 125.22 147.24
30-Jun-17 12.26 9.0% 123.97 148.49
21-Jul-17 15.30 11.2% 120.93 151.53
18-Aug-17 21.66 15.9% 114.57 157.89
15-Sep-17 24.28 17.8% 111.95 160.51
15-Dec-17 32.07 23.5% 104.16 168.30
19-Jan-18 34.04 25.0% 102.19 170.27
18-Jan-19 54.38 39.9% 81.85 190.61

Volatility Skew:

The current downside put implied volatility is trading 0.6% higher than the upside call volatility, which represents a slightly bullish tone when compared to the past year. Over the last year, the downside put has traded on average 4.4% higher than the upside call.

Option Volume:

On the day, NVDA traded 125,004 contracts, with 33.8% being put options. This represents a relative volume of 0.9x compared to the last 90 days, when the average volume was 141,840 and 41.7% puts.

Order Flow:

In the Money At the Money Out of the Money Total
Option Type Volume % Volume Total
Notional
Volume % Volume Total
Notional
Volume % Volume Total
Notional
Volume % Volume Total
Notional $
Call 0 0.0% 0 0 0.0% 0 0 0.0% 0 0 0.0% 0
Put 0 0.0% 0 0 0.0% 0 0 0.0% 0 0 0.0% 0
Total 0 0

Most Active Options:

Option Symbol Volume # Trades Last Price Low Price High Price Open Interest IV % IV Change
NVDA 26May17 C 140 13,164 854 0.60 0.53 2.20 10,714 30.4 -7.7%
NVDA 26May17 C 138 6,767 617 1.11 1.00 3.16 4,438 29.9 -8.4%
NVDA 26May17 C 135 6,447 304 2.63 2.31 5.30 6,386 30.2 -8.2%
NVDA 26May17 C 137 5,245 660 1.52 1.35 3.80 1,177 29.7 -9.2%
NVDA 26May17 P 135 4,118 556 1.22 0.61 1.50 3,642 30.0 -10.7%

Biggest Open Interest Increases:

Option Symbol Open Interest Previous
Open Interest
Change % Change Current Volume
NVDA 15Sep17 P 35 2,027 22 +2,005 +9113.6% 0
NVDA 26May17 P 135 3,642 1,920 +1,722 +89.7% 4,118
NVDA 26May17 C 140 10,714 9,096 +1,618 +17.8% 13,164
NVDA 26May17 C 143 1,877 440 +1,437 +326.6% 1,757
NVDA 26May17 P 134 1,583 629 +954 +151.7% 1,626

Biggest Open Interest Decreases:

Option Symbol Open Interest Previous
Open Interest
Change % Change Current Volume
NVDA 21Jul17 C 180 605 1,677 -1,072 -63.9% 8
NVDA 16Jun17 C 135 9,065 9,906 -841 -8.5% 1,809
NVDA 26May17 C 138 4,438 5,206 -768 -14.8% 6,767
NVDA 30Jun17 C 134 4,326 5,057 -731 -14.5% 0
NVDA 26May17 C 137 1,177 1,751 -574 -32.8% 5,245

Upcoming Dividend:

The next dividend for NVDA has not yet been announced. Its indicative dividend yield going forward is 0.40%.