Nvidia

NVDA

191.07

+0.23

+0.1%

Please Login or Register

Login|Register FREE

Stock Price
Open: 192.23
Prev. Close: 190.84
Low/Hi: 190.62 - 192.55
52-Week: 90.05 - 218.67
Volumes
Equity: 1,628,137
90-Day Avg: 15,507,567
Option: 11,325
90-Day Avg: 154,640
Volatility
Todays Stock Vol: 14.7
20-Day (HV): 38.6
52-Week (HV): 37.9
30-Day IV: 31.9 -0.9
IV Pct Rank: 22% Subdued
Fundamental
Dividend: 23-Feb $0.15 (Est.)
Div. Yield: 0.3%
Earnings: 13-Feb (Est.)
P/E Ratio: 43.18
Market Cap: 115.6 B
Stock Info
Type: Common
Sector: Technology
Industry: Semiconductor - Specialized

NVDA Symbol Review Report

Price Performance:

Today, NVDA has moved +0.1%, while SPY has moved +0.2%.

Over the last two weeks, NVDA has moved -2.7%, and SPY has moved +1.8%.

Volume:

NVDA's stock volume today is 1,548,628, which is 0.1x relative to the 90-day average of 15,507,567

SPY's relative volume today is 0.1x, trading 5,764,752 shares against an average of 67,341,705 for the last 90 days.

Volatility:

The current 1-Day OHLC Volatility for NVDA is 14.7 for today. The 20-day average is 31.4, and the 52-week average is 33.0.

The 1-Day OHLC Volatility for SPY is 2.6, while the average over the last 20 days is 6.5, and for the last 52 weeks is 6.2.

Implied Volatility:

The current 30-Day Implied Volatility (IV30) is 31.9, and has moved -2.9% from yesterday. Its IV % Rank is 0.22, which is considered Subdued.

As a comparison, the current IV30 for SPY is 7.2, down slightly -1.2% from the previous day. SPY's IV % Rank is Subdued at 0.23.

Over the last 52 weeks, the IV30 Range is 24.8 - 61.4.

Over the same span, SPY's IV30 Range is 6.4 - 13.5.

Based on the IV30, a synthetic put to protect downside risk would cost 3.6%, compared to a 52-week range of 2.8% - 6.9%.

At-the-Money Straddles:

ATM Straddle Expected Range
Expiration $ Premium % Premium Low High
15-Dec-17 4.33 2.3% 187.26 195.93
22-Dec-17 7.74 4.0% 183.85 199.34
29-Dec-17 9.54 5.0% 182.05 201.14
05-Jan-18 11.94 6.2% 179.66 203.53
12-Jan-18 14.07 7.3% 177.53 205.66
19-Jan-18 15.73 8.2% 175.86 207.33
26-Jan-18 16.96 8.9% 174.64 208.55
16-Feb-18 25.90 13.5% 165.69 217.50
16-Mar-18 29.37 15.3% 162.23 220.96
15-Jun-18 41.88 21.9% 149.71 233.48
18-Jan-19 61.48 32.1% 130.12 253.07
17-Jan-20 80.34 41.9% 111.26 271.93

Volatility Skew:

The current downside put implied volatility is trading 0.9% higher than the upside call volatility, which represents a neutral tone when compared to the past year. Over the last year, the downside put has traded on average 1.0% higher than the upside call.

Option Volume:

On the day, NVDA traded 11,325 contracts, with 36.8% being put options. This represents a relative volume of 0.1x compared to the last 90 days, when the average volume was 154,640 and 40.4% 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 635 5.7% 855,673 4,662 41.6% 2,001,066 1,829 16.3% 98,851 7,126 63.6% 2,955,590
Put 316 2.8% 528,077 1,943 17.3% 828,658 1,824 16.3% 165,747 4,083 36.4% 1,522,482
Total 11,209 4,478,072

Most Active Options:

Option Symbol Volume # Trades Last Price Low Price High Price Open Interest IV % IV Change
NVDA 15Dec17 C 195 1,164 107 0.89 0.63 1.25 7,062 25.4 -13.9%
NVDA 15Dec17 C 192.5 848 82 1.75 1.36 2.30 4,685 25.8 -13.6%
NVDA 15Dec17 P 190 624 82 1.51 1.28 1.86 7,787 26.7 -11.7%
NVDA 15Dec17 C 197.5 453 36 0.38 0.28 0.58 4,616 25.6 -13.1%
NVDA 15Dec17 P 185 294 44 0.45 0.41 0.60 6,177 29.6 -8.5%

Biggest Open Interest Increases:

Option Symbol Open Interest Previous
Open Interest
Change % Change Current Volume
NVDA 19Jan18 P 195 20,971 14,007 +6,964 +49.7% 6
NVDA 19Jan18 C 195 21,454 15,174 +6,280 +41.4% 43
NVDA 29Dec17 C 200 3,411 1,617 +1,794 +111.0% 239
NVDA 15Dec17 C 195 7,062 6,210 +852 +13.7% 1,164
NVDA 22Dec17 P 205 2,657 1,840 +817 +44.4% 0

Biggest Open Interest Decreases:

Option Symbol Open Interest Previous
Open Interest
Change % Change Current Volume
NVDA 16Mar18 P 180 4,718 5,153 -435 -8.4% 2
NVDA 15Dec17 P 215 904 1,330 -426 -32.0% 9
NVDA 15Dec17 C 202.5 2,515 2,933 -418 -14.3% 135
NVDA 15Dec17 P 205 3,908 4,296 -388 -9.0% 17
NVDA 15Dec17 C 240 4,722 4,992 -270 -5.4% 0

Upcoming Dividend:

The next dividend for NVDA has not yet been announced. Its indicative dividend yield going forward is 0.31%.

Wait, Before You Leave...