Nvidia

NVDA

104.74

+1.79

+1.7%

After Hours:

104.64

-0.10

-0.1%

Stock Price
Open: 103.54
Prev. Close: 102.95
Low/Hi: 102.67 - 105.33
52-Week: 34.40 - 120.92
Volumes
Equity: 9,680,522
90-Day Avg: 17,695,690
Option: 94,470
90-Day Avg: 129,399
Volatility
Today: 22.3
20-Day: 31.1
52-Week: 33.4
30-Day IV: 38.6 +0.5
IV Rank: 0.52 (Moderate)
Fundamental
Dividend: 18-May $0.14 (Est.)
Div. Yield: 0.5%
Earnings: 9-May
P/E Ratio: 33.43
Market Cap: 61.2 B
Stock Type: Common | Sector: Technology | Industry: Semiconductor - Specialized

NVDA Symbol Review Report

Price Performance:

Today, NVDA has moved +1.7%, while SPY has moved +0.6%.

Over the last two weeks, NVDA has moved +6.8%, and SPY has moved +1.5%.

Volume:

NVDA's stock volume today is 9,680,522, which is 0.5x relative to the 90-day average of 17,695,690

SPY's relative volume today is 0.9x, trading 71,835,683 shares against an average of 79,734,761 for the last 90 days.

Volatility:

The current 1-Day OHLC Volatility for NVDA is 22.3 for today. The 20-day average is 26.4, and the 52-week average is 29.2.

The 1-Day OHLC Volatility for SPY is 6.6, while the average over the last 20 days is 8.2, and for the last 52 weeks is 8.1.

Implied Volatility:

The current 30-Day Implied Volatility (IV30) is 38.6, and has moved +1.4% from yesterday. Its IV Ranking is 0.52, which is considered Moderate.

As a comparison, the current IV30 for SPY is 8.1, down slightly -0.3% from the previous day. SPY's IV Rank is Subdued at 0.34.

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

Over the same span, SPY's IV30 Range is 8.1 - 20.7.

Based on the IV30, a synthetic put to protect downside risk would cost 4.4%, compared to a 52-week range of 2.9% - 6.9%.

At-the-Money Straddles:

ATM Straddle Expected Range
Expiration $ Premium % Premium Low High
28-Apr-17 1.99 1.9% 102.77 106.76
05-May-17 3.72 3.6% 101.04 108.49
12-May-17 8.05 7.7% 96.72 112.81
19-May-17 8.81 8.4% 95.96 113.57
26-May-17 9.40 9.0% 95.36 114.17
02-Jun-17 9.80 9.4% 94.97 114.56
16-Jun-17 10.61 10.1% 94.15 115.38
21-Jul-17 12.71 12.1% 92.05 117.48
15-Sep-17 17.20 16.4% 87.56 121.97
15-Dec-17 22.26 21.2% 82.51 127.02
19-Jan-18 23.55 22.5% 81.22 128.31
18-Jan-19 37.46 35.8% 67.31 142.22

Volatility Skew:

The current downside put implied volatility is trading 0.0% equal to the upside call volatility, which represents a bullish tone when compared to the past year. Over the last year, the downside put has traded on average 5.2% higher than the upside call.

Option Volume:

On the day, NVDA traded 94,470 contracts, with 33.3% being put options. This represents a relative volume of 0.7x compared to the last 90 days, when the average volume was 129,399 and 43.2% 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 3,380 7.5% 1,848,603 20,437 45.3% 4,274,421 4,789 10.6% 260,271 28,606 63.4% 6,383,295
Put 412 0.9% 419,902 7,214 16.0% 1,844,122 8,878 19.7% 449,667 16,504 36.6% 2,713,691
Total 45,110 9,096,986

Most Active Options:

Option Symbol Volume # Trades Last Price Low Price High Price Open Interest IV % IV Change
NVDA 28Apr17 C 105 5,512 598 0.91 0.38 1.26 3,379 21.8 -5.5%
NVDA 19May17 C 105 5,110 638 4.35 3.40 4.70 39,960 39.9 +5.0%
NVDA 28Apr17 C 104 4,266 546 1.49 0.63 2.09 2,896 22.1 -1.4%
NVDA 28Apr17 C 106 3,579 323 0.55 0.25 0.77 2,434 22.5 -5.7%
NVDA 28Apr17 C 103 3,400 507 2.17 0.96 3.19 2,887 22.4 0.0%

Biggest Open Interest Increases:

Option Symbol Open Interest Previous
Open Interest
Change % Change Current Volume
NVDA 28Apr17 C 104 2,896 1,601 +1,295 +80.9% 4,266
NVDA 28Apr17 C 105 3,379 2,413 +966 +40.0% 5,512
NVDA 28Apr17 C 103 2,887 2,051 +836 +40.8% 3,400
NVDA 28Apr17 C 106 2,434 1,617 +817 +50.5% 3,579
NVDA 28Apr17 P 102 1,473 773 +700 +90.6% 1,390

Biggest Open Interest Decreases:

Option Symbol Open Interest Previous
Open Interest
Change % Change Current Volume
NVDA 16Jun17 C 130 5,230 8,307 -3,077 -37.0% 193
NVDA 16Jun17 C 120 8,522 9,136 -614 -6.7% 1,234
NVDA 18Jan19 P 95 1,834 2,356 -522 -22.2% 0
NVDA 28Apr17 C 101 1,680 1,950 -270 -13.9% 828
NVDA 28Apr17 P 101 6,173 6,400 -227 -3.6% 1,168

Upcoming Dividend:

The next dividend for NVDA has not yet been announced. Its indicative dividend yield going forward is 0.54%.

Upcoming Earnings:

The next announced earnings release for NVDA is on 9-May-2017, scheduled at an undisclosed time. The price effect from the previous earnings date was -2.4%, and the option market's implied straddle is ±7.8%.