Nvidia

NVDA

159.52

+0.05

0.0%

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Stock Price
Open: 159.80
Prev. Close: 159.47
Low/Hi: 157.40 - 160.34
52-Week: 44.57 - 168.50
Volumes
Equity: 6,570,115
90-Day Avg: 19,075,445
Option: 49,681
90-Day Avg: 169,053
Volatility
Today: 23.5
20-Day: 47.2
52-Week: 36.6
30-Day IV: 37.7 -1.0
IV Rank: 0.40 (Subdued)
Fundamental
Dividend: 18-Aug $0.14 (Est.)
Div. Yield: 0.4%
Earnings: 9-Aug (Est.)
P/E Ratio: 44.92
Market Cap: 94.9 B
Stock Type: Common | Sector: Technology | Industry: Semiconductor - Specialized

NVDA Symbol Review Report

Price Performance:

Today, NVDA has moved 0.0%, while SPY has moved +0.1%.

Over the last two weeks, NVDA has moved -0.3%, and SPY has moved -0.2%.

Volume:

NVDA's stock volume today is 6,564,675, which is 0.3x relative to the 90-day average of 19,075,445

SPY's relative volume today is 0.2x, trading 16,860,135 shares against an average of 76,236,492 for the last 90 days.

Volatility:

The current 1-Day OHLC Volatility for NVDA is 23.5 for today. The 20-day average is 41.3, and the 52-week average is 31.6.

The 1-Day OHLC Volatility for SPY is 2.9, while the average over the last 20 days is 5.8, and for the last 52 weeks is 7.5.

Implied Volatility:

The current 30-Day Implied Volatility (IV30) is 37.7, and has moved -2.7% from yesterday. Its IV Ranking is 0.40, which is considered Subdued.

As a comparison, the current IV30 for SPY is 8.2, down -3.7% from the previous day. SPY's IV Rank is Moderate at 0.47.

Over the last 52 weeks, the IV30 Range is 27.2 - 61.4.

Over the same span, SPY's IV30 Range is 6.9 - 20.7.

Based on the IV30, a synthetic put to protect downside risk would cost 4.2%, compared to a 52-week range of 3.1% - 6.9%.

At-the-Money Straddles:

ATM Straddle Expected Range
Expiration $ Premium % Premium Low High
23-Jun-17 3.28 2.1% 156.09 162.65
30-Jun-17 7.41 4.6% 151.96 166.78
07-Jul-17 9.48 5.9% 149.89 168.85
14-Jul-17 11.71 7.3% 147.66 171.08
21-Jul-17 13.63 8.6% 145.74 173.00
28-Jul-17 15.37 9.6% 144.00 174.74
04-Aug-17 17.45 10.9% 141.92 176.82
18-Aug-17 25.01 15.7% 134.36 184.38
15-Sep-17 28.50 17.9% 130.87 187.87
20-Oct-17 32.34 20.3% 127.03 191.71
17-Nov-17 37.63 23.6% 121.74 197.00
15-Dec-17 39.49 24.8% 119.88 198.86
19-Jan-18 41.69 26.2% 117.68 201.06
18-Jan-19 66.30 41.6% 93.07 225.67

Volatility Skew:

The current downside put implied volatility is trading 0.8% 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 3.5% higher than the upside call.

Option Volume:

On the day, NVDA traded 49,681 contracts, with 42.5% being put options. This represents a relative volume of 0.3x compared to the last 90 days, when the average volume was 169,053 and 40.9% 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 2,112 4.2% 2,365,013 19,043 38.3% 10,011,142 7,429 14.9% 463,836 28,584 57.5% 12,839,991
Put 919 1.8% 457,153 9,678 19.5% 4,822,310 10,537 21.2% 1,125,012 21,134 42.5% 6,404,475
Total 49,718 19,244,466

Most Active Options:

Option Symbol Volume # Trades Last Price Low Price High Price Open Interest IV % IV Change
NVDA 23Jun17 C 160 5,420 870 1.41 0.83 1.88 7,800 32.1 -7.0%
NVDA 23Jun17 P 155 2,980 348 0.38 0.26 0.88 5,185 34.3 -4.2%
NVDA 23Jun17 C 162.5 2,846 390 0.58 0.42 0.89 5,913 32.9 -7.7%
NVDA 23Jun17 P 157.5 2,808 305 0.88 0.66 1.90 3,440 32.5 -7.4%
NVDA 23Jun17 C 157.5 2,522 332 2.72 1.88 3.68 4,382 32.3 -7.6%

Biggest Open Interest Increases:

Option Symbol Open Interest Previous
Open Interest
Change % Change Current Volume
NVDA 30Jun17 P 149 1,407 358 +1,049 +293.0% 46
NVDA 30Jun17 C 160 3,473 2,430 +1,043 +42.9% 1,642
NVDA 18Aug17 C 155 4,483 3,459 +1,024 +29.6% 81
NVDA 23Jun17 C 162.5 5,913 4,963 +950 +19.1% 2,846
NVDA 23Jun17 C 165 4,060 3,372 +688 +20.4% 1,357

Biggest Open Interest Decreases:

Option Symbol Open Interest Previous
Open Interest
Change % Change Current Volume
NVDA 21Jul17 C 165 5,344 5,992 -648 -10.8% 169
NVDA 30Jun17 C 180 456 1,032 -576 -55.8% 27
NVDA 21Jul17 P 135 5,576 5,886 -310 -5.3% 210
NVDA 23Jun17 C 152.5 2,369 2,656 -287 -10.8% 279
NVDA 21Jul17 C 160 7,084 7,287 -203 -2.8% 1,037

Upcoming Dividend:

The next dividend for NVDA has not yet been announced. Its indicative dividend yield going forward is 0.35%.