NVDA implied volatility now and history

NVIDIA na the biggest AI chipmaker for market and e get one of the top-three options tape. This page dey track NVDA implied volatility, wey be the market live price for how the stock fit move, in three ways: every session for the last three months, the month-by-month history against index benchmarks, and how e slope across expirations. Every number come from real option closing prices, and weekly batch dey refresh am.

NVDA implied volatility for the last 90 days

SELECT toString(date) AS session_date,
       round(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol = 'NVDA'
  AND date >= (SELECT max(date) - 90 FROM global_markets.options_greeks)
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
  AND expiration_date BETWEEN date + 7 AND date + 60
GROUP BY date
HAVING count() >= 10
ORDER BY date

Each point na one session median implied volatility across NVDA near-the-money contracts. The strikes dey within 5% of the stock, and the contracts expire between one week and two months. The latest reading na 31.6%. IV of that size na annualized number. E show the yearly percentage move wey option prices treat as normal. If you divide am by roughly 16, you get the implied one-day move.

NVDA IV history against the market, month by month

SELECT toString(toStartOfMonth(date)) AS month,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'NVDA'), 1) AS nvda_iv_pct,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'SPY'), 1) AS spy_iv_pct,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'QQQ'), 1) AS qqq_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('NVDA', 'SPY', 'QQQ')
  AND date >= toDate('2022-07-01')
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
  AND expiration_date BETWEEN date + 7 AND date + 60
GROUP BY month
HAVING countIf(underlying_symbol = 'NVDA') >= 50
ORDER BY month

The chart show NVDA fear gauge over time against the market own gauge. The SPY and QQQ lines use the same measurement for the market benchmark chains. The latest month read 29.5% for NVDA, against 12.8% for SPY and 18.7% for QQQ. Diversified index almost always get lower implied volatility than any single stock inside am. The gap between the lines na the single-name premium. How that gap dey widen and narrow na the story of NVDA risk cycles. The peaks show periods when option buyers pay the highest premium. The troughs show periods when market treat the stock as calm.

The term structure: NVDA IV by expiration

SELECT multiIf(days_to_expiry <= 14, 'Under 2 weeks', days_to_expiry <= 45, '2-6 weeks',
               days_to_expiry <= 120, '6 weeks - 4 months', 'Beyond 4 months') AS expiry_bucket,
       round(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct,
       count() AS contracts
FROM global_markets.options_greeks
WHERE underlying_symbol = 'NVDA'
  AND date = (SELECT max(date) FROM global_markets.options_greeks)
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
GROUP BY expiry_bucket
HAVING count() >= 5
ORDER BY min(days_to_expiry)

As you read across the buckets, you dey see WHEN the market expect movement. If front end dey above back end, e mean say market dey price near-term event risk, like report, decision or catalyst inside the period. Flat or upward-sloping curve na the normal resting state: more time means more uncertainty, so IV dey rise gently.

FAQ

Wetin be NVDA implied volatility right now?

31.6% at the money as of the latest session on file. Measurement cover near-the-money contracts wey expire between 7 and 60 days. The 90-day chart above show the full recent path, and weekly batch dey refresh the number.

NVDA IV high or low right now?

Judge am in three ways: compare am with its recent path, using the 90-day chart; compare am with its own history, using the monthly chart where the latest month read 29.5%; and compare am with the benchmarks wey dey for the same axes. To see where market extremes dey, the high-IV board dey track names wey dey price the biggest moves.

How dem measure am?

Dem use NVDA near-the-money contracts, with strikes within 5% of the stock price, at each session close. Dem keep only contracts where the volatility solve converge. Each value na the median. Thin sessions and months dey removed based on the contract floors wey show for each panel SQL.

Wetin dey move NVDA implied volatility?

Scheduled events dey load IV before dem happen and crush am after; realized turbulence dey raise am; calm market dey grind am down. The monthly history above na the record of exactly those cycles.

Every panel na stored, versioned query across the full options tape. You fit expand any panel to audit am, or measure any strike for NVDA chain on the Strasmore terminal. If the grid of strikes and expirations for that screen no familiar, reading an option chain column by column go show where the IV figure dey beside the bid, ask, volume and delta for each contract. For the concept, start with wetin implied volatility be; to understand how strikes differ on the same stock, see volatility skew.