NVDA after its late-May 2023 report: implied volatility and where the stock went

Name: NVDA after its late-May 2023 report: implied volatility and where the stock went
Creator: Strasmore
Published: 2026-08-22
License: https://www.strasmore.com/terms/

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-22, from Expected Move From Implied Volatility.

as of 2026-08-22 series 12×6read in context →

NVDA after its late-May 2023 report: implied volatility and where the stock went — 12 rows by 6 columns, computed 2026-08-22 from US exchange, SIP and OPRA data.
date	session_label	iv_pct	expected_move_pct	iv_pct_of_report_day	move_from_report_day_pct
2023-05-24	May 24	115.1	30.54	100	0
2023-05-25	May 25	49.4	14.48	42.9	-0.7
2023-05-26	May 26	46.2	13.41	40.1	2.53
2023-05-30	May 30	48.8	14.23	42.4	4.57
2023-05-31	May 31	46.6	13.35	40.4	-0.16
2023-06-01	Jun 1	46.4	13.85	40.3	4.99
2023-06-02	Jun 2	42.6	12.57	37	3.06
2023-06-05	Jun 5	41.4	12.44	36	2.47
2023-06-06	Jun 6	39.2	12.24	34	1.92
2023-06-07	Jun 7	38.8	11.95	33.7	-0.74
2023-06-08	Jun 8	39.4	11.94	34.2	1.54
2023-06-09	Jun 9	39.2	11.52	34.1	1.71

Rows × columns: 12 × 6
Period covered: 2023-05-24 to 2023-06-09
Computed: 2026-08-22
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for NVDA after its late-May 2023 report: implied volatility and where the stock went, derived from the stored result.
Column	Type	Range	Notes
`date`	date	2023-05-24 to 2023-06-09
`session_label`	text	12 distinct values (Jun 1, Jun 2, Jun 5…)
`iv_pct`	number	38.8 to 115.1	percent
`expected_move_pct`	number	11.52 to 30.54	percent
`iv_pct_of_report_day`	number	33.7 to 100	percent
`move_from_report_day_pct`	number	-0.74 to 4.99	percent

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on 2026-08-22, and the query below is what returned them.

the exact SQL behind every number

WITH
    (SELECT avg(toFloat64(implied_volatility))
     FROM global_markets.options_greeks
     WHERE underlying_symbol = 'NVDA'
       AND date = toDate('2023-05-24')
       AND iv_converged = 1
       AND volume > 0
       AND days_to_expiry BETWEEN 20 AND 45
       AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05) AS iv_report_day,
    (SELECT avg(toFloat64(underlying_close))
     FROM global_markets.options_greeks
     WHERE underlying_symbol = 'NVDA'
       AND date = toDate('2023-05-24')
       AND iv_converged = 1
       AND volume > 0
       AND days_to_expiry BETWEEN 20 AND 45
       AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05) AS px_report_day
SELECT date,
       formatDateTime(date, '%b %e') AS session_label,
       round(100 * avg(toFloat64(implied_volatility)), 1) AS iv_pct,
       round(100 * avg(toFloat64(implied_volatility)) * sqrt(avg(days_to_expiry) / 365), 2) AS expected_move_pct,
       round(100 * avg(toFloat64(implied_volatility)) / iv_report_day, 1) AS iv_pct_of_report_day,
       round(100 * (avg(toFloat64(underlying_close)) / px_report_day - 1), 2) AS move_from_report_day_pct
FROM global_markets.options_greeks
WHERE underlying_symbol = 'NVDA'
  AND date BETWEEN toDate('2023-05-24') AND toDate('2023-06-09')
  AND iv_converged = 1
  AND volume > 0
  AND days_to_expiry BETWEEN 20 AND 45
  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
GROUP BY date
HAVING count() >= 3
ORDER BY date

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