NVIDIA

Historical Volatility Bottoming on NVDA

100
NVDA HV10 (bi-weekly) printed a coiled low for me on Friday May 9th, where today we saw the spring on great macro news release. I expect volatility to continue its regression journey to quarterly means throughout the company earnings report into the end of the month.

Should be a wild ride before consolidating with the broader markets.

IV on the local monthly closed 50.48% -- this leaves a divergence still from HV10 to IV of 13.05% and is leaving a premium move capture to HV63 of 31%!

This is why I love capturing a volatility sweeping move, because the premium per move is advantageous towards capital. I expect bi-weekly HV to trend up over the following week increasing our volatility range.

CHEERS!
Note
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