NVIDIA (NVDA): 20-day volatility 1.401% daily (2nd percentile)
On 2026-10-13, NVIDIA (NVDA) closed at 228.52 USD, up 0.97% on the day. At the 2026-10-13 close, NVIDIA (NVDA) traded at 81.2% of its 52-week range. Its 20-day return of +7.71% is in the 63rd percentile of its history since 1999. At the 2026-10-13 close, NVIDIA (NVDA) had an RSI(14) of 51.97, in the 44th percentile of its history since 1999. The RSI(14) of NVIDIA (NVDA) last entered the overbought zone 153 days ago (2026-05-13) and the oversold zone 557 days ago (2025-04-04). It is trading above its 20-, 50- and 200-day moving averages. At the 2026-10-13 close, the 20/50/200-day moving averages of NVIDIA (NVDA) were 228.32 / 223.03 / 202.54 USD, with price +0.09% / +2.46% / +12.83% against them. Ranked from highest to lowest, its moving averages are the 20-day, 50-day and 200-day. At the 2026-10-13 close, the 52-week range of NVIDIA (NVDA) was 164.27–243.37 USD; it closed 6.10% below the high (2.7× its typical daily range) and 39.11% above the low (11.5× its typical daily range). The high was set 7 days ago (2026-10-06) and the low 197 days ago (2026-03-30). It is 6.10% below its all-time high, set 7 days ago (2026-10-06). Its 20-day volatility is 1.401% daily, in the 2nd percentile of its history since 1999. Its daily realised volatility is 1.414% over 5 days, 1.401% over 20 days, 2.308% over 60 days and 2.483% over 120 days. Annualised, these are 22.4%, 22.2%, 36.6% and 39.4% respectively. Its 14-day average true range (ATR) is 5.59 USD, 2.45% of price. It has returned -4.48% (21st percentile since 1999) over 5 days, +0.58% (47th) over 10 days, +7.71% (63rd) over 20 days, +12.42% (53rd) over 60 days, +12.85% (42nd) over 120 days and +24.77% (38th) over 252 days. Against the S&P 500, its weekly returns show a beta of +1.66 and a correlation of +0.60 over 52 weeks; over 26 weeks, a beta of +2.17 and a correlation of +0.61. Relative to the S&P 500, it has returned -4.31% (5-day), -1.18% (10-day), +4.81% (20-day), +7.55% (60-day) and +5.64% (252-day). Its weekly-return correlation with changes in the US 10-year TIPS real yield is -0.01 over 52 weeks and -0.06 over 26 weeks. Next earnings are scheduled for 2026-11-17.
Figures reflect the official regular-session close for 2026-10-13.
=== NVIDIA (NVDA) (USD) ===
price & change (as of 2026-10-13, prior 2026-10-12)
close 228.52
change +2.20 (+0.972%)
vs market S&P 500 -0.02% · Nasdaq 100 -0.33% (same day)
listing Exchange: NASDAQ, Currency: USD
range (as of 2026-10-13)
range 5.58
close pos 97.8% of range
moving averages (as of 2026-10-13)
20d MA 228.32 price above by +0.09%
50d MA 223.03 price above by +2.46%
200d MA 202.54 price above by +12.83%
200d MA slope +2.40% over 20 sessions (rising)
price > all MAs
stack: 20d > 50d > 200d
20d MA last crossed above 50d MA: 2026-08-06 (68d ago)
20d MA last crossed above 200d MA: 2026-04-20 (176d ago)
50d MA last crossed above 200d MA: 2025-06-27 (473d ago)
volatility (as of 2026-10-13)
20d stdev 1.401% daily ≈ 22.2% annualised (×√252) (2nd pct of own history, since 1999 (6296 obs))
5d vol 1.414% daily ≈ 22.5% annualised (×√252) (14th pct of own history, since 1999 (6311 obs))
60d vol 2.308% daily ≈ 36.6% annualised (×√252) (20th pct of own history, since 1999 (6256 obs))
120d vol 2.483% daily ≈ 39.4% annualised (×√252) (22nd pct of own history, since 1999 (6196 obs))
vs easing-2024 avg 0.47× (1.401% vs 3.004% era avg)
ATR (as of 2026-10-13)
ATR(14) 5.59
ATR% 2.45% (6th pct of own history, since 1999 (6302 obs))
range/ATR 99.8%
relative volume (as of 2026-10-13)
RVOL 0.79x (today vs prior 20-day average, excl. today)
pctile 34th pct of own history, since 1999 (6296 obs)
avg vol 63d 118,806,049 (≈3-month average daily share volume)
52-week range (as of 2026-10-13)
high 243.37 (-6.10% from high) [2026-10-06, 7d ago]
low 164.27 (+39.11% from low) [2026-03-30, 197d ago]
drawdown -6.10% from all-time high, 7d ago (2026-10-06)
max drawdown (10-year, close-basis) -66.36% (2021-11-29 33.38 -> 2022-10-14 11.23, 319d peak-to-trough); recovered 2023-05-25 (223d after trough)
momentum (as of 2026-10-13)
RSI(14) 51.97 (44th pct of own history, since 1999 (6302 obs))
last overbought 153d ago (2026-05-13)
last oversold 557d ago (2025-04-04)
MACD (as of 2026-10-13)
MACD(12,26,9) +2.89 (below signal) signal +3.55 hist -0.66
returns (as of 2026-10-13)
5d return -4.48% from 239.24 on 2026-10-06 (21st pct of own history, since 1999 (6311 obs))
10d return +0.58% from 227.21 on 2026-09-29 (47th pct of own history, since 1999 (6306 obs))
20d return +7.71% from 212.17 on 2026-09-15 (63rd pct of own history, since 1999 (6296 obs))
60d return +12.42% from 203.28 on 2026-07-20 (53rd pct of own history, since 1999 (6256 obs))
120d return +12.85% from 202.50 on 2026-04-22 (42nd pct of own history, since 1999 (6196 obs))
252d return +24.77% from 183.16 on 2025-10-10 (38th pct of own history, since 1999 (6064 obs))
YTD return +22.53% from 186.50 on 2025-12-31
volatility by rate-era
pre-crisis (through 2008) 6.46% (from 1999-01-22)
ZIRP (2009–2015) 3.05%
tightening (2015–2018) 2.87%
ZIRP (2019–2021) 3.05%
tightening (2022–2023) 3.56%
easing (2024– ) 3.00%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-10-09)
vs real yield (Δ) -0.06 (26w)
vs real yield (Δ) -0.01 (52w)
S&P 500 market factor (weekly returns) (as of 2026-10-13)
vs S&P 500 beta +2.17 corr +0.61 (26w)
vs S&P 500 beta +1.66 corr +0.60 (52w)
vs S&P 500 -4.31% rel (5d return)
vs S&P 500 -1.18% rel (10d return)
vs S&P 500 +4.81% rel (20d return)
vs S&P 500 +7.55% rel (60d return)
vs S&P 500 +5.64% rel (252d return)
vs Nasdaq 100 beta +1.20 corr +0.64 (26w)
vs Nasdaq 100 beta +1.19 corr +0.67 (52w)
vs Nasdaq 100 -2.36% rel (5d return)
vs Nasdaq 100 -0.19% rel (10d return)
vs Nasdaq 100 +2.17% rel (20d return)
vs Nasdaq 100 +5.59% rel (60d return)
vs Nasdaq 100 -1.37% rel (252d return)
vs XLK (Information Technology) beta +0.92 corr +0.68 (26w)
vs XLK (Information Technology) beta +0.98 corr +0.71 (52w)
vs XLK -1.65% rel (5d return)
vs XLK -0.34% rel (10d return)
vs XLK +0.88% rel (20d return)
vs XLK +0.71% rel (60d return)
vs XLK -16.25% rel (252d return)
earnings horizon
next earnings 2026-11-17 (35 days)
last reported 2026-08-26 (48 days ago)