NVIDIA (NVDA): 20-day volatility 1.603% daily (5th percentile)
On 2026-10-14, NVIDIA (NVDA) closed at 221.3 USD, down 3.16% on the day. At the 2026-10-14 close, NVIDIA (NVDA) had an RSI(14) of 43.94, in the 23rd percentile of its history since 1999. At the 2026-10-14 close, NVIDIA (NVDA) traded at 72.1% of its 52-week range. Its 20-day return of +3.46% is in the 51st percentile of its history since 1999. The RSI(14) of NVIDIA (NVDA) last entered the overbought zone 154 days ago (2026-05-13) and the oversold zone 558 days ago (2025-04-04). It is trading above its 200-day but below its 20- and 50-day moving averages. At the 2026-10-14 close, the 20/50/200-day moving averages of NVIDIA (NVDA) were 228.69 / 223.21 / 202.69 USD, with price -3.23% / -0.86% / +9.18% against them. Ranked from highest to lowest, its moving averages are the 20-day, 50-day and 200-day. At the 2026-10-14 close, the 52-week range of NVIDIA (NVDA) was 164.27–243.37 USD; it closed 9.07% below the high (3.8× its typical daily range) and 34.72% above the low (9.8× its typical daily range). The high was set 8 days ago (2026-10-06) and the low 198 days ago (2026-03-30). At the 2026-10-14 close, NVIDIA (NVDA) was 9.07% below its all-time intraday high of 243.37 USD, set 8 days ago (2026-10-06). Its 20-day volatility is 1.603% daily, in the 5th percentile of its history since 1999. Its daily realised volatility is 1.724% over 5 days, 1.603% over 20 days, 2.336% over 60 days and 2.498% over 120 days. Annualised, these are 27.4%, 25.4%, 37.1% and 39.7% respectively. Its 14-day average true range (ATR) is 5.83 USD, 2.63% of price. It has returned -6.81% (14th percentile since 1999) over 5 days, -3.10% (30th) over 10 days, +3.46% (51st) over 20 days, +6.76% (44th) over 60 days, +10.85% (39th) over 120 days and +17.51% (33rd) over 252 days. Against the S&P 500, its weekly returns show a beta of +1.68 and a correlation of +0.61 over 52 weeks; over 26 weeks, a beta of +2.20 and a correlation of +0.62. Relative to the S&P 500, it has returned -5.75% (5-day), -3.98% (10-day), +1.25% (20-day), +3.97% (60-day) and +1.52% (252-day). Its weekly-return correlation with changes in the US 10-year TIPS real yield is -0.01 over 52 weeks and +0.01 over 26 weeks. Next earnings are scheduled for 2026-11-17.
Figures reflect the official regular-session close for 2026-10-14.
=== NVIDIA (NVDA) (USD) ===
price & change (as of 2026-10-14, prior 2026-10-13)
close 221.30
change -7.22 (-3.159%)
vs market S&P 500 -1.11% · Nasdaq 100 -1.97% (same day)
listing Exchange: NASDAQ, Currency: USD
range (as of 2026-10-14)
range 6.36
close pos 26.1% of range
moving averages (as of 2026-10-14)
20d MA 228.69 price below by -3.23%
50d MA 223.21 price below by -0.86%
200d MA 202.69 price above by +9.18%
200d MA slope +2.39% over 20 sessions (rising)
price mixed vs MAs
stack: 20d > 50d > 200d
20d MA last crossed above 50d MA: 2026-08-06 (69d ago)
20d MA last crossed above 200d MA: 2026-04-20 (177d ago)
50d MA last crossed above 200d MA: 2025-06-27 (474d ago)
volatility (as of 2026-10-14)
20d stdev 1.603% daily ≈ 25.5% annualised (×√252) (5th pct of own history, since 1999 (6297 obs))
5d vol 1.724% daily ≈ 27.4% annualised (×√252) (22nd pct of own history, since 1999 (6312 obs))
60d vol 2.336% daily ≈ 37.1% annualised (×√252) (21st pct of own history, since 1999 (6257 obs))
120d vol 2.498% daily ≈ 39.6% annualised (×√252) (23rd pct of own history, since 1999 (6197 obs))
vs easing-2024 avg 0.53× (1.603% vs 3.004% era avg)
ATR (as of 2026-10-14)
ATR(14) 5.83
ATR% 2.63% (11th pct of own history, since 1999 (6303 obs))
range/ATR 109.1%
relative volume (as of 2026-10-14)
RVOL 1.11x (today vs prior 20-day average, excl. today)
pctile 72nd pct of own history, since 1999 (6297 obs)
avg vol 63d 118,718,001 (≈3-month average daily share volume)
52-week range (as of 2026-10-14)
high 243.37 (-9.07% from high) [2026-10-06, 8d ago]
low 164.27 (+34.72% from low) [2026-03-30, 198d ago]
drawdown -9.07% from all-time intraday high, 8d 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 2026-10-14)
RSI(14) 43.94 (23rd pct of own history, since 1999 (6303 obs))
last overbought 154d ago (2026-05-13)
last oversold 558d ago (2025-04-04)
MACD (as of 2026-10-14)
MACD(12,26,9) +1.98 (below signal) signal +3.23 hist -1.26
returns (as of 2026-10-14)
5d return -6.81% from 237.47 on 2026-10-07 (14th pct of own history, since 1999 (6312 obs))
10d return -3.10% from 228.38 on 2026-09-30 (30th pct of own history, since 1999 (6307 obs))
20d return +3.46% from 213.90 on 2026-09-16 (51st pct of own history, since 1999 (6297 obs))
60d return +6.76% from 207.29 on 2026-07-21 (44th pct of own history, since 1999 (6257 obs))
120d return +10.85% from 199.64 on 2026-04-23 (39th pct of own history, since 1999 (6197 obs))
252d return +17.51% from 188.32 on 2025-10-13 (33rd pct of own history, since 1999 (6065 obs))
YTD return +18.66% 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 2026-10-13)
vs real yield (Δ) +0.01 (26w)
vs real yield (Δ) -0.01 (52w)
S&P 500 market factor (weekly returns) (as of 2026-10-14)
vs S&P 500 beta +2.20 corr +0.62 (26w)
vs S&P 500 beta +1.68 corr +0.61 (52w)
vs S&P 500 -5.75% rel (5d return)
vs S&P 500 -3.98% rel (10d return)
vs S&P 500 +1.25% rel (20d return)
vs S&P 500 +3.97% rel (60d return)
vs S&P 500 +1.52% rel (252d return)
vs Nasdaq 100 beta +1.21 corr +0.66 (26w)
vs Nasdaq 100 beta +1.19 corr +0.68 (52w)
vs Nasdaq 100 -3.01% rel (5d return)
vs Nasdaq 100 -1.64% rel (10d return)
vs Nasdaq 100 +0.02% rel (20d return)
vs Nasdaq 100 +3.94% rel (60d return)
vs Nasdaq 100 -3.57% rel (252d return)
vs XLK (Information Technology) beta +0.92 corr +0.69 (26w)
vs XLK (Information Technology) beta +0.97 corr +0.72 (52w)
vs XLK -1.37% rel (5d return)
vs XLK -0.38% rel (10d return)
vs XLK -0.07% rel (20d return)
vs XLK +1.42% rel (60d return)
vs XLK -16.04% rel (252d return)
earnings horizon
next earnings 2026-11-17 (34 days)
last reported 2026-08-26 (49 days ago)