NVIDIA (NVDA): 20-day volatility 1.563% daily (4th percentile)
On 2026-10-15, NVIDIA (NVDA) closed at 217.23 USD, down 1.84% on the day. At the 2026-10-15 close, NVIDIA (NVDA) had an RSI(14) of 40.17, in the 15th percentile of its history since 1999. At the 2026-10-15 close, NVIDIA (NVDA) traded at 67.0% of its 52-week range. Its 20-day return of -0.96% is in the 36th percentile of its history since 1999. The RSI(14) of NVIDIA (NVDA) last entered the overbought zone 155 days ago (2026-05-13) and the oversold zone 559 days ago (2025-04-04). It is trading above its 200-day but below its 20- and 50-day moving averages. At the 2026-10-15 close, the 20/50/200-day moving averages of NVIDIA (NVDA) were 228.58 / 223.17 / 202.84 USD, with price -4.97% / -2.66% / +7.10% against them. Ranked from highest to lowest, its moving averages are the 20-day, 50-day and 200-day. At the 2026-10-15 close, the 52-week range of NVIDIA (NVDA) was 164.27–243.37 USD; it closed 10.74% below the high (4.3× its typical daily range) and 32.24% above the low (8.8× its typical daily range). The high was set 9 days ago (2026-10-06) and the low 199 days ago (2026-03-30). At the 2026-10-15 close, NVIDIA (NVDA) was 10.74% below its all-time intraday high of 243.37 USD, set 9 days ago (2026-10-06). Its 20-day volatility is 1.563% daily, in the 4th percentile of its history since 1999. Its daily realised volatility is 1.535% over 5 days, 1.563% over 20 days, 2.333% over 60 days and 2.474% over 120 days. Annualised, these are 24.4%, 24.8%, 37.0% and 39.3% respectively. Its 14-day average true range (ATR) is 6.02 USD, 2.77% of price. It has returned -5.75% (17th percentile since 1999) over 5 days, -5.90% (21st) over 10 days, -0.96% (36th) over 20 days, +2.44% (37th) over 60 days, +4.30% (32nd) over 120 days and +20.66% (35th) over 252 days. Against the S&P 500, its weekly returns show a beta of +1.69 and a correlation of +0.61 over 52 weeks; over 26 weeks, a beta of +2.26 and a correlation of +0.62. Relative to the S&P 500, it has returned -5.47% (5-day), -6.92% (10-day), -2.35% (20-day), -0.83% (60-day) and +4.11% (252-day). Its weekly-return correlation with changes in the US 10-year TIPS real yield is +0.01 over 52 weeks and +0.05 over 26 weeks. Next earnings are scheduled for 2026-11-17.
Figures reflect the official regular-session close for 2026-10-15.
=== NVIDIA (NVDA) (USD) ===
price & change (as of 2026-10-15, prior 2026-10-14)
close 217.23
change -4.07 (-1.839%)
vs market S&P 500 +0.33% · Nasdaq 100 -0.13% (same day)
listing Exchange: NASDAQ, Currency: USD
range (as of 2026-10-15)
range 5.62
close pos 77.9% of range
moving averages (as of 2026-10-15)
20d MA 228.58 price below by -4.97%
50d MA 223.17 price below by -2.66%
200d MA 202.84 price above by +7.10%
200d MA slope +2.36% over 20 sessions (rising)
price mixed vs MAs
stack: 20d > 50d > 200d
20d MA last crossed above 50d MA: 2026-08-06 (70d ago)
20d MA last crossed above 200d MA: 2026-04-20 (178d ago)
50d MA last crossed above 200d MA: 2025-06-27 (475d ago)
volatility (as of 2026-10-15)
20d stdev 1.563% daily ≈ 24.8% annualised (×√252) (4th pct of own history, since 1999 (6298 obs))
5d vol 1.535% daily ≈ 24.4% annualised (×√252) (17th pct of own history, since 1999 (6313 obs))
60d vol 2.333% daily ≈ 37.0% annualised (×√252) (21st pct of own history, since 1999 (6258 obs))
120d vol 2.474% daily ≈ 39.3% annualised (×√252) (21st pct of own history, since 1999 (6198 obs))
vs easing-2024 avg 0.52× (1.563% vs 3.003% era avg)
ATR (as of 2026-10-15)
ATR(14) 6.02
ATR% 2.77% (15th pct of own history, since 1999 (6304 obs))
range/ATR 93.4%
relative volume (as of 2026-10-15)
RVOL 1.19x (today vs prior 20-day average, excl. today)
pctile 77th pct of own history, since 1999 (6298 obs)
avg vol 63d 118,463,847 (≈3-month average daily share volume)
52-week range (as of 2026-10-15)
high 243.37 (-10.74% from high) [2026-10-06, 9d ago]
low 164.27 (+32.24% from low) [2026-03-30, 199d ago]
drawdown -10.74% from all-time intraday high, 9d 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 2026-10-15)
RSI(14) 40.17 (15th pct of own history, since 1999 (6304 obs))
last overbought 155d ago (2026-05-13)
last oversold 559d ago (2025-04-04)
MACD (as of 2026-10-15)
MACD(12,26,9) +0.91 (below signal) signal +2.77 hist -1.86
returns (as of 2026-10-15)
5d return -5.75% from 230.48 on 2026-10-08 (17th pct of own history, since 1999 (6313 obs))
10d return -5.90% from 230.86 on 2026-10-01 (21st pct of own history, since 1999 (6308 obs))
20d return -0.96% from 219.34 on 2026-09-17 (36th pct of own history, since 1999 (6298 obs))
60d return +2.44% from 212.06 on 2026-07-22 (37th pct of own history, since 1999 (6258 obs))
120d return +4.30% from 208.27 on 2026-04-24 (32nd pct of own history, since 1999 (6198 obs))
252d return +20.66% from 180.03 on 2025-10-14 (35th pct of own history, since 1999 (6066 obs))
YTD return +16.48% 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 2026-10-14)
vs real yield (Δ) +0.05 (26w)
vs real yield (Δ) +0.01 (52w)
S&P 500 market factor (weekly returns) (as of 2026-10-15)
vs S&P 500 beta +2.26 corr +0.62 (26w)
vs S&P 500 beta +1.69 corr +0.61 (52w)
vs S&P 500 -5.47% rel (5d return)
vs S&P 500 -6.92% rel (10d return)
vs S&P 500 -2.35% rel (20d return)
vs S&P 500 -0.83% rel (60d return)
vs S&P 500 +4.11% rel (252d return)
vs Nasdaq 100 beta +1.24 corr +0.67 (26w)
vs Nasdaq 100 beta +1.21 corr +0.68 (52w)
vs Nasdaq 100 -3.13% rel (5d return)
vs Nasdaq 100 -4.01% rel (10d return)
vs Nasdaq 100 -2.51% rel (20d return)
vs Nasdaq 100 -0.77% rel (60d return)
vs Nasdaq 100 -1.08% rel (252d return)
vs XLK (Information Technology) beta +0.94 corr +0.70 (26w)
vs XLK (Information Technology) beta +0.98 corr +0.72 (52w)
vs XLK -1.41% rel (5d return)
vs XLK -1.55% rel (10d return)
vs XLK -1.56% rel (20d return)
vs XLK -2.51% rel (60d return)
vs XLK -13.75% rel (252d return)
earnings horizon
next earnings 2026-11-17 (33 days)
last reported 2026-08-26 (50 days ago)