NVIDIA (NVDA): 20-day volatility 1.557% daily (4th percentile)
On 2026-10-16, NVIDIA (NVDA) closed at 214.13 USD, down 1.43% on the day. At the 2026-10-16 close, NVIDIA (NVDA) had an RSI(14) of 37.53, in the 11th percentile of its history since 1999. Its 20-day return of -3.66% is in the 29th percentile of its history since 1999. At the 2026-10-16 close, NVIDIA (NVDA) traded at 63.0% of its 52-week range. The RSI(14) of NVIDIA (NVDA) last entered the overbought zone 156 days ago (2026-05-13) and the oversold zone 560 days ago (2025-04-04). It is trading above its 200-day but below its 20- and 50-day moving averages. At the 2026-10-16 close, the 20/50/200-day moving averages of NVIDIA (NVDA) were 228.18 / 223.08 / 202.97 USD, with price -6.16% / -4.01% / +5.50% against them. Ranked from highest to lowest, its moving averages are the 20-day, 50-day and 200-day. At the 2026-10-16 close, the 52-week range of NVIDIA (NVDA) was 164.27–243.37 USD; it closed 12.01% below the high (4.9× its typical daily range) and 30.35% above the low (8.4× its typical daily range). The high was set 10 days ago (2026-10-06) and the low 200 days ago (2026-03-30). At the 2026-10-16 close, NVIDIA (NVDA) was 12.01% below its all-time intraday high of 243.37 USD, set 10 days ago (2026-10-06). Its 20-day volatility is 1.557% daily, in the 4th percentile of its history since 1999. Its daily realised volatility is 1.493% over 5 days, 1.557% over 20 days, 2.331% over 60 days and 2.450% over 120 days. Annualised, these are 23.7%, 24.7%, 37.0% and 38.9% respectively. Its 14-day average true range (ATR) is 5.97 USD, 2.79% of price. It has returned -6.61% (14th percentile since 1999) over 5 days, -8.47% (16th) over 10 days, -3.66% (29th) over 20 days, +2.57% (37th) over 60 days, -1.14% (27th) over 120 days and +19.07% (34th) over 252 days. Against the S&P 500, its weekly returns show a beta of +1.71 and a correlation of +0.62 over 52 weeks; over 26 weeks, a beta of +2.27 and a correlation of +0.64. Relative to the S&P 500, it has returned -4.66% (5-day), -7.65% (10-day), -3.78% (20-day), -0.82% (60-day) and +4.26% (252-day). Its weekly-return correlation with changes in the US 10-year TIPS real yield is +0.04 over 52 weeks and +0.11 over 26 weeks. Next earnings are scheduled for 2026-11-17.
Figures reflect the official regular-session close for 2026-10-16.
=== NVIDIA (NVDA) (USD) ===
price & change (as of 2026-10-16, prior 2026-10-15)
close 214.13
change -3.10 (-1.427%)
vs market S&P 500 -1.09% · Nasdaq 100 -2.50% (same day)
listing Exchange: NASDAQ, Currency: USD
range (as of 2026-10-16)
range 5.36
close pos 15.1% of range
moving averages (as of 2026-10-16)
20d MA 228.18 price below by -6.16%
50d MA 223.08 price below by -4.01%
200d MA 202.97 price above by +5.50%
200d MA slope +2.32% over 20 sessions (rising)
price mixed vs MAs
stack: 20d > 50d > 200d
20d MA last crossed above 50d MA: 2026-08-06 (71d ago)
20d MA last crossed above 200d MA: 2026-04-20 (179d ago)
50d MA last crossed above 200d MA: 2025-06-27 (476d ago)
volatility (as of 2026-10-16)
20d stdev 1.557% daily ≈ 24.7% annualised (×√252) (4th pct of own history, since 1999 (6299 obs))
5d vol 1.493% daily ≈ 23.7% annualised (×√252) (16th pct of own history, since 1999 (6314 obs))
60d vol 2.331% daily ≈ 37.0% annualised (×√252) (21st pct of own history, since 1999 (6259 obs))
120d vol 2.450% daily ≈ 38.9% annualised (×√252) (20th pct of own history, since 1999 (6199 obs))
vs easing-2024 avg 0.52× (1.557% vs 3.002% era avg)
ATR (as of 2026-10-16)
ATR(14) 5.97
ATR% 2.79% (16th pct of own history, since 1999 (6305 obs))
range/ATR 89.8%
relative volume (as of 2026-10-16)
RVOL 1.12x (today vs prior 20-day average, excl. today)
pctile 72nd pct of own history, since 1999 (6299 obs)
avg vol 63d 118,978,965 (≈3-month average daily share volume)
52-week range (as of 2026-10-16)
high 243.37 (-12.01% from high) [2026-10-06, 10d ago]
low 164.27 (+30.35% from low) [2026-03-30, 200d ago]
drawdown -12.01% from all-time intraday high, 10d 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 2026-10-16)
RSI(14) 37.53 (11th pct of own history, since 1999 (6305 obs))
last overbought 156d ago (2026-05-13)
last oversold 560d ago (2025-04-04)
MACD (as of 2026-10-16)
MACD(12,26,9) -0.18 (below signal) signal +2.18 hist -2.36
returns (as of 2026-10-16)
5d return -6.61% from 229.28 on 2026-10-09 (14th pct of own history, since 1999 (6314 obs))
10d return -8.47% from 233.95 on 2026-10-02 (16th pct of own history, since 1999 (6309 obs))
20d return -3.66% from 222.27 on 2026-09-18 (29th pct of own history, since 1999 (6299 obs))
60d return +2.57% from 208.76 on 2026-07-23 (37th pct of own history, since 1999 (6259 obs))
120d return -1.14% from 216.61 on 2026-04-27 (27th pct of own history, since 1999 (6199 obs))
252d return +19.07% from 179.83 on 2025-10-15 (34th pct of own history, since 1999 (6067 obs))
YTD return +14.82% from 186.50 on 2025-12-31
volatility by rate-era
pre-crisis (to 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 2026-10-15)
vs real yield (Δ) +0.11 (26w)
vs real yield (Δ) +0.04 (52w)
S&P 500 market factor (weekly returns) (as of 2026-10-16)
vs S&P 500 beta +2.27 corr +0.64 (26w)
vs S&P 500 beta +1.71 corr +0.62 (52w)
vs S&P 500 -4.66% rel (5d return)
vs S&P 500 -7.65% rel (10d return)
vs S&P 500 -3.78% rel (20d return)
vs S&P 500 -0.82% rel (60d return)
vs S&P 500 +4.26% rel (252d return)
vs Nasdaq 100 beta +1.21 corr +0.68 (26w)
vs Nasdaq 100 beta +1.19 corr +0.69 (52w)
vs Nasdaq 100 -1.09% rel (5d return)
vs Nasdaq 100 -3.16% rel (10d return)
vs Nasdaq 100 -2.05% rel (20d return)
vs Nasdaq 100 -0.01% rel (60d return)
vs Nasdaq 100 +1.21% rel (252d return)
vs XLK (Information Technology) beta +0.91 corr +0.71 (26w)
vs XLK (Information Technology) beta +0.97 corr +0.73 (52w)
vs XLK +1.09% rel (5d return)
vs XLK -0.29% rel (10d return)
vs XLK -0.43% rel (20d return)
vs XLK -0.24% rel (60d return)
vs XLK -9.99% rel (252d return)
earnings horizon
next earnings 2026-11-17 (32 days)
last reported 2026-08-26 (51 days ago)