NVIDIA (NVDA): 20-day volatility 1.492% daily (3rd percentile)
On 2026-10-19, NVIDIA (NVDA) closed at 217.09 USD, up 1.38% on the day. At the 2026-10-19 close, NVIDIA (NVDA) had an RSI(14) of 41.49, in the 18th percentile of its history since 1999. Its 20-day return of -4.53% is in the 28th percentile of its history since 1999. At the 2026-10-19 close, NVIDIA (NVDA) traded at 66.8% of its 52-week range. The RSI(14) of NVIDIA (NVDA) last entered the overbought zone 159 days ago (2026-05-13) and the oversold zone 563 days ago (2025-04-04). It is trading above its 200-day but below its 20- and 50-day moving averages. At the 2026-10-19 close, the 20/50/200-day moving averages of NVIDIA (NVDA) were 227.66 / 222.94 / 203.12 USD, with price -4.64% / -2.62% / +6.88% against them. Ranked from highest to lowest, its moving averages are the 20-day, 50-day and 200-day. At the 2026-10-19 close, the 52-week range of NVIDIA (NVDA) was 164.27–243.37 USD; it closed 10.80% below the high (4.4× its typical daily range) and 32.15% above the low (8.9× its typical daily range). The high was set 13 days ago (2026-10-06) and the low 203 days ago (2026-03-30). At the 2026-10-19 close, NVIDIA (NVDA) was 10.80% below its all-time intraday high of 243.37 USD, set 13 days ago (2026-10-06). Its 20-day volatility is 1.492% daily, in the 3rd percentile of its history since 1999. Its daily realised volatility is 1.933% over 5 days, 1.492% over 20 days, 2.333% over 60 days and 2.449% over 120 days. Annualised, these are 30.7%, 23.7%, 37.0% and 38.9% respectively. Its 14-day average true range (ATR) is 5.93 USD, 2.73% of price. It has returned -4.08% (23rd percentile since 1999) over 5 days, -9.13% (14th) over 10 days, -4.53% (28th) over 20 days, +4.96% (41st) over 60 days, +1.84% (29th) over 120 days and +19.40% (35th) over 252 days. Against the S&P 500, its weekly returns show a beta of +1.73 and a correlation of +0.62 over 52 weeks; over 26 weeks, a beta of +2.26 and a correlation of +0.65. Relative to the S&P 500, it has returned -2.59% (5-day), -8.06% (10-day), -3.57% (20-day), +1.19% (60-day) and +3.39% (252-day). Its weekly-return correlation with changes in the US 10-year TIPS real yield is +0.07 over 52 weeks and +0.15 over 26 weeks. Next earnings are scheduled for 2026-11-17.
Figures reflect the official regular-session close for 2026-10-19.
=== NVIDIA (NVDA) (USD) ===
price & change (as of 2026-10-19, prior 2026-10-16)
close 217.09
change +2.96 (+1.382%)
vs market S&P 500 +0.41% · Nasdaq 100 +1.21% (same day)
listing Exchange: NASDAQ, Currency: USD
range (as of 2026-10-19)
range 4.92
close pos 48.6% of range
moving averages (as of 2026-10-19)
20d MA 227.66 price below by -4.64%
50d MA 222.94 price below by -2.62%
200d MA 203.12 price above by +6.88%
200d MA slope +2.27% over 20 sessions (rising)
price mixed vs MAs
stack: 20d > 50d > 200d
20d MA last crossed above 50d MA: 2026-08-06 (74d ago)
20d MA last crossed above 200d MA: 2026-04-20 (182d ago)
50d MA last crossed above 200d MA: 2025-06-27 (479d ago)
volatility (as of 2026-10-19)
20d stdev 1.492% daily ≈ 23.7% annualised (×√252) (3rd pct of own history, since 1999 (6300 obs))
5d vol 1.933% daily ≈ 30.7% annualised (×√252) (27th pct of own history, since 1999 (6315 obs))
60d vol 2.333% daily ≈ 37.0% annualised (×√252) (21st pct of own history, since 1999 (6260 obs))
120d vol 2.449% daily ≈ 38.9% annualised (×√252) (20th pct of own history, since 1999 (6200 obs))
vs easing-2024 avg 0.50× (1.492% vs 3.000% era avg)
ATR (as of 2026-10-19)
ATR(14) 5.93
ATR% 2.73% (14th pct of own history, since 1999 (6306 obs))
range/ATR 82.9%
relative volume (as of 2026-10-19)
RVOL 0.94x (today vs prior 20-day average, excl. today)
pctile 55th pct of own history, since 1999 (6300 obs)
avg vol 63d 118,822,061 (≈3-month average daily share volume)
52-week range (as of 2026-10-19)
high 243.37 (-10.80% from high) [2026-10-06, 13d ago]
low 164.27 (+32.15% from low) [2026-03-30, 203d ago]
drawdown -10.80% from all-time intraday high, 13d 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 2026-10-19)
RSI(14) 41.49 (18th pct of own history, since 1999 (6306 obs))
last overbought 159d ago (2026-05-13)
last oversold 563d ago (2025-04-04)
MACD (as of 2026-10-19)
MACD(12,26,9) -0.79 (below signal) signal +1.59 hist -2.38
returns (as of 2026-10-19)
5d return -4.08% from 226.32 on 2026-10-12 (23rd pct of own history, since 1999 (6315 obs))
10d return -9.13% from 238.90 on 2026-10-05 (14th pct of own history, since 1999 (6310 obs))
20d return -4.53% from 227.38 on 2026-09-21 (28th pct of own history, since 1999 (6300 obs))
60d return +4.96% from 206.84 on 2026-07-24 (41st pct of own history, since 1999 (6260 obs))
120d return +1.84% from 213.17 on 2026-04-28 (29th pct of own history, since 1999 (6200 obs))
252d return +19.40% from 181.81 on 2025-10-16 (35th pct of own history, since 1999 (6068 obs))
YTD return +16.40% 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 2026-10-16)
vs real yield (Δ) +0.15 (26w)
vs real yield (Δ) +0.07 (52w)
S&P 500 market factor (weekly returns) (as of 2026-10-19)
vs S&P 500 beta +2.26 corr +0.65 (26w)
vs S&P 500 beta +1.73 corr +0.62 (52w)
vs S&P 500 -2.59% rel (5d return)
vs S&P 500 -8.06% rel (10d return)
vs S&P 500 -3.57% rel (20d return)
vs S&P 500 +1.19% rel (60d return)
vs S&P 500 +3.39% rel (252d return)
vs Nasdaq 100 beta +1.20 corr +0.68 (26w)
vs Nasdaq 100 beta +1.19 corr +0.69 (52w)
vs Nasdaq 100 -0.37% rel (5d return)
vs Nasdaq 100 -4.13% rel (10d return)
vs Nasdaq 100 -1.41% rel (20d return)
vs Nasdaq 100 -0.03% rel (60d return)
vs Nasdaq 100 -0.32% rel (252d return)
vs XLK (Information Technology) beta +0.91 corr +0.70 (26w)
vs XLK (Information Technology) beta +0.97 corr +0.73 (52w)
vs XLK +1.22% rel (5d return)
vs XLK -1.68% rel (10d return)
vs XLK +0.04% rel (20d return)
vs XLK -0.78% rel (60d return)
vs XLK -11.32% rel (252d return)
earnings horizon
next earnings 2026-11-17 (29 days)
last reported 2026-08-26 (54 days ago)