NVIDIA (NVDA): 20-day volatility 1.478% daily (3rd percentile)
On 2026-10-20, NVIDIA (NVDA) closed at 216.47 USD, down 0.29% on the day. At the 2026-10-20 close, NVIDIA (NVDA) had an RSI(14) of 40.90, in the 16th percentile of its history since 1999. Its 20-day return of -5.42% is in the 25th percentile of its history since 1999. At the 2026-10-20 close, NVIDIA (NVDA) traded at 66.0% of its 52-week range. The RSI(14) of NVIDIA (NVDA) last entered the overbought zone 160 days ago (2026-05-13) and the oversold zone 564 days ago (2025-04-04). It is trading above its 200-day but below its 20- and 50-day moving averages. At the 2026-10-20 close, the 20/50/200-day moving averages of NVIDIA (NVDA) were 227.04 / 222.92 / 203.26 USD, with price -4.66% / -2.89% / +6.50% against them. Ranked from highest to lowest, its moving averages are the 20-day, 50-day and 200-day. At the 2026-10-20 close, the 52-week range of NVIDIA (NVDA) was 164.27–243.37 USD; it closed 11.05% below the high (4.5× its typical daily range) and 31.78% above the low (8.8× its typical daily range). The high was set 14 days ago (2026-10-06) and the low 204 days ago (2026-03-30). At the 2026-10-20 close, NVIDIA (NVDA) was 11.05% below its all-time intraday high of 243.37 USD, set 14 days ago (2026-10-06). Its 20-day volatility is 1.478% daily, in the 3rd percentile of its history since 1999. Its daily realised volatility is 1.711% over 5 days, 1.478% over 20 days, 2.236% over 60 days and 2.443% over 120 days. Annualised, these are 27.2%, 23.5%, 35.5% and 38.8% respectively. Its 14-day average true range (ATR) is 5.92 USD, 2.73% of price. It has returned -5.27% (18th percentile since 1999) over 5 days, -9.52% (14th) over 10 days, -5.42% (25th) over 20 days, +10.16% (50th) over 60 days, +3.45% (31st) over 120 days and +18.15% (34th) 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 -4.08% (5-day), -8.16% (10-day), -4.75% (20-day), +6.12% (60-day) and +2.41% (252-day). Its weekly-return correlation with changes in the US 10-year TIPS real yield is +0.07 over 52 weeks and +0.17 over 26 weeks. Next earnings are scheduled for 2026-11-17.
Figures reflect the official regular-session close for 2026-10-20.
=== NVIDIA (NVDA) (USD) ===
price & change (as of 2026-10-20, prior 2026-10-19)
close 216.47
change -0.62 (-0.286%)
vs market S&P 500 +0.28% · Nasdaq 100 -0.10% (same day)
listing Exchange: NASDAQ, Currency: USD
range (as of 2026-10-20)
range 5.69
close pos 65.0% of range
moving averages (as of 2026-10-20)
20d MA 227.04 price below by -4.66%
50d MA 222.92 price below by -2.89%
200d MA 203.26 price above by +6.50%
200d MA slope +2.22% over 20 sessions (rising)
price mixed vs MAs
stack: 20d > 50d > 200d
20d MA last crossed above 50d MA: 2026-08-06 (75d ago)
20d MA last crossed above 200d MA: 2026-04-20 (183d ago)
50d MA last crossed above 200d MA: 2025-06-27 (480d ago)
volatility (as of 2026-10-20)
20d stdev 1.478% daily ≈ 23.5% annualised (×√252) (3rd pct of own history, since 1999 (6301 obs))
5d vol 1.711% daily ≈ 27.2% annualised (×√252) (21st pct of own history, since 1999 (6316 obs))
60d vol 2.236% daily ≈ 35.5% annualised (×√252) (18th pct of own history, since 1999 (6261 obs))
120d vol 2.443% daily ≈ 38.8% annualised (×√252) (20th pct of own history, since 1999 (6201 obs))
vs easing-2024 avg 0.49× (1.478% vs 2.998% era avg)
ATR (as of 2026-10-20)
ATR(14) 5.92
ATR% 2.73% (14th pct of own history, since 1999 (6307 obs))
range/ATR 96.2%
relative volume (as of 2026-10-20)
RVOL 0.76x (today vs prior 20-day average, excl. today)
pctile 29th pct of own history, since 1999 (6301 obs)
avg vol 63d 117,895,136 (≈3-month average daily share volume)
52-week range (as of 2026-10-20)
high 243.37 (-11.05% from high) [2026-10-06, 14d ago]
low 164.27 (+31.78% from low) [2026-03-30, 204d ago]
drawdown -11.05% from all-time intraday high, 14d 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 2026-10-20)
RSI(14) 40.90 (16th pct of own history, since 1999 (6307 obs))
last overbought 160d ago (2026-05-13)
last oversold 564d ago (2025-04-04)
MACD (as of 2026-10-20)
MACD(12,26,9) -1.31 (below signal) signal +1.01 hist -2.32
returns (as of 2026-10-20)
5d return -5.27% from 228.52 on 2026-10-13 (18th pct of own history, since 1999 (6316 obs))
10d return -9.52% from 239.24 on 2026-10-06 (14th pct of own history, since 1999 (6311 obs))
20d return -5.42% from 228.87 on 2026-09-22 (25th pct of own history, since 1999 (6301 obs))
60d return +10.16% from 196.51 on 2026-07-27 (50th pct of own history, since 1999 (6261 obs))
120d return +3.45% from 209.25 on 2026-04-29 (31st pct of own history, since 1999 (6201 obs))
252d return +18.15% from 183.22 on 2025-10-17 (34th pct of own history, since 1999 (6069 obs))
YTD return +16.07% 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 2026-10-19)
vs real yield (Δ) +0.17 (26w)
vs real yield (Δ) +0.07 (52w)
S&P 500 market factor (weekly returns) (as of 2026-10-20)
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 -4.08% rel (5d return)
vs S&P 500 -8.16% rel (10d return)
vs S&P 500 -4.75% rel (20d return)
vs S&P 500 +6.12% rel (60d return)
vs S&P 500 +2.41% 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 -1.78% rel (5d return)
vs Nasdaq 100 -3.98% rel (10d return)
vs Nasdaq 100 -1.43% rel (20d return)
vs Nasdaq 100 +4.95% rel (60d return)
vs Nasdaq 100 -0.68% 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 +0.25% rel (5d return)
vs XLK -1.32% rel (10d return)
vs XLK +0.10% rel (20d return)
vs XLK +3.77% rel (60d return)
vs XLK -11.98% rel (252d return)
earnings horizon
next earnings 2026-11-17 (28 days)
last reported 2026-08-26 (55 days ago)