NBIS Options History — November 2024

Name: NBIS Options Analytics - November 2024
Creator: Options Analysis Suite

In November 2024, NBIS traded between $20.28 and $23.93. ATM implied volatility averaged 115.8%. The 30-day expected move averaged 33.2%. Max pain ranged from $20.00 to $20.00. Net GEX was positive for 8 of 8 trading days. Term structure was in contango for 1 of 8 days. Put/call ratio averaged 0.41.

Notable Days

2024-11-25: Highest Volume — 30,175 contracts
2024-11-25: Largest IV spike — 15.0% change
2024-11-25: Largest Expected Move — 36.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.88	$20.28	$23.93	$20.59	$21.83
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	115.8%	109.2%	127.0%	113.7%	119.9%
Expected Move	33.2%	31.3%	36.4%	32.6%	34.4%
Term Structure	-6.1%	-12.0%	2.5%	-4.8%	-6.1%
VWIV	114.6%	109.2%	119.8%	114.3%	119.8%
Skew 25d	-4.2%	-11.5%	3.4%	-1.4%	-11.5%
Skew 10d	-0.7%	-16.8%	45.9%	-2.6%	-7.8%
Call IV 25d	115.4%	111.2%	122.2%	112.4%	122.2%
Put IV 25d	111.3%	108.6%	114.6%	111.1%	110.8%
Bid-Ask Spread %	33.10	28.96	39.31	28.96	31.04
Gamma HHI	0.24	0.22	0.26	0.22	0.24
Net GEX	1.4M	1.1M	1.8M	1.1M	1.4M
Net DEX	-67.8M	-95.7M	-49.6M	-53.9M	-64.0M
Net VEX	-255.7K	-295.9K	-230.8K	-238.1K	-251.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.41	0.21	0.85	0.23	0.22
Total Volume	13,370.25	1,772	30,175	18,081	1,772
Total OI	103,826.375	96,184	110,705	96,184	110,705

Daily Data (8 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-11-19	$20.59	$20.00	113.7%	32.6%	0.0%	0.0%	114.3%	-1.4%	-4.8%	1.1M	-53.9M	-238.1K	0.23	28.96	N/A	N/A	14,689	3,392	81,276	14,908
2024-11-20	$20.28	$20.00	109.2%	31.3%	0.0%	0.0%	109.2%	-2.7%	2.5%	1.1M	-49.6M	-230.8K	0.85	35.70	N/A	N/A	5,108	4,367	84,456	14,531
2024-11-21	$21.67	$20.00	117.9%	33.8%	0.0%	0.0%	116.2%	-8.1%	-8.1%	1.3M	-65.6M	-258.2K	0.23	37.59	N/A	N/A	7,975	1,835	86,174	16,398
2024-11-22	$23.42	$20.00	110.5%	31.7%	0.0%	0.0%	112.4%	3.4%	-1.1%	1.7M	-92.1M	-295.9K	0.73	32.45	N/A	N/A	10,621	7,737	90,477	17,583
2024-11-25	$23.93	$20.00	127.0%	36.4%	0.0%	0.0%	114.1%	-4.3%	-10.5%	1.8M	-95.7M	-284.3K	0.21	30.24	N/A	N/A	24,984	5,191	90,139	16,969
2024-11-26	$22.14	$20.00	113.6%	32.6%	0.0%	0.0%	113.5%	-4.1%	-8.5%	1.4M	-66.2M	-247.2K	0.28	29.55	N/A	N/A	4,394	1,227	85,519	17,090
2024-11-27	$21.15	$20.00	114.3%	32.8%	0.0%	0.0%	117.5%	-4.8%	-12.0%	1.2M	-54.8M	-239.3K	0.54	39.31	N/A	N/A	8,879	4,791	86,260	18,126
2024-11-29	$21.83	$20.00	119.9%	34.4%	0.0%	0.0%	119.8%	-11.5%	-6.1%	1.4M	-64.0M	-251.5K	0.22	31.04	N/A	N/A	1,456	316	90,192	20,513