NBIS Options History — December 2024

In December 2024, NBIS traded between $25.59 and $35.85. ATM implied volatility averaged 101.6%. The 30-day expected move averaged 28.9%. IV traded below realized volatility by 28.9% (HV 20d: 130.5%). Max pain ranged from $20.00 to $26.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.28.

Notable Days

  • 2024-12-03: Highest Volume — 86,430 contracts
  • 2024-12-05: Largest IV drop — 18.3% change
  • 2024-12-03: Largest Expected Move — 36.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.83$25.59$35.85$25.59$27.74
Max Pain$24.40$20.00$26.00$20.00$25.50
ATM IV101.6%83.6%128.7%121.3%88.5%
Expected Move28.9%23.9%36.9%34.8%24.7%
HV 20d130.5%117.0%134.8%132.8%117.0%
Term Structure-0.1%-13.0%6.8%-5.7%3.6%
VWIV102.3%84.5%129.4%120.8%86.7%
Skew 25d-7.7%-26.5%5.3%-9.2%-3.7%
Skew 10d-20.2%-60.2%42.5%-12.4%4.7%
Call IV 25d105.3%85.4%139.7%126.3%92.7%
Put IV 25d97.6%63.7%123.4%117.1%89.0%
Bid-Ask Spread %36.0718.6550.9218.6549.49
Gamma HHI0.170.090.310.280.11
Net GEX2.7M1.4M4.7M2.1M2.7M
Net DEX-154.8M-304.3M-60.5M-113.7M-90.8M
Net VEX-512.7K-634.2K-279.0K-279.0K-535.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.080.710.710.46
Total Volume34,094.197,26986,43035,43517,412
Total OI192,977.381111,625246,878111,625167,253

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$25.59$20.00121.3%34.8%0.0%0.0%120.8%-9.2%-5.7%2.1M-113.7M-279.0K0.7118.65N/AN/A20,74014,69590,79920,826
2024-12-03$29.25$20.00128.7%36.9%0.0%0.0%129.4%-19.5%-13.0%2.4M-171.0M-344.7K0.2520.93N/AN/A69,10817,32298,24129,894
2024-12-04$32.36$22.50126.9%36.4%0.0%0.0%127.4%-16.3%-10.1%2.9M-240.3M-447.5K0.2820.73N/AN/A63,44517,921116,74940,689
2024-12-05$31.14$22.50103.6%30.1%0.0%0.0%107.4%-8.4%-0.6%3.2M-205.8M-476.7K0.2927.26N/AN/A25,9387,405121,18247,091
2024-12-06$35.85$25.00115.8%31.7%0.0%0.0%110.3%-2.3%0.8%3.4M-304.3M-487.1K0.1832.21N/AN/A57,39910,396122,50752,404
2024-12-09$31.75$25.00108.1%31.7%0.0%0.0%111.4%-3.7%0.4%3.5M-227.0M-565.4K0.2529.65N/AN/A62,76315,613148,58458,920
2024-12-10$33.59$25.00109.9%32.4%0.0%0.0%114.2%-6.4%3.2%3.7M-259.7M-634.2K0.1230.84N/AN/A36,3484,218155,85267,438
2024-12-11$33.12$25.00111.2%31.7%132.8%0.0%110.5%-8.7%1.3%3.9M-243.9M-632.9K0.2333.16N/AN/A13,1602,963157,66969,169
2024-12-12$31.65$25.00106.1%29.3%131.9%0.0%102.1%-4.1%-3.6%3.4M-194.4M-589.5K0.2631.48N/AN/A15,5464,005158,85870,944
2024-12-13$31.52$25.0098.6%28.7%128.3%0.0%99.6%-5.5%3.0%1.9M-184.4M-595.1K0.2035.74N/AN/A16,8523,425163,88272,582
2024-12-16$33.43$25.0097.8%27.9%125.1%0.0%101.1%-4.6%2.3%4.7M-243.7M-588.3K0.2428.93N/AN/A20,6754,928155,36566,176
2024-12-17$29.38$25.0097.9%28.0%134.2%0.0%102.9%-7.3%3.1%3.0M-134.8M-536.5K0.3535.95N/AN/A26,3249,287162,54667,729
2024-12-18$27.24$25.0092.6%26.5%134.8%0.0%99.1%-14.6%-0.4%1.9M-78.3M-477.7K0.1650.92N/AN/A31,5825,075171,17371,316
2024-12-19$27.78$25.0093.7%27.1%134.4%0.0%96.4%-4.4%-1.1%2.1M-86.0M-482.8K0.4948.53N/AN/A16,2647,939174,84372,035
2024-12-20$26.95$25.0088.8%25.3%133.9%0.0%91.0%-5.8%4.0%1.4M-70.0M-453.6K0.1247.87N/AN/A32,6903,860175,03271,169
2024-12-23$28.62$25.0089.6%25.8%132.9%0.0%88.1%5.3%6.8%2.5M-97.1M-546.4K0.0844.00N/AN/A14,3381,189122,97436,009
2024-12-24$27.81$25.0083.6%24.2%133.5%0.0%84.5%-17.0%4.5%2.3M-82.8M-537.5K0.5541.21N/AN/A4,6932,576129,13936,694
2024-12-26$27.87$26.0089.9%23.9%129.7%0.0%88.8%1.0%-0.9%2.5M-85.0M-535.0K0.1141.55N/AN/A11,2891,231131,54538,084
2024-12-27$26.78$26.0088.9%24.3%129.4%0.0%88.0%-26.5%-0.2%1.8M-60.5M-503.2K0.3347.18N/AN/A13,4514,424136,74938,572
2024-12-30$27.10$25.0091.7%25.3%129.2%0.0%89.6%0.6%0.1%2.3M-77.1M-518.5K0.1841.23N/AN/A6,3301,159127,76136,081
2024-12-31$27.74$25.5088.5%24.7%117.0%0.0%86.7%-3.7%3.6%2.7M-90.8M-535.2K0.4649.49N/AN/A11,9465,466130,66036,593