NCNO Options History — June 2025

In June 2025, NCNO traded between $26.14 and $28.11. ATM implied volatility averaged 37.2%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 9.5% (HV 20d: 27.8%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 2.24.

Notable Days

  • 2025-06-09: Highest Volume — 321 contracts
  • 2025-06-27: Largest IV drop — 32.1% change
  • 2025-06-10: Highest IV Rank — 36.1%
  • 2025-06-03: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.05$26.14$28.11$26.20$28.11
Max Pain$29.25$25.00$30.00$25.00$30.00
ATM IV37.2%24.9%43.3%40.4%32.8%
Expected Move10.5%7.1%11.7%11.6%9.4%
HV 20d27.8%22.0%31.7%31.5%27.1%
HV 60d60.3%36.4%63.3%62.7%36.4%
IV Rank25.8%4.8%36.1%31.2%18.3%
IV Percentile60.0%6.3%73.8%67.5%48.0%
Term Structure0.9%-3.2%4.9%-1.6%0.9%
VWIV35.5%23.3%42.1%42.1%33.0%
Skew 25d3.2%0.3%7.7%1.3%3.8%
Skew 10d4.2%-7.2%13.3%7.2%-0.3%
Call IV 25d34.3%27.2%40.2%40.2%34.6%
Put IV 25d37.5%34.6%41.5%41.5%38.4%
Bid-Ask Spread %85.7973.28101.3973.28100.19
Gamma HHI0.440.310.580.360.56
Net GEX101.4K-57.7K163.8K-57.7K137.4K
Net DEX-3.7M-5.7M-564.6K-2.7M-2.3M
Net VEX-18.8K-26.6K-14.4K-26.6K-16.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.240.0011.841.176.67
Total Volume123.71932126092
Total OI16,559.455,80821,36521,0385,979

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$26.20$25.0040.4%11.6%31.5%31.2%42.1%1.3%-1.6%-57.7K-2.7M-26.6K1.1773.28N/AN/A1201406,00815,030
2025-06-03$27.26$25.0040.9%11.7%31.7%32.1%38.4%2.4%-1.6%93.3K-5.0M-23.7K0.1974.47N/AN/A78156,01415,071
2025-06-04$27.29$25.0036.9%10.6%31.0%25.3%38.9%1.6%3.5%147.2K-5.5M-21.5K3.2975.02N/AN/A692276,04615,078
2025-06-05$27.34$30.0039.1%11.2%30.5%28.9%36.0%3.2%0.9%145.3K-5.6M-22.1K0.9880.32N/AN/A94926,02515,034
2025-06-06$27.33$30.0036.6%10.9%28.1%24.8%40.6%3.3%1.0%163.8K-5.7M-21.4K0.8875.02N/AN/A88776,07515,121
2025-06-09$27.18$30.0042.7%11.0%28.3%35.2%35.1%3.4%-0.3%145.5K-5.2M-21.3K11.8479.21N/AN/A252966,08415,193
2025-06-10$27.21$30.0043.3%10.2%28.3%36.1%0.0%2.2%3.9%149.9K-5.3M-21.0K0.0080.46N/AN/A31716,09415,271
2025-06-11$27.30$30.0037.5%10.8%27.5%26.3%0.0%1.9%0.1%137.3K-4.7M-19.9K1.7179.05N/AN/A7125,79415,271
2025-06-12$27.41$30.0037.4%10.7%27.5%26.1%39.1%3.5%0.9%111.5K-5.2M-18.5K0.2085.11N/AN/A172345,79715,259
2025-06-13$26.80$30.0036.8%10.5%29.4%25.0%37.4%6.3%1.6%103.5K-4.5M-17.8K1.9685.41N/AN/A24475,78715,290
2025-06-16$26.89$30.0037.1%10.6%29.3%25.6%36.2%1.8%0.3%91.8K-4.5M-17.3K3.2385.64N/AN/A13425,79015,334
2025-06-17$27.04$30.0036.2%10.4%29.4%24.1%35.6%1.0%1.9%96.7K-4.5M-17.2K0.3387.41N/AN/A2175,79115,373
2025-06-18$27.01$30.0037.8%10.8%26.5%26.7%40.3%2.1%1.2%94.0K-4.6M-17.2K0.7693.19N/AN/A17135,81015,366
2025-06-20$26.30$30.0037.2%10.7%28.4%25.8%37.1%2.5%0.9%59.6K-3.9M-15.8K0.0384.87N/AN/A6925,81215,379
2025-06-23$26.51$30.0038.3%11.0%22.8%27.7%34.6%4.0%-0.1%69.2K-816.8K-15.6K0.2686.06N/AN/A1954,1321,676
2025-06-24$26.61$30.0036.4%10.4%22.4%24.4%36.2%3.9%-3.2%77.4K-1.1M-15.3K7.0098.28N/AN/A4284,1371,679
2025-06-25$26.14$30.0035.7%10.2%22.0%23.3%23.3%0.3%0.1%52.1K-564.6K-14.4K4.1892.02N/AN/A11464,1391,695
2025-06-26$27.31$30.0036.6%10.5%27.2%24.8%27.7%7.7%1.8%93.8K-1.4M-16.0K0.15101.39N/AN/A3354,1411,730
2025-06-27$27.66$30.0024.9%7.1%26.6%4.8%28.1%7.4%4.9%115.8K-1.8M-16.2K0.0199.30N/AN/A11114,1541,730
2025-06-30$28.11$30.0032.8%9.4%27.1%18.3%33.0%3.8%0.9%137.4K-2.3M-16.7K6.67100.19N/AN/A12804,2491,730