NCNO Options History — April 2026

In April 2026, NCNO traded between $16.53 and $17.12. ATM implied volatility averaged 62.3%, placing in the 51.3% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 2.4% (HV 20d: 59.8%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 2 of 2 trading days. Term structure was in contango for 1 of 2 days. Put/call ratio averaged 0.35.

Notable Days

2026-04-01: Highest Volume — 3,551 contracts
2026-04-02: Largest IV drop — 19.3% change
2026-04-01: Highest IV Rank — 60.5%
2026-04-01: Largest Expected Move — 19.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.83	$16.53	$17.12	$16.53	$17.12
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	62.3%	55.6%	68.9%	68.9%	55.6%
Expected Move	17.8%	15.9%	19.8%	19.8%	15.9%
HV 20d	59.8%	59.4%	60.3%	59.4%	60.3%
HV 60d	62.5%	62.2%	62.8%	62.2%	62.8%
IV Rank	51.3%	42.2%	60.5%	60.5%	42.2%
IV Percentile	83.7%	76.2%	91.3%	91.3%	76.2%
Term Structure	-0.3%	-5.7%	5.1%	-5.7%	5.1%
VWIV	65.7%	63.7%	67.7%	67.7%	63.7%
Skew 25d	6.2%	3.0%	9.4%	3.0%	9.4%
Skew 10d	19.2%	9.2%	29.3%	9.2%	29.3%
Call IV 25d	64.0%	59.1%	68.9%	68.9%	59.1%
Put IV 25d	70.2%	68.5%	71.8%	71.8%	68.5%
Bid-Ask Spread %	23.83	20.55	27.11	20.55	27.11
Gamma HHI	0.64	0.62	0.65	0.62	0.65
Net GEX	230.4K	189.1K	271.8K	189.1K	271.8K
Net DEX	-3.8M	-4.4M	-3.2M	-3.2M	-4.4M
Net VEX	-12.1K	-13.1K	-11.2K	-11.2K	-13.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.35	0.10	0.59	0.10	0.59
Total Volume	1,957	363	3,551	3,551	363
Total OI	10,697.5	10,239	11,156	10,239	11,156

Daily Data (2 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
2026-04-01	$16.53	$15.00	68.9%	19.8%	59.4%	60.5%	67.7%	3.0%	-5.7%	189.1K	-3.2M	-11.2K	0.10	20.55	N/A	N/A	3,228	323	9,649	590
2026-04-02	$17.12	$15.00	55.6%	15.9%	60.3%	42.2%	63.7%	9.4%	5.1%	271.8K	-4.4M	-13.1K	0.59	27.11	N/A	N/A	228	135	10,460	696