NDLS Options History — October 2024

In October 2024, NDLS traded between $8.64 and $10.48. ATM implied volatility averaged 167.1%, placing in the 43.0% IV rank vs the trailing year. The 30-day expected move averaged 44.9%. IV traded above realized volatility by 109.1% (HV 20d: 58.0%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 5 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.50.

Notable Days

2024-10-16: Highest Volume — 3 contracts
2024-10-16: Largest IV spike — 98.2% change
2024-10-16: Highest IV Rank — 76.8%
2024-10-16: Largest Expected Move — 77.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.35	$8.64	$10.48	$9.36	$9.36
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	167.1%	119.5%	269.1%	163.8%	174.0%
Expected Move	44.9%	34.3%	77.1%	47.0%	49.9%
HV 20d	58.0%	45.4%	65.5%	63.5%	65.5%
HV 60d	66.3%	63.3%	68.8%	68.8%	64.3%
IV Rank	43.0%	27.2%	76.8%	41.9%	45.3%
IV Percentile	84.6%	67.9%	98.8%	90.9%	90.5%
Term Structure	-8.2%	-89.3%	188.5%	46.5%	159.4%
VWIV	194.8%	124.8%	334.1%	124.8%	185.6%
Bid-Ask Spread %	65.63	6.33	94.42	85.47	55.81
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	6	0	35	0	0
Net DEX	2.9K	-77	12.9K	12.9K	3.0K
Net VEX	-4	-19	-1	-1	-1
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.00	2.50	0.00	0.00
Total Volume	0.522	0	3	0	0
Total OI	103.913	90	121	121	97

Daily Data (23 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
2024-10-01	$9.36	$20.00	163.8%	47.0%	63.5%	41.9%	0.0%	0.0%	46.5%	0	12.9K	-1	0.00	85.47	N/A	N/A	0	0	107	14
2024-10-02	$9.20	$20.00	165.9%	47.6%	61.8%	42.6%	0.0%	0.0%	-37.2%	0	12.7K	-1	0.00	83.83	N/A	N/A	0	0	107	14
2024-10-03	$9.04	$20.00	202.5%	56.4%	61.8%	54.8%	0.0%	0.0%	-69.6%	0	12.4K	-1	0.00	87.91	N/A	N/A	0	0	107	14
2024-10-04	$9.20	$20.00	196.2%	38.0%	57.1%	52.6%	0.0%	0.0%	-69.7%	0	1.1K	-1	0.00	84.51	N/A	N/A	0	0	107	1
2024-10-07	$9.04	$20.00	236.2%	39.0%	55.6%	65.9%	0.0%	0.0%	-75.3%	0	1.1K	-1	0.00	84.51	N/A	N/A	0	0	107	1
2024-10-08	$8.72	$20.00	240.5%	49.4%	56.3%	67.3%	0.0%	0.0%	-79.7%	0	1.1K	-1	0.00	86.24	N/A	N/A	0	0	107	1
2024-10-09	$8.64	$20.00	135.4%	38.8%	56.2%	32.5%	0.0%	0.0%	-82.1%	0	972	-1	0.00	85.31	N/A	N/A	0	0	107	1
2024-10-10	$9.04	$20.00	119.5%	34.3%	53.9%	27.2%	0.0%	0.0%	-48.4%	0	1.0K	-1	0.00	84.51	N/A	N/A	0	0	107	1
2024-10-11	$9.20	$20.00	134.9%	38.7%	52.9%	32.3%	0.0%	0.0%	-80.6%	25	65	-14	0.00	83.83	N/A	N/A	0	0	107	1
2024-10-14	$8.96	$20.00	159.5%	45.7%	52.8%	40.5%	0.0%	0.0%	-88.8%	0	1.2K	-1	0.00	94.42	N/A	N/A	0	0	107	1
2024-10-15	$9.52	$20.00	135.8%	38.9%	57.7%	32.6%	124.8%	0.0%	-85.5%	17	981	-6	0.00	83.95	N/A	N/A	0	1	107	1
2024-10-16	$9.36	$20.00	269.1%	77.1%	57.7%	76.8%	334.1%	0.0%	-89.3%	21	1.3K	-9	0.44	91.67	N/A	N/A	2	1	107	2
2024-10-17	$9.20	$20.00	123.7%	35.5%	55.7%	28.6%	0.0%	0.0%	188.5%	0	1.6K	-1	0.00	55.77	N/A	N/A	0	0	106	2
2024-10-18	$9.52	$20.00	164.0%	47.0%	57.0%	42.0%	0.0%	0.0%	114.3%	0	1.7K	-1	0.00	56.65	N/A	N/A	0	0	106	2
2024-10-21	$9.36	$20.00	149.3%	42.8%	45.4%	37.1%	0.0%	0.0%	-68.9%	0	1.5K	-1	0.00	6.33	N/A	N/A	0	0	88	2
2024-10-22	$9.36	$20.00	139.5%	40.0%	45.4%	33.9%	0.0%	0.0%	-71.2%	0	1.5K	-1	0.00	52.89	N/A	N/A	0	0	88	2
2024-10-23	$10.48	$20.00	134.6%	38.6%	59.8%	32.2%	134.6%	0.0%	-34.9%	32	71	-17	0.08	62.33	N/A	N/A	3	0	88	2
2024-10-24	$9.84	$20.00	140.5%	40.3%	64.5%	34.2%	0.0%	0.0%	127.3%	0	1.8K	-1	0.00	6.73	N/A	N/A	1	0	91	2
2024-10-25	$9.76	$20.00	167.3%	48.0%	63.6%	43.1%	185.6%	0.0%	-76.0%	35	-77	-19	1.00	9.10	N/A	N/A	0	0	92	2
2024-10-28	$9.84	$20.00	168.9%	48.4%	61.1%	43.6%	0.0%	0.0%	-85.1%	0	2.0K	-1	2.50	55.96	N/A	N/A	1	1	92	2
2024-10-29	$9.36	$20.00	163.6%	46.9%	63.9%	41.8%	0.0%	0.0%	162.4%	0	3.0K	-1	0.00	56.83	N/A	N/A	0	0	92	3
2024-10-30	$9.68	$20.00	159.5%	45.7%	64.6%	40.5%	0.0%	0.0%	154.4%	0	3.1K	-1	0.00	54.94	N/A	N/A	2	0	92	3
2024-10-31	$9.36	$20.00	174.0%	49.9%	65.5%	45.3%	0.0%	0.0%	159.4%	0	3.0K	-1	0.00	55.81	N/A	N/A	0	0	94	3