NDLS Options History — November 2024 In November 2024, NDLS traded between $5.44 and $9.44. ATM implied volatility averaged 233.2%, placing in the 52.2% IV rank vs the trailing year. The 30-day expected move averaged 47.6%. IV traded above realized volatility by 147.0% (HV 20d: 86.3%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.21.
Notable Days 2024-11-27 : Highest Volume — 52 contracts2024-11-11 : Largest IV spike — 70.0% change2024-11-11 : Highest IV Rank — 100.0%2024-11-25 : Largest Expected Move — 65.2%Monthly Statistics Metric Avg Min Max Open Close Price $6.92 $5.44 $9.44 $9.36 $5.52 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 233.2% 161.4% 454.4% 180.0% 222.2% Expected Move 47.6% 29.3% 65.2% 51.6% 63.7% HV 20d 86.3% 64.8% 98.7% 65.2% 90.0% HV 60d 70.3% 60.6% 75.6% 63.8% 74.6% IV Rank 52.2% 28.9% 100.0% 47.3% 43.7% IV Percentile 91.4% 81.3% 100.0% 90.5% 91.7% Term Structure -23.2% -105.4% 157.3% 157.3% -100.1% VWIV 210.5% 206.3% 214.8% 214.8% 206.3% Bid-Ask Spread % 69.90 5.27 103.98 55.77 83.16 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX 2.0K 138 15.6K 3.0K 15.6K Net VEX -1 -1 0 -1 -1 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.00 1.09 0.00 1.09 Total Volume 4.45 0 52 0 0 Total OI 82.55 44 125 97 125
Daily Data (20 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 2024-11-01 $9.36 $20.00 180.0% 51.6% 65.2% 47.3% 0.0% 0.0% 157.3% 0 3.0K -1 0.00 55.77 N/A N/A 0 0 94 3 2024-11-04 $9.04 $20.00 248.2% 30.4% 66.2% 69.9% 0.0% 0.0% -17.5% 0 2.9K -1 0.00 55.25 N/A N/A 0 1 94 3 2024-11-05 $9.04 $20.00 227.6% 33.8% 64.8% 63.1% 0.0% 0.0% -39.5% 0 2.1K -1 0.00 55.63 N/A N/A 3 0 94 2 2024-11-06 $9.44 $20.00 285.3% 32.7% 66.3% 82.2% 0.0% 0.0% -38.6% 0 2.2K -1 0.00 55.81 N/A N/A 0 0 96 2 2024-11-07 $8.08 $20.00 237.6% 29.3% 85.4% 66.4% 0.0% 0.0% -37.5% 0 1.9K -1 0.20 96.49 N/A N/A 2 0 96 2 2024-11-08 $8.16 $20.00 265.2% 34.6% 85.2% 75.5% 0.0% 0.0% -9.7% 0 1.8K -1 0.00 55.35 N/A N/A 0 0 97 2 2024-11-11 $7.12 $20.00 450.8% 38.5% 96.8% 100.0% 0.0% 0.0% 53.8% 0 1.6K -1 0.00 83.43 N/A N/A 1 0 97 2 2024-11-12 $6.80 $20.00 454.4% 37.2% 93.6% 100.0% 0.0% 0.0% -49.4% 0 1.5K -1 0.00 81.99 N/A N/A 0 0 99 2 2024-11-13 $6.96 $20.00 170.2% 48.8% 94.7% 31.9% 0.0% 0.0% 0.0% 0 1.6K -1 0.00 103.98 N/A N/A 0 0 99 2 2024-11-14 $6.72 $20.00 161.4% 46.3% 95.0% 28.9% 0.0% 0.0% 0.0% 0 1.3K -1 1.00 103.31 N/A N/A 0 0 99 2 2024-11-15 $6.48 $20.00 206.6% 59.2% 93.4% 39.9% 0.0% 0.0% 0.0% 0 1.5K -1 0.00 84.45 N/A N/A 0 0 99 2 2024-11-18 $6.16 $20.00 192.3% 55.1% 94.0% 36.4% 214.8% 0.0% -105.4% 0 154 0 0.00 54.11 N/A N/A 1 0 44 0 2024-11-19 $5.52 $20.00 184.1% 52.8% 98.7% 34.4% 0.0% 0.0% -45.8% 0 138 0 0.00 83.74 N/A N/A 0 0 45 0 2024-11-20 $5.68 $20.00 171.8% 49.3% 86.7% 31.4% 0.0% 0.0% -46.5% 0 142 0 0.00 5.35 N/A N/A 0 0 45 0 2024-11-21 $5.68 $20.00 174.7% 50.1% 86.5% 32.1% 0.0% 0.0% 0.0% 0 142 0 0.00 83.21 N/A N/A 4 0 45 0 2024-11-22 $6.00 $20.00 185.0% 53.0% 91.1% 34.6% 206.3% 0.0% 0.0% 0 150 0 0.04 85.46 N/A N/A 16 1 48 0 2024-11-25 $5.60 $20.00 227.5% 65.2% 91.6% 44.9% 0.0% 0.0% -100.1% 0 490 -1 0.02 5.27 N/A N/A 8 0 64 1 2024-11-26 $5.52 $20.00 208.7% 59.8% 91.3% 40.4% 0.0% 0.0% 0.0% 0 483 -1 0.00 83.16 N/A N/A 0 0 72 1 2024-11-27 $5.44 $20.00 211.1% 60.5% 88.7% 40.9% 0.0% 0.0% 0.0% 0 476 -1 1.09 83.16 N/A N/A 25 27 72 1 2024-11-29 $5.52 $20.00 222.2% 63.7% 90.0% 43.7% 0.0% 0.0% 0.0% 0 15.6K -1 0.00 83.16 N/A N/A 0 0 97 28
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