NDLS Options History — January 2025 In January 2025, NDLS traded between $4.64 and $11.84. ATM implied volatility averaged 204.3%, placing in the 39.3% IV rank vs the trailing year. The 30-day expected move averaged 48.0%. IV traded above realized volatility by 89.2% (HV 20d: 115.1%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.08.
Notable Days 2025-01-24 : Highest Volume — 65 contracts2025-01-30 : Largest IV spike — 66.0% change2025-01-10 : Highest IV Rank — 88.5%2025-01-03 : Largest Expected Move — 94.2%Monthly Statistics Metric Avg Min Max Open Close Price $7.70 $4.64 $11.84 $4.64 $11.84 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 204.3% 99.1% 406.9% 291.3% 113.5% Expected Move 48.0% 28.4% 94.2% 83.5% 32.6% HV 20d 115.1% 62.6% 148.1% 62.6% 137.0% HV 60d 97.3% 75.5% 112.8% 75.5% 112.2% IV Rank 39.3% 13.8% 88.5% 60.4% 16.3% IV Percentile 70.8% 37.3% 99.2% 97.6% 41.7% Term Structure -15.5% -122.1% 312.9% -122.1% -14.6% VWIV 160.3% 114.4% 263.8% 160.9% 116.9% Bid-Ask Spread % 73.61 5.99 104.71 83.05 84.74 Gamma HHI 1.00 0.99 1.00 1.00 1.00 Net GEX 264 0 1.5K 0 1.5K Net DEX 4.9K -98.9K 32.2K 17.0K -98.9K Net VEX -165 -975 -1 -1 -975 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.08 0.00 1.00 0.00 0.00 Total Volume 12.3 0 65 6 33 Total OI 227.6 147 427 147 427
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 2025-01-02 $4.64 $20.00 291.3% 83.5% 62.6% 60.4% 0.0% 0.0% -122.1% 0 17.0K -1 0.00 83.05 N/A N/A 6 0 110 37 2025-01-03 $5.28 $20.00 328.5% 94.2% 77.8% 69.4% 0.0% 0.0% 0.0% 0 19.3K -1 0.00 84.55 N/A N/A 1 0 115 37 2025-01-06 $5.28 $20.00 296.8% 42.2% 77.1% 61.8% 0.0% 0.0% -37.7% 0 19.3K -1 0.00 81.83 N/A N/A 2 0 116 37 2025-01-07 $5.92 $20.00 305.0% 46.1% 83.8% 63.7% 160.9% 0.0% -84.2% 0 21.7K -1 0.00 54.01 N/A N/A 6 0 118 37 2025-01-08 $5.12 $20.00 390.2% 51.9% 95.8% 84.4% 0.0% 0.0% -75.4% 0 18.8K -1 0.00 83.09 N/A N/A 0 0 123 37 2025-01-10 $5.44 $20.00 406.9% 49.9% 97.1% 88.5% 0.0% 0.0% -75.5% 0 19.9K -1 0.00 82.40 N/A N/A 0 0 123 37 2025-01-13 $5.44 $20.00 178.3% 51.1% 97.0% 33.0% 0.0% 0.0% -45.9% 0 19.9K -1 0.00 54.60 N/A N/A 0 0 123 37 2025-01-14 $5.04 $20.00 209.7% 60.1% 100.4% 40.6% 0.0% 0.0% -108.6% 0 18.5K -1 0.00 5.99 N/A N/A 1 0 123 37 2025-01-15 $5.84 $20.00 175.4% 50.3% 114.1% 32.3% 0.0% 0.0% -80.6% 0 21.4K -1 0.00 83.21 N/A N/A 0 0 125 37 2025-01-16 $5.92 $20.00 179.2% 51.4% 114.0% 33.2% 0.0% 0.0% 0.0% 0 21.7K -1 0.07 83.21 N/A N/A 5 0 125 37 2025-01-17 $6.72 $20.00 148.6% 42.6% 121.6% 25.8% 0.0% 0.0% 312.9% 0 24.6K -1 0.00 83.34 N/A N/A 45 0 130 37 2025-01-21 $7.76 $20.00 146.8% 42.1% 130.1% 25.3% 168.2% 0.0% -34.6% 0 28.3K -2 0.03 84.98 N/A N/A 4 0 171 37 2025-01-22 $8.64 $20.00 150.4% 43.1% 133.7% 26.2% 159.0% 0.0% 174.0% 0 31.6K -2 0.12 54.86 N/A N/A 5 1 175 37 2025-01-23 $8.64 $20.00 126.9% 36.4% 133.7% 20.5% 0.0% 0.0% -13.8% 0 32.2K -2 0.00 83.24 N/A N/A 16 0 180 37 2025-01-24 $10.80 $20.00 115.7% 33.2% 148.1% 17.8% 114.4% 0.0% 26.8% 357 14.4K -197 0.01 83.75 N/A N/A 65 0 183 37 2025-01-27 $11.52 $20.00 99.1% 28.4% 147.3% 13.8% 152.7% 0.0% 42.2% 912 -25.0K -508 0.02 85.47 N/A N/A 11 0 347 38 2025-01-28 $11.44 $20.00 99.9% 28.7% 147.5% 14.0% 183.5% 0.0% -0.1% 875 -30.4K -542 0.16 55.70 N/A N/A 2 0 345 38 2025-01-29 $11.20 $20.00 121.7% 34.9% 142.8% 19.3% 122.9% 0.0% -39.8% 899 -26.3K -512 1.00 55.54 N/A N/A 0 0 343 38 2025-01-30 $11.60 $20.00 202.0% 57.9% 141.2% 38.7% 263.8% 0.0% -101.4% 773 -50.9K -553 0.00 104.71 N/A N/A 43 0 343 38 2025-01-31 $11.84 $20.00 113.5% 32.6% 137.0% 16.3% 116.9% 0.0% -14.6% 1.5K -98.9K -975 0.00 84.74 N/A N/A 33 0 389 38
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