NDLS Options History — March 2025 In March 2025, NDLS traded between $8.32 and $11.12. ATM implied volatility averaged 166.2%, placing in the 29.3% IV rank vs the trailing year. The 30-day expected move averaged 40.6%. IV traded above realized volatility by 65.8% (HV 20d: 100.3%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.51.
Notable Days 2025-03-17 : Highest Volume — 25 contracts2025-03-21 : Largest IV spike — 143.3% change2025-03-21 : Highest IV Rank — 65.6%2025-03-14 : Largest Expected Move — 69.2%Monthly Statistics Metric Avg Min Max Open Close Price $9.46 $8.32 $11.12 $10.32 $8.72 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 166.2% 119.6% 314.2% 149.7% 166.8% Expected Move 40.6% 26.1% 69.2% 42.9% 32.0% HV 20d 100.3% 80.4% 113.0% 83.8% 95.7% HV 60d 112.7% 106.1% 116.5% 106.9% 114.0% IV Rank 29.3% 17.8% 65.6% 25.2% 29.4% IV Percentile 60.6% 37.7% 96.0% 61.5% 66.3% Term Structure -58.9% -355.1% 162.1% 138.0% -59.4% VWIV 153.0% 132.4% 175.3% 151.3% 132.4% Bid-Ask Spread % 82.42 8.43 120.79 55.22 84.41 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 223 0 1.7K 1.4K 0 Net DEX 19.0K -86.9K 42.0K -86.9K 33.0K Net VEX -124 -880 -4 -830 -4 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.51 0.00 15.00 0.00 7.50 Total Volume 4.143 0 25 4 0 Total OI 552.19 509 585 538 542
Daily Data (21 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 2025-03-03 $10.32 $20.00 149.7% 42.9% 83.8% 25.2% 151.3% 0.0% 138.0% 1.4K -86.9K -830 0.00 55.22 N/A N/A 4 0 500 38 2025-03-04 $10.64 $20.00 143.8% 41.2% 80.7% 23.8% 0.0% 0.0% 162.1% 0 40.2K -4 0.00 8.43 N/A N/A 0 0 504 38 2025-03-05 $10.64 $20.00 148.2% 42.5% 80.4% 24.8% 0.0% 0.0% -119.9% 1.6K -85.4K -880 0.00 85.06 N/A N/A 4 0 504 38 2025-03-06 $9.84 $20.00 185.2% 53.1% 84.0% 33.9% 175.3% 0.0% -160.8% 0 37.1K -4 0.00 84.76 N/A N/A 1 0 508 38 2025-03-07 $11.12 $20.00 124.8% 35.8% 96.3% 19.1% 0.0% 0.0% 41.8% 0 42.0K -4 0.02 120.79 N/A N/A 7 0 509 38 2025-03-10 $10.88 $20.00 167.1% 47.9% 96.0% 29.5% 0.0% 0.0% -24.2% 1.7K -77.2K -827 15.00 85.20 N/A N/A 0 2 516 38 2025-03-11 $9.84 $20.00 221.9% 58.8% 99.8% 42.9% 0.0% 0.0% -240.6% 0 39.0K -4 0.00 55.96 N/A N/A 2 0 517 40 2025-03-12 $9.68 $20.00 235.4% 54.8% 99.8% 46.2% 0.0% 0.0% -249.5% 0 38.4K -4 0.00 83.23 N/A N/A 3 0 517 40 2025-03-13 $8.32 $20.00 292.2% 64.6% 111.2% 60.2% 0.0% 0.0% -309.9% 0 33.0K -4 0.00 82.99 N/A N/A 0 0 518 40 2025-03-14 $8.96 $20.00 121.8% 69.2% 112.9% 18.4% 0.0% 0.0% 61.0% 0 35.5K -4 0.00 83.08 N/A N/A 1 0 519 40 2025-03-17 $8.64 $20.00 122.8% 32.8% 113.0% 18.6% 0.0% 0.0% 18.8% 0 34.2K -4 0.00 103.13 N/A N/A 25 0 520 40 2025-03-18 $9.04 $20.00 130.6% 31.9% 112.3% 20.5% 0.0% 0.0% 3.0% 0 35.8K -5 0.00 84.51 N/A N/A 0 0 545 40 2025-03-19 $8.96 $20.00 119.6% 40.2% 111.6% 17.8% 0.0% 0.0% 59.3% 0 35.5K -5 0.00 103.76 N/A N/A 0 0 545 40 2025-03-20 $8.64 $20.00 129.1% 36.1% 111.2% 20.2% 132.4% 0.0% 16.4% 0 34.2K -5 0.05 103.91 N/A N/A 2 0 545 40 2025-03-21 $8.72 $20.00 314.2% 29.5% 108.6% 65.6% 0.0% 0.0% -355.1% 0 34.7K -5 0.00 83.76 N/A N/A 0 0 544 40 2025-03-24 $8.88 $20.00 143.4% 27.9% 107.4% 23.7% 0.0% 0.0% -40.9% 0 34.3K -4 0.01 83.76 N/A N/A 21 0 470 39 2025-03-25 $9.04 $20.00 135.7% 26.1% 100.4% 21.8% 0.0% 0.0% -42.0% 0 35.0K -4 0.00 83.83 N/A N/A 0 0 491 39 2025-03-26 $9.36 $20.00 144.1% 27.4% 101.5% 23.8% 0.0% 0.0% -42.3% 0 36.3K -4 0.00 85.47 N/A N/A 13 0 491 39 2025-03-27 $9.36 $20.00 133.7% 27.6% 100.3% 21.3% 0.0% 0.0% -44.5% 0 36.3K -4 0.00 85.16 N/A N/A 0 0 504 39 2025-03-28 $9.04 $20.00 159.5% 29.5% 100.3% 27.6% 0.0% 0.0% -48.6% 0 35.0K -4 7.50 84.51 N/A N/A 0 2 504 39 2025-03-31 $8.72 $20.00 166.8% 32.0% 95.7% 29.4% 0.0% 0.0% -59.4% 0 33.0K -4 0.00 84.41 N/A N/A 0 0 504 38
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