NDLS Options History — May 2025 In May 2025, NDLS traded between $5.84 and $8.32. ATM implied volatility averaged 227.7%, placing in the 43.4% IV rank vs the trailing year. The 30-day expected move averaged 51.7%. IV traded above realized volatility by 146.8% (HV 20d: 80.9%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.24.
Notable Days 2025-05-09 : Highest Volume — 130 contracts2025-05-14 : Largest IV drop — 66.5% change2025-05-13 : Highest IV Rank — 100.0%2025-05-07 : Largest Expected Move — 74.8%Monthly Statistics Metric Avg Min Max Open Close Price $6.97 $5.84 $8.32 $8.08 $6.16 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 227.7% 139.6% 472.8% 236.6% 196.6% Expected Move 51.7% 36.7% 74.8% 67.8% 56.4% HV 20d 80.9% 41.8% 98.6% 63.4% 97.5% HV 60d 85.8% 80.1% 89.9% 80.8% 86.8% IV Rank 43.4% 21.7% 100.0% 46.5% 35.1% IV Percentile 73.5% 44.0% 100.0% 86.1% 71.0% Term Structure 6.5% -315.8% 320.7% 94.8% -64.2% VWIV 191.9% 151.6% 249.1% 249.1% 201.4% Bid-Ask Spread % 83.48 7.16 135.72 83.58 83.90 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX 16.9K 504 30.5K 29.6K 5.0K Net VEX -6 -7 -5 -5 -6 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.24 0.00 3.33 0.00 0.00 Total Volume 16.619 0 130 14 28 Total OI 767.19 655 936 655 781
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 2025-05-01 $8.08 $20.00 236.6% 67.8% 63.4% 46.5% 249.1% 0.0% 94.8% 0 29.6K -5 0.00 83.58 N/A N/A 14 0 618 37 2025-05-02 $8.16 $20.00 207.2% 59.4% 62.8% 39.3% 0.0% 0.0% 192.2% 0 29.9K -5 0.00 84.28 N/A N/A 0 0 625 37 2025-05-05 $8.08 $20.00 209.1% 51.8% 62.8% 39.8% 216.8% 0.0% -121.8% 0 29.6K -5 0.00 89.02 N/A N/A 10 0 625 37 2025-05-06 $8.24 $20.00 246.7% 49.9% 51.8% 49.0% 0.0% 0.0% -146.3% 0 30.2K -5 0.00 103.92 N/A N/A 11 0 634 37 2025-05-07 $8.32 $20.00 217.6% 74.8% 41.8% 41.9% 0.0% 0.0% -315.8% 0 30.5K -5 0.00 105.49 N/A N/A 1 0 641 37 2025-05-08 $6.80 $20.00 277.3% 0.0% 83.5% 56.5% 0.0% 0.0% 0.0% 0 24.9K -5 0.00 135.72 N/A N/A 25 0 641 37 2025-05-09 $7.04 $20.00 391.5% 36.7% 84.5% 84.6% 0.0% 0.0% -40.8% 0 25.8K -6 0.00 82.30 N/A N/A 130 0 666 37 2025-05-12 $6.96 $20.00 424.7% 45.5% 84.6% 92.7% 151.6% 0.0% -54.8% 0 25.5K -7 0.00 84.14 N/A N/A 20 0 797 37 2025-05-13 $6.88 $20.00 472.8% 45.8% 84.6% 100.0% 155.1% 0.0% -56.8% 0 25.2K -7 0.00 84.14 N/A N/A 46 0 816 37 2025-05-14 $6.64 $20.00 158.5% 45.4% 84.7% 26.2% 0.0% 0.0% -60.1% 0 24.3K -7 0.00 83.54 N/A N/A 1 0 863 37 2025-05-15 $7.12 $20.00 139.6% 40.0% 86.3% 21.7% 0.0% 0.0% 320.7% 0 26.1K -7 0.01 84.85 N/A N/A 43 1 863 37 2025-05-16 $7.12 $20.00 141.5% 40.6% 85.4% 22.2% 0.0% 0.0% 272.2% 0 26.5K -7 0.00 83.43 N/A N/A 2 0 899 37 2025-05-19 $6.72 $20.00 155.3% 44.5% 87.9% 25.4% 0.0% 0.0% 317.7% 0 504 -6 0.00 83.51 N/A N/A 2 0 767 1 2025-05-20 $6.80 $20.00 159.1% 45.6% 87.9% 26.3% 177.4% 0.0% -38.9% 0 510 -6 0.05 53.97 N/A N/A 5 0 769 1 2025-05-21 $6.48 $20.00 171.3% 49.1% 88.2% 29.2% 0.0% 0.0% 0.0% 0 648 -6 0.00 84.21 N/A N/A 0 0 771 1 2025-05-22 $6.08 $20.00 183.2% 52.5% 89.2% 32.0% 0.0% 0.0% -19.4% 0 608 -6 0.00 85.20 N/A N/A 0 6 771 1 2025-05-23 $5.92 $20.00 183.4% 52.6% 88.5% 32.0% 201.4% 0.0% -21.4% 0 4.2K -6 1.00 83.05 N/A N/A 0 0 771 7 2025-05-27 $5.84 $20.00 217.0% 62.2% 87.6% 39.9% 0.0% 0.0% -71.6% 0 4.0K -6 3.33 7.16 N/A N/A 0 1 771 7 2025-05-28 $6.56 $20.00 178.7% 51.2% 98.6% 30.9% 0.0% 0.0% -29.2% 0 5.3K -6 0.00 83.65 N/A N/A 3 0 771 8 2025-05-29 $6.32 $20.00 213.9% 61.3% 98.1% 39.2% 0.0% 0.0% -32.5% 0 5.1K -6 0.00 84.13 N/A N/A 0 0 773 8 2025-05-30 $6.16 $20.00 196.6% 56.4% 97.5% 35.1% 0.0% 0.0% -64.2% 0 5.0K -6 0.00 83.90 N/A N/A 28 0 773 8
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