NDLS Options History — June 2025 In June 2025, NDLS traded between $4.96 and $6.96. ATM implied volatility averaged 218.0%, placing in the 39.5% IV rank vs the trailing year. The 30-day expected move averaged 55.9%. IV traded above realized volatility by 133.5% (HV 20d: 84.4%). 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 0 of 20 days. Put/call ratio averaged 0.14.
Notable Days 2025-06-27 : Highest Volume — 177 contracts2025-06-12 : Largest IV drop — 41.1% change2025-06-10 : Highest IV Rank — 60.0%2025-06-11 : Largest Expected Move — 74.3%Monthly Statistics Metric Avg Min Max Open Close Price $6.26 $4.96 $6.96 $6.56 $5.76 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 218.0% 152.6% 302.6% 244.1% 223.3% Expected Move 55.9% 42.5% 74.3% 70.0% 64.0% HV 20d 84.4% 63.9% 103.9% 100.9% 99.1% HV 60d 79.4% 76.6% 87.0% 86.8% 87.0% IV Rank 39.5% 24.8% 60.0% 46.3% 37.4% IV Percentile 73.4% 45.2% 94.0% 85.3% 77.4% Term Structure -68.4% -231.0% -5.6% -88.1% -79.2% VWIV 234.8% 234.8% 234.8% 234.8% 234.8% Bid-Ask Spread % 87.26 53.87 103.88 98.33 83.21 Net GEX 0 0 0 0 0 Net DEX 10.1K 4.9K 14.4K 5.3K 11.2K Net VEX -8 -10 -6 -6 -9 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.14 0.00 1.59 0.00 0.00 Total Volume 46.8 0 177 140 32 Total OI 1,016.8 801 1,258 801 1,125
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 2025-06-02 $6.56 $20.00 244.1% 70.0% 100.9% 46.3% 234.8% 0.0% -88.1% 0 5.3K -6 0.00 98.33 N/A N/A 140 0 793 8 2025-06-03 $6.08 $20.00 215.4% 61.7% 103.5% 39.6% 0.0% 0.0% -80.4% 0 4.9K -7 0.00 53.87 N/A N/A 36 0 926 8 2025-06-04 $6.24 $20.00 248.9% 71.4% 103.8% 47.4% 0.0% 0.0% -83.7% 0 5.1K -8 0.00 85.20 N/A N/A 21 0 960 8 2025-06-05 $6.32 $20.00 283.6% 44.7% 103.9% 55.6% 0.0% 0.0% -34.9% 0 5.1K -8 0.00 85.13 N/A N/A 1 0 962 8 2025-06-06 $6.72 $20.00 233.3% 42.5% 80.0% 43.8% 0.0% 0.0% -5.6% 0 5.5K -8 0.00 85.33 N/A N/A 0 0 963 8 2025-06-09 $6.48 $20.00 253.9% 43.2% 79.8% 48.6% 0.0% 0.0% -31.1% 0 5.3K -8 1.59 83.90 N/A N/A 8 13 963 8 2025-06-10 $6.80 $20.00 302.6% 44.9% 81.9% 60.0% 0.0% 0.0% -8.4% 0 14.0K -8 0.00 85.04 N/A N/A 0 0 968 21 2025-06-11 $6.96 $20.00 259.1% 74.3% 82.2% 49.8% 0.0% 0.0% -231.0% 0 14.4K -8 0.00 103.88 N/A N/A 1 0 968 21 2025-06-12 $6.56 $20.00 152.6% 43.7% 84.0% 24.8% 0.0% 0.0% -221.3% 0 13.5K -8 0.03 103.19 N/A N/A 36 1 968 21 2025-06-13 $6.32 $20.00 156.2% 44.8% 80.6% 25.7% 0.0% 0.0% -11.5% 0 12.3K -8 0.00 83.29 N/A N/A 148 0 1,003 20 2025-06-16 $6.32 $20.00 208.8% 59.9% 80.6% 38.0% 0.0% 0.0% 0.0% 0 12.3K -9 0.00 103.58 N/A N/A 3 0 1,120 20 2025-06-17 $6.16 $20.00 162.4% 46.6% 78.7% 27.1% 0.0% 0.0% -42.1% 0 12.0K -9 0.00 83.10 N/A N/A 64 0 1,122 20 2025-06-18 $6.24 $20.00 211.7% 60.7% 78.7% 38.7% 0.0% 0.0% 0.0% 0 12.2K -9 0.00 103.71 N/A N/A 87 0 1,160 20 2025-06-20 $6.48 $20.00 177.1% 50.8% 78.3% 30.6% 0.0% 0.0% -59.9% 0 12.6K -10 0.00 84.53 N/A N/A 21 0 1,238 20 2025-06-23 $6.24 $20.00 182.3% 52.3% 76.0% 30.0% 0.0% 0.0% -52.9% 0 12.2K -8 1.00 83.29 N/A N/A 0 0 981 20 2025-06-24 $6.16 $20.00 184.0% 52.8% 75.5% 30.3% 0.0% 0.0% -55.8% 0 12.0K -8 0.00 83.10 N/A N/A 6 0 981 20 2025-06-25 $6.00 $20.00 203.6% 58.4% 75.9% 35.0% 0.0% 0.0% -59.6% 0 11.7K -8 0.00 85.35 N/A N/A 120 0 975 20 2025-06-26 $5.76 $20.00 202.3% 58.0% 63.9% 34.7% 0.0% 0.0% -9.7% 0 11.2K -8 0.00 83.80 N/A N/A 21 0 921 20 2025-06-27 $4.96 $20.00 254.2% 72.9% 81.2% 47.2% 0.0% 0.0% -75.3% 0 9.7K -8 0.00 84.36 N/A N/A 177 0 928 20 2025-06-30 $5.76 $20.00 223.3% 64.0% 99.1% 37.4% 0.0% 0.0% -79.2% 0 11.2K -9 0.00 83.21 N/A N/A 32 0 1,105 20
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