What does the NDLS options chain show right now?

As of May 29, 2026, Noodles & Company (NDLS) has 272 contracts outstanding and 0 traded today, with ATM IV of 43.6%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.

What expirations are available for NDLS options?

The nearest expiration is 84 days out. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.

How tight are NDLS options bid/ask spreads?

Average bid/ask spread across the chain is 0.57%. Tight liquidity supports active strategies including ratio spreads and fly structures.

Noodles & Company (NDLS) Options Chain

The options chain displays all available contracts with real-time quotes, Greeks, volume, and open interest for each strike and expiration. It is the primary tool for options trade selection.

Noodles & Company (NDLS) operates in the Consumer Cyclical sector, specifically the Restaurants industry, with a market capitalization near $65.3M, listed on NASDAQ, employing roughly 7,300 people, carrying a beta of 1.44 to the broader market. Noodles & Company, a restaurant concept company, develops and operates fast-casual restaurants. Led by Joseph D. Christina, public since 2013-06-28.

Snapshot as of May 29, 2026.

Spot Price: $11.38
Total OI: 272
Total Volume: 0
Front Expiration: 84 days
ATM IV: 43.6%
Avg Bid/Ask Spread: 0.57%

As of May 29, 2026, Noodles & Company (NDLS) has 272 open contracts and 0 contracts traded. The nearest expiration is 84 days out. ATM implied volatility is 43.6%. Average bid/ask spread across the chain is 0.57%: tight liquidity, suitable for active strategies. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.

How NDLS options chain Data Feeds Strategy Selection

Strategy selection on Noodles & Company options does not derive from any single metric in isolation. The options chain view above sits inside a broader read: ATM IV currently sits at 43.6% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the options chain data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the NDLS chain depth

The listed-expirations table above shows every expiration available for Noodles & Company options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. NDLS front expiration sits at 84 days - the typical hedging horizon for monthly options.

NDLS chain mechanics and execution

Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the NDLS chain is 0.57% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.

Using the NDLS chain to build structures

Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. NDLS's current 12.50% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where dealer hedging will reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.

Learn how the options chain is reported and how to read the data →

NDLS listed expirations

Per-expiration ATM implied volatility for NDLS options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.

Expiration	DTE	ATM IV
Aug 21, 2026	84	43.6%

Frequently asked NDLS options chain questions

What does the NDLS options chain show right now?: As of May 29, 2026, Noodles & Company (NDLS) has 272 contracts outstanding and 0 traded today, with ATM IV of 43.6%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.
What expirations are available for NDLS options?: The nearest expiration is 84 days out. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.
How tight are NDLS options bid/ask spreads?: Average bid/ask spread across the chain is 0.57%. Tight liquidity supports active strategies including ratio spreads and fly structures.