NGL Options History — April 2023 In April 2023, NGL traded between $2.74 and $3.20. ATM implied volatility averaged 60.4%, placing in the 4.7% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded below realized volatility by 14.3% (HV 20d: 74.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.23.
Notable Days 2023-04-04 : Highest Volume — 1,779 contracts2023-04-25 : Largest IV spike — 81.2% change2023-04-25 : Highest IV Rank — 13.2%2023-04-25 : Largest Expected Move — 24.3%Monthly Statistics Metric Avg Min Max Open Close Price $2.96 $2.74 $3.20 $3.19 $2.92 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 60.4% 43.5% 84.8% 53.5% 46.9% Expected Move 17.4% 12.5% 24.3% 15.3% 13.5% HV 20d 74.8% 48.1% 92.9% 92.1% 49.5% HV 60d 101.6% 100.7% 103.2% 102.5% 101.7% IV Rank 4.7% 0.0% 13.2% 2.1% 1.1% IV Percentile 6.8% 0.0% 28.6% 1.6% 1.6% Term Structure 11.9% -19.2% 40.6% -3.7% 34.8% VWIV 60.4% 36.0% 84.6% 54.3% 43.7% Bid-Ask Spread % 24.03 10.53 59.24 14.27 17.17 Gamma HHI 0.54 0.50 0.57 0.54 0.55 Net GEX 37.5K 33.9K 40.6K 36.1K 39.3K Net DEX -3.5M -4.1M -2.9M -3.9M -3.4M Net VEX -18.5K -19.6K -17.4K -17.6K -18.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.23 0.00 1.38 0.79 0.01 Total Volume 509 40 1,779 683 363 Total OI 31,006.895 28,543 33,385 28,543 29,684
Daily Data (19 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 2023-04-03 $3.19 $2.50 53.5% 15.3% 92.1% 2.1% 54.3% 0.0% -3.7% 36.1K -3.9M -17.6K 0.79 14.27 N/A N/A 381 302 24,870 3,673 2023-04-04 $3.20 $2.50 69.8% 20.0% 92.2% 7.4% 69.0% 0.0% -19.2% 33.9K -4.1M -18.8K 0.01 15.55 N/A N/A 1,762 17 25,120 3,649 2023-04-05 $3.07 $2.50 62.3% 17.8% 92.9% 4.9% 58.5% 0.0% -15.6% 37.7K -3.7M -17.9K 0.03 13.07 N/A N/A 1,118 34 26,587 3,657 2023-04-06 $3.04 $2.50 59.2% 13.7% 92.9% 3.9% 47.9% 0.0% 24.9% 36.5K -3.7M -18.6K 0.06 14.48 N/A N/A 280 16 26,715 3,688 2023-04-10 $2.99 $2.50 82.0% 21.4% 90.2% 11.3% 74.5% 0.0% 2.2% 38.6K -3.5M -18.4K 0.11 36.18 N/A N/A 1,496 169 26,845 3,699 2023-04-11 $2.96 $2.50 53.6% 21.6% 88.8% 2.1% 75.4% 0.0% -9.4% 36.4K -3.5M -18.6K 0.04 32.96 N/A N/A 272 11 27,920 3,858 2023-04-12 $2.96 $2.50 58.8% 16.8% 88.7% 3.8% 70.7% 0.0% 9.7% 40.6K -3.3M -17.4K 0.05 59.24 N/A N/A 434 21 27,946 3,863 2023-04-13 $2.90 $2.50 73.7% 21.1% 81.4% 8.6% 73.7% 0.0% 2.4% 36.9K -3.5M -18.9K 0.00 33.41 N/A N/A 216 1 28,343 3,883 2023-04-14 $2.88 $2.50 65.2% 18.7% 80.9% 5.9% 62.5% 0.0% 17.8% 36.2K -3.4M -18.8K 0.03 38.34 N/A N/A 437 13 28,517 3,883 2023-04-17 $2.90 $2.50 71.3% 20.4% 79.2% 7.8% 67.1% 0.0% 10.6% 36.6K -3.4M -18.3K 0.01 36.92 N/A N/A 232 2 28,756 3,888 2023-04-18 $2.92 $2.50 63.8% 18.3% 78.7% 5.4% 46.0% 0.0% 28.5% 38.0K -3.4M -18.1K 0.01 36.86 N/A N/A 189 2 28,943 3,890 2023-04-19 $2.98 $2.50 45.3% 13.0% 76.1% 0.0% 36.0% 0.0% 40.6% 38.9K -3.7M -18.6K 0.00 13.74 N/A N/A 487 1 29,024 3,891 2023-04-20 $2.98 $2.50 46.6% 13.4% 69.3% 0.4% 47.6% 0.0% 26.6% 39.5K -3.7M -18.8K 1.38 14.13 N/A N/A 292 402 29,310 3,892 2023-04-21 $2.96 $2.50 43.5% 12.5% 61.5% 0.0% 0.0% 0.0% 35.4% 38.0K -3.7M -19.6K 0.83 10.53 N/A N/A 127 106 29,291 4,094 2023-04-24 $2.95 $2.50 46.8% 13.4% 61.6% 1.0% 46.2% 0.0% 33.2% 38.0K -3.4M -19.1K 0.60 15.08 N/A N/A 25 15 25,841 3,431 2023-04-25 $2.77 $2.50 84.8% 24.3% 48.3% 13.2% 84.6% 0.0% -3.7% 37.3K -2.9M -18.3K 0.18 21.02 N/A N/A 240 43 25,854 3,446 2023-04-26 $2.74 $2.50 67.9% 19.5% 48.1% 7.8% 67.5% 0.0% -0.0% 37.1K -2.9M -18.2K 0.18 13.81 N/A N/A 88 16 26,057 3,489 2023-04-27 $2.84 $2.50 53.2% 15.2% 48.5% 3.1% 61.6% 0.0% 11.3% 37.6K -3.1M -18.7K 0.00 19.85 N/A N/A 61 0 26,089 3,545 2023-04-28 $2.92 $2.50 46.9% 13.5% 49.5% 1.1% 43.7% 0.0% 34.8% 39.3K -3.4M -18.6K 0.01 17.17 N/A N/A 361 2 26,139 3,545
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