NGL Options History — July 2023 In July 2023, NGL traded between $3.79 and $4.24. ATM implied volatility averaged 67.9%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 20.5%. IV traded above realized volatility by 26.6% (HV 20d: 41.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.31.
Notable Days 2023-07-31 : Highest Volume — 1,622 contracts2023-07-25 : Largest IV spike — 68.7% change2023-07-31 : Highest IV Rank — 16.3%2023-07-31 : Largest Expected Move — 27.1%Monthly Statistics Metric Avg Min Max Open Close Price $3.94 $3.79 $4.24 $4.00 $4.24 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 67.9% 48.1% 94.5% 48.7% 94.5% Expected Move 20.5% 13.8% 27.1% 14.0% 27.1% HV 20d 41.3% 27.4% 55.2% 55.2% 31.5% HV 60d 45.4% 43.7% 46.4% 45.7% 44.0% IV Rank 7.8% 1.5% 16.3% 1.7% 16.3% IV Percentile 20.3% 4.0% 52.0% 5.2% 52.0% Term Structure 4.2% -19.4% 36.8% 33.6% -19.4% VWIV 75.8% 47.6% 96.4% 94.7% 95.6% Bid-Ask Spread % 26.95 8.25 69.92 11.23 17.97 Gamma HHI 0.48 0.47 0.53 0.48 0.53 Net GEX 47.5K 43.9K 55.8K 45.9K 55.8K Net DEX -5.3M -6.0M -4.4M -5.8M -5.6M Net VEX -17.2K -18.7K -16.1K -18.6K -18.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.31 0.00 4.12 0.02 0.07 Total Volume 349.15 80 1,622 181 1,622 Total OI 30,620.35 25,742 32,825 32,334 26,617
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 2023-07-03 $4.00 $2.50 48.7% 14.0% 55.2% 1.7% 94.7% 0.0% 33.6% 45.9K -5.8M -18.6K 0.02 11.23 N/A N/A 178 3 28,510 3,824 2023-07-05 $4.08 $2.50 51.4% 14.7% 54.7% 2.5% 89.6% 0.0% 36.8% 47.4K -6.0M -18.7K 0.13 10.26 N/A N/A 470 63 28,573 3,844 2023-07-06 $4.04 $2.50 50.7% 22.1% 54.9% 2.3% 76.4% 0.0% -7.6% 47.4K -5.9M -17.6K 0.35 52.17 N/A N/A 246 86 28,445 3,815 2023-07-07 $4.03 $2.50 57.1% 23.1% 52.2% 4.3% 80.9% 0.0% -11.0% 47.3K -5.9M -17.7K 0.06 24.65 N/A N/A 94 6 28,503 3,784 2023-07-10 $3.88 $2.50 65.5% 23.2% 54.1% 7.0% 80.4% 0.0% -11.3% 44.4K -5.4M -18.3K 4.12 65.54 N/A N/A 34 140 28,342 3,824 2023-07-11 $3.88 $2.50 75.4% 23.2% 53.5% 10.2% 82.2% 0.0% -17.6% 43.9K -5.3M -17.2K 0.00 69.92 N/A N/A 365 0 28,368 3,957 2023-07-12 $3.83 $2.50 65.1% 18.7% 47.7% 6.9% 62.9% 0.0% 26.7% 44.3K -5.2M -17.3K 0.12 10.66 N/A N/A 349 42 28,552 3,957 2023-07-13 $3.84 $2.50 65.9% 18.9% 43.7% 7.1% 78.2% 0.0% -9.5% 46.5K -5.3M -17.0K 0.00 10.77 N/A N/A 80 0 28,814 3,950 2023-07-14 $3.79 $2.50 70.3% 20.2% 43.7% 8.6% 47.8% 0.0% 24.1% 46.8K -5.1M -16.5K 0.02 15.33 N/A N/A 169 4 28,850 3,950 2023-07-17 $3.84 $2.50 71.0% 20.3% 39.2% 8.8% 48.8% 0.0% 25.5% 46.2K -5.3M -17.0K 0.48 57.02 N/A N/A 105 50 28,874 3,951 2023-07-18 $3.87 $2.50 74.4% 21.3% 38.6% 9.9% 76.4% 0.0% -16.6% 46.4K -5.3M -16.4K 0.16 57.14 N/A N/A 328 54 28,823 3,940 2023-07-19 $3.80 $2.50 69.6% 20.0% 37.3% 8.3% 47.6% 0.0% 21.0% 44.8K -5.2M -16.6K 0.19 53.31 N/A N/A 234 45 28,788 3,905 2023-07-20 $3.79 $2.50 75.9% 21.8% 37.2% 10.3% 66.2% 0.0% 10.9% 44.9K -5.1M -16.6K 0.03 9.49 N/A N/A 184 5 28,783 3,938 2023-07-21 $3.79 $2.50 74.0% 21.2% 35.5% 9.7% 66.0% 0.0% -18.0% 47.0K -5.1M -16.5K 0.17 10.51 N/A N/A 151 25 28,903 3,867 2023-07-24 $3.88 $2.50 48.1% 13.8% 33.7% 1.5% 96.4% 0.0% 29.7% 47.6K -4.4M -16.3K 0.01 12.84 N/A N/A 400 3 22,442 3,300 2023-07-25 $4.04 $2.50 81.2% 23.3% 31.1% 12.0% 82.1% 0.0% -9.3% 51.0K -4.8M -17.1K 0.02 8.25 N/A N/A 496 12 22,513 3,303 2023-07-26 $4.04 $2.50 78.8% 22.6% 27.4% 11.2% 81.0% 0.0% -11.9% 50.1K -4.8M -16.1K 0.04 9.73 N/A N/A 133 5 22,773 3,315 2023-07-27 $4.01 $2.50 80.8% 23.2% 27.7% 11.9% 86.7% 0.0% -17.0% 47.5K -4.8M -17.0K 0.09 9.83 N/A N/A 225 21 22,845 3,347 2023-07-28 $4.05 $2.50 60.1% 17.2% 27.8% 5.3% 0.0% 0.0% 24.6% 54.8K -4.8M -16.2K 0.03 22.38 N/A N/A 542 14 22,959 3,359 2023-07-31 $4.24 $2.50 94.5% 27.1% 31.5% 16.3% 95.6% 0.0% -19.4% 55.8K -5.6M -18.4K 0.07 17.97 N/A N/A 1,510 112 23,254 3,363
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