NGL Options History — July 2024 In July 2024, NGL traded between $4.57 and $5.04. ATM implied volatility averaged 46.1%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 7.5% (HV 20d: 38.6%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 2.31.
Notable Days 2024-07-31 : Highest Volume — 805 contracts2024-07-30 : Largest IV spike — 38.3% change2024-07-30 : Highest IV Rank — 28.0%2024-07-30 : Largest Expected Move — 15.9%Monthly Statistics Metric Avg Min Max Open Close Price $4.78 $4.57 $5.04 $5.04 $4.57 Max Pain $4.18 $4.00 $5.00 $5.00 $5.00 ATM IV 46.1% 35.7% 55.4% 43.8% 52.2% Expected Move 13.2% 10.2% 15.9% 12.6% 15.0% HV 20d 38.6% 24.1% 55.5% 55.5% 24.1% HV 60d 37.7% 37.1% 38.4% 38.1% 37.1% IV Rank 19.6% 10.2% 28.0% 17.5% 25.1% IV Percentile 32.8% 11.5% 56.7% 24.6% 50.4% Term Structure 4.3% -13.5% 88.4% -1.1% -13.5% VWIV 56.6% 32.0% 145.6% 49.3% 47.2% Skew 25d 8.7% -14.8% 56.5% 49.6% 6.5% Skew 10d 17.5% -45.3% 95.4% 95.4% -3.0% Call IV 25d 43.5% 28.6% 60.9% 37.1% 46.7% Put IV 25d 52.2% 39.5% 104.0% 86.6% 53.2% Bid-Ask Spread % 93.79 39.27 126.35 105.07 92.54 Gamma HHI 0.71 0.57 0.79 0.77 0.57 Net GEX 13.6K 10.2K 21.9K 14.3K 11.2K Net DEX 141.0K -72.3K 456.6K 23.3K -33.0K Net VEX -3.3K -4.3K -2.5K -4.3K -2.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.31 0.00 35.20 0.00 0.01 Total Volume 143.227 0 805 13 805 Total OI 9,357.136 5,379 11,960 11,326 5,705
Daily Data (22 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 2024-07-01 $5.04 $5.00 43.8% 12.6% 55.5% 17.5% 0.0% 49.6% -1.1% 14.3K 23.3K -4.3K 0.00 105.07 N/A N/A 13 0 8,447 2,879 2024-07-02 $4.95 $5.00 49.3% 14.1% 55.4% 22.5% 49.3% 56.5% -9.1% 13.8K 12.5K -4.2K 2.00 86.89 N/A N/A 2 4 8,458 2,679 2024-07-03 $4.92 $5.00 47.0% 13.5% 55.4% 20.4% 0.0% -0.3% 0.0% 14.0K -15.1K -4.2K 0.00 39.27 N/A N/A 0 0 8,460 2,679 2024-07-05 $4.75 $4.00 48.0% 13.3% 54.7% 21.3% 0.0% -3.4% -2.1% 13.5K 351.1K -3.4K 3.65 116.03 N/A N/A 114 416 8,470 2,679 2024-07-08 $4.84 $4.00 49.9% 14.3% 55.5% 23.0% 55.6% -0.2% -4.5% 13.8K 147.0K -3.7K 0.09 92.60 N/A N/A 112 10 8,526 2,829 2024-07-09 $4.79 $4.00 50.3% 13.9% 48.6% 23.4% 50.0% -6.5% -7.9% 14.0K 302.2K -3.3K 0.10 103.46 N/A N/A 110 11 8,600 2,829 2024-07-10 $4.74 $4.00 44.3% 12.7% 48.0% 17.9% 32.0% 10.5% 18.8% 14.4K 331.3K -3.2K 0.00 100.85 N/A N/A 140 0 8,699 2,829 2024-07-11 $4.66 $4.00 35.7% 10.2% 48.1% 10.2% 35.8% 1.5% 11.8% 14.6K 333.7K -3.2K 2.50 120.99 N/A N/A 46 115 8,839 2,817 2024-07-12 $4.62 $4.00 40.4% 11.6% 48.0% 14.4% 116.8% -4.8% 22.6% 13.4K 421.1K -3.4K 0.14 126.35 N/A N/A 103 14 8,875 2,874 2024-07-15 $4.71 $4.00 40.4% 11.6% 41.3% 14.4% 0.0% -14.8% 12.7% 16.3K 343.6K -3.3K 0.86 121.49 N/A N/A 35 30 8,965 2,849 2024-07-16 $4.86 $4.00 43.4% 12.4% 38.7% 17.1% 41.4% 7.8% 5.1% 16.0K 11.0K -4.0K 0.23 106.66 N/A N/A 173 39 8,990 2,847 2024-07-17 $4.86 $4.00 50.8% 14.6% 30.8% 23.9% 0.0% 11.8% -8.0% 20.5K 153.7K -3.3K 1.86 113.82 N/A N/A 7 13 9,086 2,862 2024-07-18 $4.83 $4.00 45.3% 13.0% 28.6% 18.8% 0.0% -6.0% 5.1% 21.9K 261.8K -3.4K 0.71 107.70 N/A N/A 38 27 9,079 2,873 2024-07-19 $4.87 $4.00 43.1% 12.4% 28.9% 16.9% 145.6% 4.0% 88.4% 10.8K 456.6K -3.1K 35.20 112.86 N/A N/A 5 176 9,110 2,850 2024-07-22 $4.86 $4.00 43.4% 12.4% 28.8% 17.1% 39.5% 9.0% -8.2% 11.2K -3.5K -3.0K 0.09 79.78 N/A N/A 22 2 3,637 1,742 2024-07-23 $4.83 $4.00 52.4% 15.0% 28.5% 25.3% 0.0% 8.7% -6.9% 10.2K -12.8K -3.0K 0.00 76.04 N/A N/A 72 0 3,646 1,742 2024-07-24 $4.75 $4.00 39.9% 11.4% 28.3% 13.9% 36.4% 10.7% -0.8% 11.2K 17.0K -2.9K 0.00 74.39 N/A N/A 5 0 3,697 1,742 2024-07-25 $4.75 $4.00 51.8% 14.8% 27.5% 24.7% 38.2% 12.6% -4.6% 10.8K 11.9K -2.8K 0.00 72.06 N/A N/A 50 0 3,700 1,703 2024-07-26 $4.66 $4.00 47.3% 13.6% 26.0% 20.6% 42.7% 5.1% -10.1% 11.4K 61.7K -2.5K 0.00 68.88 N/A N/A 85 0 3,750 1,703 2024-07-29 $4.62 $4.00 40.1% 11.5% 24.1% 14.1% 49.2% 22.5% 6.4% 10.8K -496 -2.8K 1.02 70.48 N/A N/A 108 110 3,832 1,703 2024-07-30 $4.64 $4.00 55.4% 15.9% 24.2% 28.0% 69.0% 9.9% 0.1% 11.2K -72.3K -2.7K 0.08 75.15 N/A N/A 129 10 3,940 1,636 2024-07-31 $4.57 $5.00 52.2% 15.0% 24.1% 25.1% 47.2% 6.5% -13.5% 11.2K -33.0K -2.7K 0.01 92.54 N/A N/A 795 10 4,059 1,646
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