NGL Options History — October 2024 In October 2024, NGL traded between $4.00 and $4.83. ATM implied volatility averaged 54.5%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 8.6% (HV 20d: 45.9%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 10.01.
Notable Days 2024-10-07 : Highest Volume — 1,027 contracts2024-10-08 : Largest IV spike — 85.4% change2024-10-08 : Highest IV Rank — 67.9%2024-10-29 : Largest Expected Move — 21.8%Monthly Statistics Metric Avg Min Max Open Close Price $4.35 $4.00 $4.83 $4.51 $4.00 Max Pain $4.52 $4.00 $5.00 $4.00 $4.00 ATM IV 54.5% 38.0% 99.6% 51.8% 58.2% Expected Move 14.2% 10.2% 21.8% 14.8% 16.7% HV 20d 45.9% 34.4% 55.6% 52.4% 35.3% HV 60d 45.0% 43.2% 46.2% 43.3% 43.3% IV Rank 27.1% 12.3% 67.9% 24.7% 30.5% IV Percentile 57.7% 23.0% 96.8% 57.5% 71.8% Term Structure -5.6% -23.5% 13.4% -22.7% 7.2% VWIV 58.7% 32.5% 117.0% 49.9% 46.0% Skew 25d 13.9% -28.0% 65.3% -13.6% 65.3% Skew 10d 34.6% -13.2% 95.1% -10.7% 93.4% Call IV 25d 45.3% 33.1% 67.5% 55.9% 46.2% Put IV 25d 59.2% 37.6% 114.8% 42.2% 111.5% Bid-Ask Spread % 94.50 67.82 124.00 67.82 77.67 Gamma HHI 0.38 0.26 0.66 0.34 0.32 Net GEX 7.5K -22.0K 53.0K 9.8K 4.6K Net DEX -419.9K -1.1M -148.0K -481.3K -208.6K Net VEX -5.0K -7.0K -3.9K -6.0K -4.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 10.01 0.00 145.71 0.02 0.05 Total Volume 135.435 5 1,027 43 61 Total OI 11,193.043 7,727 13,464 13,018 8,333
Daily Data (23 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 2024-10-01 $4.51 $4.00 51.8% 14.8% 52.4% 24.7% 49.9% -13.6% -22.7% 9.8K -481.3K -6.0K 0.02 67.82 N/A N/A 42 1 8,294 4,724 2024-10-02 $4.38 $4.00 44.5% 12.8% 51.2% 18.1% 39.0% -8.1% -12.8% -2.4K -300.3K -5.8K 0.36 85.25 N/A N/A 120 43 8,329 4,725 2024-10-03 $4.39 $5.00 81.3% 10.5% 51.0% 51.3% 117.0% -16.7% 10.7% 2.1K -322.7K -6.1K 0.79 117.42 N/A N/A 76 60 8,442 4,754 2024-10-04 $4.41 $5.00 46.4% 12.3% 51.0% 19.9% 0.0% 4.7% 5.5% -1.6K -317.7K -5.7K 0.05 108.04 N/A N/A 73 4 8,498 4,813 2024-10-07 $4.54 $5.00 53.7% 10.2% 51.7% 26.4% 0.0% 13.6% 13.4% 11.2K -484.8K -5.7K 145.71 122.31 N/A N/A 7 1,020 8,501 4,813 2024-10-08 $4.83 $5.00 99.6% 15.6% 55.6% 67.9% 54.4% 0.2% -15.2% 17.3K -1.1M -7.0K 1.25 96.02 N/A N/A 4 5 8,531 4,523 2024-10-09 $4.80 $5.00 40.8% 11.7% 54.2% 14.8% 32.5% -6.5% -3.2% 53.0K -899.5K -5.8K 0.50 97.10 N/A N/A 4 2 8,533 4,523 2024-10-10 $4.69 $5.00 38.0% 10.9% 54.8% 12.3% 95.9% -0.6% 8.5% 34.9K -778.3K -5.6K 0.00 124.00 N/A N/A 0 7 8,533 4,523 2024-10-11 $4.63 $5.00 52.8% 15.1% 53.2% 25.6% 36.9% -10.7% -3.2% 27.8K -706.8K -5.7K 40.00 88.84 N/A N/A 3 120 8,533 4,526 2024-10-14 $4.47 $5.00 47.6% 13.6% 54.2% 20.9% 35.0% -28.0% -8.1% 6.0K -420.4K -4.9K 3.83 98.39 N/A N/A 6 23 8,560 4,646 2024-10-15 $4.37 $5.00 61.6% 17.7% 51.7% 33.6% 61.2% 30.5% -17.2% -7.6K -310.0K -4.6K 0.86 83.24 N/A N/A 43 37 8,555 4,577 2024-10-16 $4.35 $5.00 39.0% 11.2% 50.8% 13.2% 89.7% 1.1% 2.8% -10.8K -239.6K -4.3K 0.00 101.04 N/A N/A 0 5 8,592 4,614 2024-10-17 $4.26 $5.00 51.2% 14.7% 50.6% 24.1% 43.1% 13.0% -9.0% -22.0K -148.0K -3.9K 0.01 106.27 N/A N/A 306 4 8,592 4,601 2024-10-18 $4.25 $5.00 55.6% 15.9% 49.1% 28.1% 64.8% 23.6% -4.0% 5.5K -345.3K -4.5K 0.01 99.15 N/A N/A 230 2 8,862 4,602 2024-10-21 $4.17 $4.00 46.2% 13.2% 38.7% 19.6% 43.4% 13.6% -23.4% 5.5K -284.0K -4.3K 0.25 103.02 N/A N/A 271 67 5,338 2,389 2024-10-22 $4.15 $4.00 53.8% 15.4% 38.5% 26.5% 60.3% 19.4% -10.6% 5.9K -382.1K -4.6K 0.00 88.49 N/A N/A 0 34 5,609 2,396 2024-10-23 $4.17 $4.00 45.0% 12.9% 35.2% 18.6% 0.0% 20.5% 7.2% 5.9K -368.5K -4.4K 0.72 98.40 N/A N/A 39 28 5,609 2,412 2024-10-24 $4.18 $4.00 45.9% 13.1% 34.4% 19.4% 0.0% 26.2% 2.4% 6.3K -391.6K -4.5K 3.85 99.48 N/A N/A 39 150 5,639 2,426 2024-10-25 $4.22 $4.00 56.3% 16.1% 34.7% 28.7% 0.0% 27.5% -23.5% 6.6K -379.8K -4.7K 0.20 88.62 N/A N/A 5 1 5,677 2,497 2024-10-28 $4.08 $4.00 57.3% 16.4% 36.1% 29.6% 73.9% 37.0% -1.1% 5.6K -280.5K -4.4K 0.46 70.03 N/A N/A 92 42 5,684 2,497 2024-10-29 $4.03 $4.00 75.9% 21.8% 35.8% 46.5% 0.0% 53.5% -20.3% 5.3K -215.6K -4.0K 0.00 71.01 N/A N/A 5 0 5,772 2,533 2024-10-30 $4.07 $4.00 50.5% 14.5% 35.1% 23.6% 55.2% 54.2% -12.5% 4.5K -252.8K -4.1K 1.27 81.81 N/A N/A 15 19 5,777 2,533 2024-10-31 $4.00 $4.00 58.2% 16.7% 35.3% 30.5% 46.0% 65.3% 7.2% 4.6K -208.6K -4.0K 0.05 77.67 N/A N/A 58 3 5,787 2,546
« Sep 2024 | All History | Nov 2024 » Home NGL History October 2024