NVTS Options History — November 2021

Name: NVTS Options Analytics - November 2021
Creator: Options Analysis Suite

In November 2021, NVTS traded between $16.00 and $19.33. ATM implied volatility averaged 113.5%. The 30-day expected move averaged 32.5%. Max pain ranged from $17.50 to $17.50. Net GEX was positive for 9 of 9 trading days. Term structure was in contango for 0 of 9 days. Put/call ratio averaged 0.52.

Notable Days

2021-11-29: Highest Volume — 11,947 contracts
2021-11-18: Largest IV drop — 6.1% change
2021-11-26: Largest Expected Move — 33.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.98	$16.00	$19.33	$18.84	$19.33
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	113.5%	107.5%	117.7%	114.6%	109.4%
Expected Move	32.5%	30.8%	33.8%	32.8%	31.4%
Term Structure	-11.9%	-24.6%	-1.8%	-11.0%	-1.8%
VWIV	116.3%	99.7%	121.9%	118.2%	99.7%
Skew 25d	-4.6%	-14.7%	2.5%	-4.5%	-0.3%
Skew 10d	-11.0%	-33.0%	18.6%	-17.6%	-9.3%
Call IV 25d	119.6%	114.2%	126.6%	119.3%	114.2%
Put IV 25d	115.0%	102.1%	120.5%	114.8%	113.9%
Bid-Ask Spread %	32.33	17.80	46.99	26.14	46.99
Gamma HHI	0.24	0.21	0.30	0.28	0.24
Net GEX	89.9K	21.9K	170.7K	60.4K	170.7K
Net DEX	-5.2M	-10.5M	90.4K	-3.7M	-10.5M
Net VEX	-35.7K	-50.8K	-26.0K	-27.6K	-50.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.26	0.91	0.58	0.44
Total Volume	4,377.111	982	11,947	2,526	5,350
Total OI	19,144.889	13,899	26,212	13,899	26,212

Daily Data (9 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 Vol	Put Vol	Call OI	Put OI
2021-11-17	$18.84	$17.50	114.6%	32.8%	0.0%	0.0%	118.2%	-4.5%	-11.0%	60.4K	-3.7M	-27.6K	0.58	26.14	1,594	932	9,079	4,820
2021-11-18	$17.04	$17.50	107.5%	30.8%	0.0%	0.0%	112.7%	-14.7%	-6.4%	21.9K	-703.2K	-26.0K	0.42	30.87	2,600	1,081	9,705	5,300
2021-11-19	$16.00	$17.50	112.2%	32.2%	0.0%	0.0%	117.3%	2.5%	-24.6%	32.0K	90.4K	-26.7K	0.26	27.10	4,730	1,250	11,474	5,616
2021-11-22	$18.03	$17.50	117.7%	33.8%	0.0%	0.0%	121.6%	-9.9%	-13.8%	98.0K	-6.1M	-36.4K	0.69	17.80	2,771	1,915	12,535	5,579
2021-11-23	$17.93	$17.50	117.6%	33.7%	0.0%	0.0%	120.0%	-2.0%	-14.3%	101.8K	-6.4M	-39.8K	0.54	36.09	1,401	760	13,501	6,482
2021-11-24	$18.00	$17.50	112.1%	32.2%	0.0%	0.0%	115.2%	-3.9%	-8.2%	99.2K	-5.5M	-37.8K	0.40	45.03	1,485	596	13,437	6,587
2021-11-26	$18.39	$17.50	117.7%	33.8%	0.0%	0.0%	121.9%	0.7%	-22.8%	114.8K	-6.7M	-39.2K	0.45	21.15	677	305	13,980	6,839
2021-11-29	$18.25	$17.50	112.2%	32.2%	0.0%	0.0%	120.1%	-9.2%	-3.8%	110.4K	-6.8M	-37.2K	0.91	39.78	6,268	5,679	14,239	6,919
2021-11-30	$19.33	$17.50	109.4%	31.4%	0.0%	0.0%	99.7%	-0.3%	-1.8%	170.7K	-10.5M	-50.8K	0.44	46.99	3,714	1,636	17,215	8,997