NVTS Options History — January 2022

Name: NVTS Options Analytics - January 2022
Creator: Options Analysis Suite

In January 2022, NVTS traded between $8.74 and $16.28. ATM implied volatility averaged 84.8%. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 13.9% (HV 20d: 70.9%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 1.03.

Notable Days

2022-01-24: Highest Volume — 4,118 contracts
2022-01-27: Largest IV spike — 16.4% change
2022-01-27: Largest Expected Move — 29.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.67	$8.74	$16.28	$16.28	$9.88
Max Pain	$12.88	$12.50	$15.00	$15.00	$12.50
ATM IV	84.8%	74.9%	102.3%	82.0%	89.7%
Expected Move	24.4%	21.5%	29.3%	23.5%	25.7%
HV 20d	70.9%	56.8%	79.4%	77.0%	69.5%
HV 60d	75.6%	73.7%	78.8%	75.2%	78.8%
Term Structure	-0.7%	-10.8%	5.6%	0.0%	-3.2%
VWIV	86.1%	79.0%	97.8%	83.0%	87.4%
Skew 25d	6.5%	-4.1%	19.0%	-4.1%	10.9%
Skew 10d	13.4%	-4.5%	28.6%	-1.7%	10.6%
Call IV 25d	85.5%	77.7%	98.6%	85.4%	92.3%
Put IV 25d	92.0%	79.4%	108.6%	81.4%	103.2%
Bid-Ask Spread %	42.26	16.75	75.21	68.74	16.75
Gamma HHI	0.36	0.24	0.63	0.38	0.27
Net GEX	98.7K	23.6K	215.5K	211.7K	39.3K
Net DEX	-1.5M	-10.9M	1.6M	-10.9M	-1.0M
Net VEX	-25.0K	-38.0K	-19.8K	-38.0K	-25.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.03	0.29	2.56	1.26	0.87
Total Volume	2,310.05	1,137	4,118	1,649	1,999
Total OI	22,012.9	14,296	26,465	22,204	17,387

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 Vol	Put Vol	Call OI	Put OI
2022-01-03	$16.28	$15.00	82.0%	23.5%	77.0%	0.0%	83.0%	-4.1%	0.0%	211.7K	-10.9M	-38.0K	1.26	68.74	730	919	16,922	5,282
2022-01-04	$15.67	$15.00	75.6%	21.7%	77.8%	0.0%	80.3%	-2.1%	2.2%	215.5K	-8.7M	-35.8K	0.73	52.72	1,230	904	17,025	5,356
2022-01-05	$14.56	$15.00	74.9%	21.5%	77.5%	0.0%	79.0%	4.2%	4.7%	200.0K	-5.1M	-31.5K	1.51	57.73	614	928	17,542	5,396
2022-01-06	$13.51	$12.50	82.5%	23.2%	79.4%	0.0%	84.3%	2.9%	3.9%	161.4K	-2.7M	-29.2K	1.09	40.31	1,046	1,141	17,632	5,478
2022-01-07	$13.14	$12.50	76.5%	22.8%	79.2%	0.0%	80.4%	3.3%	0.0%	147.3K	-1.8M	-27.3K	0.29	27.12	2,975	877	18,026	5,556
2022-01-10	$13.04	$12.50	78.9%	23.2%	78.0%	0.0%	81.4%	3.5%	-0.7%	185.7K	-2.4M	-26.9K	2.56	41.71	319	818	19,606	5,544
2022-01-11	$12.63	$12.50	76.6%	22.2%	78.2%	0.0%	81.2%	1.2%	5.6%	151.5K	-1.4M	-25.2K	1.03	16.97	700	721	19,060	5,600
2022-01-12	$12.40	$12.50	77.9%	22.3%	75.5%	0.0%	79.2%	3.3%	4.2%	125.5K	-668.2K	-23.1K	1.45	19.30	524	760	18,353	5,611
2022-01-13	$11.67	$12.50	79.2%	22.7%	76.6%	0.0%	83.5%	3.0%	5.3%	98.1K	511.4K	-20.7K	1.73	33.57	1,133	1,955	18,425	5,654
2022-01-14	$11.19	$12.50	84.0%	24.1%	74.7%	0.0%	82.7%	5.0%	-0.2%	79.2K	1.0M	-22.7K	0.73	17.49	1,438	1,057	19,065	6,145
2022-01-18	$11.00	$12.50	88.8%	25.5%	74.3%	0.0%	88.8%	7.2%	-2.6%	71.6K	1.2M	-22.2K	1.24	49.56	1,025	1,268	19,189	6,302
2022-01-19	$10.48	$12.50	85.4%	24.5%	70.1%	0.0%	91.5%	19.0%	5.1%	34.8K	1.5M	-20.5K	0.45	36.99	2,394	1,081	19,369	6,458
2022-01-20	$10.81	$12.50	84.4%	24.2%	64.0%	0.0%	84.1%	6.1%	0.4%	52.7K	1.4M	-23.7K	0.49	58.31	1,540	760	19,972	6,493
2022-01-21	$10.26	$12.50	89.4%	25.6%	65.2%	0.0%	89.5%	12.2%	-5.5%	41.0K	1.6M	-21.9K	0.68	56.23	1,470	999	19,988	6,442
2022-01-24	$9.84	$12.50	96.0%	27.5%	64.7%	0.0%	96.5%	15.7%	-10.8%	37.9K	-541.7K	-19.8K	1.07	58.92	1,993	2,125	11,279	3,017
2022-01-25	$9.65	$12.50	95.1%	27.3%	56.8%	0.0%	92.6%	16.4%	-7.4%	32.8K	-481.5K	-22.5K	0.81	68.67	1,229	1,001	12,504	4,048
2022-01-26	$9.72	$12.50	87.9%	25.2%	57.9%	0.0%	88.0%	9.1%	0.1%	37.3K	-728.2K	-23.6K	0.81	75.21	1,166	950	12,662	4,027
2022-01-27	$8.74	$12.50	102.3%	29.3%	64.5%	0.0%	97.8%	3.9%	-9.7%	23.6K	137.1K	-20.0K	0.91	29.07	1,253	1,145	12,804	4,187
2022-01-28	$9.01	$12.50	88.3%	25.3%	57.3%	0.0%	90.1%	10.3%	-6.5%	27.7K	-81.9K	-20.6K	0.85	19.88	1,087	927	12,869	3,983
2022-01-31	$9.88	$12.50	89.7%	25.7%	69.5%	0.0%	87.4%	10.9%	-3.2%	39.3K	-1.0M	-25.4K	0.87	16.75	1,069	930	13,378	4,009