NVTS Options History — February 2022

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

In February 2022, NVTS traded between $8.95 and $11.65. ATM implied volatility averaged 91.1%. The 30-day expected move averaged 25.7%. IV traded below realized volatility by 7.5% (HV 20d: 98.5%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.80.

Notable Days

2022-02-16: Highest Volume — 5,335 contracts
2022-02-28: Largest IV spike — 14.0% change
2022-02-28: Largest Expected Move — 28.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.06	$8.95	$11.65	$10.23	$9.70
Max Pain	$12.37	$10.00	$12.50	$12.50	$12.50
ATM IV	91.1%	84.3%	98.6%	88.8%	97.6%
Expected Move	25.7%	24.2%	28.0%	25.5%	28.0%
HV 20d	98.5%	72.6%	119.5%	72.6%	111.1%
HV 60d	83.8%	78.4%	90.6%	78.8%	86.2%
Term Structure	-2.0%	-7.4%	7.8%	-3.6%	-6.5%
VWIV	91.6%	85.5%	102.4%	88.8%	102.4%
Skew 25d	4.1%	-4.4%	14.2%	14.2%	1.8%
Skew 10d	13.0%	-11.2%	68.6%	11.4%	-7.6%
Call IV 25d	91.2%	84.1%	97.6%	85.9%	96.4%
Put IV 25d	95.3%	89.9%	101.1%	100.1%	98.1%
Bid-Ask Spread %	51.06	34.69	66.45	61.39	56.20
Gamma HHI	0.25	0.22	0.34	0.27	0.22
Net GEX	42.4K	677	89.9K	46.0K	29.1K
Net DEX	-1.4M	-3.9M	532.7K	-1.5M	-1.0M
Net VEX	-25.6K	-30.8K	-21.2K	-27.3K	-23.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.80	0.20	1.69	0.50	0.50
Total Volume	2,079.947	838	5,335	2,777	1,303
Total OI	18,411.579	16,130	21,214	17,517	16,615

Daily Data (19 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
2022-02-01	$10.23	$12.50	88.8%	25.5%	72.6%	0.0%	88.8%	14.2%	-3.6%	46.0K	-1.5M	-27.3K	0.50	61.39	1,850	927	13,440	4,077
2022-02-02	$9.75	$10.00	92.9%	26.6%	72.9%	0.0%	93.0%	8.6%	-7.4%	50.3K	-1.2M	-25.8K	1.07	35.60	821	881	14,071	4,052
2022-02-03	$8.95	$12.50	91.5%	25.2%	74.2%	0.0%	89.9%	4.2%	0.8%	37.3K	-439.2K	-22.9K	1.48	57.23	563	836	14,219	4,132
2022-02-04	$9.84	$12.50	90.0%	25.1%	82.8%	0.0%	91.9%	9.0%	-1.3%	51.7K	-1.5M	-26.3K	1.69	66.45	848	1,434	14,218	4,162
2022-02-07	$10.07	$12.50	98.6%	25.3%	83.8%	0.0%	91.3%	2.8%	-3.2%	49.7K	-1.6M	-26.9K	1.53	56.51	766	1,172	14,059	4,678
2022-02-08	$10.87	$12.50	97.7%	25.5%	89.6%	0.0%	90.2%	3.5%	-2.9%	62.4K	-2.6M	-29.2K	1.15	34.69	1,177	1,354	14,039	4,808
2022-02-09	$11.62	$12.50	86.6%	24.8%	93.1%	0.0%	86.7%	6.0%	0.8%	74.9K	-3.7M	-30.8K	1.18	50.05	941	1,109	13,885	5,069
2022-02-10	$11.33	$12.50	89.6%	25.7%	93.3%	0.0%	86.7%	1.7%	-4.1%	67.9K	-3.2M	-29.6K	0.76	52.39	669	510	13,801	5,181
2022-02-11	$10.73	$12.50	87.9%	25.2%	92.8%	0.0%	85.7%	6.8%	-2.3%	57.3K	-2.2M	-28.3K	0.49	55.25	1,075	522	13,926	5,239
2022-02-14	$10.93	$12.50	93.1%	26.7%	92.0%	0.0%	91.6%	7.3%	-6.4%	65.0K	-2.5M	-27.7K	0.46	41.10	1,141	523	13,919	5,193
2022-02-15	$11.65	$12.50	90.7%	26.0%	94.6%	0.0%	93.4%	4.1%	-6.2%	89.9K	-3.9M	-29.3K	1.24	45.71	1,523	1,891	14,210	5,137
2022-02-16	$9.47	$12.50	87.8%	25.2%	119.5%	0.0%	91.9%	2.7%	0.8%	677	284.4K	-23.4K	0.64	49.49	3,257	2,078	15,156	6,058
2022-02-17	$9.45	$12.50	86.3%	24.7%	118.8%	0.0%	90.6%	5.8%	3.8%	20.7K	476.9K	-23.4K	0.20	58.25	2,839	564	15,019	5,767
2022-02-18	$9.40	$12.50	84.3%	24.2%	117.5%	0.0%	85.5%	5.9%	1.0%	20.5K	532.7K	-22.9K	0.46	37.37	1,114	517	14,880	5,775
2022-02-22	$9.11	$12.50	94.8%	27.2%	117.1%	0.0%	97.2%	1.7%	-2.8%	18.7K	-450.1K	-22.2K	0.69	54.63	497	341	11,641	4,489
2022-02-23	$9.01	$12.50	91.7%	26.3%	117.0%	0.0%	94.3%	-3.0%	-1.4%	16.8K	-235.2K	-21.2K	0.46	51.74	782	359	11,689	4,495
2022-02-24	$9.35	$12.50	94.8%	27.2%	117.9%	0.0%	95.2%	-1.5%	-5.4%	20.9K	-561.5K	-22.5K	0.35	62.30	1,279	452	11,769	4,532
2022-02-25	$9.59	$12.50	85.7%	24.6%	111.5%	0.0%	93.4%	-4.4%	7.8%	25.5K	-741.4K	-22.6K	0.40	43.80	1,149	455	11,931	4,489
2022-02-28	$9.70	$12.50	97.6%	28.0%	111.1%	0.0%	102.4%	1.8%	-6.5%	29.1K	-1.0M	-23.4K	0.50	56.20	868	435	12,106	4,509