NVTS Options History — April 2022

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

In April 2022, NVTS traded between $6.85 and $10.48. ATM implied volatility averaged 91.1%. The 30-day expected move averaged 26.7%. IV traded above realized volatility by 8.0% (HV 20d: 83.1%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 1.49.

Notable Days

2022-04-29: Highest Volume — 3,302 contracts
2022-04-12: Largest IV drop — 22.2% change
2022-04-27: Largest Expected Move — 30.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.20	$6.85	$10.48	$9.76	$6.86
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	91.1%	73.4%	105.5%	78.0%	104.0%
Expected Move	26.7%	24.3%	30.2%	24.3%	29.8%
HV 20d	83.1%	64.9%	97.1%	86.3%	64.9%
HV 60d	92.2%	89.3%	93.8%	91.5%	89.7%
Term Structure	-6.5%	-18.4%	6.9%	6.9%	-16.6%
VWIV	91.4%	67.3%	140.1%	85.8%	93.2%
Skew 25d	11.9%	2.0%	42.3%	31.1%	6.0%
Skew 10d	24.8%	2.7%	67.8%	49.3%	2.7%
Call IV 25d	92.9%	67.0%	114.8%	67.0%	114.8%
Put IV 25d	104.8%	90.7%	143.4%	98.0%	120.8%
Bid-Ask Spread %	58.72	46.26	75.20	63.05	57.30
Gamma HHI	0.24	0.21	0.28	0.26	0.23
Net GEX	15.7K	3.0K	41.6K	31.7K	9.1K
Net DEX	-171.0K	-2.4M	891.1K	-1.4M	394.1K
Net VEX	-17.1K	-24.0K	-12.0K	-22.3K	-17.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.49	0.06	4.55	0.56	0.67
Total Volume	1,250.55	541	3,302	961	3,302
Total OI	13,397.95	12,149	15,515	12,676	15,515

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
2022-04-01	$9.76	$10.00	78.0%	24.3%	86.3%	0.0%	85.8%	31.1%	6.9%	31.7K	-1.4M	-22.3K	0.56	63.05	617	344	9,332	3,344
2022-04-04	$10.48	$10.00	86.0%	24.6%	88.3%	0.0%	86.2%	6.7%	-4.0%	41.6K	-2.4M	-24.0K	0.51	53.66	559	287	9,446	3,362
2022-04-05	$9.74	$10.00	83.3%	24.9%	93.3%	0.0%	91.4%	2.0%	-2.4%	31.9K	-1.6M	-21.9K	0.43	46.26	542	235	9,446	3,364
2022-04-06	$9.07	$10.00	86.4%	24.7%	97.1%	0.0%	88.7%	2.1%	-1.1%	22.7K	-750.7K	-19.8K	0.87	52.79	403	351	9,463	3,379
2022-04-07	$8.84	$10.00	73.4%	25.7%	96.8%	0.0%	90.1%	5.4%	-5.0%	20.2K	-585.2K	-19.0K	0.46	50.69	770	358	9,575	3,476
2022-04-08	$8.56	$10.00	87.6%	26.1%	96.9%	0.0%	92.1%	4.3%	-2.2%	19.9K	-480.2K	-18.5K	1.20	56.33	260	312	9,888	3,505
2022-04-11	$8.37	$10.00	98.5%	27.4%	96.2%	0.0%	92.8%	6.2%	-7.5%	18.6K	-182.5K	-17.5K	2.22	63.55	305	677	9,951	3,508
2022-04-12	$8.16	$10.00	76.6%	26.2%	95.7%	0.0%	91.9%	4.1%	-2.7%	11.6K	113.0K	-16.4K	0.68	63.23	476	325	9,905	3,713
2022-04-13	$8.39	$10.00	91.5%	26.2%	87.2%	0.0%	90.8%	5.9%	-7.4%	18.5K	-134.8K	-17.8K	1.27	49.43	279	355	9,996	3,717
2022-04-14	$8.05	$10.00	90.2%	25.9%	85.1%	0.0%	93.3%	10.4%	-3.8%	12.0K	336.0K	-15.3K	1.12	64.22	255	286	9,984	3,768
2022-04-18	$8.01	$10.00	95.0%	27.2%	83.5%	0.0%	96.0%	8.0%	-7.5%	12.3K	-22.2K	-15.1K	0.94	51.66	298	279	9,031	3,118
2022-04-19	$8.20	$10.00	93.0%	26.7%	83.2%	0.0%	89.5%	14.3%	-7.6%	13.6K	-101.6K	-15.6K	0.85	60.79	316	270	9,114	3,133
2022-04-20	$7.91	$10.00	88.0%	25.2%	82.4%	0.0%	97.7%	4.6%	-3.7%	12.5K	62.3K	-14.6K	1.67	54.67	758	1,263	9,218	3,133
2022-04-21	$7.45	$10.00	90.9%	26.1%	83.7%	0.0%	89.8%	9.1%	-4.8%	8.3K	388.5K	-14.3K	2.76	67.10	289	798	9,614	3,647
2022-04-22	$7.38	$10.00	92.8%	26.6%	66.6%	0.0%	67.3%	5.8%	-3.1%	3.0K	498.4K	-14.5K	4.55	67.60	267	1,214	9,640	4,191
2022-04-25	$7.56	$10.00	98.8%	28.3%	68.2%	0.0%	70.3%	17.0%	-8.9%	6.5K	614.6K	-14.3K	4.49	54.80	284	1,275	9,666	3,943
2022-04-26	$7.06	$10.00	103.0%	29.5%	70.7%	0.0%	76.2%	19.0%	-17.4%	4.9K	719.1K	-13.2K	3.79	63.13	315	1,193	9,714	4,005
2022-04-27	$6.85	$10.00	105.5%	30.2%	67.6%	0.0%	105.0%	34.6%	-18.4%	4.0K	891.1K	-12.0K	0.06	59.00	1,633	100	9,726	4,023
2022-04-28	$7.20	$10.00	99.5%	28.5%	68.0%	0.0%	140.1%	42.3%	-13.4%	10.1K	225.6K	-18.1K	0.68	75.20	1,881	1,280	11,323	4,083
2022-04-29	$6.86	$10.00	104.0%	29.8%	64.9%	0.0%	93.2%	6.0%	-16.6%	9.1K	394.1K	-17.0K	0.67	57.30	1,979	1,323	11,332	4,183