NVTS Options History — June 2022

In June 2022, NVTS traded between $3.87 and $8.21. ATM implied volatility averaged 90.6%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 25.4%. IV traded below realized volatility by 12.5% (HV 20d: 103.1%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.66.

Notable Days

  • 2022-06-29: Highest Volume — 3,408 contracts
  • 2022-06-29: Largest IV spike — 26.3% change
  • 2022-06-29: Highest IV Rank — 62.5%
  • 2022-06-29: Largest Expected Move — 35.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.68$3.87$8.21$7.76$3.87
Max Pain$9.52$5.00$10.00$10.00$5.00
ATM IV90.6%80.4%122.9%92.9%106.0%
Expected Move25.4%20.0%35.2%26.6%30.4%
HV 20d103.1%88.8%131.7%123.8%89.5%
HV 60d98.5%95.3%101.6%95.3%96.6%
IV Rank21.7%8.9%62.5%24.7%41.2%
IV Percentile45.6%14.0%98.7%59.7%84.4%
Term Structure20.6%-31.3%380.0%-10.3%6.7%
VWIV91.7%57.9%172.5%150.9%172.5%
Skew 25d1.8%-175.4%69.3%-3.5%-99.1%
Skew 10d25.3%-172.6%139.5%-4.8%-133.2%
Call IV 25d101.3%70.5%261.2%92.2%236.2%
Put IV 25d103.1%72.8%144.7%88.7%137.2%
Bid-Ask Spread %63.6219.44104.1471.3165.76
Gamma HHI0.220.170.310.280.19
Net GEX7.0K1.1K19.5K15.6K2.2K
Net DEX249.0K-586.5K914.5K-398.1K207.9K
Net VEX-11.0K-17.8K-6.6K-16.9K-6.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.121.910.480.18
Total Volume2,179.6197723,4082,4841,465
Total OI12,741.5717,27416,01314,98310,077

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$7.76$10.0092.9%26.6%123.8%24.7%150.9%-3.5%-10.3%15.6K-398.1K-16.9K0.4871.311,68380111,4313,552
2022-06-02$8.21$10.0090.6%26.6%124.0%21.7%71.7%49.5%-0.2%16.4K-586.5K-17.8K0.4972.801,63680111,4533,559
2022-06-03$8.03$10.0085.8%22.5%121.0%15.6%68.6%-5.5%3.2%19.5K-491.9K-17.3K0.6085.081,33079511,6473,559
2022-06-06$6.95$10.0092.6%20.0%131.7%24.3%86.7%-1.8%10.5%16.2K348.3K-13.1K0.89104.1495485311,2933,561
2022-06-07$6.63$10.0092.2%23.1%107.3%23.7%63.8%14.3%-0.2%13.8K533.1K-12.5K1.6454.991,1271,84911,3213,615
2022-06-08$6.64$10.0080.4%23.1%105.6%8.9%77.8%3.3%0.4%14.7K586.7K-13.0K1.4764.461,1051,62211,7134,153
2022-06-09$6.43$10.0089.0%25.5%103.4%19.8%57.9%4.0%-9.1%6.2K741.5K-12.3K1.5740.681,0361,62611,7934,149
2022-06-10$5.95$10.0091.5%26.2%107.3%22.8%81.2%6.2%2.8%8.7K786.7K-11.5K1.9156.478251,57911,7944,151
2022-06-13$5.38$10.0098.1%28.1%96.8%31.2%96.8%40.1%-3.7%3.9K814.0K-10.3K0.7869.5073057111,7034,190
2022-06-14$5.12$10.0089.4%25.6%97.4%20.2%103.3%44.5%11.6%3.2K847.7K-9.6K0.7071.5778254511,7184,239
2022-06-15$5.45$10.0091.7%26.3%95.4%23.1%89.3%47.1%0.0%4.2K745.9K-10.4K0.7076.6778254611,7754,225
2022-06-16$4.93$10.0089.6%25.7%100.3%20.4%69.8%69.3%37.6%3.4K792.9K-9.4K0.6066.8548129111,7864,227
2022-06-17$5.19$10.0080.8%23.2%97.4%9.3%86.6%25.1%380.0%3.4K914.5K-9.0K0.1287.492,85333611,7934,148
2022-06-21$5.17$10.0083.2%23.8%96.3%12.3%89.3%-12.1%5.2%3.5K-144.8K-9.6K0.1543.012,8464305,2692,005
2022-06-22$4.75$10.0084.7%24.3%98.9%14.3%88.5%-14.1%3.0%2.8K-17.3K-8.9K0.2450.201,8744475,4012,259
2022-06-23$4.89$10.0081.8%23.5%99.9%10.6%84.2%16.9%13.1%2.4K-60.2K-9.3K0.2527.421,7664365,4392,280
2022-06-24$4.78$10.0080.6%23.1%98.5%9.2%81.7%15.2%9.7%1.1K-442.1K-8.9K0.3955.471,1914685,4582,281
2022-06-27$4.68$10.0081.0%23.2%92.4%9.6%83.1%13.6%13.7%1.9K-124.5K-9.0K0.3773.711,2454645,6312,306
2022-06-28$4.33$10.0097.3%27.9%89.2%30.2%97.3%-0.5%-9.7%2.3K156.7K-7.4K0.2719.441,7294645,7312,312
2022-06-29$4.14$5.00122.9%35.2%88.8%62.5%123.5%-175.4%-31.3%2.0K19.4K-7.8K0.1679.032,9374716,2492,327
2022-06-30$3.87$5.00106.0%30.4%89.5%41.2%172.5%-99.1%6.7%2.2K207.9K-6.6K0.1865.761,2432227,7502,327