NVTS Options History — August 2022

In August 2022, NVTS traded between $4.52 and $7.78. ATM implied volatility averaged 101.1%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 29.6%. IV traded below realized volatility by 19.0% (HV 20d: 120.1%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.57.

Notable Days

  • 2022-08-16: Highest Volume — 4,071 contracts
  • 2022-08-19: Largest IV spike — 30.4% change
  • 2022-08-31: Highest IV Rank — 33.5%
  • 2022-08-05: Largest Expected Move — 43.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.80$4.52$7.78$4.97$5.91
Max Pain$6.74$5.00$7.50$5.00$5.00
ATM IV101.1%70.7%126.5%90.7%126.5%
Expected Move29.6%22.6%43.4%26.0%36.3%
HV 20d120.1%77.2%156.9%86.2%156.2%
HV 60d106.6%93.7%118.9%104.7%114.7%
IV Rank18.3%0.1%33.5%12.1%33.5%
IV Percentile64.3%0.6%95.9%53.1%95.9%
Term Structure-7.9%-41.4%50.5%-12.3%-16.6%
VWIV104.0%68.9%146.7%90.9%138.4%
Skew 25d-2.9%-129.2%74.3%41.1%-113.1%
Skew 10d0.2%-135.7%113.9%71.3%-135.7%
Call IV 25d111.3%53.2%250.9%83.3%250.9%
Put IV 25d108.4%52.1%145.1%124.4%137.8%
Bid-Ask Spread %61.7326.4692.5480.4560.64
Gamma HHI0.290.190.520.320.24
Net GEX21.7K7.2K55.3K12.0K17.2K
Net DEX-1.8M-4.4M-512.7K-704.5K-1.8M
Net VEX-14.8K-20.0K-9.2K-10.9K-15.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.044.201.000.53
Total Volume929.87534,071461798
Total OI12,719.1749,67616,9919,87416,991

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$4.97$5.0090.7%26.0%86.2%12.1%90.9%41.1%-12.3%12.0K-704.5K-10.9K1.0080.452312307,7142,160
2022-08-02$5.12$5.00107.7%30.9%86.1%22.3%97.7%42.6%-15.2%12.7K-794.5K-11.3K1.0077.052262267,7422,166
2022-08-03$5.27$5.0093.9%26.9%84.8%14.0%146.7%16.2%-8.6%7.6K-1.1M-11.2K1.0257.172242297,7522,166
2022-08-04$5.33$7.5095.7%26.4%79.9%15.1%87.4%71.1%-11.6%7.2K-1.2M-11.2K0.3378.447192377,7662,171
2022-08-05$5.15$7.5070.7%43.4%81.5%0.1%68.9%-129.2%-41.4%9.8K-1.0M-9.8K0.9692.542462377,5032,173
2022-08-08$4.93$7.5086.7%22.7%77.2%9.7%85.4%-8.0%0.6%9.3K-566.1K-10.1K0.8989.342642367,5302,173
2022-08-09$4.52$7.50104.0%24.1%84.7%20.1%84.0%74.3%-0.8%8.1K-512.7K-9.2K0.0462.37742277,5682,174
2022-08-10$5.37$7.5085.7%24.6%102.0%9.1%90.5%4.3%0.8%8.4K-1.1M-12.5K0.0566.0411368,0822,194
2022-08-11$5.27$7.5080.4%23.0%102.8%5.9%85.7%1.2%-0.6%9.8K-1.3M-12.7K0.0970.43376328,1162,194
2022-08-12$5.86$7.5095.9%27.5%106.8%15.2%102.1%3.8%-8.1%14.7K-1.4M-14.1K0.0778.73766508,3632,215
2022-08-15$6.24$7.5078.8%22.6%107.0%5.0%97.6%14.2%50.5%14.3K-2.3M-16.2K0.0684.831,279788,8552,256
2022-08-16$7.78$7.5089.9%25.8%128.7%11.6%95.3%-15.1%-3.9%55.3K-4.4M-19.7K0.0536.073,85921210,3002,314
2022-08-17$6.76$7.5088.1%25.3%134.6%10.6%88.2%-29.2%-2.5%23.3K-2.7M-17.6K0.1974.751,12221810,6452,428
2022-08-18$7.09$7.5089.2%25.6%135.0%11.2%89.3%2.0%-3.0%33.4K-3.1M-18.6K0.3248.6580425911,2322,504
2022-08-19$6.25$7.50116.3%33.4%142.0%27.5%109.1%1.0%-14.8%25.8K-2.2M-17.1K0.0647.292,34114811,5242,628
2022-08-22$5.62$7.50120.4%34.5%148.3%29.9%121.7%0.2%-19.0%27.2K-1.7M-16.2K0.1259.791,41416411,9282,448
2022-08-23$5.46$7.50119.8%34.3%148.5%29.5%122.0%-0.6%-11.9%27.7K-1.6M-16.4K0.0849.647666412,6562,625
2022-08-24$5.70$7.50116.2%33.3%146.1%27.4%118.8%-1.4%-10.6%30.7K-1.7M-16.6K0.9537.4327826412,6702,669
2022-08-25$6.62$7.50103.1%29.5%154.6%19.5%115.1%15.3%-6.5%45.1K-3.0M-20.0K0.2126.461,07622812,8582,921
2022-08-26$6.21$5.00118.3%33.9%156.9%28.7%111.1%16.0%-12.6%42.2K-2.7M-19.4K0.1728.221813113,5443,071
2022-08-29$5.99$5.00124.7%35.8%156.4%32.5%124.2%1.5%-15.3%38.7K-2.4M-18.5K4.2061.516426913,5013,092
2022-08-30$6.00$5.00122.2%35.0%156.2%31.0%122.1%-76.1%-18.9%17.4K-1.8M-15.6K0.6651.97322113,5373,422
2022-08-31$5.91$5.00126.5%36.3%156.2%33.5%138.4%-113.1%-16.6%17.2K-1.8M-15.6K0.5360.6452327513,5483,443