NVTS Options History — June 2024

In June 2024, NVTS traded between $3.88 and $4.83. ATM implied volatility averaged 70.0%, placing in the 23.8% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded below realized volatility by 1.8% (HV 20d: 71.8%). Max pain ranged from $3.00 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.39.

Notable Days

2024-06-12: Highest Volume — 3,417 contracts
2024-06-12: Largest IV spike — 20.8% change
2024-06-03: Highest IV Rank — 35.1%
2024-06-03: Largest Expected Move — 23.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.27	$3.88	$4.83	$4.08	$3.88
Max Pain	$4.00	$3.00	$5.00	$5.00	$4.00
ATM IV	70.0%	60.8%	83.2%	83.2%	62.2%
Expected Move	20.0%	17.4%	23.9%	23.9%	17.8%
HV 20d	71.8%	61.2%	81.3%	73.0%	61.2%
HV 60d	67.0%	65.5%	68.6%	68.4%	66.3%
IV Rank	23.8%	15.9%	35.1%	35.1%	17.1%
IV Percentile	40.8%	12.7%	67.5%	67.5%	17.1%
Term Structure	8.0%	-9.3%	31.6%	-5.9%	24.3%
VWIV	70.8%	50.5%	86.6%	86.6%	50.5%
Skew 25d	0.2%	-20.4%	27.7%	-5.3%	-7.8%
Skew 10d	9.8%	-15.3%	33.3%	6.2%	31.8%
Call IV 25d	69.0%	48.7%	88.2%	88.2%	48.7%
Put IV 25d	69.2%	40.8%	82.9%	82.9%	40.8%
Bid-Ask Spread %	69.88	33.18	95.87	44.43	95.87
Gamma HHI	0.46	0.28	0.66	0.54	0.33
Net GEX	58.8K	8.0K	131.6K	54.1K	31.4K
Net DEX	-2.5M	-4.8M	-1.5M	-2.0M	-1.6M
Net VEX	-15.3K	-18.7K	-12.2K	-16.3K	-12.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.02	1.28	0.21	0.02
Total Volume	776.789	107	3,417	998	107
Total OI	36,473	20,978	42,246	40,375	22,564

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
2024-06-03	$4.08	$5.00	83.2%	23.9%	73.0%	35.1%	86.6%	-5.3%	-5.9%	54.1K	-2.0M	-16.3K	0.21	44.43	828	170	34,037	6,338
2024-06-04	$4.11	$5.00	74.5%	21.4%	71.3%	27.6%	77.6%	-8.6%	31.6%	53.6K	-2.1M	-16.3K	1.28	33.18	219	280	34,344	6,475
2024-06-05	$4.53	$5.00	70.0%	20.1%	80.0%	23.8%	72.9%	8.4%	-0.1%	84.7K	-3.4M	-18.7K	0.09	42.48	1,087	94	34,359	6,672
2024-06-06	$4.62	$3.00	69.8%	18.4%	80.3%	23.6%	77.2%	27.7%	0.2%	94.9K	-3.8M	-18.7K	0.32	80.54	786	252	34,552	6,670
2024-06-07	$4.45	$3.00	76.8%	19.0%	81.3%	29.6%	70.1%	-8.7%	8.9%	81.1K	-3.1M	-17.7K	0.17	73.81	532	93	34,849	6,715
2024-06-10	$4.51	$3.00	63.6%	19.3%	66.6%	18.3%	66.7%	12.5%	12.2%	86.3K	-3.3M	-17.4K	0.13	64.46	1,496	188	34,966	6,771
2024-06-11	$4.55	$4.00	62.7%	20.6%	63.7%	17.5%	74.3%	2.4%	6.8%	90.0K	-3.4M	-17.5K	1.19	63.58	83	99	34,894	7,001
2024-06-12	$4.83	$4.00	75.7%	21.7%	66.2%	28.7%	79.1%	5.6%	2.1%	131.6K	-4.8M	-18.5K	0.25	71.26	2,732	685	34,989	7,051
2024-06-13	$4.63	$4.00	71.6%	20.5%	68.4%	25.2%	72.7%	-0.5%	6.4%	104.9K	-3.6M	-17.0K	0.11	74.18	366	42	34,628	7,037
2024-06-14	$4.34	$4.00	71.7%	20.5%	73.0%	25.2%	72.3%	-2.6%	7.0%	61.0K	-2.3M	-15.2K	0.11	71.52	390	43	34,715	7,065
2024-06-17	$4.25	$4.00	70.7%	20.3%	71.9%	24.3%	67.0%	-4.5%	11.5%	43.8K	-2.1M	-14.5K	0.34	72.45	374	126	35,014	7,096
2024-06-18	$4.21	$4.00	76.0%	21.8%	72.0%	28.9%	73.1%	0.6%	5.1%	21.8K	-2.0M	-14.1K	0.22	74.23	291	64	35,112	7,134
2024-06-20	$4.08	$4.00	76.4%	21.9%	73.0%	29.3%	77.4%	5.4%	6.1%	8.0K	-1.7M	-13.4K	1.00	69.74	135	135	35,194	6,840
2024-06-21	$4.16	$4.00	68.0%	19.5%	73.2%	22.1%	70.9%	-5.1%	12.6%	37.3K	-2.2M	-13.3K	0.16	78.02	775	121	35,280	6,904
2024-06-24	$4.01	$4.00	68.6%	19.7%	72.2%	22.6%	69.3%	12.8%	16.6%	36.9K	-1.9M	-12.7K	1.06	76.46	597	632	16,819	4,159
2024-06-25	$3.88	$4.00	64.5%	18.5%	72.6%	19.1%	65.2%	-9.1%	16.9%	31.2K	-1.5M	-12.3K	0.22	70.49	249	54	17,297	4,765
2024-06-26	$3.94	$4.00	62.7%	18.0%	72.2%	17.6%	62.2%	0.5%	-9.3%	31.9K	-1.6M	-12.4K	0.06	95.54	439	27	17,425	4,807
2024-06-27	$3.98	$4.00	60.8%	17.4%	71.4%	15.9%	59.7%	-20.4%	-0.0%	32.5K	-1.7M	-12.5K	0.49	75.57	113	55	17,623	4,826
2024-06-28	$3.88	$4.00	62.2%	17.8%	61.2%	17.1%	50.5%	-7.8%	24.3%	31.4K	-1.6M	-12.2K	0.02	95.87	105	2	17,701	4,863