NVTS Options History — October 2024

In October 2024, NVTS traded between $2.30 and $2.85. ATM implied volatility averaged 98.9%, placing in the 41.2% IV rank vs the trailing year. The 30-day expected move averaged 29.0%. IV traded above realized volatility by 20.2% (HV 20d: 78.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.32.

Notable Days

  • 2024-10-28: Highest Volume — 2,844 contracts
  • 2024-10-09: Largest IV spike — 26.7% change
  • 2024-10-31: Highest IV Rank — 63.7%
  • 2024-10-31: Largest Expected Move — 37.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.52$2.30$2.85$2.30$2.48
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV98.9%77.0%130.4%91.2%130.4%
Expected Move29.0%24.1%37.4%26.1%37.4%
HV 20d78.7%59.7%92.9%87.8%65.5%
HV 60d81.6%77.7%83.3%81.3%79.6%
IV Rank41.2%25.5%63.7%35.7%63.7%
IV Percentile84.5%57.5%97.6%81.0%97.6%
Term Structure-15.1%-32.8%3.3%-4.0%-29.1%
VWIV99.8%70.5%130.6%84.2%130.6%
Skew 25d12.0%-15.6%39.5%-15.6%8.1%
Skew 10d37.0%-4.0%119.0%19.2%106.8%
Call IV 25d81.4%50.7%126.4%70.1%126.4%
Put IV 25d93.4%54.5%134.5%54.5%134.5%
Bid-Ask Spread %43.1322.8169.4437.3933.85
Gamma HHI0.550.250.860.680.26
Net GEX60.8K5.4K151.9K55.9K8.5K
Net DEX-1.7M-3.7M-720.8K-1.4M-995.8K
Net VEX-9.5K-11.3K-8.4K-9.4K-10.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.031.200.380.17
Total Volume789.0431312,8444601,065
Total OI31,529.8723,66836,82533,67728,074

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$2.30$2.5091.2%26.1%87.8%35.7%84.2%-15.6%-4.0%55.9K-1.4M-9.4K0.3837.3933312726,5107,167
2024-10-02$2.49$2.5084.0%24.1%92.2%30.5%81.9%13.9%3.3%70.5K-2.1M-10.3K0.5524.9523813126,7247,159
2024-10-03$2.38$2.5091.6%27.8%92.7%36.0%95.6%39.5%-23.8%62.2K-1.5M-9.6K0.0653.093602126,8547,299
2024-10-04$2.44$2.5077.0%24.7%92.9%25.5%86.5%33.0%0.2%78.6K-1.8M-9.9K0.1769.444818027,0377,320
2024-10-07$2.41$2.5084.7%28.0%91.3%31.0%94.5%10.4%-13.7%77.6K-1.6M-9.5K0.2559.911052627,1867,385
2024-10-08$2.37$2.5078.6%28.6%91.6%26.6%99.7%20.1%-13.3%83.1K-1.4M-9.1K0.1363.081872427,3047,399
2024-10-09$2.48$2.5099.5%28.5%89.4%41.6%98.8%37.9%-12.3%86.4K-2.0M-9.5K0.3559.531856427,2737,397
2024-10-10$2.41$2.50101.5%29.1%87.7%43.0%102.1%36.3%-18.0%91.4K-1.5M-9.1K0.1349.733154227,2667,453
2024-10-11$2.58$2.5099.3%28.5%85.6%41.4%100.7%8.2%-12.1%139.3K-2.7M-9.7K0.8942.3162855727,5097,480
2024-10-14$2.50$2.5097.7%28.0%86.3%40.3%96.2%-1.6%-17.0%151.8K-2.1M-9.3K0.4460.681697527,8028,143
2024-10-15$2.50$2.5099.3%28.5%79.4%41.4%95.3%-2.6%-10.5%151.9K-2.1M-9.2K0.0657.351,1197227,8718,212
2024-10-16$2.58$2.5094.5%27.1%79.9%38.0%70.5%-3.9%0.1%138.3K-2.8M-9.2K1.1050.5240444327,9818,223
2024-10-17$2.56$2.5096.4%27.6%78.2%39.4%100.9%-6.5%-9.9%122.4K-2.6M-9.1K0.1335.865126628,1968,515
2024-10-18$2.55$2.5093.7%26.9%73.6%37.4%93.1%-5.2%-6.2%5.4K-3.7M-8.6K0.0733.309116228,3058,520
2024-10-21$2.54$2.5095.3%27.3%72.6%38.6%97.9%18.2%-12.4%5.6K-720.8K-8.4K0.2439.2885820615,9147,754
2024-10-22$2.62$2.50104.4%29.9%72.9%45.1%100.5%29.2%-21.1%7.8K-1.0M-8.9K0.4431.7981235916,6137,876
2024-10-23$2.49$2.5095.4%27.3%75.5%38.6%98.9%7.0%-26.7%6.9K-754.8K-9.0K0.2122.814689917,0908,158
2024-10-24$2.50$2.5097.1%27.8%65.4%39.9%107.0%20.1%-11.7%6.4K-768.7K-8.7K0.0832.546595117,2408,186
2024-10-25$2.55$2.50108.3%31.1%63.1%47.9%104.6%28.0%-24.4%9.0K-959.5K-9.3K0.0338.451,4574617,6098,149
2024-10-28$2.77$2.50118.3%33.9%65.6%55.0%117.5%9.8%-32.8%12.0K-1.5M-9.4K0.1229.862,54929517,4468,157
2024-10-29$2.85$2.50117.0%33.6%61.3%54.1%116.0%6.2%-24.7%14.9K-1.8M-11.3K0.1136.401,01611119,0718,377
2024-10-30$2.70$2.50120.5%34.5%59.7%56.6%121.8%-14.0%-26.7%12.9K-1.6M-11.1K1.2029.8116419619,5468,437
2024-10-31$2.48$2.50130.4%37.4%65.5%63.7%130.6%8.1%-29.1%8.5K-995.8K-10.3K0.1733.8590915619,5548,520