NVTS Options History — November 2024

In November 2024, NVTS traded between $1.77 and $2.75. ATM implied volatility averaged 96.5%, placing in the 38.8% IV rank vs the trailing year. The 30-day expected move averaged 26.1%. IV traded above realized volatility by 10.1% (HV 20d: 86.4%). Max pain ranged from $2.00 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.19.

Notable Days

  • 2024-11-25: Highest Volume — 10,212 contracts
  • 2024-11-05: Largest IV drop — 43.3% change
  • 2024-11-04: Highest IV Rank — 100.0%
  • 2024-11-01: Largest Expected Move — 39.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.19$1.77$2.75$2.58$2.75
Max Pain$2.25$2.00$2.50$2.50$2.00
ATM IV96.5%71.1%183.8%137.4%112.1%
Expected Move26.1%20.4%39.4%39.4%32.1%
HV 20d86.4%66.1%124.1%66.4%124.1%
HV 60d84.1%78.5%96.2%80.0%95.5%
IV Rank38.8%20.9%100.0%68.7%49.7%
IV Percentile73.1%38.5%100.0%98.0%93.3%
Term Structure-5.6%-46.5%8.8%-46.5%-20.6%
VWIV91.1%70.7%134.2%134.2%118.8%
Skew 25d-4.2%-34.4%30.1%-30.4%-17.9%
Skew 10d17.7%-20.0%45.3%31.0%-12.1%
Call IV 25d84.9%56.5%140.3%140.3%117.4%
Put IV 25d80.7%57.7%113.0%109.9%99.5%
Bid-Ask Spread %34.788.9855.4631.6934.43
Gamma HHI0.300.210.360.280.30
Net GEX24.5K7.5K61.9K11.7K61.9K
Net DEX-1.6M-5.7M14.6K-1.3M-5.7M
Net VEX-12.6K-25.4K-8.0K-11.1K-25.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.040.620.390.05
Total Volume2,779.241510,2126092,335
Total OI36,50028,66950,93228,66950,932

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$2.58$2.50137.4%39.4%66.4%68.7%134.2%-30.4%-46.5%11.7K-1.3M-11.1K0.3931.6943717220,1228,547
2024-11-04$2.59$2.50183.8%29.8%66.1%100.0%104.4%6.2%-8.6%12.7K-1.4M-11.2K0.0726.594,50633820,3268,616
2024-11-05$2.34$2.50104.3%25.2%75.7%44.2%87.5%17.1%-6.7%20.0K-963.5K-10.4K0.6244.854,2702,66324,0968,863
2024-11-06$2.30$2.5089.0%23.1%73.9%33.5%82.0%-1.8%1.3%33.0K-1.1M-10.9K0.2055.4652310626,8647,692
2024-11-07$2.21$2.5072.7%22.9%74.5%22.1%78.6%23.3%1.6%25.9K-837.7K-10.3K0.0550.811,3057126,8047,638
2024-11-08$2.15$2.5071.5%23.3%69.8%21.2%80.9%15.8%3.3%21.6K-529.6K-9.6K0.1353.2793112127,0337,157
2024-11-11$2.04$2.5093.6%21.7%71.1%36.7%77.9%-8.2%2.8%13.9K-166.1K-8.5K0.2250.3789819427,3627,212
2024-11-12$1.88$2.5081.2%22.7%75.3%28.0%78.8%1.2%0.7%7.5K14.6K-8.0K0.3635.361,41050827,7627,254
2024-11-13$1.79$2.5078.2%22.4%74.2%25.9%75.9%3.3%-1.0%9.3K-50.6K-8.1K0.1645.8873911729,0727,004
2024-11-14$1.88$2.5075.9%21.8%77.9%24.3%75.4%5.1%0.5%10.9K-321.9K-8.9K0.0639.222,05711429,7736,372
2024-11-15$1.77$2.0090.3%25.9%79.4%34.4%88.6%-8.3%-15.5%12.3K-333.0K-8.8K0.5151.631,27465431,2736,300
2024-11-18$1.79$2.0088.6%25.4%79.9%33.2%88.9%30.1%-13.8%13.6K-556.8K-9.0K0.1814.413726825,7505,367
2024-11-19$1.87$2.0080.4%23.0%81.1%27.5%79.4%5.9%1.8%14.4K-657.4K-9.0K0.0914.335454726,0015,402
2024-11-20$1.83$2.0071.1%20.4%80.1%20.9%70.7%-4.2%8.8%14.3K-475.7K-8.9K0.058.983952026,2975,408
2024-11-21$2.01$2.0088.4%25.4%88.9%33.1%90.7%-16.9%-4.7%17.8K-1.1M-10.3K0.2015.544,92098126,3385,413
2024-11-22$2.40$2.00101.0%28.9%110.9%41.9%103.8%-26.3%-0.1%31.8K-2.8M-16.4K0.0432.709,18338830,7875,830
2024-11-25$2.75$2.00102.7%29.4%117.8%43.1%116.7%-15.9%-0.7%50.4K-4.8M-20.9K0.0624.129,63457836,4736,130
2024-11-26$2.52$2.00107.3%30.8%121.2%46.3%109.9%-34.4%-8.3%55.5K-4.5M-24.1K0.0443.611,4125943,7846,595
2024-11-27$2.44$2.00101.0%29.0%120.3%41.9%78.6%-27.6%-6.0%51.5K-4.0M-22.9K0.3622.3091032943,7416,610
2024-11-29$2.75$2.00112.1%32.1%124.1%49.7%118.8%-17.9%-20.6%61.9K-5.7M-25.4K0.0534.432,22511044,0576,875