NVTS Options History — December 2024

In December 2024, NVTS traded between $2.80 and $4.34. ATM implied volatility averaged 132.6%, placing in the 64.1% IV rank vs the trailing year. The 30-day expected move averaged 36.6%. IV traded below realized volatility by 6.2% (HV 20d: 138.7%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.14.

Notable Days

  • 2024-12-09: Highest Volume — 24,174 contracts
  • 2024-12-04: Largest IV spike — 19.8% change
  • 2024-12-09: Highest IV Rank — 91.2%
  • 2024-12-04: Largest Expected Move — 40.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.60$2.80$4.34$3.00$3.54
Max Pain$2.55$2.00$3.00$2.00$3.00
ATM IV132.6%113.2%171.3%113.2%119.6%
Expected Move36.6%32.4%40.6%32.4%34.3%
HV 20d138.7%120.5%156.6%127.0%145.6%
HV 60d106.4%96.6%116.2%97.0%116.0%
IV Rank64.1%50.5%91.2%50.5%55.0%
IV Percentile94.3%88.5%99.2%93.3%88.5%
Term Structure-5.8%-19.6%16.6%-19.6%-7.9%
VWIV131.6%118.6%162.5%118.6%131.2%
Skew 25d-5.3%-34.0%15.4%4.2%-2.1%
Skew 10d-18.2%-82.4%29.2%7.6%-64.9%
Call IV 25d134.8%117.8%177.6%123.8%129.1%
Put IV 25d129.6%118.3%143.6%128.0%127.0%
Bid-Ask Spread %22.0612.2540.7012.2523.78
Gamma HHI0.170.140.300.300.14
Net GEX126.6K72.5K161.9K72.5K140.4K
Net DEX-14.3M-21.9M-7.3M-7.3M-14.0M
Net VEX-47.9K-62.9K-26.8K-26.8K-56.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.030.620.120.14
Total Volume7,966.6192,97724,1743,9743,466
Total OI81,725.52451,88598,76951,88588,331

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$3.00$2.00113.2%32.4%127.0%50.5%118.6%4.2%-19.6%72.5K-7.3M-26.8K0.1212.253,54542944,9406,945
2024-12-03$3.10$2.00118.3%33.9%127.3%54.0%118.9%6.4%-15.2%78.6K-8.0M-28.0K0.0316.156,02017246,2457,081
2024-12-04$3.20$2.00141.7%40.6%120.5%70.5%162.5%-34.0%-14.4%75.0K-9.4M-31.1K0.0323.2521,82969048,6497,175
2024-12-05$3.79$2.00153.2%38.6%131.5%78.5%134.4%-0.4%-10.5%110.7K-14.9M-39.4K0.0632.0914,13389060,0737,538
2024-12-06$3.75$2.00155.2%37.8%129.9%79.9%136.3%-10.0%-5.9%114.3K-14.4M-41.4K0.2026.506,9361,42161,5107,849
2024-12-09$4.27$2.50171.3%39.0%133.2%91.2%137.5%1.7%-1.9%123.0K-18.8M-43.3K0.0320.4423,54662862,9038,817
2024-12-10$4.34$2.50161.8%38.7%129.5%84.5%137.3%-1.2%-0.5%158.6K-21.9M-54.6K0.0925.678,61580776,1959,159
2024-12-11$4.12$3.00136.5%39.1%126.2%66.8%133.0%-2.8%0.7%161.9K-20.3M-56.6K0.0425.4611,23943879,9449,911
2024-12-12$3.63$2.50132.7%38.1%136.1%64.2%126.1%-8.5%-11.8%157.4K-15.6M-52.8K0.0916.175,37548982,79210,177
2024-12-13$3.48$2.50128.7%36.9%138.7%61.3%132.2%-6.0%-1.2%146.5K-14.2M-50.5K0.1027.583,35131981,82810,305
2024-12-16$3.21$2.50124.2%35.6%140.6%58.2%133.3%-17.9%-3.8%135.7K-11.8M-46.1K0.1324.513,73449383,55810,447
2024-12-17$3.21$2.50122.6%35.2%140.9%57.1%126.7%-17.4%0.6%134.0K-11.6M-45.5K0.1033.954,15339683,27110,365
2024-12-18$3.21$2.50121.3%34.8%141.1%56.1%139.4%-19.9%12.3%98.6K-11.6M-44.1K0.0640.708,16847383,10310,700
2024-12-19$2.80$2.50129.1%37.0%151.9%61.6%132.6%-13.6%16.6%86.8K-8.2M-42.2K0.1114.646,72973287,83110,938
2024-12-20$3.13$2.50125.0%35.9%153.1%58.8%126.7%-5.1%-6.8%100.4K-11.8M-45.6K0.1618.405,37385687,69810,937
2024-12-23$3.83$3.00125.0%35.8%156.6%58.8%127.1%0.6%-7.7%135.2K-15.3M-54.6K0.0717.197,51955870,7056,244
2024-12-24$3.96$3.00129.2%37.1%151.0%61.7%129.4%-5.7%-16.1%149.6K-17.9M-61.2K0.1115.023,25637276,5136,705
2024-12-26$4.11$3.00126.4%36.2%145.8%59.7%130.6%15.4%-7.3%161.2K-18.9M-62.4K0.6216.601,8421,13577,7926,947
2024-12-27$4.02$3.00124.3%35.6%145.3%58.2%124.6%0.1%-10.2%158.3K-18.2M-62.9K0.5016.702,6931,33778,3737,970
2024-12-30$3.93$3.00124.8%35.8%141.8%58.6%124.0%5.8%-10.7%160.1K-17.2M-61.0K0.2416.292,52861478,6579,115
2024-12-31$3.54$3.00119.6%34.3%145.6%55.0%131.2%-2.1%-7.9%140.4K-14.0M-56.5K0.1423.783,03742979,1169,215