NVTS Options History — August 2025

In August 2025, NVTS traded between $5.88 and $8.07. ATM implied volatility averaged 87.2%, placing in the 26.7% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded below realized volatility by 27.1% (HV 20d: 114.2%). Max pain ranged from $6.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.34.

Notable Days

  • 2025-08-05: Highest Volume — 107,741 contracts
  • 2025-08-05: Largest IV drop — 14.5% change
  • 2025-08-01: Highest IV Rank — 43.9%
  • 2025-08-01: Largest Expected Move — 37.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.67$5.88$8.07$8.02$5.88
Max Pain$6.98$6.50$7.50$7.50$6.50
ATM IV87.2%77.8%111.7%111.7%79.5%
Expected Move25.2%22.0%37.3%37.3%22.0%
HV 20d114.2%88.9%132.8%111.8%88.9%
HV 60d184.7%102.1%238.8%234.1%102.1%
IV Rank26.7%19.1%43.9%43.9%20.2%
IV Percentile25.1%12.3%65.9%65.9%13.9%
Term Structure0.8%-6.9%7.7%-6.9%-2.0%
VWIV91.0%78.9%129.9%129.9%78.9%
Skew 25d-9.1%-31.9%2.5%-9.6%-1.0%
Skew 10d-22.8%-54.3%11.2%-54.3%-18.7%
Call IV 25d94.2%81.4%121.8%121.8%82.6%
Put IV 25d85.1%66.1%112.3%112.3%81.6%
Bid-Ask Spread %39.2219.6856.2350.1856.23
Gamma HHI0.150.100.340.340.11
Net GEX504.1K156.3K1.5M1.5M397.9K
Net DEX-54.4M-95.3M-32.5M-92.8M-32.5M
Net VEX-321.6K-354.7K-297.4K-350.4K-297.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.131.020.271.02
Total Volume32,772.1911,341107,74175,25122,607
Total OI333,033296,364386,883334,702328,843

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-08-01$8.02$7.50111.7%37.3%111.8%43.9%129.9%-9.6%-6.9%1.5M-92.8M-350.4K0.2750.1859,41315,838241,24993,453
2025-08-04$8.07$7.00111.1%30.2%109.6%43.5%106.0%-10.5%-3.5%835.4K-95.3M-354.7K0.2823.1259,67716,645233,31584,830
2025-08-05$6.64$7.0095.0%26.9%130.6%33.5%96.9%-12.4%-0.1%218.3K-40.8M-308.7K0.4827.2172,60635,135259,11495,664
2025-08-06$6.41$7.0093.3%25.7%131.2%32.4%94.5%-15.5%-2.1%305.9K-37.3M-305.9K0.3319.6826,4398,657271,63594,067
2025-08-07$6.84$7.0090.9%26.2%132.7%31.0%94.4%-7.7%5.7%517.1K-54.2M-331.6K0.1822.5139,0506,945279,26997,035
2025-08-08$6.59$7.0088.0%26.6%130.6%29.1%93.9%-13.1%6.7%301.0K-46.0M-323.8K0.4322.9322,8129,787288,60698,277
2025-08-11$6.55$7.0087.0%26.7%130.7%28.5%92.6%-31.9%7.7%390.7K-49.8M-318.9K0.2328.0119,6404,582242,37184,988
2025-08-12$6.99$7.0086.5%24.8%130.4%28.2%87.4%-5.5%0.8%592.2K-63.6M-331.5K0.1723.3228,2744,775248,06487,275
2025-08-13$7.47$7.0086.4%25.2%131.8%28.1%90.8%-9.7%1.6%962.0K-84.7M-346.9K0.1320.2135,7914,584254,31688,695
2025-08-14$7.21$7.0085.7%24.6%132.8%27.7%89.0%-4.3%0.5%897.4K-76.2M-348.9K0.3949.5814,2325,500260,18688,345
2025-08-15$6.94$7.0084.6%24.3%129.9%23.5%85.7%-7.9%0.4%1.2M-64.8M-338.8K0.3342.6013,7294,488262,35889,277
2025-08-18$6.75$7.0082.9%24.0%103.5%22.4%87.7%-6.0%3.2%436.9K-58.4M-328.7K0.2946.1916,1424,678229,28975,624
2025-08-19$6.46$7.0081.7%23.4%103.7%21.6%87.4%-10.7%3.4%349.3K-49.2M-318.3K0.2549.8014,7563,732235,35477,888
2025-08-20$6.25$7.0080.9%23.2%103.1%21.1%84.8%-6.4%-1.6%255.7K-42.2M-308.4K0.3849.4512,9304,861237,74279,023
2025-08-21$6.17$7.0085.3%24.5%101.5%24.0%83.1%2.5%-3.0%260.9K-40.4M-303.3K0.5943.707,1394,202241,00179,761
2025-08-22$6.42$7.0081.0%23.1%103.6%21.2%83.6%-9.0%-0.2%303.1K-47.3M-312.2K0.2750.9916,9294,595242,07180,822
2025-08-25$6.25$7.0081.2%23.0%103.0%21.3%86.9%-9.4%-0.5%260.4K-45.6M-306.0K0.3050.1115,3204,638220,48575,879
2025-08-26$6.08$7.0081.5%22.5%97.7%21.5%85.4%-8.6%1.2%257.8K-41.8M-306.1K0.3348.2612,9254,246227,94378,998
2025-08-27$6.00$7.0078.5%22.7%96.2%19.5%85.1%-9.0%2.9%160.3K-38.6M-302.8K0.2651.2712,7213,313233,11581,363
2025-08-28$6.05$6.5077.8%23.0%95.3%19.1%86.0%-6.0%1.9%156.3K-42.0M-309.9K0.1748.2111,8492,034243,03183,072
2025-08-29$5.88$6.5079.5%22.0%88.9%20.2%78.9%-1.0%-2.0%397.9K-32.5M-297.4K1.0256.2311,21311,394245,47783,366