NVTS Options History — March 2026

In March 2026, NVTS traded between $7.81 and $10.68. ATM implied volatility averaged 99.9%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 29.2%. IV traded below realized volatility by 20.8% (HV 20d: 120.6%). Max pain ranged from $7.00 to $9.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.43.

Notable Days

  • 2026-03-11: Highest Volume — 110,657 contracts
  • 2026-03-11: Largest IV spike — 5.9% change
  • 2026-03-13: Highest IV Rank — 26.7%
  • 2026-03-12: Largest Expected Move — 39.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.16$7.81$10.68$9.55$8.71
Max Pain$8.64$7.00$9.00$7.00$9.00
ATM IV99.9%92.7%106.0%99.8%99.3%
Expected Move29.2%26.9%39.2%29.6%28.5%
HV 20d120.6%96.9%133.0%122.6%117.6%
HV 60d115.1%107.7%120.8%108.6%118.4%
IV Rank22.0%16.5%26.7%21.9%21.5%
IV Percentile46.4%28.2%60.7%44.4%44.4%
Term Structure1.6%-3.7%7.6%-0.0%5.8%
VWIV101.3%96.8%108.2%104.6%97.7%
Skew 25d1.5%-6.5%6.5%5.5%3.9%
Skew 10d5.9%-8.3%20.5%11.2%16.1%
Call IV 25d101.1%94.8%109.4%100.3%94.8%
Put IV 25d102.6%93.2%108.5%105.8%98.7%
Bid-Ask Spread %24.0911.5452.3926.4611.54
Gamma HHI0.120.090.170.140.09
Net GEX972.6K388.8K1.6M1.1M784.0K
Net DEX-89.1M-153.5M-44.4M-100.0M-69.5M
Net VEX-512.7K-569.7K-448.4K-527.6K-497.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.110.690.270.65
Total Volume37,945.86416,016110,65725,65739,952
Total OI343,605.864290,503411,230316,407324,688

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2026-03-02$9.55$7.0099.8%29.6%122.6%21.9%104.6%5.5%-0.0%1.1M-100.0M-527.6K0.2726.4620,1715,486248,74767,660
2026-03-03$8.92$7.00101.2%30.2%125.4%23.0%108.2%0.3%-1.6%1.1M-87.8M-512.8K0.6652.399,8356,514260,38769,837
2026-03-04$9.23$7.0098.2%29.9%125.1%20.7%103.7%1.0%4.7%1.2M-93.8M-522.1K0.2412.8214,1053,423262,35173,388
2026-03-05$8.92$9.0099.5%27.8%121.4%21.7%97.0%-1.4%3.0%1.0M-84.5M-506.8K0.4933.3110,7735,243265,28675,506
2026-03-06$8.21$9.0098.6%27.4%119.0%21.0%97.7%0.2%4.2%596.0K-60.7M-467.1K0.4943.5415,1197,339267,04577,531
2026-03-09$8.36$9.0097.4%27.7%96.9%20.1%97.9%-6.5%0.0%597.2K-66.4M-465.0K0.3131.6315,3394,760250,06571,816
2026-03-10$8.66$8.0098.5%27.4%97.2%20.9%96.9%4.3%-2.0%793.9K-77.2M-480.3K0.1146.3928,0293,190252,90173,681
2026-03-11$10.68$8.00104.3%29.6%122.0%25.4%105.4%4.7%-0.7%1.6M-153.5M-569.7K0.4024.6679,23431,423267,64474,787
2026-03-12$10.00$9.00103.7%39.2%124.8%24.9%103.1%-4.1%-3.7%1.5M-128.0M-551.3K0.6228.0628,96218,016283,15589,790
2026-03-13$10.00$9.00106.0%32.5%123.0%26.7%104.0%1.7%-1.9%1.5M-125.4M-551.8K0.2724.5636,4879,838286,92391,854
2026-03-16$10.48$9.00105.1%30.2%123.7%26.0%106.2%1.7%-1.2%1.6M-137.5M-556.7K0.3017.7552,09615,667269,37880,072
2026-03-17$9.88$9.00101.2%29.1%125.8%23.0%104.4%-1.0%4.6%1.3M-113.0M-540.1K0.3613.5721,8407,928281,40786,657
2026-03-18$9.14$9.00101.5%28.8%129.3%23.2%103.3%-1.9%7.0%775.7K-85.6M-503.7K0.4621.2234,48515,831283,83489,976
2026-03-19$9.18$9.00100.6%29.0%129.3%22.5%103.0%0.4%4.3%822.5K-86.5M-516.1K0.4214.8229,44512,260299,24497,956
2026-03-20$8.64$9.00101.5%28.7%131.2%23.2%103.1%0.1%-1.1%576.8K-67.7M-496.5K0.5014.2722,58111,350310,366100,864
2026-03-23$9.25$9.0098.3%28.1%133.0%20.8%96.8%4.6%2.6%831.6K-81.0M-517.7K0.2818.4537,77410,713221,06069,443
2026-03-24$9.27$9.0095.7%27.6%132.8%18.8%97.9%1.2%5.2%1.0M-86.8M-529.6K0.4723.0020,4199,611241,38675,326
2026-03-25$9.48$9.0098.4%28.4%113.1%20.9%98.6%5.1%-1.7%1.3M-94.3M-537.5K0.5419.0722,27011,954248,40480,947
2026-03-26$8.91$9.0092.7%26.9%113.9%16.5%97.8%4.4%1.2%680.1K-71.6M-506.9K0.6924.1514,0109,719253,46884,351
2026-03-27$8.25$9.0096.4%27.4%114.4%19.3%99.2%1.4%-0.3%476.0K-45.0M-473.6K0.3515.3632,57011,240255,24688,199
2026-03-30$7.81$9.0099.0%28.1%112.3%21.3%101.6%6.5%7.6%388.8K-44.4M-448.4K0.5013.0025,24212,566235,06371,640
2026-03-31$8.71$9.0099.3%28.5%117.6%21.5%97.7%3.9%5.8%784.0K-69.5M-497.9K0.6511.5424,26415,688244,62180,067