NANR Options History — March 2018 In March 2018, NANR traded between $32.82 and $33.83. ATM implied volatility averaged 30.7%. The 30-day expected move averaged 8.8%. Net GEX was positive for 1 of 5 trading days. Term structure was in contango for 0 of 5 days. Put/call ratio averaged 0.00.
Notable Days 2018-03-28 : Highest Volume — 1 contracts2018-03-28 : Largest IV spike — 25.6% change2018-03-28 : Largest Expected Move — 10.6%Monthly Statistics Metric Avg Min Max Open Close Price $33.39 $32.82 $33.83 $33.24 $33.64 ATM IV 30.7% 25.4% 36.9% 26.3% 35.5% Expected Move 8.8% 7.3% 10.6% 7.5% 10.2% Term Structure -5.5% -8.1% -4.1% -4.2% -6.6% Skew 25d 4.7% 3.3% 6.7% 3.3% 6.7% Skew 10d 5.2% -0.1% 8.8% 5.3% 3.8% Call IV 25d 32.5% 26.8% 40.4% 27.2% 39.1% Put IV 25d 37.2% 30.5% 45.8% 30.5% 45.8% Bid-Ask Spread % 148.62 140.19 155.42 146.41 153.74 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 12 0 59 0 59 Net DEX -507 -2.5K 0 0 -2.5K Net VEX -1 -5 0 0 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.4 0 1 0 1 Total OI 0.2 0 1 0 1
Daily Data (5 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2018-03-23 $33.24 $0.00 26.3% 7.5% 0.0% 0.0% 0.0% 3.3% -4.2% 0 0 0 0.00 146.41 N/A N/A 0 0 0 0 2018-03-26 $33.83 $0.00 25.4% 7.3% 0.0% 0.0% 0.0% 4.9% -4.1% 0 0 0 0.00 147.31 N/A N/A 0 0 0 0 2018-03-27 $33.44 $0.00 29.4% 8.4% 0.0% 0.0% 0.0% 3.5% -4.7% 0 0 0 0.00 140.19 N/A N/A 0 0 0 0 2018-03-28 $32.82 $0.00 36.9% 10.6% 0.0% 0.0% 0.0% 5.1% -8.1% 0 0 0 0.00 155.42 N/A N/A 1 0 0 0 2018-03-29 $33.64 $0.00 35.5% 10.2% 0.0% 0.0% 0.0% 6.7% -6.6% 59 -2.5K -5 0.00 153.74 N/A N/A 1 0 1 0
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