NANR Options History — August 2018 In August 2018, NANR traded between $32.97 and $35.49. ATM implied volatility averaged 28.4%. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 12.1% (HV 20d: 16.3%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 7 of 23 days.
Notable Days 2018-08-14 : Largest IV spike — 55.0% change2018-08-03 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $34.33 $32.97 $35.49 $35.41 $33.64 ATM IV 28.4% 20.9% 53.0% 28.8% 29.2% Expected Move 7.1% 4.6% 9.2% 8.3% 8.4% HV 20d 16.3% 10.3% 20.1% 15.3% 19.9% HV 60d 17.2% 16.0% 18.3% 16.6% 17.8% Term Structure -3.0% -9.5% 5.0% -6.3% -4.8% Skew 25d 4.8% 0.2% 8.9% 2.0% 2.3% Skew 10d 1.7% -7.9% 4.5% -5.6% 3.1% Call IV 25d 25.3% 15.7% 31.4% 30.4% 30.5% Put IV 25d 30.0% 21.4% 35.0% 32.4% 32.8% Bid-Ask Spread % 138.01 103.98 157.24 154.49 142.09 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (23 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 2018-08-01 $35.41 $0.00 28.8% 8.3% 15.3% 0.0% 0.0% 2.0% -6.3% 0 0 0 0.00 154.49 N/A N/A 0 0 0 0 2018-08-02 $35.39 $0.00 31.5% 9.0% 15.2% 0.0% 0.0% 0.2% -5.2% 0 0 0 0.00 145.33 N/A N/A 0 0 0 0 2018-08-03 $35.47 $0.00 32.0% 9.2% 15.1% 0.0% 0.0% 1.8% -6.0% 0 0 0 0.00 148.91 N/A N/A 0 0 0 0 2018-08-06 $35.49 $0.00 24.1% 6.5% 14.4% 0.0% 0.0% 8.1% 0.3% 0 0 0 0.00 126.28 N/A N/A 0 0 0 0 2018-08-07 $35.39 $0.00 21.0% 5.5% 14.2% 0.0% 0.0% 8.9% 0.6% 0 0 0 0.00 131.26 N/A N/A 0 0 0 0 2018-08-08 $35.20 $0.00 32.1% 6.7% 10.6% 0.0% 0.0% 6.0% -5.2% 0 0 0 0.00 137.40 N/A N/A 0 0 0 0 2018-08-09 $35.16 $0.00 33.3% 6.0% 10.3% 0.0% 0.0% 6.3% -1.9% 0 0 0 0.00 145.43 N/A N/A 0 0 0 0 2018-08-10 $34.97 $0.00 38.1% 6.5% 10.4% 0.0% 0.0% 8.4% -5.6% 0 0 0 0.00 142.47 N/A N/A 0 0 0 0 2018-08-13 $34.46 $0.00 34.2% 4.6% 11.1% 0.0% 0.0% 4.3% 5.0% 0 0 0 0.00 137.13 N/A N/A 0 0 0 0 2018-08-14 $34.41 $0.00 53.0% 8.1% 11.1% 0.0% 0.0% 3.0% -9.5% 0 0 0 0.00 131.80 N/A N/A 0 0 0 0 2018-08-15 $32.97 $0.00 27.0% 7.7% 18.1% 0.0% 0.0% 3.7% -8.2% 0 0 0 0.00 135.92 N/A N/A 0 0 0 0 2018-08-16 $33.10 $0.00 29.1% 8.3% 18.1% 0.0% 0.0% 1.1% -8.3% 0 0 0 0.00 130.96 N/A N/A 0 0 0 0 2018-08-17 $33.34 $0.00 23.6% 6.8% 18.4% 0.0% 0.0% 5.3% -3.0% 0 0 0 0.00 140.64 N/A N/A 0 0 0 0 2018-08-20 $33.46 $0.00 22.1% 6.3% 18.5% 0.0% 0.0% 0.6% -1.5% 0 0 0 0.00 103.98 N/A N/A 0 0 0 0 2018-08-21 $33.59 $0.00 22.0% 6.3% 18.1% 0.0% 0.0% 8.1% -3.1% 0 0 0 0.00 146.63 N/A N/A 0 0 0 0 2018-08-22 $33.94 $0.00 24.4% 7.0% 18.5% 0.0% 0.0% 7.0% -2.9% 0 0 0 0.00 157.24 N/A N/A 0 0 0 0 2018-08-23 $33.47 $0.00 25.8% 7.4% 18.7% 0.0% 0.0% 5.3% -2.5% 0 0 0 0.00 143.76 N/A N/A 0 0 0 0 2018-08-24 $33.90 $0.00 27.6% 7.9% 19.5% 0.0% 0.0% 6.2% 1.8% 0 0 0 0.00 140.19 N/A N/A 0 0 0 0 2018-08-27 $34.33 $0.00 20.9% 6.0% 20.1% 0.0% 0.0% 4.8% 0.1% 0 0 0 0.00 125.72 N/A N/A 0 0 0 0 2018-08-28 $34.15 $0.00 26.2% 7.5% 19.9% 0.0% 0.0% 6.1% 0.4% 0 0 0 0.00 133.94 N/A N/A 0 0 0 0 2018-08-29 $34.35 $0.00 25.7% 7.4% 19.5% 0.0% 0.0% 6.4% -4.3% 0 0 0 0.00 148.61 N/A N/A 0 0 0 0 2018-08-30 $33.91 $0.00 21.2% 6.1% 19.9% 0.0% 0.0% 3.8% 0.1% 0 0 0 0.00 124.10 N/A N/A 0 0 0 0 2018-08-31 $33.64 $0.00 29.2% 8.4% 19.9% 0.0% 0.0% 2.3% -4.8% 0 0 0 0.00 142.09 N/A N/A 0 0 0 0
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