NANR Options History — September 2018 In September 2018, NANR traded between $32.47 and $34.63. ATM implied volatility averaged 26.7%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 9.7% (HV 20d: 17.0%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 5 of 19 days.
Notable Days 2018-09-17 : Largest IV spike — 48.5% change2018-09-24 : Highest IV Rank — 41.1%2018-09-04 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $33.58 $32.47 $34.63 $33.09 $34.34 ATM IV 26.7% 20.3% 32.5% 32.5% 29.4% Expected Move 7.5% 5.8% 9.3% 9.3% 8.4% HV 20d 17.0% 13.3% 21.5% 20.4% 13.3% HV 60d 17.4% 16.2% 18.1% 18.1% 16.2% IV Rank 30.3% 15.3% 41.1% 15.3% 37.1% IV Percentile 53.4% 18.3% 79.5% 18.3% 70.2% Term Structure -2.7% -11.5% 12.7% -4.2% -7.3% Skew 25d 4.3% -1.1% 18.8% 1.0% 7.9% Skew 10d 5.2% -3.8% 18.3% 2.9% 11.5% Call IV 25d 25.1% 12.8% 35.4% 32.6% 27.6% Put IV 25d 29.4% 20.2% 39.3% 33.6% 35.5% Bid-Ask Spread % 129.28 81.58 159.50 142.53 156.88 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 (19 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 2018-09-04 $33.09 $0.00 32.5% 9.3% 20.4% 0.0% 0.0% 1.0% -4.2% 0 0 0 0.00 142.53 N/A N/A 0 0 0 0 2018-09-05 $32.94 $0.00 29.7% 8.5% 20.4% 0.0% 0.0% 3.2% -10.5% 0 0 0 0.00 148.47 N/A N/A 0 0 0 0 2018-09-06 $32.66 $0.00 28.6% 6.0% 20.5% 0.0% 0.0% 3.4% 0.3% 0 0 0 0.00 153.62 N/A N/A 0 0 0 0 2018-09-07 $32.55 $0.00 21.6% 6.6% 20.5% 0.0% 0.0% 2.4% 1.3% 0 0 0 0.00 130.13 N/A N/A 0 0 0 0 2018-09-10 $32.47 $0.00 26.8% 6.5% 20.5% 0.0% 0.0% 1.9% -0.6% 0 0 0 0.00 81.58 N/A N/A 0 0 0 0 2018-09-11 $32.59 $0.00 22.3% 6.2% 20.2% 0.0% 0.0% 2.4% -0.0% 0 0 0 0.00 83.83 N/A N/A 0 0 0 0 2018-09-12 $33.18 $0.00 32.3% 9.3% 21.5% 0.0% 0.0% 18.8% -11.5% 0 0 0 0.00 142.33 N/A N/A 0 0 0 0 2018-09-13 $33.06 $0.00 28.7% 8.2% 15.2% 0.0% 0.0% 8.7% -5.3% 0 0 0 0.00 138.52 N/A N/A 0 0 0 0 2018-09-14 $33.19 $0.00 21.8% 6.3% 15.2% 0.0% 0.0% 0.2% -0.2% 0 0 0 0.00 98.11 N/A N/A 0 0 0 0 2018-09-17 $33.49 $0.00 32.4% 9.3% 15.3% 0.0% 0.0% 3.8% -2.8% 0 0 0 0.00 159.50 N/A N/A 0 0 0 0 2018-09-18 $33.91 $0.00 20.5% 5.9% 15.9% 0.0% 0.0% 2.9% 0.4% 0 0 0 0.00 95.71 N/A N/A 0 0 0 0 2018-09-19 $34.32 $0.00 28.6% 8.2% 16.4% 0.0% 0.0% 6.6% -5.4% 0 0 0 0.00 136.36 N/A N/A 0 0 0 0 2018-09-20 $34.28 $0.00 20.3% 5.8% 16.0% 0.0% 0.0% -1.1% 0.9% 0 0 0 0.00 99.93 N/A N/A 0 0 0 0 2018-09-21 $34.33 $0.00 21.2% 6.1% 15.1% 15.3% 0.0% 1.5% -0.4% 0 0 0 0.00 95.67 N/A N/A 0 0 0 0 2018-09-24 $34.42 $0.00 30.9% 8.9% 14.5% 41.1% 0.0% 4.3% 12.7% 0 0 0 0.00 140.34 N/A N/A 0 0 0 0 2018-09-25 $34.63 $0.00 23.0% 6.6% 13.9% 19.9% 0.0% 1.9% -6.7% 0 0 0 0.00 151.42 N/A N/A 0 0 0 0 2018-09-26 $34.29 $0.00 26.5% 7.6% 14.3% 29.5% 0.0% 6.9% -5.5% 0 0 0 0.00 157.54 N/A N/A 0 0 0 0 2018-09-27 $34.29 $0.00 30.0% 8.6% 14.1% 38.9% 0.0% 4.7% -5.3% 0 0 0 0.00 143.87 N/A N/A 0 0 0 0 2018-09-28 $34.34 $0.00 29.4% 8.4% 13.3% 37.1% 0.0% 7.9% -7.3% 0 0 0 0.00 156.88 N/A N/A 0 0 0 0
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