NANR Options History — October 2018 In October 2018, NANR traded between $30.51 and $34.87. ATM implied volatility averaged 32.1%, placing in the 44.3% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 18.8% (HV 20d: 13.3%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days.
Notable Days 2018-10-11 : Largest IV spike — 68.5% change2018-10-29 : Highest IV Rank — 87.6%2018-10-29 : Largest Expected Move — 13.9%Monthly Statistics Metric Avg Min Max Open Close Price $33.13 $30.51 $34.87 $34.67 $31.33 ATM IV 32.1% 19.9% 48.3% 31.2% 39.1% Expected Move 8.7% 5.7% 13.9% 8.9% 11.2% HV 20d 13.3% 10.7% 17.6% 13.2% 17.6% HV 60d 16.0% 15.1% 17.5% 16.3% 17.5% IV Rank 44.3% 11.8% 87.6% 41.9% 62.9% IV Percentile 70.8% 9.0% 98.0% 81.1% 94.2% Term Structure -4.4% -13.6% 2.5% -4.7% -10.2% Skew 25d 4.9% -18.4% 12.3% 5.6% 12.3% Skew 10d 2.8% -26.5% 13.4% 13.4% 2.8% Call IV 25d 30.9% 17.7% 47.8% 27.0% 37.5% Put IV 25d 35.8% 26.3% 51.3% 32.6% 49.8% Bid-Ask Spread % 156.26 129.22 188.23 150.50 176.34 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 2018-10-01 $34.67 $0.00 31.2% 8.9% 13.2% 41.9% 0.0% 5.6% -4.7% 0 0 0 0.00 150.50 N/A N/A 0 0 0 0 2018-10-02 $34.87 $0.00 19.9% 5.7% 11.5% 11.8% 0.0% 11.9% -1.9% 0 0 0 0.00 133.84 N/A N/A 0 0 0 0 2018-10-03 $34.84 $0.00 31.1% 8.9% 11.2% 41.7% 0.0% 6.5% -3.7% 0 0 0 0.00 142.70 N/A N/A 0 0 0 0 2018-10-04 $34.69 $0.00 29.0% 6.1% 10.7% 36.0% 0.0% 4.2% -1.7% 0 0 0 0.00 158.59 N/A N/A 0 0 0 0 2018-10-05 $34.44 $0.00 27.5% 6.8% 11.1% 31.9% 0.0% 3.9% -1.6% 0 0 0 0.00 160.80 N/A N/A 0 0 0 0 2018-10-08 $34.53 $0.00 35.2% 6.5% 11.0% 52.6% 0.0% 8.0% -2.0% 0 0 0 0.00 157.22 N/A N/A 0 0 0 0 2018-10-09 $34.47 $0.00 39.7% 7.5% 11.1% 64.6% 0.0% 4.5% -2.6% 0 0 0 0.00 163.73 N/A N/A 0 0 0 0 2018-10-10 $33.64 $0.00 25.2% 7.2% 13.4% 26.0% 0.0% 1.6% -3.3% 0 0 0 0.00 164.36 N/A N/A 0 0 0 0 2018-10-11 $33.79 $0.00 42.5% 12.2% 13.3% 72.1% 0.0% 10.5% -6.8% 0 0 0 0.00 178.58 N/A N/A 0 0 0 0 2018-10-12 $33.50 $0.00 43.0% 12.3% 13.7% 73.3% 0.0% 4.9% -5.9% 0 0 0 0.00 188.23 N/A N/A 0 0 0 0 2018-10-15 $33.60 $0.00 25.8% 7.4% 13.4% 27.6% 0.0% 10.4% -9.3% 0 0 0 0.00 153.90 N/A N/A 0 0 0 0 2018-10-16 $33.63 $0.00 21.6% 6.2% 12.6% 16.4% 0.0% 4.1% 2.5% 0 0 0 0.00 129.22 N/A N/A 0 0 0 0 2018-10-17 $33.57 $0.00 28.2% 8.1% 11.7% 33.9% 0.0% 2.5% -1.3% 0 0 0 0.00 154.25 N/A N/A 0 0 0 0 2018-10-18 $33.21 $0.00 27.8% 8.0% 12.2% 32.9% 0.0% 1.3% -5.8% 0 0 0 0.00 176.21 N/A N/A 0 0 0 0 2018-10-19 $33.23 $0.00 28.1% 8.1% 12.2% 33.7% 0.0% 6.9% -4.5% 0 0 0 0.00 164.58 N/A N/A 0 0 0 0 2018-10-22 $32.89 $0.00 27.2% 7.8% 12.4% 31.2% 0.0% 1.1% 1.9% 0 0 0 0.00 142.90 N/A N/A 0 0 0 0 2018-10-23 $32.39 $0.00 31.6% 9.1% 12.8% 43.0% 0.0% 3.1% -4.4% 0 0 0 0.00 154.03 N/A N/A 0 0 0 0 2018-10-24 $31.40 $0.00 32.0% 9.2% 16.1% 44.2% 0.0% 5.3% 1.2% 0 0 0 0.00 144.19 N/A N/A 0 0 0 0 2018-10-25 $30.99 $0.00 33.4% 9.6% 16.2% 47.9% 0.0% 3.2% -4.9% 0 0 0 0.00 159.18 N/A N/A 0 0 0 0 2018-10-26 $30.87 $0.00 33.6% 9.6% 16.1% 48.4% 0.0% 12.0% -8.9% 0 0 0 0.00 146.49 N/A N/A 0 0 0 0 2018-10-29 $30.51 $0.00 48.3% 13.9% 15.2% 87.6% 0.0% -18.4% -9.2% 0 0 0 0.00 145.73 N/A N/A 0 0 0 0 2018-10-30 $30.98 $0.00 37.3% 10.7% 16.5% 58.2% 0.0% 8.0% -13.6% 0 0 0 0.00 148.32 N/A N/A 0 0 0 0 2018-10-31 $31.33 $0.00 39.1% 11.2% 17.6% 62.9% 0.0% 12.3% -10.2% 0 0 0 0.00 176.34 N/A N/A 0 0 0 0
« Sep 2018 | All History | Nov 2018 » Home NANR History October 2018