NANR Options History — November 2018 In November 2018, NANR traded between $30.64 and $32.85. ATM implied volatility averaged 41.7%, placing in the 47.4% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 19.2% (HV 20d: 22.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2018-11-05 : Largest IV spike — 80.8% change2018-11-05 : Highest IV Rank — 100.0%2018-11-23 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $31.65 $30.64 $32.85 $32.08 $31.27 ATM IV 41.7% 28.7% 84.1% 35.0% 38.7% Expected Move 9.6% 6.6% 15.3% 10.0% 11.1% HV 20d 22.5% 19.9% 25.3% 20.4% 23.8% HV 60d 18.0% 16.5% 19.3% 18.2% 19.3% IV Rank 47.4% 19.3% 100.0% 51.9% 33.9% IV Percentile 84.5% 57.2% 100.0% 89.7% 89.1% Term Structure -4.6% -15.9% 31.7% -9.9% -6.4% Skew 25d 7.1% -0.2% 24.3% 5.3% 7.0% Skew 10d 0.5% -10.2% 18.2% -2.1% -1.4% Call IV 25d 32.2% 16.5% 52.7% 36.3% 33.6% Put IV 25d 39.3% 33.1% 55.1% 41.6% 40.6% Bid-Ask Spread % 146.30 122.09 168.31 154.16 139.95 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 (21 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 2018-11-01 $32.08 $0.00 35.0% 10.0% 20.4% 51.9% 0.0% 5.3% -9.9% 0 0 0 0.00 154.16 N/A N/A 0 0 0 0 2018-11-02 $32.09 $0.00 34.5% 9.9% 20.4% 50.6% 0.0% 4.6% -5.5% 0 0 0 0.00 152.52 N/A N/A 0 0 0 0 2018-11-05 $32.28 $0.00 62.3% 11.2% 20.5% 100.0% 0.0% 1.3% -5.8% 0 0 0 0.00 168.31 N/A N/A 0 0 0 0 2018-11-06 $32.42 $0.00 40.7% 8.4% 20.7% 53.9% 0.0% 9.6% -3.3% 0 0 0 0.00 139.21 N/A N/A 0 0 0 0 2018-11-07 $32.85 $0.00 52.1% 6.6% 19.9% 78.2% 0.0% 8.8% -2.3% 0 0 0 0.00 122.09 N/A N/A 0 0 0 0 2018-11-08 $32.32 $0.00 43.4% 9.3% 20.4% 59.6% 0.0% 10.6% -11.9% 0 0 0 0.00 138.52 N/A N/A 0 0 0 0 2018-11-09 $32.16 $0.00 56.5% 9.3% 20.3% 87.5% 0.0% 1.8% -6.1% 0 0 0 0.00 159.94 N/A N/A 0 0 0 0 2018-11-12 $31.57 $0.00 53.5% 7.7% 21.0% 81.2% 0.0% 4.3% -6.2% 0 0 0 0.00 139.13 N/A N/A 0 0 0 0 2018-11-13 $31.03 $0.00 84.1% 10.4% 21.6% 100.0% 0.0% 1.4% -8.6% 0 0 0 0.00 156.25 N/A N/A 0 0 0 0 2018-11-14 $31.28 $0.00 35.9% 10.3% 22.0% 29.8% 0.0% -0.2% -6.3% 0 0 0 0.00 156.51 N/A N/A 0 0 0 0 2018-11-15 $31.67 $0.00 30.2% 8.7% 22.5% 21.5% 0.0% 9.5% -7.5% 0 0 0 0.00 144.11 N/A N/A 0 0 0 0 2018-11-16 $32.06 $0.00 28.7% 8.2% 23.1% 19.3% 0.0% 6.6% -4.1% 0 0 0 0.00 154.08 N/A N/A 0 0 0 0 2018-11-19 $31.68 $0.00 29.8% 8.5% 23.1% 20.9% 0.0% 10.4% 31.7% 0 0 0 0.00 145.88 N/A N/A 0 0 0 0 2018-11-20 $30.95 $0.00 33.0% 9.5% 23.9% 25.6% 0.0% 10.7% -4.0% 0 0 0 0.00 138.08 N/A N/A 0 0 0 0 2018-11-21 $31.71 $0.00 30.0% 8.6% 23.1% 21.1% 0.0% 24.3% -3.0% 0 0 0 0.00 143.58 N/A N/A 0 0 0 0 2018-11-23 $30.79 $0.00 53.4% 15.3% 25.1% 55.2% 0.0% 2.4% -15.9% 0 0 0 0.00 155.89 N/A N/A 0 0 0 0 2018-11-26 $30.94 $0.00 29.8% 8.5% 25.1% 20.8% 0.0% 2.0% -5.8% 0 0 0 0.00 150.16 N/A N/A 0 0 0 0 2018-11-27 $30.64 $0.00 40.0% 11.5% 25.0% 35.7% 0.0% 8.5% -6.2% 0 0 0 0.00 128.49 N/A N/A 0 0 0 0 2018-11-28 $31.22 $0.00 30.8% 8.8% 25.3% 22.4% 0.0% 13.8% -4.5% 0 0 0 0.00 145.82 N/A N/A 0 0 0 0 2018-11-29 $31.54 $0.00 32.9% 9.4% 25.2% 25.4% 0.0% 7.3% -4.8% 0 0 0 0.00 139.70 N/A N/A 0 0 0 0 2018-11-30 $31.27 $0.00 38.7% 11.1% 23.8% 33.9% 0.0% 7.0% -6.4% 0 0 0 0.00 139.95 N/A N/A 0 0 0 0
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