NANR Options History — December 2018 In December 2018, NANR traded between $28.02 and $32.26. ATM implied volatility averaged 35.5%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 7.7% (HV 20d: 27.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days.
Notable Days 2018-12-19 : Largest IV spike — 66.1% change2018-12-19 : Highest IV Rank — 48.9%2018-12-19 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $30.12 $28.02 $32.26 $32.26 $29.05 ATM IV 35.5% 23.6% 49.1% 31.1% 37.5% Expected Move 9.6% 6.8% 14.1% 8.9% 10.7% HV 20d 27.8% 26.4% 29.3% 26.5% 27.5% HV 60d 22.1% 20.4% 23.7% 20.4% 23.7% IV Rank 29.2% 11.9% 48.9% 22.8% 32.0% IV Percentile 75.2% 22.7% 95.2% 70.5% 85.1% Term Structure -5.0% -13.9% 0.9% -4.6% -8.1% Skew 25d 2.5% -5.5% 7.0% 5.5% 4.5% Skew 10d -1.0% -12.9% 7.0% -0.6% -1.5% Call IV 25d 35.6% 24.1% 53.1% 32.4% 38.1% Put IV 25d 38.1% 23.9% 52.0% 37.8% 42.6% Bid-Ask Spread % 161.10 92.04 184.83 152.42 168.41 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 (20 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 2018-12-03 $32.26 $0.00 31.1% 8.9% 26.5% 22.8% 0.0% 5.5% -4.6% 0 0 0 0.00 152.42 N/A N/A 0 0 0 0 2018-12-04 $31.63 $0.00 32.3% 9.3% 27.3% 24.5% 0.0% 4.0% -9.9% 0 0 0 0.00 149.41 N/A N/A 0 0 0 0 2018-12-05 $31.63 $0.00 33.3% 9.5% 27.2% 26.0% 0.0% 4.6% -10.7% 0 0 0 0.00 149.20 N/A N/A 0 0 0 0 2018-12-06 $30.94 $0.00 35.4% 7.7% 27.6% 29.1% 0.0% 3.2% -3.5% 0 0 0 0.00 161.02 N/A N/A 0 0 0 0 2018-12-07 $31.55 $0.00 35.4% 7.0% 28.3% 29.0% 0.0% 4.7% -2.6% 0 0 0 0.00 166.59 N/A N/A 0 0 0 0 2018-12-10 $30.84 $0.00 40.2% 8.2% 29.3% 36.1% 0.0% 7.0% 0.7% 0 0 0 0.00 165.75 N/A N/A 0 0 0 0 2018-12-11 $30.84 $0.00 38.5% 7.7% 28.6% 33.6% 0.0% 5.1% 0.0% 0 0 0 0.00 160.43 N/A N/A 0 0 0 0 2018-12-12 $31.15 $0.00 26.9% 7.7% 28.2% 16.6% 0.0% 5.2% -0.1% 0 0 0 0.00 175.57 N/A N/A 0 0 0 0 2018-12-13 $31.07 $0.00 27.4% 7.8% 28.1% 17.3% 0.0% 6.5% -1.1% 0 0 0 0.00 170.23 N/A N/A 0 0 0 0 2018-12-14 $30.49 $0.00 23.6% 6.8% 28.4% 11.9% 0.0% -3.6% 0.9% 0 0 0 0.00 92.04 N/A N/A 0 0 0 0 2018-12-17 $30.03 $0.00 28.2% 8.1% 28.2% 18.6% 0.0% 1.3% -1.9% 0 0 0 0.00 161.93 N/A N/A 0 0 0 0 2018-12-18 $29.99 $0.00 29.5% 8.5% 28.1% 20.5% 0.0% 2.7% -1.6% 0 0 0 0.00 165.90 N/A N/A 0 0 0 0 2018-12-19 $29.09 $0.00 49.1% 14.1% 28.9% 48.9% 0.0% -2.2% -10.7% 0 0 0 0.00 184.83 N/A N/A 0 0 0 0 2018-12-20 $28.97 $0.00 33.5% 9.6% 27.0% 26.2% 0.0% -5.1% -6.4% 0 0 0 0.00 163.28 N/A N/A 0 0 0 0 2018-12-21 $28.23 $0.00 41.5% 11.9% 26.6% 37.9% 0.0% -5.5% -13.9% 0 0 0 0.00 170.14 N/A N/A 0 0 0 0 2018-12-24 $28.02 $0.00 45.2% 13.0% 26.4% 43.3% 0.0% 0.8% -8.8% 0 0 0 0.00 158.95 N/A N/A 0 0 0 0 2018-12-26 $28.72 $0.00 43.3% 12.4% 28.3% 40.5% 0.0% 3.5% -7.0% 0 0 0 0.00 169.21 N/A N/A 0 0 0 0 2018-12-27 $29.04 $0.00 39.9% 11.4% 27.6% 35.6% 0.0% 6.7% -6.6% 0 0 0 0.00 160.23 N/A N/A 0 0 0 0 2018-12-28 $28.82 $0.00 38.4% 11.0% 27.2% 33.4% 0.0% 1.9% -4.3% 0 0 0 0.00 176.53 N/A N/A 0 0 0 0 2018-12-31 $29.05 $0.00 37.5% 10.7% 27.5% 32.0% 0.0% 4.5% -8.1% 0 0 0 0.00 168.41 N/A N/A 0 0 0 0
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