NANR Options History — January 2019 In January 2019, NANR traded between $28.89 and $31.57. ATM implied volatility averaged 30.0%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 8.8% (HV 20d: 21.2%). Max pain ranged from $31.00 to $31.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-01-25 : Highest Volume — 4 contracts2019-01-24 : Largest IV spike — 40.1% change2019-01-02 : Highest IV Rank — 47.4%2019-01-02 : Largest Expected Move — 13.8%Monthly Statistics Metric Avg Min Max Open Close Price $30.34 $28.89 $31.57 $29.07 $31.57 Max Pain $31.00 $31.00 $31.00 $31.00 $31.00 ATM IV 30.0% 21.1% 48.0% 48.0% 40.3% Expected Move 7.9% 6.0% 13.8% 13.8% 8.6% HV 20d 21.2% 16.6% 26.2% 24.3% 17.5% HV 60d 24.0% 23.5% 24.5% 23.7% 23.5% IV Rank 21.2% 8.2% 47.4% 47.4% 36.1% IV Percentile 49.7% 10.8% 94.4% 94.4% 90.3% Term Structure -3.1% -11.4% 4.6% -11.4% -6.6% VWIV 19.4% 19.4% 19.4% 19.4% 19.4% Skew 25d 4.4% -0.1% 10.6% 3.4% 2.5% Skew 10d 8.7% -3.2% 16.1% -3.2% 5.3% Call IV 25d 27.0% 17.5% 53.8% 53.8% 33.6% Put IV 25d 31.5% 18.2% 57.1% 57.1% 36.1% Bid-Ask Spread % 158.41 104.69 172.21 169.10 165.91 Gamma HHI 0.50 0.50 0.51 0.51 0.50 Net GEX 124 0 728 0 528 Net DEX -1.0K -6.7K 0 0 -6.7K Net VEX -2 -10 0 0 -10 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.19 0 4 0 0 Total OI 0.762 0 4 0 4
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 2019-01-02 $29.07 $0.00 48.0% 13.8% 24.3% 47.4% 0.0% 3.4% -11.4% 0 0 0 0.00 169.10 N/A N/A 0 0 0 0 2019-01-03 $28.89 $0.00 37.4% 8.2% 23.7% 31.9% 0.0% 3.9% -1.4% 0 0 0 0.00 166.13 N/A N/A 0 0 0 0 2019-01-04 $29.68 $0.00 35.8% 7.9% 26.2% 29.6% 0.0% 5.1% -2.9% 0 0 0 0.00 170.77 N/A N/A 0 0 0 0 2019-01-07 $29.81 $0.00 39.2% 8.0% 25.3% 34.5% 0.0% 4.6% -3.2% 0 0 0 0.00 169.15 N/A N/A 0 0 0 0 2019-01-08 $30.07 $0.00 41.6% 7.9% 24.4% 38.0% 0.0% 4.7% -2.1% 0 0 0 0.00 170.60 N/A N/A 0 0 0 0 2019-01-09 $30.52 $0.00 26.5% 7.6% 23.9% 16.1% 0.0% 3.7% -3.0% 0 0 0 0.00 165.92 N/A N/A 0 0 0 0 2019-01-10 $30.59 $0.00 25.5% 7.3% 23.9% 14.7% 0.0% 5.8% -2.6% 0 0 0 0.00 167.19 N/A N/A 0 0 0 0 2019-01-11 $30.51 $0.00 26.3% 7.5% 23.6% 15.7% 0.0% 4.0% -3.5% 0 0 0 0.00 168.85 N/A N/A 0 0 0 0 2019-01-14 $30.29 $0.00 27.3% 7.8% 23.7% 17.2% 0.0% 5.7% -3.4% 0 0 0 0.00 171.73 N/A N/A 0 0 0 0 2019-01-15 $30.23 $0.00 26.4% 7.6% 22.8% 15.9% 0.0% 5.2% -3.4% 0 0 0 0.00 166.58 N/A N/A 0 0 0 0 2019-01-16 $30.33 $0.00 27.8% 8.0% 22.1% 18.0% 0.0% 5.2% -4.6% 0 0 0 0.00 172.21 N/A N/A 0 0 0 0 2019-01-17 $30.52 $0.00 21.6% 6.2% 22.2% 8.9% 0.0% 10.6% 0.1% 0 0 0 0.00 157.92 N/A N/A 0 0 0 0 2019-01-18 $30.86 $0.00 25.2% 7.2% 19.1% 14.2% 0.0% 6.0% -3.9% 0 0 0 0.00 165.39 N/A N/A 0 0 0 0 2019-01-22 $30.33 $0.00 23.8% 6.8% 20.3% 12.2% 0.0% -0.1% 0.3% 0 0 0 0.00 104.69 N/A N/A 0 0 0 0 2019-01-23 $30.19 $0.00 21.5% 6.2% 17.6% 8.8% 0.0% -0.1% 4.6% 0 0 0 0.00 126.88 N/A N/A 0 0 0 0 2019-01-24 $30.14 $0.00 30.1% 8.6% 17.2% 21.3% 0.0% 2.6% -6.1% 0 0 0 0.00 171.69 N/A N/A 0 0 0 0 2019-01-25 $30.77 $0.00 21.1% 6.0% 16.6% 8.2% 19.4% 5.4% 1.2% 0 0 0 0.00 106.97 N/A N/A 4 0 0 0 2019-01-28 $30.47 $31.00 24.5% 7.0% 17.0% 13.2% 0.0% 0.9% 1.0% 728 -3.6K -9 0.00 133.53 N/A N/A 0 0 4 0 2019-01-29 $30.93 $31.00 30.5% 8.7% 17.1% 21.8% 0.0% 7.1% -7.4% 648 -5.2K -10 0.00 171.31 N/A N/A 0 0 4 0 2019-01-30 $31.40 $31.00 30.5% 8.8% 17.5% 21.9% 0.0% 6.8% -7.1% 710 -6.3K -10 0.00 164.00 N/A N/A 0 0 4 0 2019-01-31 $31.57 $0.00 40.3% 8.6% 17.5% 36.1% 0.0% 2.5% -6.6% 528 -6.7K -10 0.00 165.91 N/A N/A 0 0 4 0
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