NANR Options History — February 2019

In February 2019, NANR traded between $31.10 and $32.80. ATM implied volatility averaged 24.1%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 9.1% (HV 20d: 15.0%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-02-01: Highest Volume — 1 contracts
  • 2019-02-04: Largest IV spike — 47.9% change
  • 2019-02-04: Highest IV Rank — 24.3%
  • 2019-02-28: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.94$31.10$32.80$31.81$32.10
ATM IV24.1%19.7%32.2%21.8%29.4%
Expected Move6.7%5.7%8.4%6.2%8.4%
HV 20d15.0%12.4%17.1%17.1%12.4%
HV 60d22.1%20.4%23.5%23.5%20.4%
IV Rank12.5%6.2%24.3%9.1%20.3%
IV Percentile26.6%5.2%70.6%15.2%57.9%
Term Structure-2.8%-7.7%2.5%0.2%-7.7%
Skew 25d2.1%-7.1%6.3%5.4%1.2%
Skew 10d3.5%-0.2%16.2%1.1%1.7%
Call IV 25d22.8%15.0%34.6%17.5%34.6%
Put IV 25d25.0%18.7%35.8%22.9%35.8%
Bid-Ask Spread %137.97115.65153.70115.65153.70
Gamma HHI0.740.501.000.501.00
Net GEX1.4K7716.2K1.0K89
Net DEX-5.5K-9.4K-1.7K-7.5K-1.7K
Net VEX-12-18-9-9-9
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0530110
Total OI3.2631541

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$31.81$0.0021.8%6.2%17.1%9.1%0.0%5.4%0.2%1.0K-7.5K-90.00115.65N/AN/A1040
2019-02-04$31.94$0.0032.2%6.4%15.0%24.3%0.0%3.1%-1.5%838-9.3K-180.00149.81N/AN/A0050
2019-02-05$31.83$0.0022.5%6.1%15.2%10.2%0.0%-0.8%0.6%1.2K-9.4K-170.00116.73N/AN/A0050
2019-02-06$31.65$0.0022.2%6.4%15.4%9.8%0.0%2.6%-0.3%1.2K-8.6K-170.00123.75N/AN/A0050
2019-02-07$31.27$0.0020.5%5.9%15.5%7.3%0.0%6.3%-1.0%1.1K-7.1K-170.00143.66N/AN/A0050
2019-02-08$31.13$0.0024.1%6.9%15.6%12.5%0.0%2.3%-2.8%819-7.0K-160.00150.36N/AN/A0050
2019-02-11$31.10$0.0025.2%7.2%15.6%14.2%0.0%3.7%-5.7%819-6.9K-150.00152.71N/AN/A0050
2019-02-12$31.34$0.0023.6%6.8%15.4%11.8%0.0%2.8%-0.7%1.4K-7.1K-140.00119.96N/AN/A0050
2019-02-13$31.52$0.0024.3%7.0%15.4%12.9%0.0%2.8%-6.0%883-8.2K-130.00152.71N/AN/A0050
2019-02-14$31.64$0.0023.3%6.7%15.4%11.5%0.0%3.2%-4.9%900-8.5K-120.00152.56N/AN/A0050
2019-02-15$31.97$0.0021.5%6.2%15.6%8.8%0.0%5.2%-0.3%16.2K-9.3K-100.00121.61N/AN/A0050
2019-02-19$32.44$0.0028.0%8.0%15.9%18.2%0.0%5.9%-6.6%83-1.7K-100.00134.72N/AN/A0010
2019-02-20$32.80$0.0021.0%6.0%14.4%8.1%0.0%2.6%-0.1%77-1.9K-100.00122.87N/AN/A0010
2019-02-21$32.38$0.0021.6%6.2%15.3%9.0%0.0%-7.1%-5.7%77-1.9K-100.00139.82N/AN/A0010
2019-02-22$32.64$0.0019.7%5.7%15.2%6.2%0.0%1.0%0.3%78-1.9K-100.00130.99N/AN/A0010
2019-02-25$32.60$0.0027.4%7.9%14.0%17.4%0.0%1.6%-7.3%88-2.0K-90.00153.20N/AN/A0010
2019-02-26$32.44$0.0027.7%7.9%13.5%17.8%0.0%1.2%-6.6%90-2.0K-90.00150.75N/AN/A0010
2019-02-27$32.34$0.0021.2%6.1%12.9%8.3%0.0%-2.1%2.5%79-1.8K-90.00135.93N/AN/A0010
2019-02-28$32.10$0.0029.4%8.4%12.4%20.3%0.0%1.2%-7.7%89-1.7K-90.00153.70N/AN/A0010