NANR Options History — March 2019 In March 2019, NANR traded between $31.42 and $32.78. ATM implied volatility averaged 25.7%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 12.3% (HV 20d: 13.4%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2019-03-08 : Largest IV spike — 44.8% change2019-03-08 : Highest IV Rank — 41.4%2019-03-08 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $32.22 $31.42 $32.78 $32.09 $32.63 ATM IV 25.7% 20.4% 43.9% 22.9% 20.9% Expected Move 6.8% 5.3% 12.6% 6.6% 5.8% HV 20d 13.4% 12.0% 14.6% 12.3% 14.3% HV 60d 16.9% 14.8% 19.4% 19.4% 14.8% IV Rank 15.0% 7.2% 41.4% 10.8% 7.9% IV Percentile 35.1% 7.1% 94.6% 20.8% 8.7% Term Structure -2.0% -5.5% 6.8% -1.1% -0.8% Skew 25d 4.4% -0.1% 12.7% -0.1% 2.6% Skew 10d 5.7% 1.2% 14.0% 4.0% 5.0% Call IV 25d 20.8% 13.4% 28.7% 20.1% 17.7% Put IV 25d 25.1% 20.1% 32.0% 20.1% 20.3% Bid-Ask Spread % 137.96 73.55 181.41 129.39 104.33 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 88 77 97 77 87 Net DEX -1.8K -2.0K -1.5K -1.7K -1.9K Net VEX -9 -9 -9 -9 -9 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
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 2019-03-01 $32.09 $0.00 22.9% 6.6% 12.3% 10.8% 0.0% -0.1% -1.1% 77 -1.7K -9 0.00 129.39 N/A N/A 0 0 1 0 2019-03-04 $32.21 $0.00 28.0% 8.0% 12.1% 18.2% 0.0% 4.9% -0.4% 79 -1.7K -9 0.00 141.76 N/A N/A 0 0 1 0 2019-03-05 $32.25 $0.00 34.1% 9.8% 12.0% 27.1% 0.0% 3.0% -3.8% 87 -1.8K -9 0.00 151.17 N/A N/A 0 0 1 0 2019-03-06 $31.77 $0.00 28.1% 8.0% 13.2% 18.3% 0.0% 3.1% 6.8% 82 -1.7K -9 0.00 148.34 N/A N/A 0 0 1 0 2019-03-07 $31.63 $0.00 30.3% 8.7% 13.1% 21.6% 0.0% 6.2% -1.3% 80 -1.6K -9 0.00 143.21 N/A N/A 0 0 1 0 2019-03-08 $31.42 $0.00 43.9% 12.6% 12.6% 41.4% 0.0% 2.7% -4.6% 87 -1.6K -9 0.00 153.24 N/A N/A 0 0 1 0 2019-03-11 $31.80 $0.00 32.7% 6.3% 13.1% 25.0% 0.0% 7.1% -1.2% 84 -1.5K -9 0.00 95.44 N/A N/A 0 0 1 0 2019-03-12 $32.19 $0.00 21.9% 6.3% 13.7% 9.4% 0.0% 12.7% 0.1% 86 -1.7K -9 0.00 96.33 N/A N/A 0 0 1 0 2019-03-13 $32.44 $0.00 21.9% 6.2% 13.7% 9.4% 0.0% 6.8% -0.3% 87 -1.8K -9 0.00 95.38 N/A N/A 0 0 1 0 2019-03-14 $32.12 $0.00 23.0% 5.3% 14.2% 11.0% 0.0% 2.8% -5.5% 93 -1.9K -9 0.00 158.82 N/A N/A 0 0 1 0 2019-03-15 $32.12 $0.00 22.4% 5.3% 14.1% 10.1% 0.0% 2.4% -4.8% 94 -1.9K -9 0.00 160.20 N/A N/A 0 0 1 0 2019-03-18 $32.31 $0.00 22.5% 5.8% 13.8% 10.3% 0.0% 5.7% -2.5% 87 -1.7K -9 0.00 181.41 N/A N/A 0 0 1 0 2019-03-19 $32.20 $0.00 23.4% 5.8% 12.8% 11.6% 0.0% 1.2% -3.0% 97 -1.9K -9 0.00 179.06 N/A N/A 0 0 1 0 2019-03-20 $32.58 $0.00 22.3% 5.6% 12.9% 9.9% 0.0% 3.7% -2.9% 94 -2.0K -9 0.00 177.22 N/A N/A 0 0 1 0 2019-03-21 $32.78 $0.00 21.1% 5.6% 12.2% 8.2% 0.0% 9.0% -2.7% 92 -1.8K -9 0.00 77.38 N/A N/A 0 0 1 0 2019-03-22 $32.13 $0.00 22.1% 6.2% 13.9% 9.6% 0.0% 3.6% -0.5% 85 -1.7K -9 0.00 73.55 N/A N/A 0 0 1 0 2019-03-25 $32.25 $0.00 26.6% 6.3% 14.0% 16.1% 0.0% 3.4% -4.9% 89 -1.8K -9 0.00 173.76 N/A N/A 0 0 1 0 2019-03-26 $32.64 $0.00 25.8% 6.2% 14.6% 15.0% 0.0% 5.3% -3.6% 93 -2.0K -9 0.00 176.31 N/A N/A 0 0 1 0 2019-03-27 $32.55 $0.00 26.4% 6.1% 14.6% 15.9% 0.0% 3.0% -5.2% 92 -2.0K -9 0.00 177.11 N/A N/A 0 0 1 0 2019-03-28 $32.54 $0.00 20.4% 5.7% 14.3% 7.2% 0.0% 2.2% -0.3% 92 -1.8K -9 0.00 103.74 N/A N/A 0 0 1 0 2019-03-29 $32.63 $0.00 20.9% 5.8% 14.3% 7.9% 0.0% 2.6% -0.8% 87 -1.9K -9 0.00 104.33 N/A N/A 0 0 1 0
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