NANR Options History — April 2019 In April 2019, NANR traded between $32.13 and $33.41. ATM implied volatility averaged 22.7%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 10.8% (HV 20d: 11.9%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days.
Notable Days 2019-04-08 : Largest IV spike — 88.7% change2019-04-17 : Highest IV Rank — 28.5%2019-04-17 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $32.87 $32.13 $33.41 $32.81 $32.27 ATM IV 22.7% 18.3% 35.0% 21.4% 22.7% Expected Move 6.3% 5.3% 10.0% 6.0% 6.5% HV 20d 11.9% 9.1% 14.4% 14.3% 10.1% HV 60d 13.4% 12.1% 14.7% 14.7% 12.1% IV Rank 10.5% 4.1% 28.5% 8.6% 10.5% IV Percentile 22.1% 0.8% 83.7% 13.5% 27.8% Term Structure -2.0% -14.7% 7.3% -1.1% -1.0% Skew 25d 2.3% -4.5% 5.5% 4.3% -1.0% Skew 10d 4.7% -1.1% 19.0% 3.5% 3.1% Call IV 25d 21.5% 14.5% 34.5% 18.3% 20.2% Put IV 25d 23.7% 17.0% 38.3% 22.6% 19.2% Bid-Ask Spread % 138.33 107.98 183.57 107.98 115.17 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 94 87 105 89 99 Net DEX -2.0K -2.3K -1.7K -1.9K -1.7K Net VEX -8 -9 -8 -9 -8 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 2019-04-01 $32.81 $0.00 21.4% 6.0% 14.3% 8.6% 0.0% 4.3% -1.1% 89 -1.9K -9 0.00 107.98 N/A N/A 0 0 1 0 2019-04-02 $32.69 $0.00 20.3% 6.0% 14.4% 7.0% 0.0% 4.9% -1.0% 90 -1.9K -9 0.00 116.35 N/A N/A 0 0 1 0 2019-04-03 $32.56 $0.00 21.4% 5.7% 13.3% 8.7% 0.0% 2.3% -3.0% 98 -2.0K -8 0.00 176.01 N/A N/A 0 0 1 0 2019-04-04 $32.90 $0.00 20.1% 5.8% 13.5% 6.7% 0.0% 1.9% 0.2% 99 -1.9K -8 0.00 115.11 N/A N/A 0 0 1 0 2019-04-05 $33.16 $0.00 18.3% 5.4% 13.3% 4.1% 0.0% 2.0% 2.4% 93 -2.0K -8 0.00 108.85 N/A N/A 0 0 1 0 2019-04-08 $33.41 $0.00 34.5% 6.5% 13.0% 27.8% 0.0% 3.8% -5.0% 92 -2.3K -8 0.00 172.56 N/A N/A 0 0 1 0 2019-04-09 $33.09 $0.00 23.1% 5.9% 13.1% 11.1% 0.0% 2.3% 0.7% 87 -2.1K -8 0.00 117.10 N/A N/A 0 0 1 0 2019-04-10 $33.15 $0.00 22.6% 6.5% 12.9% 10.3% 0.0% 3.9% -3.8% 94 -2.2K -8 0.00 175.11 N/A N/A 0 0 1 0 2019-04-11 $32.98 $0.00 20.9% 6.0% 12.5% 7.9% 0.0% -1.5% -2.8% 93 -2.0K -8 0.00 115.77 N/A N/A 0 0 1 0 2019-04-12 $33.23 $0.00 20.1% 5.8% 12.6% 6.7% 0.0% 1.3% 0.8% 91 -2.1K -8 0.00 118.35 N/A N/A 0 0 1 0 2019-04-15 $33.19 $0.00 20.2% 5.8% 12.6% 6.9% 0.0% -1.6% 1.5% 91 -2.1K -8 0.00 123.64 N/A N/A 0 0 1 0 2019-04-16 $33.23 $0.00 20.9% 6.0% 12.4% 8.0% 0.0% 1.6% -0.3% 94 -2.1K -8 0.00 124.91 N/A N/A 0 0 1 0 2019-04-17 $33.19 $0.00 35.0% 10.0% 11.9% 28.5% 0.0% 3.8% -14.7% 89 -2.1K -8 0.00 143.96 N/A N/A 0 0 1 0 2019-04-18 $33.01 $0.00 22.6% 6.5% 11.9% 10.3% 0.0% 4.6% -4.9% 101 -2.2K -8 0.00 177.89 N/A N/A 0 0 1 0 2019-04-22 $33.10 $0.00 21.9% 6.3% 9.2% 9.3% 0.0% 2.1% -0.9% 93 -2.0K -8 0.00 126.76 N/A N/A 0 0 1 0 2019-04-23 $33.05 $0.00 24.0% 6.9% 9.2% 12.5% 0.0% 5.4% -6.3% 96 -2.2K -8 0.00 177.10 N/A N/A 0 0 1 0 2019-04-24 $32.73 $0.00 20.4% 5.8% 9.1% 7.2% 0.0% 3.6% -2.1% 92 -2.0K -8 0.00 128.79 N/A N/A 0 0 1 0 2019-04-25 $32.31 $0.00 18.4% 5.3% 10.1% 4.3% 0.0% 5.5% 7.3% 93 -1.8K -8 0.00 120.08 N/A N/A 0 0 1 0 2019-04-26 $32.18 $0.00 26.4% 7.6% 10.2% 15.9% 0.0% 3.0% -6.9% 105 -1.9K -8 0.00 183.57 N/A N/A 0 0 1 0 2019-04-29 $32.13 $0.00 20.8% 6.0% 10.2% 7.8% 0.0% -4.5% -0.7% 99 -1.8K -8 0.00 159.89 N/A N/A 0 0 1 0 2019-04-30 $32.27 $0.00 22.7% 6.5% 10.1% 10.5% 0.0% -1.0% -1.0% 99 -1.7K -8 0.00 115.17 N/A N/A 0 0 1 0
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