NANR Options History — May 2019 In May 2019, NANR traded between $29.41 and $31.64. ATM implied volatility averaged 31.9%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 17.2% (HV 20d: 14.7%). Max pain ranged from $31.00 to $31.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2019-05-06 : Highest Volume — 1 contracts2019-05-06 : Largest IV spike — 77.2% change2019-05-14 : Highest IV Rank — 60.2%2019-05-30 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $30.55 $29.41 $31.64 $31.64 $29.48 Max Pain $31.00 $31.00 $31.00 $31.00 $31.00 ATM IV 31.9% 21.2% 56.8% 30.5% 25.3% Expected Move 7.2% 6.1% 9.2% 8.7% 7.3% HV 20d 14.7% 12.1% 17.0% 12.1% 14.8% HV 60d 13.7% 12.8% 14.3% 12.8% 14.0% IV Rank 24.0% 8.3% 60.2% 21.8% 14.3% IV Percentile 58.3% 15.5% 99.2% 67.9% 38.5% Term Structure -2.9% -11.2% 0.6% -8.0% -0.1% VWIV 19.0% 15.3% 23.7% 19.3% 18.1% Skew 25d 3.7% -2.6% 24.1% -0.2% 3.1% Skew 10d -0.3% -8.5% 8.2% 0.8% 8.2% Call IV 25d 23.8% 15.7% 35.3% 21.6% 27.1% Put IV 25d 27.5% 21.4% 41.8% 21.4% 30.2% Bid-Ask Spread % 146.85 115.38 180.97 180.97 132.41 Gamma HHI 0.62 0.51 1.00 1.00 0.52 Net GEX 225 96 316 97 196 Net DEX -2.1K -2.8K -1.1K -1.5K -1.1K Net VEX -9 -11 -7 -8 -7 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 0.364 0 1 0 1 Total OI 1.818 1 2 1 2
Daily Data (22 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 2019-05-01 $31.64 $0.00 30.5% 8.7% 12.1% 21.8% 0.0% -0.2% -8.0% 97 -1.5K -8 0.00 180.97 N/A N/A 0 0 1 0 2019-05-02 $31.03 $0.00 31.4% 9.0% 13.6% 23.2% 0.0% -1.4% -11.2% 102 -1.4K -8 0.00 176.76 N/A N/A 0 0 1 0 2019-05-03 $31.47 $0.00 21.2% 6.1% 14.1% 8.3% 0.0% 2.8% -0.5% 96 -1.6K -8 0.00 146.41 N/A N/A 0 0 1 0 2019-05-06 $31.28 $0.00 37.5% 6.6% 13.7% 32.2% 19.3% 2.0% -0.8% 103 -1.5K -8 0.00 149.26 N/A N/A 1 0 1 0 2019-05-07 $30.91 $31.00 39.7% 6.4% 13.4% 35.3% 23.7% -2.6% -5.7% 267 -2.7K -11 0.00 147.28 N/A N/A 1 0 2 0 2019-05-08 $31.11 $31.00 41.1% 6.3% 13.7% 37.3% 22.9% -1.5% -2.9% 289 -2.8K -11 0.00 146.94 N/A N/A 1 0 2 0 2019-05-09 $31.00 $31.00 43.0% 6.7% 13.6% 40.1% 20.8% -0.7% 0.1% 273 -2.7K -11 0.00 145.48 N/A N/A 1 0 2 0 2019-05-10 $31.06 $31.00 50.2% 8.0% 13.7% 50.6% 0.0% 24.1% 0.6% 213 -2.8K -11 0.00 128.19 N/A N/A 0 0 2 0 2019-05-13 $30.58 $31.00 46.1% 6.7% 13.8% 44.6% 0.0% -1.5% -1.2% 246 -2.4K -11 0.00 115.38 N/A N/A 0 0 2 0 2019-05-14 $30.84 $31.00 56.8% 6.5% 14.5% 60.2% 0.0% -2.3% -4.9% 287 -2.6K -11 0.00 150.34 N/A N/A 0 0 2 0 2019-05-15 $30.94 $31.00 24.1% 6.9% 14.6% 12.6% 0.0% 1.0% -3.4% 272 -2.8K -11 0.00 149.82 N/A N/A 0 0 2 0 2019-05-16 $30.87 $31.00 22.0% 6.3% 14.6% 9.5% 0.0% -0.9% -4.1% 303 -2.6K -11 0.00 150.49 N/A N/A 0 0 2 0 2019-05-17 $30.64 $31.00 22.9% 6.6% 14.7% 10.8% 0.0% -0.8% -4.1% 296 -2.4K -10 0.00 152.33 N/A N/A 0 0 2 0 2019-05-20 $30.56 $31.00 23.7% 6.8% 14.5% 12.0% 0.0% 1.8% -0.2% 296 -2.3K -10 0.00 150.87 N/A N/A 0 0 2 0 2019-05-21 $30.76 $31.00 23.4% 6.7% 14.9% 11.6% 0.0% 0.3% -2.0% 316 -2.5K -10 0.00 153.32 N/A N/A 0 0 2 0 2019-05-22 $30.23 $31.00 23.5% 6.7% 15.6% 11.7% 0.0% 5.3% 0.6% 248 -1.8K -9 0.00 145.37 N/A N/A 0 0 2 0 2019-05-23 $29.54 $31.00 27.9% 8.0% 16.7% 18.1% 0.0% 11.1% -3.8% 212 -1.8K -9 0.00 157.38 N/A N/A 0 0 2 0 2019-05-24 $29.68 $31.00 27.4% 7.9% 17.0% 17.4% 0.0% 11.4% -1.0% 216 -1.7K -9 0.00 123.49 N/A N/A 0 0 2 0 2019-05-28 $29.53 $31.00 30.3% 8.7% 17.0% 21.5% 16.2% 13.3% -5.0% 211 -1.7K -8 0.00 160.09 N/A N/A 1 0 2 0 2019-05-29 $29.53 $31.00 22.1% 6.3% 16.8% 9.7% 15.3% 6.1% -1.6% 204 -1.3K -7 0.00 136.86 N/A N/A 1 0 2 0 2019-05-30 $29.41 $31.00 32.2% 9.2% 15.8% 24.3% 15.7% 10.1% -4.9% 203 -1.6K -8 0.00 131.17 N/A N/A 1 0 2 0 2019-05-31 $29.48 $31.00 25.3% 7.3% 14.8% 14.3% 18.1% 3.1% -0.1% 196 -1.1K -7 0.00 132.41 N/A N/A 1 0 2 0
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