NANR Options History — June 2019 In June 2019, NANR traded between $29.67 and $32.63. ATM implied volatility averaged 26.2%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 11.3% (HV 20d: 14.8%). Max pain ranged from $31.00 to $31.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2019-06-28 : Largest IV spike — 38.1% change2019-06-06 : Highest IV Rank — 27.0%2019-06-04 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $31.32 $29.67 $32.63 $29.67 $32.48 Max Pain $31.00 $31.00 $31.00 $31.00 $31.00 ATM IV 26.2% 18.9% 34.0% 31.6% 29.0% Expected Move 7.2% 5.4% 9.2% 9.1% 8.3% HV 20d 14.8% 12.7% 16.5% 13.8% 12.9% HV 60d 14.4% 14.0% 14.6% 14.0% 14.6% IV Rank 15.6% 4.9% 27.0% 23.5% 19.7% IV Percentile 42.2% 2.0% 79.4% 70.2% 58.7% Term Structure -3.6% -8.2% 1.4% -7.5% -6.2% Skew 25d 5.9% -0.8% 13.7% 13.7% 4.2% Skew 10d 8.8% -1.2% 19.4% 2.8% 12.0% Call IV 25d 22.5% 16.9% 28.7% 24.1% 28.2% Put IV 25d 28.4% 18.2% 37.8% 37.8% 32.4% Bid-Ask Spread % 158.78 96.45 177.18 161.21 167.30 Gamma HHI 0.71 0.51 1.00 0.53 1.00 Net GEX 292 105 560 225 125 Net DEX -2.6K -5.1K -1.8K -1.8K -1.9K Net VEX -7 -9 -6 -8 -6 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1.75 1 2 2 1
Daily Data (20 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 2019-06-03 $29.67 $31.00 31.6% 9.1% 13.8% 23.5% 0.0% 13.7% -7.5% 225 -1.8K -8 0.00 161.21 N/A N/A 0 0 2 0 2019-06-04 $30.20 $31.00 32.3% 9.2% 15.6% 24.4% 0.0% 9.3% -7.1% 314 -2.0K -8 0.00 157.75 N/A N/A 0 0 2 0 2019-06-05 $29.97 $31.00 31.9% 9.2% 15.3% 24.0% 0.0% 8.6% -8.2% 252 -2.0K -8 0.00 161.22 N/A N/A 0 0 2 0 2019-06-06 $30.48 $0.00 34.0% 7.2% 16.4% 27.0% 0.0% 7.4% -4.3% 375 -2.2K -8 0.00 171.37 N/A N/A 0 0 2 0 2019-06-07 $30.59 $0.00 32.6% 6.5% 16.5% 24.9% 0.0% 2.8% -2.7% 267 -2.6K -9 0.00 174.80 N/A N/A 0 0 2 0 2019-06-10 $30.60 $0.00 21.8% 6.9% 16.5% 9.2% 0.0% 8.3% -1.1% 391 -2.2K -8 0.00 175.93 N/A N/A 0 0 2 0 2019-06-11 $30.77 $0.00 27.5% 6.8% 15.6% 17.5% 0.0% 9.3% -3.6% 433 -2.4K -8 0.00 174.54 N/A N/A 0 0 2 0 2019-06-12 $30.69 $0.00 26.5% 7.6% 15.3% 16.0% 0.0% 3.2% -1.7% 468 -2.4K -8 0.00 131.50 N/A N/A 0 0 2 0 2019-06-13 $30.92 $0.00 23.8% 6.8% 15.5% 12.2% 0.0% 11.2% -4.7% 462 -2.6K -8 0.00 177.18 N/A N/A 0 0 2 0 2019-06-14 $30.90 $0.00 22.5% 6.5% 15.5% 10.3% 0.0% 1.5% -0.3% 560 -2.6K -8 0.00 96.45 N/A N/A 0 0 2 0 2019-06-17 $31.15 $0.00 24.8% 7.1% 15.5% 13.6% 0.0% 12.5% -4.3% 466 -3.1K -8 0.00 174.04 N/A N/A 0 0 2 0 2019-06-18 $31.62 $0.00 23.9% 6.9% 16.2% 12.3% 0.0% 5.1% -3.9% 313 -3.6K -7 0.00 173.06 N/A N/A 0 0 2 0 2019-06-19 $31.62 $0.00 24.3% 7.0% 16.1% 12.9% 0.0% 3.6% -3.8% 325 -3.6K -7 0.00 172.16 N/A N/A 0 0 2 0 2019-06-20 $32.32 $0.00 25.1% 7.2% 16.1% 14.1% 0.0% 4.8% -5.1% 288 -4.4K -7 0.00 166.66 N/A N/A 0 0 2 0 2019-06-21 $32.43 $0.00 21.1% 6.0% 12.7% 8.2% 0.0% 2.4% 0.7% 118 -5.1K -6 0.00 126.06 N/A N/A 0 0 2 0 2019-06-24 $32.63 $0.00 24.7% 7.1% 12.7% 13.5% 0.0% 5.9% -3.5% 121 -2.0K -6 0.00 163.39 N/A N/A 0 0 1 0 2019-06-25 $32.43 $0.00 18.9% 5.4% 12.8% 4.9% 0.0% -0.8% -2.3% 105 -1.8K -6 0.00 147.35 N/A N/A 0 0 1 0 2019-06-26 $32.57 $0.00 25.8% 7.4% 12.7% 15.0% 0.0% 4.1% -3.6% 121 -2.0K -6 0.00 166.49 N/A N/A 0 0 1 0 2019-06-27 $32.38 $0.00 21.0% 6.0% 12.9% 8.0% 0.0% 1.4% 1.4% 120 -1.9K -6 0.00 137.04 N/A N/A 0 0 1 0 2019-06-28 $32.48 $0.00 29.0% 8.3% 12.9% 19.7% 0.0% 4.2% -6.2% 125 -1.9K -6 0.00 167.30 N/A N/A 0 0 1 0
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