NANR Options History — July 2019 In July 2019, NANR traded between $32.04 and $32.94. ATM implied volatility averaged 26.1%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 15.4% (HV 20d: 10.7%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2019-07-02 : Highest Volume — 7 contracts2019-07-30 : Largest IV spike — 78.7% change2019-07-30 : Highest IV Rank — 31.5%2019-07-30 : Largest Expected Move — 11.2%Monthly Statistics Metric Avg Min Max Open Close Price $32.40 $32.04 $32.94 $32.40 $32.10 ATM IV 26.1% 20.5% 39.0% 29.2% 34.5% Expected Move 7.1% 5.9% 11.2% 8.4% 9.9% HV 20d 10.7% 7.7% 13.1% 13.1% 11.3% HV 60d 14.2% 13.3% 14.6% 14.5% 13.5% IV Rank 13.3% 4.5% 31.5% 20.0% 24.7% IV Percentile 41.4% 6.7% 87.3% 59.9% 80.6% Term Structure -3.9% -11.6% 6.0% -7.2% -11.6% Skew 25d 4.9% -2.1% 13.1% 2.5% 13.1% Skew 10d 9.1% -5.7% 22.9% 11.0% 22.9% Call IV 25d 21.9% 12.7% 39.6% 31.0% 23.3% Put IV 25d 26.7% 17.4% 45.9% 33.5% 36.4% Bid-Ask Spread % 158.19 101.68 185.37 167.06 178.03 Gamma HHI 0.80 0.77 1.00 1.00 0.78 Net GEX 1.1K 123 1.4K 129 1.1K Net DEX -10.8K -13.0K -1.8K -1.9K -11.1K Net VEX -39 -47 -6 -6 -38 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 0.955 0 7 0 0 Total OI 7.364 1 8 1 8
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 2019-07-01 $32.40 $0.00 29.2% 8.4% 13.1% 20.0% 0.0% 2.5% -7.2% 129 -1.9K -6 0.00 167.06 N/A N/A 0 0 1 0 2019-07-02 $32.25 $0.00 23.7% 6.8% 12.5% 12.0% 0.0% 5.4% -6.2% 123 -1.8K -6 0.00 151.35 N/A N/A 7 0 1 0 2019-07-03 $32.30 $0.00 20.7% 5.9% 11.9% 7.6% 0.0% 2.8% 0.8% 1.2K -11.0K -47 0.00 119.46 N/A N/A 7 0 8 0 2019-07-05 $32.26 $0.00 28.8% 6.4% 10.9% 19.4% 0.0% 12.7% -3.1% 1.1K -11.8K -47 0.00 174.00 N/A N/A 7 0 8 0 2019-07-08 $32.19 $0.00 32.0% 6.4% 11.0% 24.0% 0.0% 2.9% -2.6% 1.1K -11.5K -46 0.00 173.87 N/A N/A 0 0 8 0 2019-07-09 $32.04 $0.00 33.1% 6.5% 11.3% 24.5% 0.0% 10.6% -0.9% 1.1K -10.2K -44 0.00 176.95 N/A N/A 0 0 8 0 2019-07-10 $32.40 $0.00 24.0% 6.9% 11.7% 11.1% 0.0% 4.0% -4.8% 1.1K -12.3K -45 0.00 172.98 N/A N/A 0 0 8 0 2019-07-11 $32.35 $0.00 23.8% 6.8% 11.6% 10.8% 0.0% 3.0% -4.7% 1.1K -12.1K -45 0.00 173.22 N/A N/A 0 0 8 0 2019-07-12 $32.55 $0.00 20.5% 5.9% 11.6% 5.9% 0.0% 7.7% -1.3% 1.2K -12.2K -45 0.00 101.68 N/A N/A 0 0 8 0 2019-07-15 $32.42 $0.00 24.5% 7.0% 11.8% 11.9% 0.0% 3.4% -4.8% 1.2K -12.2K -44 0.00 173.00 N/A N/A 0 0 8 0 2019-07-16 $32.21 $0.00 21.6% 6.2% 12.0% 7.6% 0.0% 7.3% 6.0% 1.3K -11.1K -42 0.00 125.25 N/A N/A 0 0 8 0 2019-07-17 $32.34 $0.00 24.0% 6.9% 10.9% 8.7% 0.0% 2.8% -4.2% 1.2K -11.9K -43 0.00 173.04 N/A N/A 0 0 8 0 2019-07-18 $32.51 $0.00 24.3% 7.0% 11.0% 9.1% 0.0% 3.2% -3.0% 1.3K -10.9K -41 0.00 171.96 N/A N/A 0 0 8 0 2019-07-19 $32.77 $0.00 22.7% 6.5% 8.4% 6.6% 0.0% 4.7% -1.4% 1.3K -12.1K -42 0.00 172.62 N/A N/A 0 0 8 0 2019-07-22 $32.78 $0.00 21.3% 6.1% 8.3% 4.5% 0.0% 4.7% -2.4% 1.3K -13.0K -42 0.00 116.68 N/A N/A 0 0 8 0 2019-07-23 $32.87 $0.00 23.7% 6.8% 8.1% 8.2% 0.0% 5.1% -3.2% 1.4K -12.4K -41 0.00 172.46 N/A N/A 0 0 8 0 2019-07-24 $32.94 $0.00 24.6% 7.1% 7.7% 9.6% 0.0% 3.9% -4.3% 1.4K -12.6K -40 0.00 172.92 N/A N/A 0 0 8 0 2019-07-25 $32.33 $0.00 26.1% 7.5% 10.2% 11.8% 0.0% 1.2% -5.8% 1.2K -11.7K -40 0.00 171.41 N/A N/A 0 0 8 0 2019-07-26 $32.20 $0.00 30.3% 8.7% 10.1% 18.2% 0.0% -2.1% -8.6% 1.4K -10.7K -39 0.00 137.40 N/A N/A 0 0 8 0 2019-07-29 $32.17 $0.00 21.8% 6.3% 10.1% 5.4% 0.0% 1.9% -0.7% 1.3K -10.0K -37 0.00 119.43 N/A N/A 0 0 8 0 2019-07-30 $32.48 $0.00 39.0% 11.2% 10.6% 31.5% 0.0% 6.3% -11.1% 1.1K -12.4K -39 0.00 185.37 N/A N/A 0 0 8 0 2019-07-31 $32.10 $0.00 34.5% 9.9% 11.3% 24.7% 0.0% 13.1% -11.6% 1.1K -11.1K -38 0.00 178.03 N/A N/A 0 0 8 0
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