NANR Options History — August 2019

In August 2019, NANR traded between $30.33 and $31.89. ATM implied volatility averaged 41.1%, placing in the 34.7% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 25.3% (HV 20d: 15.8%). Max pain ranged from $32.00 to $33.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2019-08-02: Highest Volume — 1 contracts
2019-08-29: Largest IV spike — 69.5% change
2019-08-13: Highest IV Rank — 98.7%
2019-08-07: Largest Expected Move — 11.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.06	$30.33	$31.89	$31.89	$31.28
Max Pain	$32.75	$32.00	$33.00	$32.00	$33.00
ATM IV	41.1%	22.0%	83.2%	35.8%	38.1%
Expected Move	9.1%	6.3%	11.1%	10.3%	10.9%
HV 20d	15.8%	11.5%	17.8%	11.5%	16.5%
HV 60d	14.2%	13.3%	15.2%	13.3%	13.5%
IV Rank	34.7%	5.6%	98.7%	26.7%	30.1%
IV Percentile	73.0%	18.7%	99.6%	83.3%	82.5%
Term Structure	3.7%	-9.5%	72.2%	-9.5%	14.9%
Skew 25d	14.4%	1.2%	24.6%	1.2%	24.5%
Skew 10d	17.8%	-5.5%	31.1%	-5.5%	29.9%
Call IV 25d	22.3%	16.0%	52.4%	52.4%	21.0%
Put IV 25d	36.7%	20.6%	53.6%	53.6%	45.5%
Bid-Ask Spread %	172.82	128.86	188.87	173.19	185.30
Gamma HHI	0.93	0.74	1.00	0.79	1.00
Net GEX	870	616	1.3K	788	850
Net DEX	-5.7K	-11.4K	-2.3K	-11.4K	-6.4K
Net VEX	-22	-37	-10	-37	-18
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	0.045	0	1	0	0
Total OI	7.318	7	8	8	7

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2019-08-01	$31.89	$0.00	35.8%	10.3%	11.5%	26.7%	0.0%	1.2%	-9.5%	788	-11.4K	-37	173.19	N/A	N/A	0	8
2019-08-02	$31.53	$0.00	32.5%	9.3%	12.1%	21.6%	0.0%	4.2%	-4.3%	1.2K	-9.1K	-35	176.88	N/A	N/A	1	8
2019-08-05	$30.99	$32.00	51.9%	9.2%	13.4%	51.0%	0.0%	12.3%	-6.3%	1.0K	-5.5K	-25	180.44	N/A	N/A	0	8
2019-08-06	$30.98	$32.00	50.7%	9.2%	13.4%	49.3%	0.0%	12.2%	-6.8%	1.0K	-5.5K	-25	180.49	N/A	N/A	0	8
2019-08-07	$31.31	$32.00	68.5%	11.1%	13.3%	76.3%	0.0%	21.2%	-8.9%	1.1K	-7.0K	-28	188.87	N/A	N/A	0	8
2019-08-08	$31.86	$32.00	51.0%	8.7%	15.0%	49.7%	0.0%	5.0%	-6.3%	971	-10.4K	-34	169.77	N/A	N/A	0	8
2019-08-09	$31.65	$32.00	56.0%	8.7%	14.9%	57.3%	0.0%	15.8%	-5.4%	1.3K	-8.0K	-30	177.85	N/A	N/A	0	8
2019-08-12	$31.10	$33.00	74.1%	9.4%	15.9%	84.9%	0.0%	13.3%	-7.5%	926	-4.5K	-21	180.96	N/A	N/A	0	7
2019-08-13	$31.15	$33.00	83.2%	9.4%	15.9%	98.7%	0.0%	13.2%	-7.1%	939	-4.8K	-21	182.71	N/A	N/A	0	7
2019-08-14	$30.44	$33.00	35.4%	10.2%	17.4%	26.1%	0.0%	22.3%	-9.2%	634	-5.2K	-22	183.70	N/A	N/A	0	7
2019-08-15	$30.33	$33.00	36.0%	10.3%	17.1%	27.0%	0.0%	21.9%	-8.6%	616	-5.0K	-21	184.29	N/A	N/A	0	7
2019-08-16	$30.60	$33.00	33.1%	9.5%	17.2%	22.6%	0.0%	23.0%	-7.4%	672	-5.3K	-21	184.16	N/A	N/A	0	7
2019-08-19	$30.88	$33.00	24.1%	6.9%	17.8%	8.7%	0.0%	4.6%	26.2%	765	-3.0K	-14	128.86	N/A	N/A	0	7
2019-08-20	$30.85	$33.00	33.4%	9.6%	17.6%	22.9%	0.0%	22.5%	17.7%	735	-5.7K	-20	184.90	N/A	N/A	0	7
2019-08-21	$30.97	$33.00	22.6%	6.5%	17.7%	6.5%	0.0%	13.3%	1.8%	857	-3.2K	-14	144.47	N/A	N/A	0	7
2019-08-22	$30.93	$33.00	33.4%	9.6%	16.7%	23.0%	0.0%	22.6%	17.5%	760	-5.7K	-21	184.56	N/A	N/A	0	7
2019-08-23	$30.62	$33.00	22.0%	6.3%	17.0%	5.6%	0.0%	4.1%	4.8%	769	-3.2K	-14	148.51	N/A	N/A	0	7
2019-08-26	$30.66	$33.00	23.2%	6.6%	17.0%	7.4%	0.0%	5.8%	-2.2%	773	-2.5K	-11	153.98	N/A	N/A	0	7
2019-08-27	$30.94	$33.00	38.3%	11.0%	17.0%	30.4%	0.0%	24.6%	15.8%	752	-5.8K	-19	184.53	N/A	N/A	0	7
2019-08-28	$31.21	$33.00	22.7%	6.5%	17.0%	6.7%	0.0%	5.5%	-0.9%	799	-2.3K	-10	138.44	N/A	N/A	0	7
2019-08-29	$31.24	$33.00	38.5%	11.0%	16.9%	30.7%	0.0%	24.4%	72.2%	834	-6.4K	-18	185.21	N/A	N/A	0	7
2019-08-30	$31.28	$33.00	38.1%	10.9%	16.5%	30.1%	0.0%	24.5%	14.9%	850	-6.4K	-18	185.30	N/A	N/A	0	7