NANR Options History — October 2019 In October 2019, NANR traded between $30.19 and $31.39. ATM implied volatility averaged 39.8%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 25.8% (HV 20d: 13.9%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 4 of 23 days.
Notable Days 2019-10-25 : Largest IV spike — 82.3% change2019-10-08 : Highest IV Rank — 72.2%2019-10-30 : Largest Expected Move — 15.1%Monthly Statistics Metric Avg Min Max Open Close Price $30.72 $30.19 $31.39 $30.84 $31.00 ATM IV 39.8% 21.0% 64.8% 30.9% 48.4% Expected Move 10.4% 6.0% 15.1% 8.9% 13.9% HV 20d 13.9% 10.8% 16.2% 15.7% 10.8% HV 60d 14.8% 14.2% 15.2% 14.7% 14.2% IV Rank 36.1% 9.1% 72.2% 23.4% 48.5% IV Percentile 71.6% 8.3% 98.4% 59.1% 90.9% Term Structure -6.2% -30.7% 27.4% 27.4% -16.8% Skew 25d 4.7% -20.2% 32.6% 2.0% 0.4% Skew 10d 9.0% -7.9% 38.3% -4.1% -1.5% Call IV 25d 35.0% 17.2% 61.5% 34.1% 61.5% Put IV 25d 39.7% 20.7% 61.9% 36.2% 61.9% Bid-Ask Spread % 176.42 119.44 195.63 177.61 195.63 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (23 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 2019-10-01 $30.84 $0.00 30.9% 8.9% 15.7% 23.4% 0.0% 2.0% 27.4% 0 0 0 0.00 177.61 N/A N/A 0 0 0 0 2019-10-02 $30.32 $0.00 45.1% 12.9% 15.5% 43.8% 0.0% 0.1% -12.8% 0 0 0 0.00 180.00 N/A N/A 0 0 0 0 2019-10-03 $30.36 $0.00 45.5% 9.3% 15.5% 44.3% 0.0% 1.8% -4.7% 0 0 0 0.00 185.34 N/A N/A 0 0 0 0 2019-10-04 $30.55 $0.00 53.5% 10.6% 15.7% 55.8% 0.0% 14.4% -5.7% 0 0 0 0.00 192.36 N/A N/A 0 0 0 0 2019-10-07 $30.53 $0.00 59.1% 10.6% 15.5% 64.0% 0.0% 13.0% -6.2% 0 0 0 0.00 192.95 N/A N/A 0 0 0 0 2019-10-08 $30.19 $0.00 64.8% 11.4% 15.2% 72.2% 0.0% 4.6% -9.8% 0 0 0 0.00 190.22 N/A N/A 0 0 0 0 2019-10-09 $30.28 $0.00 39.2% 11.2% 15.0% 35.3% 0.0% 5.7% -7.6% 0 0 0 0.00 190.76 N/A N/A 0 0 0 0 2019-10-10 $30.61 $0.00 36.0% 10.3% 15.8% 30.7% 0.0% 2.9% 2.6% 0 0 0 0.00 119.44 N/A N/A 0 0 0 0 2019-10-11 $30.88 $0.00 37.0% 10.6% 16.2% 32.1% 0.0% 18.0% -7.3% 0 0 0 0.00 195.16 N/A N/A 0 0 0 0 2019-10-14 $30.69 $0.00 24.6% 7.1% 13.2% 14.3% 0.0% 2.6% -0.9% 0 0 0 0.00 188.41 N/A N/A 0 0 0 0 2019-10-15 $30.58 $0.00 38.0% 10.9% 13.2% 33.6% 0.0% 9.0% -8.4% 0 0 0 0.00 193.17 N/A N/A 0 0 0 0 2019-10-16 $30.43 $0.00 21.0% 6.0% 13.0% 9.1% 0.0% 32.6% 6.8% 0 0 0 0.00 158.59 N/A N/A 0 0 0 0 2019-10-17 $30.61 $0.00 23.2% 6.7% 13.3% 12.2% 0.0% -17.1% -0.0% 0 0 0 0.00 138.30 N/A N/A 0 0 0 0 2019-10-18 $30.48 $0.00 42.2% 12.1% 13.1% 39.6% 0.0% -2.0% -10.8% 0 0 0 0.00 192.32 N/A N/A 0 0 0 0 2019-10-21 $30.60 $0.00 41.1% 11.8% 13.2% 38.1% 0.0% -1.3% -11.4% 0 0 0 0.00 192.93 N/A N/A 0 0 0 0 2019-10-22 $30.82 $0.00 27.4% 7.9% 13.5% 18.3% 0.0% 3.4% 1.0% 0 0 0 0.00 170.26 N/A N/A 0 0 0 0 2019-10-23 $30.94 $0.00 24.1% 6.9% 13.6% 13.6% 0.0% 1.8% -0.5% 0 0 0 0.00 119.70 N/A N/A 0 0 0 0 2019-10-24 $31.03 $0.00 23.8% 6.8% 13.1% 13.1% 0.0% 3.1% -0.4% 0 0 0 0.00 120.26 N/A N/A 0 0 0 0 2019-10-25 $31.39 $0.00 43.4% 12.5% 13.6% 41.4% 0.0% 2.7% -12.9% 0 0 0 0.00 195.46 N/A N/A 0 0 0 0 2019-10-28 $31.16 $0.00 45.8% 13.1% 13.7% 44.8% 0.0% 28.6% -14.8% 0 0 0 0.00 193.84 N/A N/A 0 0 0 0 2019-10-29 $31.31 $0.00 47.9% 13.7% 11.9% 47.8% 0.0% 2.1% -18.0% 0 0 0 0.00 194.56 N/A N/A 0 0 0 0 2019-10-30 $30.99 $0.00 52.6% 15.1% 10.8% 54.7% 0.0% -20.2% -30.7% 0 0 0 0.00 180.51 N/A N/A 0 0 0 0 2019-10-31 $31.00 $0.00 48.4% 13.9% 10.8% 48.5% 0.0% 0.4% -16.8% 0 0 0 0.00 195.63 N/A N/A 0 0 0 0
« Sep 2019 | All History | Nov 2019 » Home NANR History October 2019