NANR Options History — November 2019 In November 2019, NANR traded between $31.42 and $32.08. ATM implied volatility averaged 40.2%, placing in the 37.0% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 28.0% (HV 20d: 12.2%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 2 of 19 days.
Notable Days 2019-11-06 : Largest IV spike — 62.3% change2019-11-08 : Highest IV Rank — 71.7%2019-11-01 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $31.64 $31.42 $32.08 $31.46 $31.52 ATM IV 40.2% 20.3% 64.5% 51.5% 21.0% Expected Move 9.5% 4.6% 14.8% 14.8% 6.0% HV 20d 12.2% 10.8% 13.0% 11.7% 10.8% HV 60d 13.3% 12.6% 14.4% 14.0% 12.6% IV Rank 37.0% 8.1% 71.7% 53.1% 9.1% IV Percentile 70.6% 3.6% 98.0% 92.5% 7.9% Term Structure -5.8% -18.0% 8.5% -18.0% -1.5% Skew 25d 5.4% -2.7% 23.1% 2.5% 0.2% Skew 10d 9.1% -5.5% 30.8% 5.9% 0.6% Call IV 25d 32.4% 14.5% 61.6% 61.6% 19.6% Put IV 25d 37.7% 16.4% 64.1% 64.1% 19.8% Bid-Ask Spread % 171.04 99.41 195.39 195.39 147.50 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 (19 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 2019-11-01 $31.46 $0.00 51.5% 14.8% 11.7% 53.1% 0.0% 2.5% -18.0% 0 0 0 0.00 195.39 N/A N/A 0 0 0 0 2019-11-04 $32.01 $0.00 53.6% 9.3% 13.0% 56.1% 0.0% 23.1% -8.0% 0 0 0 0.00 185.85 N/A N/A 0 0 0 0 2019-11-05 $32.08 $0.00 36.6% 6.3% 11.9% 31.6% 0.0% 7.8% -0.8% 0 0 0 0.00 99.41 N/A N/A 0 0 0 0 2019-11-06 $31.72 $0.00 59.4% 9.6% 13.0% 64.4% 0.0% 19.9% -7.5% 0 0 0 0.00 186.04 N/A N/A 0 0 0 0 2019-11-07 $31.94 $0.00 61.6% 9.8% 12.7% 67.6% 0.0% 3.2% -7.8% 0 0 0 0.00 186.12 N/A N/A 0 0 0 0 2019-11-08 $31.86 $0.00 64.5% 9.7% 12.6% 71.7% 0.0% 21.6% -7.8% 0 0 0 0.00 185.81 N/A N/A 0 0 0 0 2019-11-11 $31.73 $0.00 28.8% 4.6% 12.4% 20.3% 0.0% 3.0% 6.7% 0 0 0 0.00 180.42 N/A N/A 0 0 0 0 2019-11-13 $31.55 $0.00 35.6% 10.2% 12.5% 30.1% 0.0% 2.9% -9.2% 0 0 0 0.00 185.90 N/A N/A 0 0 0 0 2019-11-14 $31.53 $0.00 20.3% 5.8% 12.3% 8.1% 0.0% -2.7% -1.0% 0 0 0 0.00 147.72 N/A N/A 0 0 0 0 2019-11-15 $31.70 $0.00 28.1% 8.1% 12.3% 19.6% 0.0% -0.6% -4.3% 0 0 0 0.00 126.26 N/A N/A 0 0 0 0 2019-11-18 $31.45 $0.00 31.1% 8.9% 12.6% 23.9% 0.0% 2.4% 8.5% 0 0 0 0.00 152.31 N/A N/A 0 0 0 0 2019-11-19 $31.42 $0.00 38.5% 11.0% 12.6% 34.8% 0.0% 1.6% -7.6% 0 0 0 0.00 185.55 N/A N/A 0 0 0 0 2019-11-20 $31.44 $0.00 40.6% 11.6% 12.4% 37.7% 0.0% 3.1% -10.4% 0 0 0 0.00 185.51 N/A N/A 0 0 0 0 2019-11-21 $31.55 $0.00 25.8% 7.4% 12.4% 16.2% 0.0% 4.7% -2.5% 0 0 0 0.00 158.85 N/A N/A 0 0 0 0 2019-11-22 $31.52 $0.00 40.2% 11.5% 12.4% 37.2% 0.0% 2.6% -8.8% 0 0 0 0.00 185.41 N/A N/A 0 0 0 0 2019-11-25 $31.60 $0.00 41.4% 11.9% 11.8% 38.9% 0.0% 2.9% -10.3% 0 0 0 0.00 185.49 N/A N/A 0 0 0 0 2019-11-26 $31.51 $0.00 42.3% 12.1% 11.5% 40.2% 0.0% 2.0% -10.0% 0 0 0 0.00 185.19 N/A N/A 0 0 0 0 2019-11-27 $31.60 $0.00 43.1% 12.4% 11.4% 41.5% 0.0% 2.1% -10.3% 0 0 0 0.00 184.97 N/A N/A 0 0 0 0 2019-11-29 $31.52 $0.00 21.0% 6.0% 10.8% 9.1% 0.0% 0.2% -1.5% 0 0 0 0.00 147.50 N/A N/A 0 0 0 0
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