NANR Options History — December 2019 In December 2019, NANR traded between $31.18 and $33.72. ATM implied volatility averaged 36.8%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 26.4% (HV 20d: 10.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days.
Notable Days 2019-12-09 : Largest IV spike — 185.5% change2019-12-10 : Highest IV Rank — 64.0%2019-12-04 : Largest Expected Move — 14.6%Monthly Statistics Metric Avg Min Max Open Close Price $32.62 $31.18 $33.72 $31.48 $33.72 ATM IV 36.8% 15.3% 58.6% 49.1% 42.4% Expected Move 9.7% 4.4% 14.6% 14.1% 12.2% HV 20d 10.4% 8.9% 11.9% 10.8% 11.7% HV 60d 12.4% 11.1% 13.0% 12.6% 11.1% IV Rank 32.2% 0.9% 64.0% 50.2% 40.4% IV Percentile 63.0% 0.4% 96.0% 91.7% 84.5% Term Structure -1.0% -21.0% 59.9% -14.7% -21.0% Skew 25d 10.5% -8.0% 30.8% 2.9% -8.0% Skew 10d 13.8% 1.8% 28.4% 7.3% 21.8% Call IV 25d 28.8% 10.2% 59.5% 56.6% 45.4% Put IV 25d 39.3% 13.3% 62.8% 59.4% 37.4% Bid-Ask Spread % 174.70 109.37 198.71 185.44 189.98 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 (21 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 2019-12-02 $31.48 $0.00 49.1% 14.1% 10.8% 50.2% 0.0% 2.9% -14.7% 0 0 0 0.00 185.44 N/A N/A 0 0 0 0 2019-12-03 $31.18 $0.00 49.0% 14.1% 10.0% 50.1% 0.0% 3.5% -14.7% 0 0 0 0.00 185.71 N/A N/A 0 0 0 0 2019-12-04 $31.57 $0.00 50.8% 14.6% 9.0% 52.7% 0.0% 3.3% -15.3% 0 0 0 0.00 184.59 N/A N/A 0 0 0 0 2019-12-05 $31.53 $0.00 52.0% 9.7% 8.9% 54.4% 0.0% 23.0% -6.4% 0 0 0 0.00 195.63 N/A N/A 0 0 0 0 2019-12-06 $31.96 $0.00 19.6% 5.7% 9.4% 7.1% 0.0% 4.3% -0.5% 0 0 0 0.00 115.71 N/A N/A 0 0 0 0 2019-12-09 $31.98 $0.00 55.9% 9.6% 9.1% 60.1% 0.0% 26.0% -6.2% 0 0 0 0.00 198.33 N/A N/A 0 0 0 0 2019-12-10 $32.05 $0.00 58.6% 9.7% 9.1% 64.0% 0.0% 27.6% -6.3% 0 0 0 0.00 198.40 N/A N/A 0 0 0 0 2019-12-11 $32.33 $0.00 34.3% 9.8% 9.4% 28.5% 0.0% 27.7% -6.9% 0 0 0 0.00 198.71 N/A N/A 0 0 0 0 2019-12-12 $32.79 $0.00 34.3% 9.8% 10.1% 28.6% 0.0% 9.5% -6.2% 0 0 0 0.00 195.71 N/A N/A 0 0 0 0 2019-12-13 $32.66 $0.00 17.0% 4.9% 10.3% 3.4% 0.0% 1.7% 2.8% 0 0 0 0.00 109.37 N/A N/A 0 0 0 0 2019-12-16 $32.90 $0.00 34.4% 9.9% 10.4% 28.7% 0.0% 30.8% 0.4% 0 0 0 0.00 174.93 N/A N/A 0 0 0 0 2019-12-17 $32.84 $0.00 34.3% 9.8% 9.9% 28.6% 0.0% 8.5% -8.0% 0 0 0 0.00 195.79 N/A N/A 0 0 0 0 2019-12-18 $33.09 $0.00 15.6% 4.5% 10.0% 1.3% 0.0% 3.7% 3.0% 0 0 0 0.00 114.70 N/A N/A 0 0 0 0 2019-12-19 $33.02 $0.00 27.9% 8.0% 10.1% 19.2% 0.0% 11.4% -15.4% 0 0 0 0.00 135.21 N/A N/A 0 0 0 0 2019-12-20 $32.71 $0.00 27.5% 7.9% 10.9% 18.7% 0.0% 5.1% 2.2% 0 0 0 0.00 195.71 N/A N/A 0 0 0 0 2019-12-23 $33.15 $0.00 36.2% 10.4% 11.6% 31.4% 0.0% 10.6% 59.9% 0 0 0 0.00 193.55 N/A N/A 0 0 0 0 2019-12-24 $33.36 $0.00 38.1% 10.9% 11.7% 34.2% 0.0% 10.0% 55.8% 0 0 0 0.00 190.01 N/A N/A 0 0 0 0 2019-12-26 $33.62 $0.00 38.1% 10.9% 11.6% 34.1% 0.0% 10.4% -10.4% 0 0 0 0.00 188.25 N/A N/A 0 0 0 0 2019-12-27 $33.48 $0.00 15.3% 4.4% 11.9% 0.9% 0.0% -1.3% 0.2% 0 0 0 0.00 132.08 N/A N/A 0 0 0 0 2019-12-30 $33.55 $0.00 42.1% 12.1% 11.8% 40.0% 0.0% 8.9% -13.3% 0 0 0 0.00 190.91 N/A N/A 0 0 0 0 2019-12-31 $33.72 $0.00 42.4% 12.2% 11.7% 40.4% 0.0% -8.0% -21.0% 0 0 0 0.00 189.98 N/A N/A 0 0 0 0
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