NANR Options History — June 2020 In June 2020, NANR traded between $28.16 and $31.43. ATM implied volatility averaged 71.7%, placing in the 44.3% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 36.0% (HV 20d: 35.6%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2020-06-04 : Highest Volume — 7 contracts2020-06-24 : Largest IV spike — 127.0% change2020-06-22 : Highest IV Rank — 96.0%2020-06-22 : Largest Expected Move — 39.6%Monthly Statistics Metric Avg Min Max Open Close Price $29.18 $28.16 $31.43 $28.72 $29.12 ATM IV 71.7% 39.3% 138.1% 44.0% 90.5% Expected Move 21.3% 12.2% 39.6% 12.6% 25.9% HV 20d 35.6% 27.2% 40.9% 28.9% 40.9% HV 60d 48.4% 36.9% 66.6% 66.6% 37.0% IV Rank 44.3% 19.2% 96.0% 22.8% 59.0% IV Percentile 80.5% 48.8% 99.2% 59.5% 92.9% Term Structure -12.2% -40.2% 19.0% 5.1% -3.2% Skew 25d 15.4% -20.2% 59.8% 23.6% 9.1% Skew 10d 20.6% -20.2% 69.4% 8.1% 15.3% Call IV 25d 65.5% 22.6% 123.9% 32.1% 113.3% Put IV 25d 80.9% 39.1% 129.8% 55.7% 122.4% Bid-Ask Spread % 179.49 132.00 200.00 132.00 196.14 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 379 211 637 450 211 Net DEX -9.2K -12.5K -7.1K -7.1K -10.5K Net VEX -41 -46 -37 -41 -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 0.636 0 7 0 0 Total OI 7 7 7 7 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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2020-06-01 $28.72 $0.00 44.0% 12.6% 28.9% 22.8% 0.0% 23.6% 5.1% 450 -7.1K -41 0.00 132.00 N/A N/A 0 0 7 0 2020-06-02 $29.00 $0.00 48.6% 13.9% 28.5% 26.4% 0.0% 0.8% -17.0% 386 -7.9K -42 0.00 133.68 N/A N/A 0 0 7 0 2020-06-03 $29.32 $0.00 42.4% 12.2% 28.5% 21.6% 0.0% 7.0% -6.7% 408 -8.8K -44 0.00 134.20 N/A N/A 0 0 7 0 2020-06-04 $29.19 $0.00 44.6% 14.9% 27.2% 23.3% 0.0% 25.3% -14.1% 403 -8.6K -42 0.00 166.08 N/A N/A 7 0 7 0 2020-06-05 $30.56 $0.00 39.3% 18.7% 30.2% 19.2% 0.0% 17.6% -37.3% 568 -10.6K -46 0.00 194.62 N/A N/A 0 0 7 0 2020-06-08 $31.43 $0.00 53.0% 18.6% 30.9% 29.8% 0.0% 15.0% -36.7% 624 -12.5K -46 0.00 191.15 N/A N/A 0 0 7 0 2020-06-09 $31.15 $0.00 54.2% 18.8% 29.9% 30.7% 0.0% 16.4% -40.2% 637 -11.8K -46 0.00 191.71 N/A N/A 0 0 7 0 2020-06-10 $30.49 $0.00 67.4% 19.3% 30.5% 41.0% 0.0% 59.5% -19.6% 596 -10.3K -44 0.00 193.32 N/A N/A 0 0 7 0 2020-06-11 $28.24 $0.00 74.4% 21.3% 40.5% 46.5% 0.0% 14.9% -9.8% 249 -8.8K -41 0.00 169.84 N/A N/A 0 0 7 0 2020-06-12 $28.60 $0.00 80.1% 23.0% 40.4% 50.9% 0.0% 59.8% -17.9% 374 -8.4K -41 0.00 195.24 N/A N/A 0 0 7 0 2020-06-15 $28.73 $0.00 58.9% 16.9% 40.1% 34.4% 0.0% 10.6% 6.8% 376 -8.0K -40 0.00 196.19 N/A N/A 0 0 7 0 2020-06-16 $29.22 $0.00 59.3% 17.0% 38.0% 34.7% 0.0% 23.9% -7.5% 364 -9.0K -41 0.00 193.06 N/A N/A 0 0 7 0 2020-06-17 $28.73 $0.00 63.1% 18.1% 38.4% 37.7% 0.0% 3.3% -8.0% 285 -9.1K -40 0.00 176.78 N/A N/A 0 0 7 0 2020-06-18 $28.64 $0.00 93.0% 26.7% 38.2% 61.0% 0.0% 12.0% -24.0% 358 -7.9K -39 0.00 177.02 N/A N/A 0 0 7 0 2020-06-19 $28.88 $0.00 90.2% 25.9% 37.6% 58.8% 0.0% 13.2% 19.0% 382 -8.2K -39 0.00 163.63 N/A N/A 0 0 7 0 2020-06-22 $29.10 $0.00 138.1% 39.6% 37.6% 96.0% 0.0% 15.9% -27.9% 255 -9.9K -40 0.00 200.00 N/A N/A 0 0 7 0 2020-06-23 $29.37 $0.00 43.3% 12.4% 37.7% 22.3% 0.0% 8.9% 10.6% 424 -8.6K -40 0.00 170.41 N/A N/A 7 0 7 0 2020-06-24 $28.36 $0.00 98.3% 28.2% 39.8% 65.1% 0.0% -20.2% -27.0% 247 -9.0K -39 0.00 192.60 N/A N/A 0 0 7 0 2020-06-25 $28.56 $0.00 76.6% 21.9% 39.8% 48.1% 0.0% 8.2% -3.5% 261 -9.1K -38 0.00 188.31 N/A N/A 0 0 7 0 2020-06-26 $28.16 $0.00 110.0% 31.6% 40.1% 74.2% 0.0% 5.2% -5.7% 241 -8.8K -38 0.00 196.41 N/A N/A 0 0 7 0 2020-06-29 $28.41 $0.00 106.9% 30.6% 40.0% 71.7% 0.0% 8.3% -4.1% 228 -9.3K -37 0.00 196.37 N/A N/A 0 0 7 0 2020-06-30 $29.12 $0.00 90.5% 25.9% 40.9% 59.0% 0.0% 9.1% -3.2% 211 -10.5K -38 0.00 196.14 N/A N/A 0 0 7 0
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