NANR Options History — July 2020 In July 2020, NANR traded between $28.36 and $31.02. ATM implied volatility averaged 69.6%, placing in the 44.7% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded above realized volatility by 42.9% (HV 20d: 26.7%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2020-07-06 : Highest Volume — 7 contracts2020-07-07 : Largest IV spike — 3697.9% change2020-07-08 : Highest IV Rank — 100.0%2020-07-06 : Largest Expected Move — 38.1%Monthly Statistics Metric Avg Min Max Open Close Price $29.74 $28.36 $31.02 $28.85 $30.22 ATM IV 69.6% 3.4% 152.3% 98.9% 31.9% Expected Move 18.2% 8.3% 38.1% 28.4% 9.2% HV 20d 26.7% 19.7% 40.8% 40.8% 21.7% HV 60d 33.2% 30.5% 36.1% 36.1% 30.5% IV Rank 44.7% 0.0% 100.0% 65.5% 19.2% IV Percentile 61.5% 0.0% 100.0% 94.8% 17.1% Term Structure -4.0% -39.8% 37.5% -1.8% 37.5% Skew 25d 28.7% -25.6% 134.0% 10.0% 5.2% Skew 10d 41.9% 3.0% 134.0% 13.0% 3.0% Call IV 25d 47.8% 22.6% 118.1% 118.1% 29.0% Put IV 25d 76.5% 30.8% 166.9% 128.2% 34.2% Bid-Ask Spread % 182.34 144.32 200.00 196.66 156.52 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 502 167 1.2K 187 1.2K Net DEX -9.0K -10.6K -3.8K -10.5K -3.8K Net VEX -33 -38 -16 -38 -16 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 2020-07-01 $28.85 $0.00 98.9% 28.4% 40.8% 65.5% 0.0% 10.0% -1.8% 187 -10.5K -38 0.00 196.66 N/A N/A 0 0 7 0 2020-07-02 $28.95 $0.00 81.5% 23.4% 40.8% 52.0% 0.0% 6.8% -3.6% 329 -8.9K -37 0.00 195.93 N/A N/A 0 0 7 0 2020-07-06 $29.05 $0.00 3.4% 38.1% 37.0% 0.0% 0.0% 122.0% -16.1% 167 -10.5K -36 0.00 180.46 N/A N/A 7 0 7 0 2020-07-07 $28.99 $0.00 127.2% 36.5% 35.2% 88.6% 0.0% 118.4% -27.3% 214 -10.3K -36 0.00 200.00 N/A N/A 0 0 7 0 2020-07-08 $29.11 $0.00 152.3% 36.8% 35.3% 100.0% 0.0% 134.0% -27.9% 231 -10.2K -36 0.00 198.99 N/A N/A 0 0 7 0 2020-07-09 $28.36 $0.00 116.0% 19.7% 35.6% 75.6% 0.0% 35.8% -1.5% 347 -6.4K -30 0.00 184.95 N/A N/A 0 0 7 0 2020-07-10 $28.69 $0.00 91.0% 12.9% 23.2% 58.9% 0.0% -25.6% 0.9% 401 -7.6K -33 0.00 187.51 N/A N/A 0 0 7 0 2020-07-13 $28.66 $0.00 145.5% 19.2% 22.8% 95.4% 0.0% 46.5% -7.0% 322 -8.5K -33 0.00 195.49 N/A N/A 0 0 7 0 2020-07-14 $29.38 $0.00 118.1% 14.4% 24.4% 77.1% 0.0% 28.3% 1.3% 418 -8.3K -34 0.00 151.88 N/A N/A 0 0 7 0 2020-07-15 $29.78 $0.00 35.8% 10.2% 24.2% 21.8% 0.0% 25.4% 3.3% 580 -7.8K -33 0.00 148.79 N/A N/A 7 0 7 0 2020-07-16 $29.61 $0.00 35.8% 10.3% 23.4% 21.8% 0.0% 3.8% 32.7% 403 -7.8K -31 0.00 144.32 N/A N/A 0 0 7 0 2020-07-17 $29.73 $0.00 30.8% 8.8% 23.3% 18.4% 0.0% 6.9% 27.8% 564 -8.5K -34 0.00 193.93 N/A N/A 0 0 7 0 2020-07-20 $29.72 $0.00 61.2% 17.6% 23.2% 38.9% 0.0% -8.2% -7.6% 446 -9.3K -33 0.00 192.86 N/A N/A 0 0 7 0 2020-07-21 $30.64 $0.00 66.6% 19.1% 25.3% 42.5% 0.0% 9.9% -39.8% 514 -10.1K -34 0.00 191.10 N/A N/A 0 0 7 0 2020-07-22 $30.73 $0.00 29.0% 8.3% 25.2% 17.2% 0.0% 8.5% 5.0% 714 -9.7K -33 0.00 188.94 N/A N/A 0 0 7 0 2020-07-23 $30.50 $0.00 63.4% 18.2% 21.4% 40.3% 0.0% 9.3% -9.4% 513 -10.6K -34 0.00 189.69 N/A N/A 0 0 7 0 2020-07-24 $30.57 $0.00 64.9% 18.6% 21.4% 41.3% 0.0% 51.7% -33.9% 739 -9.3K -32 0.00 188.84 N/A N/A 0 0 7 0 2020-07-27 $31.02 $0.00 29.8% 8.5% 20.7% 17.7% 0.0% 5.9% 2.0% 851 -10.2K -32 0.00 186.62 N/A N/A 0 0 7 0 2020-07-28 $30.77 $0.00 51.3% 14.7% 21.1% 32.2% 0.0% 32.7% -32.1% 733 -10.2K -32 0.00 161.49 N/A N/A 0 0 7 0 2020-07-29 $30.86 $0.00 65.6% 18.8% 19.7% 41.8% 0.0% 3.8% -26.4% 812 -9.0K -28 0.00 188.09 N/A N/A 0 0 7 0 2020-07-30 $30.09 $0.00 30.6% 8.8% 21.7% 18.3% 0.0% 1.5% 35.7% 386 -9.7K -30 0.00 188.43 N/A N/A 0 0 7 0 2020-07-31 $30.22 $0.00 31.9% 9.2% 21.7% 19.2% 0.0% 5.2% 37.5% 1.2K -3.8K -16 0.00 156.52 N/A N/A 0 0 7 0
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