NANR Options History — October 2020 In October 2020, NANR traded between $27.30 and $29.68. ATM implied volatility averaged 72.7%, placing in the 45.1% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 46.9% (HV 20d: 25.8%). Max pain ranged from $31.00 to $31.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 6 of 22 days.
Notable Days 2020-10-09 : Largest IV spike — 292.2% change2020-10-09 : Highest IV Rank — 100.0%2020-10-02 : Largest Expected Move — 35.5%Monthly Statistics Metric Avg Min Max Open Close Price $28.76 $27.30 $29.68 $28.03 $27.78 Max Pain $31.00 $31.00 $31.00 $31.00 $31.00 ATM IV 72.7% 32.9% 160.9% 61.6% 82.8% Expected Move 17.0% 9.3% 35.5% 17.7% 23.7% HV 20d 25.8% 19.3% 29.5% 28.3% 25.7% HV 60d 23.6% 22.9% 24.2% 23.9% 24.2% IV Rank 45.1% 18.8% 100.0% 39.1% 50.4% IV Percentile 63.2% 13.1% 100.0% 71.8% 84.1% Term Structure -6.2% -41.2% 25.2% -27.6% -20.8% Skew 25d 6.9% -20.0% 37.6% 9.5% 14.8% Skew 10d 12.8% -29.0% 49.0% 46.1% -29.0% Call IV 25d 58.2% 27.8% 150.7% 82.9% 58.5% Put IV 25d 65.1% 30.6% 153.7% 92.4% 73.3% Bid-Ask Spread % 179.23 148.18 194.63 187.89 179.81 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 70 0 239 111 0 Net DEX -828 -2.7K 0 -376 0 Net VEX -1 -4 0 -1 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1.091 0 2 2 0
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 2020-10-01 $28.03 $31.00 61.6% 17.7% 28.3% 39.1% 0.0% 9.5% -27.6% 111 -376 -1 0.00 187.89 N/A N/A 0 0 2 0 2020-10-02 $28.26 $31.00 123.9% 35.5% 28.3% 80.9% 0.0% 3.1% -41.2% 83 -2.3K -4 0.00 194.63 N/A N/A 0 0 2 0 2020-10-05 $28.86 $0.00 93.9% 17.1% 29.5% 60.8% 0.0% 9.0% -5.8% 120 -2.2K -4 0.00 190.59 N/A N/A 0 0 2 0 2020-10-06 $28.34 $0.00 99.7% 17.7% 29.0% 64.7% 0.0% -20.0% -6.6% 115 -2.0K -4 0.00 189.31 N/A N/A 0 0 2 0 2020-10-07 $28.63 $0.00 37.1% 9.3% 27.6% 22.7% 0.0% 37.6% 21.0% 177 -745 -2 0.00 183.38 N/A N/A 0 0 2 0 2020-10-08 $29.35 $0.00 38.9% 10.0% 28.3% 23.9% 0.0% 2.8% 0.6% 239 -1.5K -3 0.00 148.18 N/A N/A 0 0 2 0 2020-10-09 $29.59 $0.00 152.7% 22.6% 28.5% 100.0% 0.0% 16.9% -10.0% 110 -2.7K -3 0.00 192.91 N/A N/A 0 0 2 0 2020-10-12 $29.68 $0.00 92.1% 13.8% 28.3% 59.5% 0.0% 7.0% -5.9% 232 -2.0K -2 0.00 170.19 N/A N/A 0 0 2 0 2020-10-13 $29.40 $0.00 160.9% 17.6% 28.4% 100.0% 0.0% 7.7% -8.9% 153 -2.3K -2 0.00 190.78 N/A N/A 0 0 2 0 2020-10-14 $29.56 $0.00 59.0% 16.9% 27.6% 35.3% 0.0% 4.3% -7.9% 203 -2.1K -2 0.00 182.65 N/A N/A 0 0 2 0 2020-10-15 $29.57 $0.00 52.4% 15.0% 27.5% 31.1% 0.0% 20.7% 18.5% 1 0 0 0.00 190.63 N/A N/A 0 0 2 0 2020-10-16 $29.26 $0.00 37.3% 10.7% 27.7% 21.6% 0.0% 4.4% 25.2% 0 0 0 0.00 158.64 N/A N/A 0 0 2 0 2020-10-19 $28.85 $0.00 32.9% 9.4% 24.7% 18.8% 0.0% 2.2% -1.0% 0 0 0 0.00 171.22 N/A N/A 0 0 0 0 2020-10-20 $28.97 $0.00 54.4% 15.6% 24.7% 32.4% 0.0% 4.0% -10.6% 0 0 0 0.00 187.95 N/A N/A 0 0 0 0 2020-10-21 $28.69 $0.00 36.8% 10.6% 19.3% 21.2% 0.0% 1.5% -1.3% 0 0 0 0.00 154.52 N/A N/A 0 0 0 0 2020-10-22 $29.19 $0.00 66.8% 19.1% 19.8% 40.2% 0.0% 8.8% -10.1% 0 0 0 0.00 187.51 N/A N/A 0 0 0 0 2020-10-23 $29.10 $0.00 37.6% 10.8% 19.9% 21.7% 0.0% 2.2% 24.7% 0 0 0 0.00 155.77 N/A N/A 0 0 0 0 2020-10-26 $28.28 $0.00 39.5% 11.3% 21.9% 23.0% 0.0% 4.0% 5.1% 0 0 0 0.00 170.41 N/A N/A 0 0 0 0 2020-10-27 $28.36 $0.00 76.6% 22.0% 21.6% 46.5% 0.0% 7.6% -31.5% 0 0 0 0.00 188.90 N/A N/A 0 0 0 0 2020-10-28 $27.30 $0.00 84.1% 24.1% 25.5% 51.3% 0.0% 0.9% -19.7% 0 0 0 0.00 185.39 N/A N/A 0 0 0 0 2020-10-29 $27.78 $0.00 79.0% 22.7% 25.9% 48.0% 0.0% 3.1% -23.4% 0 0 0 0.00 181.74 N/A N/A 0 0 0 0 2020-10-30 $27.78 $0.00 82.8% 23.7% 25.7% 50.4% 0.0% 14.8% -20.8% 0 0 0 0.00 179.81 N/A N/A 0 0 0 0
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