NANR Options History — November 2020 In November 2020, NANR traded between $28.56 and $33.68. ATM implied volatility averaged 62.0%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 29.7% (HV 20d: 32.3%). Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2020-11-16 : Highest Volume — 4 contracts2020-11-27 : Largest IV spike — 63.6% change2020-11-10 : Highest IV Rank — 57.9%2020-11-03 : Largest Expected Move — 24.9%Monthly Statistics Metric Avg Min Max Open Close Price $31.07 $28.56 $33.68 $28.74 $32.35 ATM IV 62.0% 28.9% 94.5% 84.4% 74.7% Expected Move 16.2% 8.3% 24.9% 24.2% 21.4% HV 20d 32.3% 26.6% 35.7% 27.5% 34.4% HV 60d 27.7% 24.7% 30.2% 25.2% 30.2% IV Rank 37.2% 16.2% 57.9% 51.5% 45.3% IV Percentile 57.6% 5.6% 88.9% 85.3% 76.6% Term Structure -11.0% -25.6% 8.7% -20.2% -12.0% Skew 25d 3.8% -29.6% 30.3% 8.8% 4.7% Skew 10d 13.5% -23.1% 31.9% 10.9% 31.9% Call IV 25d 60.1% 24.6% 99.1% 94.2% 84.5% Put IV 25d 63.9% 25.7% 104.5% 103.1% 89.2% Bid-Ask Spread % 166.51 140.51 188.74 188.74 153.17 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 59 0 463 0 0 Net DEX -2.0K -12.7K 0 0 0 Net VEX -0 -4 0 0 0 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 0.2 0 4 0 0 Total OI 0.8 0 4 0 0
Daily Data (20 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 2020-11-02 $28.74 $0.00 84.4% 24.2% 27.5% 51.5% 0.0% 8.8% -20.2% 0 0 0 0.00 188.74 N/A N/A 0 0 0 0 2020-11-03 $28.76 $0.00 86.9% 24.9% 26.7% 53.0% 0.0% 4.6% -23.9% 0 0 0 0.00 188.65 N/A N/A 0 0 0 0 2020-11-04 $28.56 $0.00 83.4% 23.9% 26.6% 50.8% 0.0% 5.5% -25.6% 0 0 0 0.00 186.66 N/A N/A 0 0 0 0 2020-11-05 $29.31 $0.00 73.8% 15.7% 26.7% 44.7% 0.0% -3.8% -10.6% 0 0 0 0.00 175.62 N/A N/A 0 0 0 0 2020-11-06 $29.12 $0.00 88.4% 16.9% 26.6% 54.0% 0.0% 3.0% -9.3% 0 0 0 0.00 177.17 N/A N/A 0 0 0 0 2020-11-09 $30.71 $0.00 86.7% 15.8% 32.8% 52.9% 0.0% 5.6% -15.1% 0 0 0 0.00 175.01 N/A N/A 0 0 0 0 2020-11-10 $30.86 $0.00 94.5% 17.8% 32.6% 57.9% 0.0% 6.9% -12.0% 0 0 0 0.00 150.75 N/A N/A 0 0 0 0 2020-11-11 $30.72 $0.00 57.7% 16.6% 32.6% 34.5% 0.0% 4.5% -11.6% 0 0 0 0.00 176.25 N/A N/A 0 0 0 0 2020-11-12 $30.05 $0.00 58.9% 16.9% 33.7% 35.3% 0.0% 4.0% -18.1% 0 0 0 0.00 173.18 N/A N/A 0 0 0 0 2020-11-13 $30.87 $0.00 43.8% 12.5% 34.7% 25.6% 0.0% -29.6% 6.6% 0 0 0 0.00 154.06 N/A N/A 0 0 0 0 2020-11-16 $31.88 $0.00 58.7% 16.8% 35.6% 35.1% 0.0% 9.4% -18.4% 0 0 0 0.00 174.11 N/A N/A 4 0 0 0 2020-11-17 $31.89 $0.00 54.1% 15.5% 35.6% 32.2% 0.0% 5.9% -17.2% 414 -9.6K -4 0.00 172.10 N/A N/A 0 0 4 0 2020-11-18 $31.51 $0.00 61.5% 17.6% 35.7% 36.9% 0.0% 5.9% -20.0% 300 -8.2K -3 0.00 163.89 N/A N/A 0 0 4 0 2020-11-19 $31.47 $0.00 42.8% 12.3% 35.5% 25.0% 0.0% 17.6% 8.7% 463 -9.0K -2 0.00 168.96 N/A N/A 0 0 4 0 2020-11-20 $31.64 $0.00 29.2% 8.4% 35.4% 16.4% 0.0% 30.3% -2.0% 0 -12.7K 0 0.00 140.84 N/A N/A 0 0 4 0 2020-11-23 $32.58 $0.00 45.6% 13.1% 34.2% 26.8% 0.0% -8.4% -14.1% 0 0 0 0.00 164.00 N/A N/A 0 0 0 0 2020-11-24 $33.68 $0.00 38.4% 11.0% 35.4% 22.2% 0.0% -3.5% 0.2% 0 0 0 0.00 140.51 N/A N/A 0 0 0 0 2020-11-25 $33.48 $0.00 28.9% 8.3% 31.4% 16.2% 0.0% 6.2% 0.7% 0 0 0 0.00 146.33 N/A N/A 0 0 0 0 2020-11-27 $33.29 $0.00 47.2% 13.5% 31.8% 27.8% 0.0% -1.3% -5.9% 0 0 0 0.00 160.17 N/A N/A 0 0 0 0 2020-11-30 $32.35 $0.00 74.7% 21.4% 34.4% 45.3% 0.0% 4.7% -12.0% 0 0 0 0.00 153.17 N/A N/A 0 0 0 0
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