NANR Options History — December 2020 In December 2020, NANR traded between $32.47 and $34.99. ATM implied volatility averaged 57.1%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 27.5% (HV 20d: 29.7%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days.
Notable Days 2020-12-31 : Largest IV spike — 155.8% change2020-12-07 : Highest IV Rank — 50.8%2020-12-01 : Largest Expected Move — 21.5%Monthly Statistics Metric Avg Min Max Open Close Price $33.70 $32.47 $34.99 $32.60 $33.23 ATM IV 57.1% 27.0% 83.3% 75.1% 71.1% Expected Move 14.9% 7.7% 21.5% 21.5% 20.4% HV 20d 29.7% 26.5% 34.0% 32.9% 26.9% HV 60d 29.5% 27.9% 30.5% 30.2% 28.9% IV Rank 34.1% 15.0% 50.8% 45.5% 43.0% IV Percentile 51.4% 3.2% 82.1% 76.6% 70.6% Term Structure -7.6% -42.6% 64.1% -31.1% -20.6% Skew 25d 6.4% -6.0% 39.2% 2.2% 11.4% Skew 10d 13.0% -3.6% 33.9% 26.6% 19.0% Call IV 25d 48.0% 21.1% 87.6% 87.6% 79.2% Put IV 25d 54.5% 26.8% 90.5% 89.8% 90.5% Bid-Ask Spread % 169.81 147.14 189.90 151.80 187.96 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 (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 2020-12-01 $32.60 $0.00 75.1% 21.5% 32.9% 45.5% 0.0% 2.2% -31.1% 0 0 0 0.00 151.80 N/A N/A 0 0 0 0 2020-12-02 $33.11 $0.00 70.8% 20.3% 33.0% 42.8% 0.0% -0.6% -42.6% 0 0 0 0.00 152.94 N/A N/A 0 0 0 0 2020-12-03 $33.23 $0.00 75.0% 14.8% 32.6% 45.5% 0.0% 10.6% -2.5% 0 0 0 0.00 188.41 N/A N/A 0 0 0 0 2020-12-04 $34.51 $0.00 72.7% 14.8% 33.8% 44.0% 0.0% 11.0% -14.0% 0 0 0 0.00 156.14 N/A N/A 0 0 0 0 2020-12-07 $34.15 $0.00 83.3% 16.5% 34.0% 50.8% 0.0% 12.0% -9.0% 0 0 0 0.00 155.84 N/A N/A 0 0 0 0 2020-12-08 $34.56 $0.00 79.4% 11.2% 29.6% 48.3% 0.0% -3.6% -3.7% 0 0 0 0.00 178.39 N/A N/A 0 0 0 0 2020-12-09 $34.38 $0.00 52.7% 15.1% 29.9% 31.3% 0.0% 4.5% -12.1% 0 0 0 0.00 183.21 N/A N/A 0 0 0 0 2020-12-10 $34.99 $0.00 27.0% 7.7% 29.9% 15.0% 0.0% 9.8% 2.2% 0 0 0 0.00 147.14 N/A N/A 0 0 0 0 2020-12-11 $34.72 $0.00 53.0% 15.2% 28.5% 31.5% 0.0% -6.0% -12.3% 0 0 0 0.00 177.75 N/A N/A 0 0 0 0 2020-12-14 $33.93 $0.00 48.9% 14.0% 29.4% 28.9% 0.0% 14.0% 1.8% 0 0 0 0.00 150.11 N/A N/A 0 0 0 0 2020-12-15 $34.44 $0.00 54.9% 15.7% 27.9% 32.7% 0.0% 39.2% -13.2% 0 0 0 0.00 176.01 N/A N/A 0 0 0 0 2020-12-16 $34.36 $0.00 28.1% 8.0% 28.0% 15.7% 0.0% 4.4% 2.3% 0 0 0 0.00 147.15 N/A N/A 0 0 0 0 2020-12-17 $34.54 $0.00 42.1% 12.1% 27.3% 24.6% 0.0% 2.5% 64.1% 0 0 0 0.00 173.66 N/A N/A 0 0 0 0 2020-12-18 $33.55 $0.00 40.0% 11.5% 29.8% 23.3% 0.0% -5.2% 1.3% 0 0 0 0.00 170.18 N/A N/A 0 0 0 0 2020-12-21 $33.20 $0.00 49.3% 14.1% 30.2% 29.2% 0.0% -1.8% -7.7% 0 0 0 0.00 189.90 N/A N/A 0 0 0 0 2020-12-22 $32.47 $0.00 63.3% 18.1% 29.6% 38.0% 0.0% 6.6% -17.1% 0 0 0 0.00 176.81 N/A N/A 0 0 0 0 2020-12-23 $33.28 $0.00 61.3% 17.6% 28.5% 36.8% 0.0% 4.1% -14.3% 0 0 0 0.00 184.82 N/A N/A 0 0 0 0 2020-12-24 $33.02 $0.00 63.5% 18.2% 28.5% 38.2% 0.0% 4.2% -16.6% 0 0 0 0.00 186.82 N/A N/A 0 0 0 0 2020-12-28 $32.84 $0.00 47.3% 13.6% 28.5% 27.9% 0.0% 0.2% 4.7% 0 0 0 0.00 158.68 N/A N/A 0 0 0 0 2020-12-29 $32.82 $0.00 69.9% 20.0% 26.5% 42.2% 0.0% 19.5% -23.2% 0 0 0 0.00 187.00 N/A N/A 0 0 0 0 2020-12-30 $33.46 $0.00 27.8% 8.0% 27.3% 15.5% 0.0% 2.6% -4.6% 0 0 0 0.00 155.09 N/A N/A 0 0 0 0 2020-12-31 $33.23 $0.00 71.1% 20.4% 26.9% 43.0% 0.0% 11.4% -20.6% 0 0 0 0.00 187.96 N/A N/A 0 0 0 0
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