NANR Options History — January 2021 In January 2021, NANR traded between $33.11 and $36.90. ATM implied volatility averaged 63.5%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 33.9% (HV 20d: 29.6%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 3 of 19 days.
Notable Days 2021-01-11 : Largest IV spike — 173.5% change2021-01-12 : Highest IV Rank — 80.0%2021-01-29 : Largest Expected Move — 27.6%Monthly Statistics Metric Avg Min Max Open Close Price $35.30 $33.11 $36.90 $33.99 $33.11 ATM IV 63.5% 30.2% 129.4% 65.9% 96.4% Expected Move 14.2% 7.9% 27.6% 11.9% 27.6% HV 20d 29.6% 27.0% 33.5% 28.0% 33.5% HV 60d 30.5% 29.2% 31.7% 29.2% 31.2% IV Rank 38.2% 17.1% 80.0% 39.7% 59.1% IV Percentile 52.7% 6.3% 97.2% 66.7% 88.9% Term Structure -5.4% -25.8% 24.4% 2.0% -25.8% Skew 25d 9.5% -2.6% 33.7% 18.2% -2.6% Skew 10d 18.6% -22.6% 50.6% 9.5% -3.0% Call IV 25d 47.0% 20.4% 112.2% 21.7% 112.2% Put IV 25d 56.5% 25.7% 109.5% 39.9% 109.5% Bid-Ask Spread % 171.70 142.25 196.62 149.95 191.99 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 (19 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 2021-01-04 $33.99 $0.00 65.9% 11.9% 28.0% 39.7% 0.0% 18.2% 2.0% 0 0 0 0.00 149.95 N/A N/A 0 0 0 0 2021-01-05 $35.08 $0.00 83.4% 14.2% 27.0% 50.8% 0.0% 21.6% -6.8% 0 0 0 0.00 190.26 N/A N/A 0 0 0 0 2021-01-06 $35.91 $0.00 43.3% 7.9% 27.8% 25.3% 0.0% 7.8% -6.7% 0 0 0 0.00 156.99 N/A N/A 0 0 0 0 2021-01-07 $36.47 $0.00 87.6% 14.1% 28.0% 53.5% 0.0% 11.9% -5.1% 0 0 0 0.00 184.91 N/A N/A 0 0 0 0 2021-01-08 $36.05 $0.00 42.7% 9.1% 28.3% 25.0% 0.0% 0.6% -1.2% 0 0 0 0.00 142.25 N/A N/A 0 0 0 0 2021-01-11 $35.83 $0.00 116.7% 16.1% 27.9% 71.9% 0.0% 9.7% -10.0% 0 0 0 0.00 155.67 N/A N/A 0 0 0 0 2021-01-12 $36.60 $0.00 129.4% 13.9% 28.5% 80.0% 0.0% 7.0% -10.6% 0 0 0 0.00 156.87 N/A N/A 0 0 0 0 2021-01-13 $36.17 $0.00 30.5% 8.8% 27.4% 17.3% 0.0% -0.5% 1.3% 0 0 0 0.00 147.73 N/A N/A 0 0 0 0 2021-01-14 $36.90 $0.00 49.4% 14.2% 27.8% 29.2% 0.0% 7.9% -3.7% 0 0 0 0.00 178.52 N/A N/A 0 0 0 0 2021-01-15 $35.50 $0.00 37.2% 10.7% 31.5% 21.5% 0.0% -0.6% -8.8% 0 0 0 0.00 153.62 N/A N/A 0 0 0 0 2021-01-19 $36.03 $0.00 53.3% 15.3% 31.9% 31.7% 0.0% 7.0% -7.4% 0 0 0 0.00 186.03 N/A N/A 0 0 0 0 2021-01-20 $36.30 $0.00 53.3% 15.3% 29.7% 31.7% 0.0% 7.0% -7.7% 0 0 0 0.00 186.93 N/A N/A 0 0 0 0 2021-01-21 $35.45 $0.00 54.4% 15.6% 30.9% 32.4% 0.0% 2.1% -9.5% 0 0 0 0.00 183.67 N/A N/A 0 0 0 0 2021-01-22 $35.26 $0.00 30.2% 8.7% 29.6% 17.1% 0.0% 33.3% 24.4% 0 0 0 0.00 156.99 N/A N/A 0 0 0 0 2021-01-25 $34.80 $0.00 59.2% 17.0% 29.1% 35.4% 0.0% 15.2% -3.8% 0 0 0 0.00 177.56 N/A N/A 0 0 0 0 2021-01-26 $34.26 $0.00 63.2% 18.1% 29.6% 38.0% 0.0% 3.4% -12.7% 0 0 0 0.00 187.43 N/A N/A 0 0 0 0 2021-01-27 $33.14 $0.00 47.6% 13.7% 32.1% 28.1% 0.0% -2.5% -10.8% 0 0 0 0.00 178.28 N/A N/A 0 0 0 0 2021-01-28 $33.90 $0.00 62.4% 17.9% 33.0% 37.5% 0.0% 33.7% -0.1% 0 0 0 0.00 196.62 N/A N/A 0 0 0 0 2021-01-29 $33.11 $0.00 96.4% 27.6% 33.5% 59.1% 0.0% -2.6% -25.8% 0 0 0 0.00 191.99 N/A N/A 0 0 0 0
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