NANR Options History — February 2021 In February 2021, NANR traded between $33.80 and $39.12. ATM implied volatility averaged 44.2%, placing in the 25.9% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 14.3% (HV 20d: 29.9%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 8 of 19 days.
Notable Days 2021-02-18 : Largest IV spike — 384.7% change2021-02-18 : Highest IV Rank — 77.5%2021-02-18 : Largest Expected Move — 36.0%Monthly Statistics Metric Avg Min Max Open Close Price $36.35 $33.80 $39.12 $33.81 $37.06 ATM IV 44.2% 25.9% 125.4% 73.7% 29.0% Expected Move 12.1% 7.0% 36.0% 21.1% 8.3% HV 20d 29.9% 26.5% 34.2% 34.2% 28.2% HV 60d 29.5% 28.3% 31.4% 31.4% 29.0% IV Rank 25.9% 14.3% 77.5% 44.6% 16.3% IV Percentile 24.4% 0.4% 96.0% 71.8% 4.0% Term Structure -7.5% -40.7% 9.4% -40.7% -0.4% Skew 25d 6.4% -5.5% 25.5% 4.8% 14.7% Skew 10d 11.3% -16.1% 60.6% 3.4% 23.2% Call IV 25d 40.5% 21.3% 102.5% 81.9% 26.8% Put IV 25d 46.9% 27.8% 111.3% 86.6% 41.5% Bid-Ask Spread % 146.71 127.62 183.00 183.00 135.60 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 2021-02-01 $33.81 $0.00 73.7% 21.1% 34.2% 44.6% 0.0% 4.8% -40.7% 0 0 0 0.00 183.00 N/A N/A 0 0 0 0 2021-02-02 $33.80 $0.00 71.3% 20.4% 33.2% 43.1% 0.0% 25.5% -40.4% 0 0 0 0.00 179.05 N/A N/A 0 0 0 0 2021-02-03 $34.52 $0.00 41.6% 11.9% 32.1% 24.3% 0.0% 10.4% -7.6% 0 0 0 0.00 158.91 N/A N/A 0 0 0 0 2021-02-04 $34.62 $0.00 54.1% 11.5% 30.9% 32.2% 0.0% 17.2% -18.4% 0 0 0 0.00 146.25 N/A N/A 0 0 0 0 2021-02-05 $35.36 $0.00 27.6% 7.0% 31.3% 15.4% 0.0% 6.5% 9.4% 0 0 0 0.00 132.53 N/A N/A 0 0 0 0 2021-02-08 $36.26 $0.00 42.9% 9.0% 32.5% 25.1% 0.0% 4.2% 1.6% 0 0 0 0.00 142.99 N/A N/A 0 0 0 0 2021-02-09 $36.11 $0.00 43.5% 9.1% 32.4% 25.5% 0.0% 3.9% 1.3% 0 0 0 0.00 143.59 N/A N/A 0 0 0 0 2021-02-10 $36.17 $0.00 29.8% 8.5% 31.5% 16.8% 0.0% 3.2% 3.6% 0 0 0 0.00 136.98 N/A N/A 0 0 0 0 2021-02-11 $35.90 $0.00 32.0% 9.2% 31.3% 18.2% 0.0% 3.2% 1.2% 0 0 0 0.00 139.46 N/A N/A 0 0 0 0 2021-02-12 $36.20 $0.00 32.5% 9.3% 30.6% 18.5% 0.0% 3.5% 0.5% 0 0 0 0.00 141.66 N/A N/A 0 0 0 0 2021-02-16 $36.91 $0.00 33.8% 9.7% 27.9% 19.3% 0.0% 3.2% -1.2% 0 0 0 0.00 142.96 N/A N/A 0 0 0 0 2021-02-17 $36.80 $0.00 25.9% 7.4% 27.5% 14.3% 0.0% 14.1% 6.9% 0 0 0 0.00 132.65 N/A N/A 0 0 0 0 2021-02-18 $36.39 $0.00 125.4% 36.0% 27.8% 77.5% 0.0% 8.8% -35.2% 0 0 0 0.00 182.32 N/A N/A 0 0 0 0 2021-02-19 $36.99 $0.00 33.1% 9.5% 26.8% 18.9% 0.0% 3.1% -4.1% 0 0 0 0.00 143.30 N/A N/A 0 0 0 0 2021-02-22 $38.20 $0.00 35.4% 10.2% 28.7% 20.4% 0.0% -2.4% -9.5% 0 0 0 0.00 133.67 N/A N/A 0 0 0 0 2021-02-23 $38.33 $0.00 34.6% 9.9% 28.0% 19.8% 0.0% 3.3% -4.5% 0 0 0 0.00 137.96 N/A N/A 0 0 0 0 2021-02-24 $39.12 $0.00 29.8% 8.6% 27.4% 16.8% 0.0% -5.5% 5.0% 0 0 0 0.00 127.62 N/A N/A 0 0 0 0 2021-02-25 $38.03 $0.00 44.4% 12.7% 26.5% 26.1% 0.0% 0.4% -10.0% 0 0 0 0.00 146.99 N/A N/A 0 0 0 0 2021-02-26 $37.06 $0.00 29.0% 8.3% 28.2% 16.3% 0.0% 14.7% -0.4% 0 0 0 0.00 135.60 N/A N/A 0 0 0 0
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