NANR Options History — April 2021

In April 2021, NANR traded between $38.82 and $41.35. ATM implied volatility averaged 31.7%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 11.6% (HV 20d: 20.0%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-04-27: Highest Volume — 4 contracts
  • 2021-04-12: Largest IV spike — 121.0% change
  • 2021-04-13: Highest IV Rank — 39.5%
  • 2021-04-01: Largest Expected Move — 9.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.82$38.82$41.35$39.39$40.36
ATM IV31.7%20.3%65.5%33.4%31.1%
Expected Move7.5%5.8%9.6%9.6%8.9%
HV 20d20.0%17.0%25.2%25.2%18.1%
HV 60d25.1%22.6%27.5%27.5%22.8%
IV Rank18.0%10.8%39.5%19.1%17.6%
IV Percentile16.3%0.4%73.0%18.3%19.0%
Term Structure-1.2%-8.3%3.8%-6.2%-5.2%
Skew 25d3.4%-6.3%13.4%7.8%0.9%
Skew 10d8.6%-2.9%22.6%2.4%5.6%
Call IV 25d24.7%16.0%35.6%27.4%35.6%
Put IV 25d28.1%19.2%36.5%35.1%36.5%
Bid-Ask Spread %152.92142.10166.24155.66157.37
Gamma HHI0.630.531.001.000.59
Net GEX1908157985550
Net DEX-7.2K-17.0K-2.5K-2.5K-15.7K
Net VEX-18-48-10-10-48
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.2860400
Total OI2.4291616

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$39.39$0.0033.4%9.6%25.2%19.1%0.0%7.8%-6.2%85-2.5K-100.00155.66N/AN/A0010
2021-04-05$39.31$0.0041.4%8.0%22.8%24.1%0.0%6.1%-4.0%81-2.5K-100.00160.98N/AN/A0010
2021-04-06$39.47$0.0030.1%6.8%22.8%17.0%0.0%2.0%0.7%85-2.6K-100.00143.29N/AN/A0010
2021-04-07$39.26$0.0042.2%7.7%22.9%24.7%0.0%2.3%-1.2%133-5.9K-150.00163.34N/AN/A0020
2021-04-08$39.23$0.0043.2%8.7%21.9%25.3%0.0%8.8%-1.4%135-5.9K-150.00147.77N/AN/A0020
2021-04-09$39.20$0.0027.1%6.6%21.0%15.1%0.0%4.9%-3.1%142-6.0K-140.00142.10N/AN/A0020
2021-04-12$38.82$0.0059.9%8.2%21.1%35.9%0.0%2.0%-2.1%125-5.7K-160.00154.17N/AN/A0020
2021-04-13$38.94$0.0065.5%8.8%21.2%39.5%0.0%4.2%-2.5%142-5.8K-150.00158.98N/AN/A2020
2021-04-14$39.80$0.0026.3%7.5%22.0%14.5%0.0%-0.1%-8.3%143-6.2K-140.00146.97N/AN/A0020
2021-04-15$40.27$0.0022.3%6.4%22.1%12.1%0.0%0.2%0.5%132-6.4K-130.00150.97N/AN/A0020
2021-04-16$40.24$0.0023.2%6.6%18.7%12.6%0.0%1.2%1.3%128-6.5K-130.00160.18N/AN/A0020
2021-04-19$39.97$0.0026.4%7.6%18.9%14.6%0.0%6.0%3.8%132-6.5K-120.00146.62N/AN/A0020
2021-04-20$39.35$0.0029.6%8.5%19.4%16.7%0.0%2.2%-1.6%136-6.1K-140.00166.24N/AN/A0020
2021-04-21$39.99$0.0020.8%6.0%17.8%11.1%0.0%9.3%3.0%153-6.3K-130.00148.34N/AN/A0020
2021-04-22$39.53$0.0021.0%6.0%18.0%11.2%0.0%0.3%1.5%135-6.1K-140.00149.46N/AN/A0020
2021-04-23$39.78$0.0021.4%6.1%18.0%11.5%0.0%2.5%-0.2%156-6.5K-110.00152.41N/AN/A0020
2021-04-26$40.25$0.0020.3%5.8%17.0%10.8%0.0%-1.2%2.0%151-6.5K-120.00151.71N/AN/A0020
2021-04-27$40.56$0.0022.8%6.5%17.1%12.3%0.0%5.0%0.5%150-6.7K-110.00146.94N/AN/A4020
2021-04-28$41.35$0.0029.5%8.5%17.4%16.6%0.0%-6.3%-5.1%579-16.8K-480.00157.44N/AN/A0060
2021-04-29$41.19$0.0027.5%7.9%17.5%15.3%0.0%13.4%2.6%525-17.0K-470.00150.34N/AN/A0060
2021-04-30$40.36$0.0031.1%8.9%18.1%17.6%0.0%0.9%-5.2%550-15.7K-480.00157.37N/AN/A0060