NANR Options History — May 2021

In May 2021, NANR traded between $41.58 and $44.75. ATM implied volatility averaged 30.2%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 5.6% (HV 20d: 24.6%). Max pain ranged from $44.00 to $44.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.00.

Notable Days

2021-05-10: Highest Volume — 2 contracts
2021-05-11: Largest IV spike — 77.2% change
2021-05-11: Highest IV Rank — 29.9%
2021-05-11: Largest Expected Move — 10.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$43.23	$41.58	$44.75	$41.64	$43.49
Max Pain	$44.00	$44.00	$44.00	$44.00	$44.00
ATM IV	30.2%	20.5%	50.5%	30.6%	22.3%
Expected Move	8.2%	5.9%	10.1%	8.8%	6.4%
HV 20d	24.6%	20.9%	28.0%	20.9%	25.8%
HV 60d	23.5%	23.0%	24.7%	23.6%	23.0%
IV Rank	17.1%	10.9%	29.9%	17.3%	12.0%
IV Percentile	18.1%	0.8%	56.7%	18.3%	3.2%
Term Structure	-1.3%	-21.2%	6.6%	-4.9%	3.1%
VWIV	29.1%	29.1%	29.1%	29.1%	29.1%
Skew 25d	1.4%	-4.0%	8.0%	3.1%	2.0%
Skew 10d	6.0%	-4.7%	16.5%	11.1%	3.5%
Call IV 25d	29.1%	15.9%	34.5%	34.5%	18.3%
Put IV 25d	30.5%	19.7%	40.6%	37.6%	20.3%
Bid-Ask Spread %	131.00	120.85	154.22	154.22	130.05
Gamma HHI	0.64	0.42	0.78	0.72	0.45
Net GEX	407	243	592	560	334
Net DEX	-13.9K	-18.0K	-10.1K	-13.4K	-11.6K
Net VEX	-54	-76	-32	-45	-68
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	1.00	1.00	1.00	1.00
Total Volume	0.25	0	2	0	0
Total OI	7	5	9	5	9

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
2021-05-03	$41.64	$0.00	30.6%	8.8%	20.9%	17.3%	0.0%	3.1%	-4.9%	560	-13.4K	-45	0.00	154.22	N/A	N/A	0	0	5	0
2021-05-04	$41.58	$0.00	22.1%	6.3%	21.0%	11.9%	0.0%	2.0%	1.7%	505	-13.3K	-45	0.00	153.79	N/A	N/A	0	0	5	0
2021-05-05	$42.52	$0.00	33.1%	9.5%	21.9%	18.9%	0.0%	6.4%	-6.2%	518	-14.7K	-43	0.00	154.09	N/A	N/A	0	0	5	0
2021-05-06	$43.05	$0.00	32.5%	7.5%	22.0%	18.5%	0.0%	-1.2%	-4.7%	529	-15.9K	-40	0.00	131.21	N/A	N/A	0	0	5	0
2021-05-07	$44.08	$0.00	32.9%	6.8%	22.9%	18.8%	0.0%	8.0%	-2.7%	592	-17.7K	-32	0.00	123.72	N/A	N/A	0	0	5	0
2021-05-10	$44.06	$0.00	28.5%	8.3%	22.3%	16.0%	29.1%	2.4%	-2.8%	468	-17.1K	-37	1.00	122.49	N/A	N/A	1	1	5	0
2021-05-11	$43.57	$44.00	50.5%	10.1%	23.1%	29.9%	0.0%	-4.0%	-21.2%	373	-14.9K	-54	0.00	128.91	N/A	N/A	0	0	6	1
2021-05-12	$42.97	$44.00	35.1%	10.1%	23.2%	20.2%	0.0%	1.1%	-4.9%	364	-14.4K	-54	0.00	121.23	N/A	N/A	0	0	6	1
2021-05-13	$42.74	$44.00	31.8%	9.1%	23.3%	18.1%	0.0%	2.9%	-0.6%	397	-13.5K	-54	0.00	125.57	N/A	N/A	0	0	6	1
2021-05-14	$43.61	$44.00	25.3%	7.2%	24.0%	13.9%	0.0%	1.1%	1.3%	445	-15.2K	-51	0.00	125.29	N/A	N/A	0	0	6	1
2021-05-17	$44.75	$44.00	28.5%	8.2%	24.8%	16.0%	0.0%	0.5%	5.1%	406	-18.0K	-46	0.00	120.85	N/A	N/A	0	0	6	1
2021-05-18	$44.47	$44.00	30.6%	8.8%	24.0%	17.3%	0.0%	0.5%	-2.4%	368	-17.4K	-49	0.00	122.94	N/A	N/A	0	0	6	1
2021-05-19	$42.87	$44.00	34.2%	9.8%	28.0%	19.6%	0.0%	4.7%	0.6%	367	-13.8K	-52	0.00	124.97	N/A	N/A	0	0	6	1
2021-05-20	$43.17	$44.00	31.9%	9.2%	27.5%	18.1%	0.0%	-3.3%	0.1%	452	-14.4K	-49	0.00	129.93	N/A	N/A	0	2	6	1
2021-05-21	$43.14	$44.00	34.1%	9.8%	27.5%	19.5%	0.0%	3.5%	-3.1%	243	-10.8K	-76	0.00	127.66	N/A	N/A	0	1	6	3
2021-05-24	$43.39	$44.00	23.8%	6.8%	27.4%	13.0%	0.0%	0.1%	5.7%	268	-10.8K	-73	0.00	127.23	N/A	N/A	0	0	6	3
2021-05-25	$42.89	$44.00	30.8%	8.8%	27.9%	17.4%	0.0%	0.2%	1.6%	314	-10.1K	-72	0.00	133.83	N/A	N/A	0	0	6	3
2021-05-26	$43.23	$44.00	25.3%	7.2%	27.3%	13.9%	0.0%	-1.9%	6.6%	362	-11.2K	-69	0.00	133.31	N/A	N/A	0	0	6	3
2021-05-27	$43.33	$44.00	20.5%	5.9%	27.2%	10.9%	0.0%	0.5%	1.3%	280	-10.9K	-71	0.00	128.65	N/A	N/A	0	0	6	3
2021-05-28	$43.49	$44.00	22.3%	6.4%	25.8%	12.0%	0.0%	2.0%	3.1%	334	-11.6K	-68	0.00	130.05	N/A	N/A	0	0	6	3