NANR Options History — July 2021 In July 2021, NANR traded between $37.88 and $42.03. ATM implied volatility averaged 35.6%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 11.6% (HV 20d: 24.0%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2021-07-19 : Largest IV spike — 69.0% change2021-07-13 : Highest IV Rank — 32.6%2021-07-19 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $40.22 $37.88 $42.03 $42.03 $40.33 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 35.6% 24.6% 64.7% 24.6% 32.1% Expected Move 8.7% 6.6% 14.8% 7.1% 9.2% HV 20d 24.0% 21.6% 26.1% 22.1% 25.9% HV 60d 23.6% 22.4% 24.8% 22.4% 23.6% IV Rank 13.4% 5.3% 32.6% 13.5% 9.7% IV Percentile 37.8% 11.5% 79.8% 11.5% 36.1% Term Structure -3.3% -12.0% 3.0% -2.7% -3.9% Skew 25d 1.5% -17.9% 15.4% 10.5% 1.0% Skew 10d 4.6% -13.1% 24.0% -13.1% 4.2% Call IV 25d 30.6% 17.5% 58.2% 22.4% 35.7% Put IV 25d 32.1% 20.8% 53.6% 33.0% 36.7% Bid-Ask Spread % 155.05 144.99 168.25 156.32 155.62 Gamma HHI 0.42 0.30 0.56 0.50 0.33 Net GEX 1.3K 560 2.2K 1.6K 896 Net DEX -19.4K -33.7K -8.5K -33.7K -14.3K Net VEX -93 -108 -83 -108 -86 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 13.095 11 15 15 11
Daily Data (21 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 2021-07-01 $42.03 $40.00 24.6% 7.1% 22.1% 13.5% 0.0% 10.5% -2.7% 1.6K -33.7K -108 0.00 156.32 N/A N/A 0 0 13 2 2021-07-02 $42.03 $40.00 33.5% 9.6% 21.6% 19.1% 0.0% -16.5% -7.3% 1.7K -33.2K -106 0.00 158.35 N/A N/A 0 0 13 2 2021-07-06 $41.35 $0.00 33.9% 8.4% 22.2% 19.4% 0.0% 8.8% -4.6% 1.8K -31.5K -105 0.00 144.99 N/A N/A 0 0 13 2 2021-07-07 $41.07 $0.00 46.7% 8.7% 22.1% 20.0% 0.0% 15.4% -3.0% 2.2K -27.7K -106 0.00 160.82 N/A N/A 0 0 13 2 2021-07-08 $40.39 $0.00 45.7% 6.6% 22.6% 19.3% 0.0% -1.1% 1.9% 1.9K -23.0K -105 0.00 168.25 N/A N/A 0 0 13 2 2021-07-09 $41.33 $0.00 44.4% 7.9% 24.5% 18.3% 0.0% 5.6% -2.3% 1.8K -29.3K -104 0.00 158.64 N/A N/A 0 0 13 2 2021-07-12 $41.24 $0.00 40.6% 7.4% 24.5% 15.7% 0.0% 4.4% -0.4% 1.9K -29.3K -101 0.00 148.53 N/A N/A 0 0 13 2 2021-07-13 $41.09 $0.00 64.7% 8.1% 24.4% 32.6% 0.0% 2.1% -2.2% 1.8K -28.0K -100 0.00 165.88 N/A N/A 0 0 13 2 2021-07-14 $40.50 $0.00 29.0% 8.3% 24.7% 7.6% 0.0% 1.1% -2.1% 1.8K -24.4K -98 0.00 164.44 N/A N/A 0 0 13 2 2021-07-15 $40.28 $0.00 34.2% 9.8% 24.6% 11.2% 0.0% -6.8% 1.6% 1.8K -22.9K -96 0.00 150.37 N/A N/A 0 0 13 2 2021-07-16 $39.07 $0.00 30.5% 8.7% 22.7% 8.6% 0.0% 4.0% -5.6% 813 -12.5K -91 0.00 151.25 N/A N/A 0 0 13 2 2021-07-19 $37.88 $0.00 51.5% 14.8% 24.2% 23.3% 0.0% -4.5% -7.0% 560 -8.5K -83 0.00 159.76 N/A N/A 0 0 9 2 2021-07-20 $38.45 $0.00 28.9% 8.3% 22.6% 7.5% 0.0% 3.3% 3.0% 702 -8.7K -83 0.00 152.14 N/A N/A 0 0 9 2 2021-07-21 $39.46 $0.00 30.2% 8.7% 24.7% 8.4% 0.0% 0.5% -12.0% 1.0K -10.1K -84 0.00 147.19 N/A N/A 0 0 9 2 2021-07-22 $39.27 $0.00 32.3% 9.3% 24.6% 9.9% 0.0% 3.0% -5.1% 860 -10.1K -85 0.00 148.34 N/A N/A 0 0 9 2 2021-07-23 $39.08 $0.00 32.4% 9.3% 24.5% 9.9% 0.0% 2.0% -4.7% 845 -9.8K -83 0.00 154.90 N/A N/A 0 0 9 2 2021-07-26 $39.72 $0.00 25.8% 7.4% 25.5% 5.3% 0.0% 8.1% -0.0% 1.1K -11.4K -84 0.00 156.75 N/A N/A 0 0 9 2 2021-07-27 $39.41 $0.00 32.0% 9.2% 24.7% 9.6% 0.0% 4.0% 1.0% 808 -11.8K -85 0.00 148.22 N/A N/A 0 0 9 2 2021-07-28 $39.89 $0.00 25.9% 7.4% 25.2% 5.4% 0.0% 4.6% -2.6% 935 -12.4K -84 0.00 155.74 N/A N/A 0 0 9 2 2021-07-29 $40.69 $0.00 28.2% 8.1% 26.1% 7.0% 0.0% -17.9% -11.4% 954 -15.4K -84 0.00 149.64 N/A N/A 0 0 9 2 2021-07-30 $40.33 $0.00 32.1% 9.2% 25.9% 9.7% 0.0% 1.0% -3.9% 896 -14.3K -86 0.00 155.62 N/A N/A 0 0 9 2
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