NANR Options History — October 2021 In October 2021, NANR traded between $40.52 and $44.85. ATM implied volatility averaged 29.0%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 9.9% (HV 20d: 19.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.63.
Notable Days 2021-10-21 : Highest Volume — 5 contracts2021-10-08 : Largest IV spike — 46.0% change2021-10-12 : Highest IV Rank — 23.2%2021-10-06 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $43.20 $40.52 $44.85 $40.52 $43.91 ATM IV 29.0% 21.3% 51.4% 28.5% 22.9% Expected Move 7.2% 6.1% 8.9% 8.2% 6.5% HV 20d 19.1% 13.5% 23.9% 22.6% 17.6% HV 60d 22.7% 21.8% 24.5% 24.2% 21.8% IV Rank 8.2% 2.8% 23.2% 7.2% 4.2% IV Percentile 28.5% 3.6% 76.2% 25.0% 12.3% Term Structure -0.3% -5.9% 13.2% 13.2% -2.6% Skew 25d 1.8% -10.1% 12.7% 12.7% -0.6% Skew 10d 5.7% -12.7% 32.5% 32.5% 0.7% Call IV 25d 23.5% 16.6% 31.5% 24.1% 22.5% Put IV 25d 25.4% 18.3% 36.8% 36.8% 21.8% Bid-Ask Spread % 141.32 127.02 164.36 164.36 145.23 Gamma HHI 0.32 0.27 0.37 0.37 0.27 Net GEX -103 -192 -6 -6 -103 Net DEX -3.8K -8.8K 445 445 -7.4K Net VEX -33 -37 -27 -36 -36 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.00 1.00 0.00 0.67 Total Volume 1.952 0 5 0 5 Total OI 4.286 4 5 4 5
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 2021-10-01 $40.52 $0.00 28.5% 8.2% 22.6% 7.2% 0.0% 12.7% 13.2% -6 445 -36 0.00 164.36 N/A N/A 0 0 2 2 2021-10-04 $41.11 $0.00 32.1% 7.7% 22.9% 9.7% 0.0% -0.1% 6.5% -22 -731 -36 0.00 154.95 N/A N/A 0 0 2 2 2021-10-05 $41.48 $0.00 27.3% 7.7% 22.7% 6.3% 0.0% 7.1% -2.7% -110 -300 -35 0.00 142.02 N/A N/A 0 0 2 2 2021-10-06 $41.02 $0.00 30.8% 8.9% 22.7% 8.8% 0.0% 1.7% -5.9% -113 402 -34 0.00 135.29 N/A N/A 0 0 2 2 2021-10-07 $41.74 $0.00 30.7% 7.6% 23.3% 8.7% 0.0% 8.0% -1.3% -86 -644 -35 0.00 132.85 N/A N/A 0 0 2 2 2021-10-08 $42.59 $0.00 44.8% 8.3% 23.9% 18.6% 0.0% 5.6% -1.5% -94 -1.6K -35 0.00 146.07 N/A N/A 0 0 2 2 2021-10-11 $42.70 $0.00 45.0% 6.2% 23.8% 18.8% 0.0% -0.3% 3.8% -132 -2.3K -33 0.00 128.96 N/A N/A 2 0 2 2 2021-10-12 $42.60 $0.00 51.4% 6.2% 23.5% 23.2% 0.0% 0.8% 0.4% -162 -1.9K -34 0.00 143.66 N/A N/A 0 0 2 2 2021-10-13 $43.10 $0.00 30.7% 8.8% 21.8% 8.7% 0.0% 12.6% 0.2% -63 -2.5K -33 0.00 134.37 N/A N/A 0 0 2 2 2021-10-14 $43.83 $0.00 22.2% 6.4% 20.3% 3.6% 0.0% 3.4% 0.4% -192 -3.5K -31 0.00 144.88 N/A N/A 0 0 2 2 2021-10-15 $44.06 $0.00 22.1% 6.3% 18.8% 3.4% 0.0% 1.7% -0.5% -182 -3.8K -31 0.00 145.62 N/A N/A 0 0 2 2 2021-10-18 $44.00 $0.00 22.1% 6.3% 14.0% 3.5% 0.0% 0.9% -1.0% -150 -3.8K -30 0.00 127.02 N/A N/A 0 0 2 2 2021-10-19 $44.23 $0.00 21.3% 6.1% 14.0% 2.8% 0.0% 2.3% 0.2% -163 -4.4K -27 0.00 129.20 N/A N/A 0 0 2 2 2021-10-20 $44.53 $0.00 21.5% 6.2% 13.5% 2.9% 0.0% 4.4% 0.7% -154 -4.6K -27 1.00 131.99 N/A N/A 2 2 2 2 2021-10-21 $43.85 $0.00 27.1% 7.8% 15.4% 8.0% 0.0% -4.7% -2.3% -113 -3.4K -30 0.67 145.39 N/A N/A 3 2 2 2 2021-10-22 $44.22 $0.00 26.4% 7.6% 15.4% 7.3% 0.0% -10.1% -2.1% -62 -7.4K -37 0.67 141.31 N/A N/A 3 2 3 2 2021-10-25 $44.85 $0.00 27.4% 7.9% 15.1% 8.3% 0.0% -2.7% -2.0% -77 -8.6K -33 0.67 147.25 N/A N/A 3 2 3 2 2021-10-26 $44.78 $0.00 23.1% 6.6% 15.1% 4.4% 0.0% -0.6% -2.5% -51 -8.8K -32 0.67 141.09 N/A N/A 3 2 3 2 2021-10-27 $43.88 $0.00 23.3% 6.7% 17.6% 4.5% 0.0% -4.6% -4.1% -46 -7.6K -35 0.67 142.26 N/A N/A 3 2 3 2 2021-10-28 $44.19 $0.00 28.9% 8.3% 17.4% 9.6% 0.0% 1.2% -3.0% -81 -7.5K -35 0.67 143.84 N/A N/A 3 2 3 2 2021-10-29 $43.91 $0.00 22.9% 6.5% 17.6% 4.2% 0.0% -0.6% -2.6% -103 -7.4K -36 0.67 145.23 N/A N/A 3 2 3 2
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