NANR Options History — April 2022

In April 2022, NANR traded between $54.65 and $61.54. ATM implied volatility averaged 29.6%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 2.5% (HV 20d: 27.1%). Max pain ranged from $60.00 to $62.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 3.76.

Notable Days

  • 2022-04-05: Highest Volume — 156 contracts
  • 2022-04-05: Largest IV spike — 55.4% change
  • 2022-04-11: Highest IV Rank — 54.2%
  • 2022-04-25: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.51$54.65$61.54$58.92$55.91
Max Pain$61.50$60.00$62.00$62.00$60.00
ATM IV29.6%16.6%43.9%21.3%34.6%
Expected Move7.3%4.8%10.0%5.0%9.9%
HV 20d27.1%21.4%30.6%28.5%30.6%
HV 60d26.2%24.7%27.9%25.4%27.9%
IV Rank25.4%0.0%54.2%6.4%37.4%
IV Percentile48.9%0.0%93.3%4.8%81.7%
Term Structure-0.5%-9.2%6.6%-5.7%3.8%
VWIV24.5%18.7%36.4%21.3%30.0%
Skew 25d7.1%1.4%16.0%9.3%5.8%
Skew 10d10.9%-4.0%23.1%12.5%14.7%
Call IV 25d28.4%21.6%41.3%22.6%39.6%
Put IV 25d35.5%23.3%46.5%31.9%45.4%
Bid-Ask Spread %113.3681.39140.3781.39118.76
Gamma HHI0.510.340.610.390.60
Net GEX-20.4K-31.4K-2.6K-8.2K-30.0K
Net DEX15.3K-265.0K367.5K-195.2K204.2K
Net VEX-2.6K-3.2K-1.9K-2.0K-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.761.668.501.667.85
Total Volume131.90156141115
Total OI302.5230320230318

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$58.92$62.0021.3%5.0%28.5%6.4%21.3%9.3%-5.7%-8.2K-195.2K-2.0K1.6681.39N/AN/A5388107123
2022-04-04$58.79$62.0027.0%6.5%28.4%18.6%20.7%3.8%2.3%-2.6K-191.5K-2.1K1.66105.09N/AN/A5388107123
2022-04-05$57.88$62.0042.0%7.6%29.1%50.3%19.9%12.1%-2.0%-5.3K-128.5K-2.3K1.94125.44N/AN/A53103107123
2022-04-06$57.73$62.0040.3%6.6%28.7%46.7%21.1%12.6%3.6%-20.0K108.2K-3.2K1.94116.33N/AN/A53103107213
2022-04-07$58.71$62.0028.2%6.7%28.0%21.1%23.6%10.4%-0.6%-17.4K63.9K-3.0K1.94104.88N/AN/A53103105213
2022-04-08$60.05$62.0032.1%6.3%28.9%29.4%22.0%1.4%0.5%-22.1K-132.7K-2.6K1.94135.45N/AN/A53103105213
2022-04-11$58.84$62.0043.9%8.6%26.4%54.2%22.4%6.8%-6.4%-25.1K16.9K-2.9K1.94114.06N/AN/A53103105213
2022-04-12$59.59$62.0040.5%8.1%26.1%47.8%21.2%16.0%-3.6%-14.1K-55.7K-2.9K1.98105.39N/AN/A52103105213
2022-04-13$60.57$62.0027.6%7.9%26.3%20.2%22.1%3.6%-8.6%-27.4K-124.1K-2.5K1.98127.59N/AN/A52103104213
2022-04-14$61.00$62.0028.5%8.2%23.7%22.0%19.6%12.0%-9.2%-16.7K-161.5K-2.6K1.98104.70N/AN/A52103104213
2022-04-18$61.54$62.0020.1%5.8%23.7%4.0%24.2%12.7%3.6%-12.5K-130.7K-2.5K3.29109.80N/AN/A3110297212
2022-04-19$60.79$62.0020.6%5.9%21.6%5.2%21.2%8.1%6.6%-15.9K-106.2K-2.5K3.19101.18N/AN/A3210297212
2022-04-20$61.37$62.0016.6%4.8%21.4%0.0%22.4%3.2%5.6%-26.9K-265.0K-1.9K3.29107.88N/AN/A3110298212
2022-04-21$58.85$62.0020.7%5.9%25.7%8.6%18.7%2.1%5.8%-17.9K-6.7K-2.7K3.29116.99N/AN/A3110298212
2022-04-22$57.15$62.0028.3%8.1%27.7%24.3%29.1%7.0%-3.8%-28.5K168.8K-2.8K6.12111.30N/AN/A1710498212
2022-04-25$55.30$60.0034.8%10.0%29.1%37.9%36.4%2.3%-5.5%-30.5K367.5K-2.7K8.50111.62N/AN/A12102103214
2022-04-26$54.65$60.0025.1%7.2%28.5%17.7%34.9%4.1%3.5%-26.8K332.3K-2.8K8.50112.71N/AN/A12102103214
2022-04-27$55.73$60.0031.4%9.0%29.5%30.7%0.0%1.8%0.4%-29.6K315.3K-2.7K0.00140.37N/AN/A00103214
2022-04-28$56.82$60.0028.7%8.2%30.2%25.1%34.4%6.6%0.2%-31.4K225.7K-2.7K8.50116.36N/AN/A12102103214
2022-04-29$55.91$60.0034.6%9.9%30.6%37.4%30.0%5.8%3.8%-30.0K204.2K-2.8K7.85118.76N/AN/A13102104214