NANR Options History — May 2022

In May 2022, NANR traded between $53.22 and $59.58. ATM implied volatility averaged 34.6%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 5.3% (HV 20d: 39.9%). Max pain ranged from $56.00 to $60.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 7.69.

Notable Days

  • 2022-05-19: Highest Volume — 119 contracts
  • 2022-05-11: Largest IV drop — 32.5% change
  • 2022-05-09: Highest IV Rank — 84.4%
  • 2022-05-09: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.80$53.22$59.58$55.74$59.40
Max Pain$56.57$56.00$60.00$60.00$56.00
ATM IV34.6%25.1%57.2%34.8%41.2%
Expected Move9.4%7.2%12.3%10.0%11.8%
HV 20d39.9%30.4%45.4%30.4%40.5%
HV 60d32.3%27.8%34.3%27.8%33.3%
IV Rank37.5%17.7%84.4%37.8%51.1%
IV Percentile67.9%24.6%98.8%81.7%90.1%
Term Structure-2.7%-10.1%4.8%-7.3%-10.1%
VWIV35.5%23.8%46.0%39.3%44.2%
Skew 25d6.0%-9.5%20.2%-4.0%14.6%
Skew 10d5.1%-6.8%15.9%0.5%3.0%
Call IV 25d36.0%27.6%50.5%42.8%28.5%
Put IV 25d42.0%34.6%54.3%38.8%43.0%
Bid-Ask Spread %111.20100.80128.94103.82119.05
Gamma HHI0.630.530.770.620.68
Net GEX-33.2K-63.5K-20.5K-30.4K-37.1K
Net DEX175.4K-142.1K518.4K305.1K-102.5K
Net VEX-2.2K-2.6K-1.5K-2.6K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.696.388.587.858.58
Total Volume115.81115119115115
Total OI311.81295321318295

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$55.74$60.0034.8%10.0%30.4%37.8%39.3%-4.0%-7.3%-30.4K305.1K-2.6K7.85103.82N/AN/A13102104214
2022-05-03$56.94$60.0036.1%10.4%31.6%40.6%35.4%-0.4%-5.1%-29.4K173.6K-2.6K7.85107.06N/AN/A13102104214
2022-05-04$58.79$60.0037.0%10.6%33.3%42.4%32.9%16.7%-7.2%-27.2K43.4K-2.6K7.85128.94N/AN/A13102104214
2022-05-05$57.49$56.0041.7%11.0%34.3%52.2%31.0%-9.5%-3.9%-22.1K120.7K-2.6K7.85107.24N/AN/A13102104214
2022-05-06$57.93$56.0046.8%11.1%33.8%62.8%37.1%2.9%-9.0%-24.9K130.2K-2.6K7.85106.39N/AN/A13102104214
2022-05-09$53.85$56.0057.2%12.3%41.3%84.4%37.5%-1.8%-2.7%-20.5K345.1K-2.5K7.85115.59N/AN/A13102104214
2022-05-10$53.84$56.0044.6%10.1%40.9%58.2%31.1%20.2%-1.7%-26.1K439.2K-2.4K7.29107.34N/AN/A14102104214
2022-05-11$54.54$56.0030.1%8.6%41.0%28.1%34.4%1.2%1.6%-34.9K351.8K-2.4K7.29105.46N/AN/A14102104214
2022-05-12$53.22$56.0028.9%8.3%40.8%25.7%23.8%5.3%-2.1%-26.5K518.4K-2.3K7.29103.97N/AN/A14102104214
2022-05-13$55.12$56.0029.0%8.3%43.1%25.8%25.4%2.2%1.7%-38.8K378.8K-2.4K7.29100.80N/AN/A14102104214
2022-05-16$56.37$56.0030.6%8.8%44.0%29.2%33.3%7.1%-0.2%-30.1K226.8K-2.3K7.29110.07N/AN/A14102104214
2022-05-17$57.39$56.0028.7%8.2%44.6%25.1%41.3%2.5%1.9%-23.8K150.7K-2.3K7.29119.47N/AN/A14102104214
2022-05-18$55.62$56.0029.4%8.4%45.4%26.7%29.5%14.3%0.4%-25.9K269.3K-2.3K6.38112.12N/AN/A16102104214
2022-05-19$56.64$56.0032.6%9.3%43.9%33.3%35.3%3.2%-4.9%-36.7K196.8K-2.2K6.44109.69N/AN/A16103106214
2022-05-20$56.40$56.0025.8%7.4%42.7%19.1%28.2%0.5%4.8%-38.9K262.0K-2.2K6.44106.34N/AN/A16103106215
2022-05-23$58.05$56.0026.8%7.7%42.2%21.2%33.9%5.0%4.8%-63.5K9.6K-1.9K8.58104.28N/AN/A1210383213
2022-05-24$58.18$56.0025.1%7.2%41.8%17.7%36.6%7.8%-1.2%-46.7K13.8K-1.9K8.58107.22N/AN/A1210383213
2022-05-25$58.68$56.0033.0%9.5%41.4%34.1%44.1%12.5%-2.2%-35.0K22.2K-1.9K8.58118.06N/AN/A1210383213
2022-05-26$58.99$56.0035.7%10.2%41.0%39.7%44.4%11.6%-8.4%-37.9K-28.6K-1.8K8.58121.75N/AN/A1210382213
2022-05-27$59.58$56.0031.7%9.1%40.5%31.5%46.0%13.5%-5.1%-41.1K-142.1K-1.5K8.58120.41N/AN/A1210382213
2022-05-31$59.40$56.0041.2%11.8%40.5%51.1%44.2%14.6%-10.1%-37.1K-102.5K-1.5K8.58119.05N/AN/A1210382213