NANR Options History — August 2022 In August 2022, NANR traded between $47.77 and $55.43. ATM implied volatility averaged 34.3%, placing in the 32.3% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded below realized volatility by 1.9% (HV 20d: 36.2%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.42.
Notable Days 2022-08-31 : Highest Volume — 44 contracts2022-08-31 : Largest IV spike — 62.2% change2022-08-31 : Highest IV Rank — 57.4%2022-08-31 : Largest Expected Move — 13.8%Monthly Statistics Metric Avg Min Max Open Close Price $51.27 $47.77 $55.43 $49.86 $51.42 Max Pain $42.00 $42.00 $42.00 $42.00 $42.00 ATM IV 34.3% 26.0% 48.0% 33.4% 48.0% Expected Move 9.3% 7.5% 13.8% 9.6% 13.8% HV 20d 36.2% 25.1% 46.1% 35.5% 45.3% HV 60d 38.1% 34.3% 41.5% 38.7% 41.5% IV Rank 32.3% 17.2% 57.4% 30.6% 57.4% IV Percentile 60.1% 21.8% 94.8% 66.7% 94.8% Term Structure -3.7% -18.7% 7.7% -10.0% -12.8% VWIV 31.3% 27.7% 35.4% 31.1% 32.7% Skew 25d 2.1% -8.5% 14.0% 2.7% 2.9% Skew 10d 3.4% -7.5% 22.9% 4.7% 0.2% Call IV 25d 32.7% 23.7% 50.0% 27.3% 50.0% Put IV 25d 34.8% 26.7% 52.8% 30.1% 52.8% Bid-Ask Spread % 129.28 115.36 137.61 129.63 115.58 Gamma HHI 0.83 0.62 0.90 0.90 0.83 Net GEX 20.5K 10.3K 30.5K 15.2K 19.1K Net DEX -224.2K -386.9K -112.3K -142.0K -203.2K Net VEX -658 -790 -497 -649 -497 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.00 0.67 0.67 0.29 Total Volume 10.913 0 44 25 44 Total OI 117.957 108 123 109 108
Daily Data (23 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 2022-08-01 $49.86 $0.00 33.4% 9.6% 35.5% 30.6% 0.0% 2.7% -10.0% 15.2K -142.0K -649 0.67 129.63 N/A N/A 15 10 99 10 2022-08-02 $49.42 $0.00 38.8% 11.1% 30.5% 40.6% 0.0% -2.3% -18.7% 14.3K -123.1K -593 0.67 128.88 N/A N/A 15 10 99 10 2022-08-03 $48.24 $0.00 40.4% 11.6% 31.6% 43.4% 0.0% 1.0% -5.5% 12.5K -137.1K -612 0.67 134.04 N/A N/A 15 10 99 10 2022-08-04 $47.77 $42.00 46.1% 9.6% 29.8% 53.9% 31.1% 12.5% -3.6% 10.7K -119.4K -584 0.34 124.84 N/A N/A 29 10 99 10 2022-08-05 $48.46 $42.00 33.0% 8.7% 30.2% 29.9% 29.8% 0.2% 0.8% 12.1K -112.3K -603 0.34 115.36 N/A N/A 29 10 113 10 2022-08-08 $49.17 $42.00 47.6% 9.9% 29.5% 56.5% 27.7% 9.3% -3.3% 14.9K -171.5K -735 0.34 125.39 N/A N/A 29 10 113 10 2022-08-09 $49.47 $42.00 40.6% 7.6% 28.1% 43.8% 0.0% 1.2% -0.9% 18.0K -149.6K -679 0.00 135.20 N/A N/A 0 0 113 10 2022-08-10 $50.34 $42.00 27.0% 7.7% 28.5% 19.1% 0.0% 3.1% 3.6% 22.5K -170.6K -706 0.00 130.18 N/A N/A 0 0 113 10 2022-08-11 $51.05 $42.00 29.0% 8.3% 25.5% 22.6% 0.0% 1.7% -3.7% 21.2K -225.5K -782 0.00 134.75 N/A N/A 0 0 113 10 2022-08-12 $51.85 $42.00 27.3% 7.8% 25.7% 19.5% 0.0% 3.2% -0.0% 22.7K -261.1K -790 0.00 132.54 N/A N/A 0 0 113 10 2022-08-15 $50.98 $42.00 27.0% 7.7% 26.4% 19.0% 0.0% 4.8% 7.7% 21.3K -216.9K -722 0.00 131.32 N/A N/A 0 0 113 10 2022-08-16 $51.25 $42.00 30.7% 8.8% 25.1% 25.7% 0.0% 2.2% -4.2% 22.3K -231.4K -733 0.00 135.92 N/A N/A 0 0 113 10 2022-08-17 $55.43 $42.00 44.8% 12.8% 36.5% 51.4% 0.0% 3.1% 3.8% 10.3K -386.9K -775 0.00 133.25 N/A N/A 0 0 113 10 2022-08-18 $51.86 $42.00 29.0% 8.3% 44.5% 22.6% 0.0% -0.0% -4.9% 25.9K -253.5K -725 0.00 122.46 N/A N/A 0 0 113 10 2022-08-19 $51.35 $42.00 26.0% 7.5% 44.4% 17.2% 0.0% 1.7% 2.1% 24.5K -229.8K -694 0.00 122.20 N/A N/A 0 0 113 10 2022-08-22 $51.18 $42.00 31.4% 9.0% 44.4% 27.0% 0.0% 2.9% -5.2% 22.5K -223.9K -667 0.00 130.84 N/A N/A 0 0 113 10 2022-08-23 $53.11 $42.00 34.4% 9.9% 45.9% 32.6% 0.0% -2.6% -6.1% 26.9K -298.9K -675 0.00 137.61 N/A N/A 0 0 113 10 2022-08-24 $53.51 $42.00 28.1% 8.1% 45.4% 21.1% 0.0% 1.2% -0.3% 28.6K -328.9K -666 0.00 126.01 N/A N/A 0 0 113 10 2022-08-25 $54.36 $42.00 32.3% 9.3% 45.5% 28.6% 35.4% -3.8% -6.9% 30.5K -369.4K -628 0.00 136.79 N/A N/A 15 0 113 10 2022-08-26 $53.39 $42.00 30.3% 8.7% 44.7% 25.0% 0.0% -8.5% -3.6% 25.9K -288.0K -568 0.00 126.47 N/A N/A 0 0 98 10 2022-08-29 $53.79 $42.00 33.7% 9.7% 44.2% 31.2% 0.0% -3.3% -7.5% 25.8K -293.3K -528 0.00 135.16 N/A N/A 0 0 98 10 2022-08-30 $51.94 $42.00 29.6% 8.5% 46.1% 23.8% 0.0% 14.0% -6.9% 24.2K -221.3K -513 0.00 129.04 N/A N/A 0 0 98 10 2022-08-31 $51.42 $42.00 48.0% 13.8% 45.3% 57.4% 32.7% 2.9% -12.8% 19.1K -203.2K -497 0.29 115.58 N/A N/A 34 10 98 10
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