NANR Options History — November 2022

In November 2022, NANR traded between $53.62 and $58.23. ATM implied volatility averaged 33.8%, placing in the 28.5% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 1.1% (HV 20d: 32.7%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2022-11-01: Highest Volume — 8 contracts
2022-11-23: Largest IV spike — 23.3% change
2022-11-07: Highest IV Rank — 52.4%
2022-11-01: Largest Expected Move — 13.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$56.43	$53.62	$58.23	$55.21	$57.81
Max Pain	$50.00	$50.00	$50.00	$50.00	$50.00
ATM IV	33.8%	27.7%	48.3%	45.3%	31.2%
Expected Move	9.2%	7.6%	13.0%	13.0%	8.9%
HV 20d	32.7%	26.9%	36.7%	26.9%	36.7%
HV 60d	37.8%	36.0%	41.5%	39.7%	36.1%
IV Rank	28.5%	18.4%	52.4%	47.4%	24.1%
IV Percentile	52.3%	21.8%	94.0%	90.9%	41.3%
Term Structure	-4.9%	-21.9%	2.6%	-21.9%	-5.8%
VWIV	33.8%	28.5%	39.0%	30.5%	39.0%
Skew 25d	5.4%	-5.7%	14.3%	3.7%	5.5%
Skew 10d	6.9%	0.2%	18.8%	15.4%	2.4%
Call IV 25d	34.8%	25.7%	44.2%	36.7%	31.1%
Put IV 25d	40.2%	28.0%	48.8%	40.4%	36.6%
Bid-Ask Spread %	125.51	108.59	141.02	134.16	130.46
Gamma HHI	0.41	0.33	0.67	0.37	0.67
Net GEX	4.2K	3.4K	4.8K	3.5K	4.0K
Net DEX	-87.0K	-101.7K	-65.5K	-81.4K	-98.0K
Net VEX	-114	-171	-48	-171	-48
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	6.476	0	8	8	0
Total OI	28	28	28	28	28

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2022-11-01	$55.21	$0.00	45.3%	13.0%	26.9%	47.4%	0.0%	3.7%	-21.9%	3.5K	-81.4K	-171	134.16	N/A	N/A	8	28
2022-11-02	$53.74	$0.00	35.7%	10.2%	28.9%	31.6%	0.0%	12.9%	-5.0%	3.4K	-76.9K	-161	135.95	N/A	N/A	8	28
2022-11-03	$53.62	$50.00	37.5%	9.8%	28.9%	34.4%	30.5%	3.6%	-6.1%	3.7K	-65.5K	-148	116.76	N/A	N/A	8	28
2022-11-04	$55.27	$50.00	41.5%	8.3%	30.0%	41.1%	30.5%	0.9%	0.5%	3.9K	-79.7K	-149	114.14	N/A	N/A	8	28
2022-11-07	$55.58	$50.00	48.3%	10.2%	29.6%	52.4%	33.5%	10.0%	-4.6%	3.7K	-76.6K	-149	110.10	N/A	N/A	8	28
2022-11-08	$57.12	$50.00	38.0%	7.6%	29.9%	35.3%	28.5%	8.0%	2.0%	4.4K	-93.0K	-129	115.11	N/A	N/A	8	28
2022-11-09	$54.61	$50.00	29.6%	8.5%	34.9%	21.5%	32.2%	7.6%	1.8%	3.6K	-76.9K	-145	124.18	N/A	N/A	8	28
2022-11-10	$56.87	$50.00	29.1%	8.3%	36.7%	20.6%	35.8%	12.6%	-1.3%	4.1K	-85.1K	-139	125.32	N/A	N/A	8	28
2022-11-11	$58.03	$50.00	29.1%	8.4%	32.3%	20.7%	32.8%	3.8%	-1.3%	4.2K	-100.9K	-132	108.59	N/A	N/A	8	28
2022-11-14	$58.23	$50.00	28.1%	8.1%	32.1%	19.0%	37.7%	4.0%	-0.6%	4.3K	-100.6K	-131	121.81	N/A	N/A	8	28
2022-11-15	$58.20	$50.00	27.8%	8.0%	32.2%	18.5%	36.1%	3.1%	0.9%	4.8K	-101.7K	-105	130.68	N/A	N/A	8	28
2022-11-16	$57.04	$50.00	33.8%	9.7%	33.6%	28.4%	31.4%	14.3%	2.6%	4.2K	-91.6K	-119	119.38	N/A	N/A	8	28
2022-11-17	$56.22	$50.00	34.8%	10.0%	34.3%	30.0%	36.4%	3.8%	-10.3%	4.1K	-84.5K	-115	123.65	N/A	N/A	8	28
2022-11-18	$56.36	$50.00	30.1%	8.6%	32.1%	22.4%	39.0%	1.8%	-6.2%	4.4K	-83.8K	-103	130.96	N/A	N/A	8	28
2022-11-21	$55.59	$50.00	29.2%	8.4%	32.5%	20.8%	35.3%	-5.7%	-6.5%	4.5K	-77.8K	-93	124.49	N/A	N/A	8	28
2022-11-22	$57.68	$50.00	27.7%	7.9%	34.8%	18.4%	28.5%	13.3%	1.0%	4.8K	-95.3K	-85	126.45	N/A	N/A	8	28
2022-11-23	$57.52	$50.00	34.2%	9.8%	34.1%	29.1%	39.0%	-0.2%	-16.9%	4.6K	-93.3K	-91	129.00	N/A	N/A	8	28
2022-11-25	$57.59	$50.00	31.5%	9.0%	34.1%	24.6%	0.0%	9.0%	-9.9%	4.7K	-95.7K	-62	138.72	N/A	N/A	0	28
2022-11-28	$55.84	$50.00	32.8%	9.4%	35.9%	26.7%	0.0%	0.2%	-7.6%	4.1K	-79.8K	-60	134.74	N/A	N/A	0	28
2022-11-29	$56.83	$50.00	35.2%	10.1%	36.4%	30.7%	0.0%	2.1%	-8.6%	4.5K	-88.8K	-64	141.02	N/A	N/A	0	28
2022-11-30	$57.81	$50.00	31.2%	8.9%	36.7%	24.1%	0.0%	5.5%	-5.8%	4.0K	-98.0K	-48	130.46	N/A	N/A	0	28