NANR Options History — December 2022

In December 2022, NANR traded between $52.55 and $57.71. ATM implied volatility averaged 33.6%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 5.0% (HV 20d: 28.5%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2022-12-12: Highest Volume — 5 contracts
2022-12-14: Largest IV drop — 54.9% change
2022-12-13: Highest IV Rank — 69.7%
2022-12-02: Largest Expected Move — 9.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$54.80	$52.55	$57.71	$57.71	$54.09
Max Pain	$50.00	$50.00	$50.00	$50.00	$50.00
ATM IV	33.6%	24.7%	58.8%	32.8%	31.9%
Expected Move	8.2%	7.1%	9.5%	9.4%	9.1%
HV 20d	28.5%	24.7%	35.8%	35.1%	25.7%
HV 60d	33.7%	30.0%	36.2%	36.1%	30.0%
IV Rank	28.0%	13.4%	69.7%	26.7%	25.3%
IV Percentile	46.5%	6.7%	98.8%	48.8%	44.4%
Term Structure	-2.4%	-9.4%	3.7%	-9.4%	-5.2%
Skew 25d	1.9%	-9.7%	12.5%	3.1%	1.9%
Skew 10d	2.1%	-5.1%	16.1%	2.1%	-0.6%
Call IV 25d	28.1%	19.1%	34.1%	34.1%	33.6%
Put IV 25d	30.0%	20.2%	38.8%	37.2%	35.5%
Bid-Ask Spread %	150.94	135.01	166.04	135.01	154.44
Gamma HHI	0.42	0.28	0.65	0.63	0.49
Net GEX	2.1K	0	5.7K	4.0K	0
Net DEX	-45.9K	-97.6K	0	-97.6K	0
Net VEX	-13	-50	0	-46	0
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	0.238	0	5	0	0
Total OI	16.476	0	33	28	0

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
2022-12-01	$57.71	$50.00	32.8%	9.4%	35.1%	26.7%	0.0%	3.1%	-9.4%	4.0K	-97.6K	-46	135.01	N/A	N/A	0	28
2022-12-02	$57.62	$50.00	33.0%	9.5%	35.0%	27.2%	0.0%	12.5%	-9.0%	3.8K	-96.5K	-41	137.62	N/A	N/A	0	28
2022-12-05	$55.94	$0.00	38.3%	7.4%	35.4%	35.9%	0.0%	9.0%	0.6%	4.2K	-80.0K	-50	144.95	N/A	N/A	0	28
2022-12-06	$55.13	$0.00	38.8%	8.1%	35.8%	36.6%	0.0%	0.6%	-3.8%	3.9K	-76.5K	-29	147.96	N/A	N/A	0	28
2022-12-07	$55.20	$0.00	37.2%	8.2%	34.3%	34.0%	0.0%	3.2%	0.7%	3.7K	-78.4K	-20	141.01	N/A	N/A	0	28
2022-12-08	$55.22	$0.00	44.1%	8.6%	30.2%	45.3%	0.0%	1.5%	-3.9%	4.1K	-78.6K	-29	153.12	N/A	N/A	0	28
2022-12-09	$54.61	$0.00	37.9%	7.9%	26.5%	35.2%	0.0%	-0.6%	-0.3%	2.5K	-77.8K	-11	153.65	N/A	N/A	0	28
2022-12-12	$54.98	$0.00	44.8%	8.0%	25.4%	46.5%	0.0%	4.0%	3.7%	1.8K	-79.9K	-6	154.57	N/A	N/A	5	28
2022-12-13	$55.91	$0.00	58.8%	7.9%	26.3%	69.7%	0.0%	-2.1%	-1.8%	4.0K	-97.6K	-19	155.91	N/A	N/A	0	33
2022-12-14	$55.62	$0.00	26.5%	7.6%	26.3%	16.4%	0.0%	3.0%	0.1%	4.0K	-95.8K	-15	161.27	N/A	N/A	0	33
2022-12-15	$54.34	$0.00	28.8%	8.3%	26.6%	20.2%	0.0%	1.8%	-2.1%	5.7K	-83.5K	-11	166.04	N/A	N/A	0	33
2022-12-16	$53.26	$0.00	30.5%	8.7%	27.0%	22.9%	0.0%	1.1%	-2.1%	2.7K	-21.3K	-2	144.76	N/A	N/A	0	23
2022-12-19	$52.55	$0.00	28.1%	8.0%	27.2%	18.9%	0.0%	1.4%	-1.6%	0	0	0	150.63	N/A	N/A	0	0
2022-12-20	$53.58	$0.00	28.0%	8.0%	28.0%	18.8%	0.0%	2.3%	-1.1%	0	0	0	151.91	N/A	N/A	0	0
2022-12-21	$54.21	$0.00	28.7%	8.2%	24.7%	19.9%	0.0%	1.5%	-3.4%	0	0	0	160.80	N/A	N/A	0	0
2022-12-22	$53.16	$0.00	26.2%	7.5%	25.3%	15.9%	0.0%	0.9%	1.4%	0	0	0	135.43	N/A	N/A	0	0
2022-12-23	$54.39	$0.00	24.7%	7.1%	27.0%	13.4%	0.0%	0.8%	2.6%	0	0	0	144.92	N/A	N/A	0	0
2022-12-27	$55.22	$0.00	29.2%	8.4%	25.6%	20.9%	0.0%	2.2%	-2.5%	0	0	0	160.31	N/A	N/A	0	0
2022-12-28	$53.74	$0.00	25.5%	7.3%	26.3%	14.7%	0.0%	-9.7%	-6.9%	0	0	0	153.66	N/A	N/A	0	0
2022-12-29	$54.23	$0.00	31.6%	9.1%	25.7%	24.7%	0.0%	1.4%	-5.2%	0	0	0	161.72	N/A	N/A	0	0
2022-12-30	$54.09	$0.00	31.9%	9.1%	25.7%	25.3%	0.0%	1.9%	-5.2%	0	0	0	154.44	N/A	N/A	0	0