NANR Options History — January 2023 In January 2023, NANR traded between $53.22 and $58.66. ATM implied volatility averaged 27.0%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 3.9% (HV 20d: 23.1%). Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-01-19 : Highest Volume — 3 contracts2023-01-11 : Largest IV drop — 30.4% change2023-01-10 : Highest IV Rank — 33.3%2023-01-03 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $56.65 $53.22 $58.66 $53.22 $57.86 ATM IV 27.0% 22.7% 36.8% 32.2% 26.1% Expected Move 7.4% 6.5% 9.2% 9.2% 7.5% HV 20d 23.1% 16.3% 26.5% 26.0% 18.2% HV 60d 28.6% 27.2% 30.3% 30.1% 27.2% IV Rank 17.1% 10.1% 33.3% 25.8% 15.8% IV Percentile 18.2% 3.6% 70.2% 45.6% 12.7% Term Structure -1.0% -4.3% 1.6% -2.3% -0.8% Skew 25d 2.5% 0.1% 4.6% 0.1% 2.5% Skew 10d 6.5% -3.2% 9.9% -3.2% 7.5% Call IV 25d 25.8% 20.6% 36.7% 36.7% 28.1% Put IV 25d 28.3% 21.0% 36.8% 36.8% 30.6% Bid-Ask Spread % 148.66 133.57 159.71 150.35 147.35 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 201 0 551 0 510 Net DEX -3.0K -8.4K 0 0 -7.3K Net VEX -17 -43 0 0 -41 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 0.15 0 3 0 0 Total OI 1.2 0 3 0 3
Daily Data (20 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 2023-01-03 $53.22 $0.00 32.2% 9.2% 26.0% 25.8% 0.0% 0.1% -2.3% 0 0 0 0.00 150.35 N/A N/A 0 0 0 0 2023-01-04 $53.63 $0.00 26.6% 7.6% 24.5% 16.6% 0.0% 4.2% -0.6% 0 0 0 0.00 151.86 N/A N/A 0 0 0 0 2023-01-05 $54.28 $0.00 28.7% 8.2% 24.5% 20.1% 0.0% 1.8% -0.8% 0 0 0 0.00 133.57 N/A N/A 0 0 0 0 2023-01-06 $55.80 $0.00 27.7% 7.6% 26.5% 18.3% 0.0% 2.9% -0.1% 0 0 0 0.00 137.76 N/A N/A 0 0 0 0 2023-01-09 $55.85 $0.00 35.5% 7.7% 26.5% 31.2% 0.0% 1.5% -1.8% 0 0 0 0.00 153.56 N/A N/A 0 0 0 0 2023-01-10 $56.11 $0.00 36.8% 7.5% 26.2% 33.3% 0.0% 4.2% 1.3% 0 0 0 0.00 154.45 N/A N/A 0 0 0 0 2023-01-11 $56.23 $0.00 25.6% 7.3% 26.1% 14.9% 0.0% 2.3% -0.2% 0 0 0 0.00 143.06 N/A N/A 0 0 0 0 2023-01-12 $57.26 $0.00 25.1% 7.2% 26.2% 14.1% 0.0% 4.6% 0.2% 0 0 0 0.00 153.04 N/A N/A 0 0 0 0 2023-01-13 $57.46 $0.00 22.7% 6.5% 26.1% 10.1% 0.0% 2.8% 1.3% 0 0 0 0.00 145.61 N/A N/A 0 0 0 0 2023-01-17 $56.88 $0.00 26.4% 7.6% 24.8% 16.3% 0.0% 1.8% -2.3% 0 0 0 0.00 158.25 N/A N/A 0 0 0 0 2023-01-18 $56.36 $0.00 27.2% 7.8% 23.8% 17.5% 0.0% 0.4% -2.6% 0 0 0 0.00 159.71 N/A N/A 0 0 0 0 2023-01-19 $57.04 $0.00 25.7% 7.4% 23.2% 15.1% 0.0% 3.7% 0.2% 0 0 0 0.00 155.94 N/A N/A 3 0 0 0 2023-01-20 $57.59 $0.00 25.4% 7.3% 22.6% 14.6% 0.0% 4.3% -1.3% 464 -7.2K -43 0.00 156.08 N/A N/A 0 0 3 0 2023-01-23 $57.65 $0.00 27.3% 7.8% 22.4% 17.7% 0.0% 3.3% -3.7% 482 -7.0K -42 0.00 149.77 N/A N/A 0 0 3 0 2023-01-24 $57.65 $0.00 24.3% 7.0% 20.8% 12.7% 0.0% 0.4% -2.1% 506 -7.7K -43 0.00 150.17 N/A N/A 0 0 3 0 2023-01-25 $58.03 $0.00 23.5% 6.7% 19.7% 11.5% 0.0% 3.6% 1.6% 495 -7.5K -42 0.00 142.25 N/A N/A 0 0 3 0 2023-01-26 $58.66 $0.00 22.7% 6.5% 19.4% 10.1% 0.0% 3.7% 0.2% 531 -8.0K -43 0.00 142.94 N/A N/A 0 0 3 0 2023-01-27 $58.25 $0.00 23.8% 6.8% 16.3% 11.8% 0.0% 0.6% -2.0% 551 -8.4K -43 0.00 141.05 N/A N/A 0 0 3 0 2023-01-30 $57.16 $0.00 25.9% 7.4% 18.1% 15.4% 0.0% 1.3% -4.3% 490 -7.5K -41 0.00 146.52 N/A N/A 0 0 3 0 2023-01-31 $57.86 $0.00 26.1% 7.5% 18.2% 15.8% 0.0% 2.5% -0.8% 510 -7.3K -41 0.00 147.35 N/A N/A 0 0 3 0
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