NANR Options History — February 2023 In February 2023, NANR traded between $52.34 and $57.97. ATM implied volatility averaged 25.4%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 4.1% (HV 20d: 21.3%). Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-01 : Highest Volume — 1 contracts2023-02-07 : Largest IV drop — 17.0% change2023-02-06 : Highest IV Rank — 25.7%2023-02-27 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $54.68 $52.34 $57.97 $57.97 $52.86 ATM IV 25.4% 22.3% 32.2% 24.4% 27.4% Expected Move 7.0% 6.4% 7.9% 7.0% 7.9% HV 20d 21.3% 16.7% 22.8% 16.7% 22.2% HV 60d 24.6% 22.3% 27.5% 27.2% 22.3% IV Rank 14.6% 9.5% 25.7% 12.9% 17.9% IV Percentile 13.6% 3.2% 46.4% 6.3% 23.4% Term Structure -1.3% -10.1% 3.6% -2.0% -5.9% VWIV 21.4% 21.4% 21.4% 21.4% 21.4% Skew 25d 1.6% -3.6% 3.3% -3.6% 1.0% Skew 10d 2.7% -3.7% 9.1% -3.7% 1.7% Call IV 25d 25.4% 21.9% 30.3% 26.7% 30.3% Put IV 25d 27.0% 23.0% 32.0% 23.0% 31.3% Bid-Ask Spread % 131.15 124.52 137.80 137.15 129.04 Gamma HHI 0.63 0.33 1.00 1.00 1.00 Net GEX 277 -195 536 536 337 Net DEX -3.6K -7.5K -831 -7.1K -2.9K Net VEX -34 -43 -22 -41 -22 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 0.105 0 1 1 0 Total OI 3.947 3 5 3 3
Daily Data (19 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 2023-02-01 $57.97 $0.00 24.4% 7.0% 16.7% 12.9% 21.4% -3.6% -2.0% 536 -7.1K -41 0.00 137.15 N/A N/A 0 1 3 0 2023-02-02 $56.05 $0.00 27.1% 6.8% 21.4% 17.3% 0.0% 1.0% 0.6% 49 -3.7K -43 0.00 124.52 N/A N/A 0 0 3 1 2023-02-03 $55.45 $0.00 28.8% 6.8% 21.5% 20.2% 0.0% 0.9% -10.1% 104 -2.0K -39 0.00 126.99 N/A N/A 0 0 3 1 2023-02-06 $54.84 $0.00 32.2% 6.7% 19.5% 25.7% 0.0% 2.4% -0.3% 90 -1.2K -36 0.00 131.35 N/A N/A 0 0 3 1 2023-02-07 $55.88 $0.00 26.7% 6.4% 20.7% 16.7% 0.0% 2.0% -0.5% 40 -2.9K -40 0.00 128.91 N/A N/A 0 0 3 1 2023-02-08 $55.49 $0.00 22.3% 6.4% 20.8% 9.5% 0.0% 1.6% -0.5% 64 -2.0K -38 0.00 127.62 N/A N/A 0 0 3 1 2023-02-09 $55.09 $0.00 23.5% 6.7% 20.9% 11.5% 0.0% 1.4% -1.9% -195 -1.1K -37 0.00 130.48 N/A N/A 1 0 3 1 2023-02-10 $56.23 $0.00 22.4% 6.4% 21.2% 9.6% 0.0% 2.9% 0.8% 404 -7.5K -43 0.00 130.47 N/A N/A 0 0 4 1 2023-02-13 $55.94 $0.00 23.5% 6.7% 21.2% 11.4% 0.0% 3.3% 3.6% 390 -7.0K -41 0.00 125.47 N/A N/A 0 0 4 1 2023-02-14 $55.98 $0.00 22.9% 6.6% 20.9% 10.4% 0.0% 1.6% -1.5% 446 -6.6K -39 0.00 130.80 N/A N/A 0 0 4 1 2023-02-15 $54.97 $0.00 22.9% 6.6% 21.6% 10.4% 0.0% 3.0% 3.3% 432 -4.5K -36 0.00 129.33 N/A N/A 0 0 4 1 2023-02-16 $54.88 $0.00 22.9% 6.6% 21.1% 10.4% 0.0% 1.3% 1.8% 468 -3.8K -35 0.00 134.40 N/A N/A 0 0 4 1 2023-02-17 $53.30 $0.00 25.1% 7.2% 22.7% 14.0% 0.0% 1.5% -0.8% 432 -831 -28 0.00 134.21 N/A N/A 0 0 4 1 2023-02-21 $53.28 $0.00 26.3% 7.5% 22.7% 16.0% 0.0% 2.4% -4.7% 349 -3.7K -27 0.00 129.99 N/A N/A 0 0 3 0 2023-02-22 $52.58 $0.00 26.0% 7.4% 22.8% 15.5% 0.0% 1.1% -1.6% 323 -2.7K -23 0.00 134.79 N/A N/A 0 0 3 0 2023-02-23 $52.87 $0.00 25.1% 7.2% 22.8% 14.0% 0.0% 2.4% 0.2% 339 -2.9K -23 0.00 133.25 N/A N/A 0 0 3 0 2023-02-24 $52.34 $0.00 25.7% 7.4% 22.1% 15.1% 0.0% 2.3% -0.7% 310 -2.6K -23 0.00 135.27 N/A N/A 0 0 3 0 2023-02-27 $52.88 $0.00 27.7% 7.9% 22.8% 18.4% 0.0% 2.1% -4.4% 338 -3.1K -25 0.00 137.80 N/A N/A 0 0 3 0 2023-02-28 $52.86 $0.00 27.4% 7.9% 22.2% 17.9% 0.0% 1.0% -5.9% 337 -2.9K -22 0.00 129.04 N/A N/A 0 0 3 0
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