NANR Options History — April 2023

In April 2023, NANR traded between $53.87 and $57.39. ATM implied volatility averaged 25.2%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 2.3% (HV 20d: 22.9%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days.

Notable Days

  • 2023-04-13: Largest IV spike — 52.2% change
  • 2023-04-10: Highest IV Rank — 32.4%
  • 2023-04-13: Largest Expected Move — 9.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.70$53.87$57.39$55.74$55.03
ATM IV25.2%21.5%36.2%25.0%23.7%
Expected Move7.0%6.2%9.6%7.2%6.8%
HV 20d22.9%19.2%29.3%29.3%22.4%
HV 60d23.4%23.2%23.8%23.8%23.6%
IV Rank12.2%2.3%32.4%13.8%4.0%
IV Percentile15.1%1.6%69.8%9.5%8.3%
Term Structure-2.2%-7.1%3.1%0.0%-2.5%
Skew 25d3.0%-0.1%9.8%2.7%2.1%
Skew 10d6.1%1.1%22.3%8.2%1.8%
Call IV 25d25.2%17.3%37.4%27.1%26.0%
Put IV 25d28.2%19.0%47.2%29.9%28.0%
Bid-Ask Spread %141.22125.59160.50145.47143.19
Gamma HHI1.001.001.001.001.00
Net GEX531391688510443
Net DEX-3.7K-6.3K-2.0K-4.1K-2.0K
Net VEX-20-28-12-23-12
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI33333

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$55.74$0.0025.0%7.2%29.3%13.8%0.0%2.7%0.0%510-4.1K-230.00145.47N/AN/A0030
2023-04-04$55.42$0.0026.7%7.7%27.0%16.7%0.0%2.1%-4.4%508-4.0K-240.00146.56N/AN/A0030
2023-04-05$55.71$0.0025.9%7.4%27.0%15.4%0.0%2.7%-1.6%509-4.0K-230.00141.00N/AN/A0030
2023-04-06$55.09$0.0027.5%7.3%26.4%18.0%0.0%2.4%-3.3%462-3.7K-230.00135.11N/AN/A0030
2023-04-10$55.30$0.0036.2%7.4%25.3%32.4%0.0%2.9%-0.6%489-3.9K-220.00143.75N/AN/A0030
2023-04-11$56.13$0.0027.0%7.2%25.6%17.1%0.0%4.3%-1.3%593-5.5K-260.00125.59N/AN/A0030
2023-04-12$56.30$0.0022.0%6.3%25.6%8.9%0.0%3.6%3.1%572-4.4K-230.00135.98N/AN/A0030
2023-04-13$57.39$0.0033.5%9.6%19.2%27.9%0.0%9.8%-7.1%579-6.3K-280.00160.50N/AN/A0030
2023-04-14$57.13$0.0023.6%6.8%19.6%11.5%0.0%5.5%-3.6%629-5.3K-240.00129.92N/AN/A0030
2023-04-17$56.75$0.0021.7%6.2%20.2%8.5%0.0%1.6%-0.7%678-4.6K-230.00138.99N/AN/A0030
2023-04-18$56.84$0.0021.5%6.2%19.7%8.1%0.0%1.7%-3.0%688-3.6K-200.00143.73N/AN/A0030
2023-04-19$56.23$0.0022.5%6.5%20.0%9.8%0.0%1.9%-1.3%610-4.0K-210.00145.50N/AN/A0030
2023-04-20$55.60$0.0022.1%6.3%20.3%9.1%0.0%-0.1%-5.2%595-2.6K-160.00138.25N/AN/A0030
2023-04-21$55.12$0.0022.4%6.4%20.2%9.5%0.0%1.6%-1.4%487-2.6K-150.00146.16N/AN/A0030
2023-04-24$55.64$0.0022.1%6.3%20.3%2.3%0.0%6.6%-2.3%541-3.4K-180.00140.52N/AN/A0030
2023-04-25$54.42$0.0025.6%7.3%22.0%7.4%0.0%1.7%-0.5%416-2.4K-150.00142.60N/AN/A0030
2023-04-26$53.87$0.0024.3%7.0%22.3%5.0%0.0%0.8%-3.2%391-2.0K-130.00141.00N/AN/A0030
2023-04-27$54.50$0.0024.8%7.1%22.3%5.9%0.0%2.7%-2.4%393-2.0K-120.00139.32N/AN/A0030
2023-04-28$55.03$0.0023.7%6.8%22.4%4.0%0.0%2.1%-2.5%443-2.0K-120.00143.19N/AN/A0030