NANR Options History — June 2023 In June 2023, NANR traded between $49.30 and $51.68. ATM implied volatility averaged 28.3%, placing in the 13.0% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 9.9% (HV 20d: 18.4%). Max pain ranged from $49.00 to $55.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-05 : Highest Volume — 21 contracts2023-06-14 : Largest IV drop — 58.3% change2023-06-13 : Highest IV Rank — 55.4%2023-06-02 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $50.79 $49.30 $51.68 $49.30 $51.52 Max Pain $50.67 $49.00 $55.00 $55.00 $49.00 ATM IV 28.3% 20.8% 52.3% 28.2% 23.5% Expected Move 6.5% 5.9% 8.6% 8.1% 6.7% HV 20d 18.4% 15.8% 21.5% 19.6% 18.3% HV 60d 20.8% 18.7% 22.5% 22.0% 18.9% IV Rank 13.0% 0.0% 55.4% 12.0% 4.9% IV Percentile 31.4% 0.0% 96.0% 37.7% 13.1% Term Structure -2.2% -8.0% 3.3% -4.1% -3.8% VWIV 26.7% 22.6% 36.7% 22.6% 23.8% Skew 25d 2.6% -1.3% 15.8% -0.3% 1.1% Skew 10d 11.6% 1.1% 19.2% 14.8% 19.2% Call IV 25d 23.6% 12.3% 36.7% 36.7% 26.6% Put IV 25d 26.2% 22.1% 36.5% 36.5% 27.7% Bid-Ask Spread % 153.94 132.76 162.60 132.76 151.55 Gamma HHI 0.64 0.25 1.00 1.00 1.00 Net GEX 8.7K 119 21.4K 2.1K 123 Net DEX -39.5K -99.4K -3.3K -9.8K -3.9K Net VEX -69 -188 -11 -35 -11 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 2.524 0 21 20 0 Total OI 36.238 1 72 20 1
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-06-01 $49.30 $55.00 28.2% 8.1% 19.6% 12.0% 22.6% -0.3% -4.1% 2.1K -9.8K -35 0.00 132.76 N/A N/A 20 0 20 0 2023-06-02 $50.39 $53.00 30.1% 8.6% 21.5% 15.5% 36.7% 15.8% -8.0% 7.6K -35.8K -102 0.00 143.07 N/A N/A 10 0 40 0 2023-06-05 $50.15 $0.00 32.4% 6.2% 19.1% 19.5% 23.6% 0.9% 0.7% 9.4K -55.9K -126 0.00 149.73 N/A N/A 21 0 50 0 2023-06-06 $50.69 $49.00 31.6% 5.9% 19.8% 18.1% 0.0% 2.3% 1.0% 15.4K -80.9K -177 0.00 153.85 N/A N/A 1 0 71 0 2023-06-07 $51.36 $49.00 33.0% 6.0% 20.6% 20.6% 0.0% 6.1% -2.1% 19.2K -96.9K -188 0.00 155.35 N/A N/A 0 0 72 0 2023-06-08 $51.28 $49.00 33.0% 5.9% 20.2% 20.6% 0.0% 4.5% -7.3% 18.6K -96.1K -178 0.00 153.17 N/A N/A 0 0 72 0 2023-06-09 $51.02 $49.00 36.8% 6.1% 18.0% 27.4% 23.8% 0.8% -2.6% 17.1K -91.0K -164 0.00 156.33 N/A N/A 1 0 72 0 2023-06-12 $50.81 $0.00 47.5% 6.0% 18.0% 46.7% 0.0% 1.4% 0.1% 15.8K -80.7K -120 0.00 156.99 N/A N/A 0 0 71 0 2023-06-13 $51.41 $0.00 52.3% 6.3% 17.6% 55.4% 0.0% 11.7% 3.3% 18.6K -99.4K -116 0.00 147.32 N/A N/A 0 0 71 0 2023-06-14 $51.01 $0.00 21.8% 6.3% 15.8% 0.6% 0.0% -1.3% -1.5% 14.9K -32.8K -46 0.00 145.27 N/A N/A 0 0 71 0 2023-06-15 $51.62 $0.00 20.8% 6.0% 16.3% 0.0% 0.0% 1.7% -0.5% 21.4K -86.5K -65 0.00 155.04 N/A N/A 0 0 71 0 2023-06-16 $51.68 $0.00 21.2% 6.1% 16.2% 0.9% 0.0% 1.2% -2.1% 21.0K -32.7K -16 0.00 157.63 N/A N/A 0 0 71 0 2023-06-20 $50.53 $0.00 22.2% 6.4% 17.9% 2.5% 0.0% 0.6% -3.0% 119 -3.5K -12 0.00 157.57 N/A N/A 0 0 1 0 2023-06-21 $51.02 $0.00 21.2% 6.1% 18.3% 0.8% 0.0% 1.6% -1.6% 119 -3.6K -12 0.00 153.22 N/A N/A 0 0 1 0 2023-06-22 $50.42 $0.00 22.9% 6.6% 18.7% 3.8% 0.0% 1.0% -2.3% 120 -3.5K -12 0.00 162.60 N/A N/A 0 0 1 0 2023-06-23 $49.78 $0.00 23.1% 6.6% 18.2% 4.1% 0.0% 1.2% -0.8% 122 -3.3K -12 0.00 161.79 N/A N/A 0 0 1 0 2023-06-26 $50.63 $0.00 23.4% 6.7% 18.6% 4.7% 0.0% 1.2% -5.2% 120 -3.5K -12 0.00 158.19 N/A N/A 0 0 1 0 2023-06-27 $50.63 $0.00 23.3% 6.7% 18.6% 4.5% 0.0% 1.3% -0.3% 122 -3.5K -12 0.00 161.09 N/A N/A 0 0 1 0 2023-06-28 $50.45 $0.00 23.7% 6.8% 17.8% 5.2% 0.0% 0.9% -3.5% 123 -3.5K -12 0.00 159.45 N/A N/A 0 0 1 0 2023-06-29 $50.80 $0.00 23.3% 6.7% 17.8% 4.5% 0.0% 1.3% -3.5% 122 -3.6K -12 0.00 160.76 N/A N/A 0 0 1 0 2023-06-30 $51.52 $0.00 23.5% 6.7% 18.3% 4.9% 0.0% 1.1% -3.8% 123 -3.9K -11 0.00 151.55 N/A N/A 0 0 1 0
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